中国保险业效率的实证研究:考虑风险因素的影响  

Empirical Research on the Efficiency of Insurance Industry in China:Impact of Risk

作　　者：黄薇[1] 

机构地区：[1]对外经济贸易大学保险学院,北京100029

出　　处：《当代经济科学》2009年第5期9-14,共6页Modern Economic Science

基　　金：国家自然科学基金项目(70803036);对外经济贸易大学校级科研课题项目(08QD04)

摘　　要：通过构建多阶段数据包络分析模型,本文把风险因素纳入效率研究的框架中,全面测算了中国保险业考虑风险因素后的效率水平。研究发现:风险因素对保险机构效率的影响程度正在加强,保险机构风险管理水平的不同将直接导致效率测算结果出现显著变化。进一步对样本进行分类比较发现,股份制保险机构较国有保险机构的效率优势不再明显,而外资保险机构对中资机构的效率优势却逐渐被拉大。This paper introduces a new measurement of risk-adjusted efficiency by using a multi-stage data envelopment analysis to estimate the efficiency level for the 284 insurance companies in China through 1999-2006. The results show that the internal risk factors of insurance companies have significant impact on the efficiency estimation. With the further opening-up of insurance industry in China,the risk factors have more impact on the efficiency estimation. The risk-adjusted efficiency advantage of stock companies over state-owned companies is not as significant as that using the traditional method. And the efficiency gap between foreign and domestic insurance companies shows an increasing trend during the sample period.

关 键 词：风险 效率 保险业 

分 类 号：F842[经济管理—保险]