中国寿险公司效率研究
摘要
效率是经济学研究的永恒主题。对保险业而言,效率是保险公司对其资源的有效配置,是保险公司市场竞争能力、投入产出能力和持续发展能力的总称。我国保险业效率状况成为保险监管部门、业界和理论界关注的核心问题,提高效率也充分体现在“做大做强保险业”的发展目标之中。在保险市场对外全面开放之后,“做强”不仅对于提升民族保险业的实力和竞争力而且对于中国保险业的可持续发展来说都极为重要。为此,探讨和比较各类保险公司在近年来的效率状况,找到影响效率的因素并提出改进的途径是非常必要的。
本文以经济学和现代金融学理论为指导,运用统计学、计量经济学和管理学的有关方法及专业软件,定性分析与定量分析相结合,研究中国寿险公司效率问题,为提升中国寿险公司效率提供政策建议和管理措施。全文共分为六章:第一章主要阐述效率及其测度方法,主要包括效率的定义、西方效率理论、效率的内涵、保险公司效率,并详细介绍了效率测度的非参数方法数据包络方法(DEA)和效率测度的参数方法随机前沿方法(SFA)以及效率测度的函数形式。第二章在借鉴国内、国外研究的基础上,选取保费收入、投资收益作为产出变量,实收资本、经营费用作为投入变量,测算我国2005年、2006年寿险公司的技术效率、纯技术效率、规模效率。第三章从DEA方法相关实证结果、DEA方法与SFA方法实证结果二个方面对相关的实证结果进行比较分析。第四章采用Malmquist生产率指数,研究我国入世后,寿险公司效率的变化情况。第五章从影响寿险公司效率的外生因素、内生因素的角度分析影响寿险公司效率的主要因素。第六章根据前几章的分析,提出从增加保费收入的途径、增加投资收益的途径、减少经营费用的途径、提高公司规模效率的途径这四个方面分析如何提升我国寿险公司的效率。
本文较新颖之处在于:1、笔者认为,如果将考察年度内开业不满一年的寿险公司列入考察范围,将低估该寿险公司的效率;在我国保险业尚未全面开放前,中资、合资、外资寿险公司所面临的外部环境不同(合资及外资寿险公司有地域以及经营范围的限制),将它们放在同一个前沿面进行比较亦将低估该寿险公司的效率。因此,笔者只选取2005年(2005年前开业的寿险公司)、2006年(2006年前开业的寿险公司)的数据,对中资、合资、外资寿险公司的效率进行横向比较。这样对各寿险公司的效率的比较更客观公正。2、与国外研究相比,我国缺乏对保险公司效率的各类测算方法结果的比较研究。本文使用DEA方法与SFA方法测度寿险公司经营效率,并对二种方法测算出的效率值以及公司排名进行比较分析。3、使用平减后的数据,计算Malmquist生产率指数,研究入世后,我国寿险公司效率的变化情况。4、从影响寿险公司效率的外生因素、内生因素的角度,分析影响寿险公司经营效率的主要因素。在研究中,使用Tobit模型实证检验竞争对我国寿险公司技术效率的影响;使用Panel Tobit模型研究影响我国寿险公司技术效率、纯技术效率与规模效率的因素。
The issue of efficiency is eternal theme of Economics. As far as insurance company concerned, efficiency is that commercial insurance companies are using combination of insurance resources and trying to make the society resources flowing to produce max of products or services. It is the generic term of input-and-output ability, competitive ability of market, the ability of sustainable development. The status of efficiency of Chinese insurance industry has been the core concerns of regulators, industry and theory studies. Improving efficiency is fully reflected in the development goal of bigger and stronger insurance industry. With full open for Chinese insurance industry, Chinese life insurance Co., Ltd. will face fierce international competition. The competitiveness of commercial insurance industry is the key to its sustainable development, and the efficiency is also the centralized embodiment of insurance competition. Thus, in the long term, the development of Chinese insurance industry is according to efficiency. Efficiency is important not only for enhancing national strength and competition of Chinese insurance industry but also for its sustainable development. Insurance efficiency studies have proliferated over the last few years abroad; however, there is a little study of the study of theory of insurance efficiency at home. Thus, studying on topic of insurance efficiency has crucial meaning both theoretically and practically. It's essential to study and analysis the efficiency in recent years. It's important to find out factors that affecting the efficiency and the ways to improve the efficiency.
