我国保险公司X效率的实证研究——以中资财险公司为例  

An Empirical Analysis on the X-Efficiency of Chinese Property and Casualty Insurance Companies

作　　者：刘铮[1] 张春海[1] 

机构地区：[1]对外经济贸易大学保险学院,北京100029

出　　处：《保险研究》2013年第1期58-67,共10页Insurance Studies

基　　金：教育部人文社科规划基金项目(基金号:10YJA790164);对外经济贸易大学研究生科研创新基金项目(基金号:A2012026)

摘　　要：借鉴世界最新X效率研究方法,运用SFA方法对2007年～2010年我国市场总份额超过90%的16家中资财产保险公司成本X效率、收益X效率、成本规模效率和收益规模效率进行了评估。在模型设定过程中,根据财险公司的特征,分别对投入、产出、投入价格和产出价格变量进行了选择。实证结果显示16家财险公司:(1)成本X效率呈下降趋势,收益X效率呈上升趋势,且成本X效率下降速度较快;(2)存在规模效率递增,收益规模效率表现不一;(3)国有性质公司在成本X效率上具有优势,上市公司、市场份额较大的公司在收益X效率上具有优势。On the basis of the latest X-efficiency research method, this paper used the SFA method to assess cost X-efficiency,revenue X-efficiency,cost scale efficiency and revenue scale efficiency of China＇ s 16 property and casualty insurance companies from 2007 to 2010. The combined market share of these 16 companies exceeded 90% ~ According to the characteristics of the property and casualty insurance company, this paper selected input, output, input prices and output prices variables respectively during the model setting process. The empirical result showed that ： （ 1 ） the cost of X-efficiency had a downward trend while the revenue X-efficiency kept rising, and decline of the cost X-efficiency was faster than the increase of revenue x-efficiency ; （2） scale efficiency kept increasing while the efficiency of revenue scale showed mixed results ; （3） state-owned companies showed advantages in cost X-effi- ciency while listed ones and ones with larger market share had advantages in revenue X-efficiency.

关 键 词：X效率 SFA 保险业 

分 类 号：F840.32[经济管理—保险]