The dissertation studies the issues of efficiency of Chinese Life Insurance Co., Ltd. based on modern economics and financial theory, using method of statistics, econometrics, management and professional software, combination qualitative analysis and quantitative analysis. There are six chapters in this dissertation. In Chapter One, there is briefly introduction: the main content of the efficiency, western efficiency theory and efficiency of insurance. Then efficiency measurement methods are introduced in detail. Chapter Two is the core and basis of whole dissertation, there are empirical research on efficiency of Chinese life insurance Co., Ltd. based on DEA method. By using premium income and investment gains as the output variables, the number of capital and cost as input variables, author estimates the technical efficiency scores, pure technical efficiency scores, scale efficiency scores, super technical efficiency scores and NIRS efficiency scores for 40 Life Insurance Companies Limited in 2006 and 33 Life Insurance Companies Limited in 2005 separately by Lindo programs. Empirical research finds that efficiency scores are relatively low in China. The technical efficiency scores of Chinese-funded firms are higher than foreign firms and joint venture firms. The reason is that scale efficiency scores of Chinese-funded firms are higher than foreign firms and joint venture firms. Chapter Three compares and analyses relevant empirical research results. This chapter includes comparison of related empirical results of DEA method and comparison of empirical results of DEA method and SFA method. Empirical research finds that the input variables and output variables which author used in DEA estimation is relatively better than the others. The results for comparison of DEA method and SFA method are consistent with foreign researchers. In order to gain the information about efficiency of firms in different year, we use Malmqusit index to gain the full factor productivity from 2001 to 2006. From the Malmquist index we can see that the full factor productivity of life insurance had increased after China's accession to WTO. However, the life insurance companies limited improve the efficiency mainly because technical changes not technical efficiency changes. Chapter five studies about infection factors of efficiency of Chinese life insurance Co., Ltd. Author studies the factors from exogenous aspect and endogenous aspect. Empirical research finds that expanding competition can improve efficiency of the life insurance company. Company size, financial lever, the ratio of group premiums, the proportion of business cost are the main factors that affect the efficiency of Chinese life insurance companies. According to the analysis of previous chapters, author proposes that we can promote the efficiency of Chinese life insurance company from increasing premium and investment income and reducing running cost.
The improvements and innovations of this dissertation are as followings:
First, the sample included the insurance companies within one year opening in the test range will underestimate the efficiency of the life insurance companies. Before the Chinese insurance industry has fully opened, Chinese-funded life insurance companies, joint ventures life insurance companies, and foreign life insurance companies faced different external environment, put them on the same frontier to compare will also underestimated the efficiency of companies. Therefore, this paper only select year of 2005 (the company opening before the 2005) and the year of 2006 (the company opening before the 2005) to compare the efficiency of the Chinese-funded, joint ventures with foreign life insurance companies in horizontal. This will make the results relatively more accurate and fair.
Second, Compared with foreign literature, we lack of comparative study that use various types of methods to calculate the efficiency scores. In this dissertation, I use DEA and SFA methods to measure the operating efficiency of life insurance companies, and I also use statistical methods to test the efficiency value and the ranks that calculate by the two kinds of methods.
Third, the dissertation using the deflator data calculates Malmquist productivity index to study Chinese life insurance companies' efficiency changes after entry WTO. Study found that after the Chinese insurance industry opened up, the total factor productivity of life insurance companies has been improved.
Fourth, the study analysis the main factors affecting the life insurance companies efficiency from the view of exogenous and endogenous point. Because of the DEA estimates is a value of relative efficiency, maximum is one, the parameters estimated by ordinary least squares regression will be biased and inconsistent. Using maximum likelihood estimate of Tobit model will consistent with the estimated value. Therefore, the dissertation use the Tobit model to empirically test the effect of competition; use the Panel Tobit model to analysis the factors that effect the technical efficiency, pure technical efficiency and scale efficiency of Chinese life insurance companies.
本文以经济学和现代金融学理论为指导,运用统计学、计量经济学和管理学的有关方法及专业软件,定性分析与定量分析相结合,研究中国寿险公司效率问题,为提升中国寿险公司效率提供政策建议和管理措施。全文共分为六章:第一章主要阐述效率及其测度方法,主要包括效率的定义、西方效率理论、效率的内涵、保险公司效率,并详细介绍了效率测度的非参数方法数据包络方法(DEA)和效率测度的参数方法随机前沿方法(SFA)以及效率测度的函数形式。第二章在借鉴国内、国外研究的基础上,选取保费收入、投资收益作为产出变量,实收资本、经营费用作为投入变量,测算我国2005年、2006年寿险公司的技术效率、纯技术效率、规模效率。第三章从DEA方法相关实证结果、DEA方法与SFA方法实证结果二个方面对相关的实证结果进行比较分析。第四章采用Malmquist生产率指数,研究我国入世后,寿险公司效率的变化情况。第五章从影响寿险公司效率的外生因素、内生因素的角度分析影响寿险公司效率的主要因素。第六章根据前几章的分析,提出从增加保费收入的途径、增加投资收益的途径、减少经营费用的途径、提高公司规模效率的途径这四个方面分析如何提升我国寿险公司的效率。
本文较新颖之处在于:1、笔者认为,如果将考察年度内开业不满一年的寿险公司列入考察范围,将低估该寿险公司的效率;在我国保险业尚未全面开放前,中资、合资、外资寿险公司所面临的外部环境不同(合资及外资寿险公司有地域以及经营范围的限制),将它们放在同一个前沿面进行比较亦将低估该寿险公司的效率。因此,笔者只选取2005年(2005年前开业的寿险公司)、2006年(2006年前开业的寿险公司)的数据,对中资、合资、外资寿险公司的效率进行横向比较。这样对各寿险公司的效率的比较更客观公正。2、与国外研究相比,我国缺乏对保险公司效率的各类测算方法结果的比较研究。本文使用DEA方法与SFA方法测度寿险公司经营效率,并对二种方法测算出的效率值以及公司排名进行比较分析。3、使用平减后的数据,计算Malmquist生产率指数,研究入世后,我国寿险公司效率的变化情况。4、从影响寿险公司效率的外生因素、内生因素的角度,分析影响寿险公司经营效率的主要因素。在研究中,使用Tobit模型实证检验竞争对我国寿险公司技术效率的影响;使用Panel Tobit模型研究影响我国寿险公司技术效率、纯技术效率与规模效率的因素。
The issue of efficiency is eternal theme of Economics. As far as insurance company concerned, efficiency is that commercial insurance companies are using combination of insurance resources and trying to make the society resources flowing to produce max of products or services. It is the generic term of input-and-output ability, competitive ability of market, the ability of sustainable development. The status of efficiency of Chinese insurance industry has been the core concerns of regulators, industry and theory studies. Improving efficiency is fully reflected in the development goal of bigger and stronger insurance industry. With full open for Chinese insurance industry, Chinese life insurance Co., Ltd. will face fierce international competition. The competitiveness of commercial insurance industry is the key to its sustainable development, and the efficiency is also the centralized embodiment of insurance competition. Thus, in the long term, the development of Chinese insurance industry is according to efficiency. Efficiency is important not only for enhancing national strength and competition of Chinese insurance industry but also for its sustainable development. Insurance efficiency studies have proliferated over the last few years abroad; however, there is a little study of the study of theory of insurance efficiency at home. Thus, studying on topic of insurance efficiency has crucial meaning both theoretically and practically. It's essential to study and analysis the efficiency in recent years. It's important to find out factors that affecting the efficiency and the ways to improve the efficiency.
The dissertation studies the issues of efficiency of Chinese Life Insurance Co., Ltd. based on modern economics and financial theory, using method of statistics, econometrics, management and professional software, combination qualitative analysis and quantitative analysis. There are six chapters in this dissertation. In Chapter One, there is briefly introduction: the main content of the efficiency, western efficiency theory and efficiency of insurance. Then efficiency measurement methods are introduced in detail. Chapter Two is the core and basis of whole dissertation, there are empirical research on efficiency of Chinese life insurance Co., Ltd. based on DEA method. By using premium income and investment gains as the output variables, the number of capital and cost as input variables, author estimates the technical efficiency scores, pure technical efficiency scores, scale efficiency scores, super technical efficiency scores and NIRS efficiency scores for 40 Life Insurance Companies Limited in 2006 and 33 Life Insurance Companies Limited in 2005 separately by Lindo programs. Empirical research finds that efficiency scores are relatively low in China. The technical efficiency scores of Chinese-funded firms are higher than foreign firms and joint venture firms. The reason is that scale efficiency scores of Chinese-funded firms are higher than foreign firms and joint venture firms. Chapter Three compares and analyses relevant empirical research results. This chapter includes comparison of related empirical results of DEA method and comparison of empirical results of DEA method and SFA method. Empirical research finds that the input variables and output variables which author used in DEA estimation is relatively better than the others. The results for comparison of DEA method and SFA method are consistent with foreign researchers. In order to gain the information about efficiency of firms in different year, we use Malmqusit index to gain the full factor productivity from 2001 to 2006. From the Malmquist index we can see that the full factor productivity of life insurance had increased after China's accession to WTO. However, the life insurance companies limited improve the efficiency mainly because technical changes not technical efficiency changes. Chapter five studies about infection factors of efficiency of Chinese life insurance Co., Ltd. Author studies the factors from exogenous aspect and endogenous aspect. Empirical research finds that expanding competition can improve efficiency of the life insurance company. Company size, financial lever, the ratio of group premiums, the proportion of business cost are the main factors that affect the efficiency of Chinese life insurance companies. According to the analysis of previous chapters, author proposes that we can promote the efficiency of Chinese life insurance company from increasing premium and investment income and reducing running cost.
The improvements and innovations of this dissertation are as followings:
First, the sample included the insurance companies within one year opening in the test range will underestimate the efficiency of the life insurance companies. Before the Chinese insurance industry has fully opened, Chinese-funded life insurance companies, joint ventures life insurance companies, and foreign life insurance companies faced different external environment, put them on the same frontier to compare will also underestimated the efficiency of companies. Therefore, this paper only select year of 2005 (the company opening before the 2005) and the year of 2006 (the company opening before the 2005) to compare the efficiency of the Chinese-funded, joint ventures with foreign life insurance companies in horizontal. This will make the results relatively more accurate and fair.
Second, Compared with foreign literature, we lack of comparative study that use various types of methods to calculate the efficiency scores. In this dissertation, I use DEA and SFA methods to measure the operating efficiency of life insurance companies, and I also use statistical methods to test the efficiency value and the ranks that calculate by the two kinds of methods.
Third, the dissertation using the deflator data calculates Malmquist productivity index to study Chinese life insurance companies' efficiency changes after entry WTO. Study found that after the Chinese insurance industry opened up, the total factor productivity of life insurance companies has been improved.
Fourth, the study analysis the main factors affecting the life insurance companies efficiency from the view of exogenous and endogenous point. Because of the DEA estimates is a value of relative efficiency, maximum is one, the parameters estimated by ordinary least squares regression will be biased and inconsistent. Using maximum likelihood estimate of Tobit model will consistent with the estimated value. Therefore, the dissertation use the Tobit model to empirically test the effect of competition; use the Panel Tobit model to analysis the factors that effect the technical efficiency, pure technical efficiency and scale efficiency of Chinese life insurance companies.
引文
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[2]Tobit模型是1981年诺贝尔经济学奖获得者托宾(Janes Tobin)在1958年研究耐用消费品需求时首先提出来的一个经济计量学模型,Tobit模型的一个重要特征是,解释变量是可观测的(即取实际观测值),而被解释变量只能以受限制的方式被观测到。
[1]索贵彬,张晓林.基于超效率DEA方法的第三产业竞争力评价[J].统计研究,2005,(7):58-60.
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[1]张伟,郭金龙,张许颖.我国寿险公司规模效率与内含价值的实证分析[J].财贸经济,2006,(3):41-46,96.
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[3]DEA效率值为因变量,采用Tobit回归来分析公司内生因素是否影响公司的效率.
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