Publications-Theses

Article View/Open

Publication Export

Google ScholarTM

NCCU Library

Citation Infomation

Related Publications in TAIR

題名 兩岸壽險業之效率與生產力分析
The Efficiency and productivity analysis of life insurance industry in Taiwan and Mainland China
作者 溫婉君
貢獻者 李文福
溫婉君
關鍵詞 兩岸壽險業
共同邊界
Malmquist 生產力指數
規模效率
Tobit 迴歸
Cross-strait life insurance industry
Metafrontier
Malmquist productivity index
Scale efficiency
Tobit regression
日期 2008
上傳時間 14-Sep-2009 13:30:27 (UTC+8)
摘要 兩岸在2001年底加入世界貿易組織(WTO),使得兩岸壽險市場受到經濟自由化及國際化的衝擊。因此,要如何提高自身的經營績效及競爭能力,便成為兩岸壽險公司最重要的目標。本研究以資料包絡分析法為基礎,並結合共同邊界(metafrontier)分析法,針對兩岸地區在2004年至2007年共59家壽險公司,進行經營效率與Malmquist生產力指數的實證研究。在生產力變動來源的拆解上,本文延伸Pastor and Lovell(2005)的固定規模報酬模型,利用變動規模報酬的生產邊界來衡量各公司的技術變動及技術差距比率變動,使生產力變動的來源上獲得更明確的意涵。最後本文利用Tobit迴歸模型,探討影響兩岸壽險公司經營效率的因素。
After joining the WTO in December 2001, there is the advent of economic liberalization and internationalization on the life insurance market of Taiwan and Mainland China. Therefore, how to improve the operating performance and the industrial competitiveness in the present economic circumstance is the critical and important goal of the life insurance industry in Taiwan and Mainland China. This study applies data envelopment analysis with metafrontier model to measure the managerial efficiency and Malmquist productivity index of 59 firms of life insurance industry in Taiwan and Mainland China from 2004 to 2007. On decomposing the sources of productivity change, we extend Pastor and Lovell’ s CRS model (2005) to a VRS frontier benchmark to measure technical change and technical gap ratio change, which apparently provides us a more meaningful decomposition of productivity change. Finally, this study uses Tobit regression model to examine the factors which influence the managerial efficiency of the life insurance industry in Taiwan and Mainland China.
參考文獻 1. 中文文獻
財政部保險司及中央再保險公司(2004-2007), 《保險年鑑》, 臺北市:財政部保險業務發展基金管理委員會。
台北市人壽保險商業同業公會(2004-2007), 《台灣人壽保險業務統計年報》, 臺北市:財團法人保險事業發展中心。
中國保險年鑑編輯委員會(2005-2008), 《中國保險年鑑》, 北京市:中國保險年鑒編委會。
高強、黃旭男、Toshiyuki Sueyoshi(2003), 《管理績效評估-資料包絡分析法》, 臺北市:華泰文化事業公司。
余永讚(2007), 「以二階段DEA評估中國大陸壽險業經營效率」, 台灣風險與保險學會成立大會暨第一屆學術研討會, 議題一人壽保險, 大陸壽險經營, 1-15。
陳虹蒨與胡均立(2008), 「經環境效果及統計噪音調整後的台灣地區人壽保險公司經營效率」, 《保險經營與制度》, 7, 189-206。
郝充仁與周林毅(2002), 「開放外商進入壽險市場對本國原有壽險公司經營效率之影響」, 《保險專刊》, 18, 193-213。
黃旭男與吳國華(2001), 「台灣地區壽險業經營績效之衡量」, 《管理與系統》, 8, 401-420。
陳谷劦與楊浩彥(2008), 「共同邊界Malmquist 生產力指數的延伸:跨國總體資料的實證分析」, 《經濟論文叢刊》, 37, 551-588。
葉彩蓮與陳澤義(2000), 「壽險業資源使用效率衡量」, 《臺灣銀行季刊》, 51, 322-341。
2. 英文文獻
Balk, B. M.(2001), “Scale Efficiency and Productivity Change,” Journal of Productivity Analysis, 15, 159-183.
Banker, R. D., A. Charnes, and W. W. Cooper(1984), “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis,” Management Science, 30, 1078–1092.
Battese, G. E. and D. S. P. Rao(2002), “Technology Gap, Efficiency, and a Stochastic Metafrontier Function,” International Journal of Business and Economics, 1, 87- 93.
Battese, G. E., D. S. P. Rao, and C. J. O’Donnell(2004), “A Metafrontier Production Function for Estimation of Technical Efficiencies and Technology Gaps for Firms Operating Under Different Technologies,” Journal of Productivity Analysis, 21, 91- 103.
Charnes, A., W. W. Cooper, and E. Rhodes(1978), “Measuring the Efficiency of Decision Making Units,” European Journal of Operational Research, 2, 429–444.
Cummins, J. D.(1999), “Efficiency in the U.S. Life Insurance Industry:Are Insurers Minimizing Costs and Maximizing Revenues?” in J.D. Cummins and A. Santomero(eds.), Changes in the Life Insurance Industry:Efficiency , Technology, and Risk Management.
Cummins, J. D., S. Tennyson, and M. A. Weiss(1999), “Consolidation and Efficiency in the U.S. Life Insurance Industry,” Journal of Banking and Finance, 23, 325-357.
Cummins, J. D. and H. Zi(1998), “Comparison of Frontier Efficiency Methods:An Application to the U.S. Life Insurance Industry,” Journal of Productivity Analysis, 10, 131-152.
Dong-hyun Oh(2006), “Productivity Change and Its Decomposition Using Malmquist Productivity Index and the Concept of Metafrontier,” Paper Presented at Asia-Pacific Productivity Conference.
Färe, R., S. Grosskopf, M. Norris, and Z. Zhang(1994), “Productivity Growth, Technical Progress, and Efficiency Changes in Industrialised Countries,” American Economic Review, 84, 66-83.
Farrell, M. J.(1957), “The Measurement of Productive Efficiency,” Journal of the Royal Statistical Society. Series A, 120, 253-290.
Fecher, F., D. Kessler, S. Perelman, and P. Pestieau(1993), “Productive Performance of the French Insurance Industry,” Journal of Productivity Analysis, 4, 77- 93.
Fukuyama, H.(1997), “Investigating Productive Efficiency and Productivity Changes of Japanese Life Insurance Companies,” Pacific-Basin Finance Journal, 5, 481-509.
Gardner, L. A. and M. F. Grace(1993), “X-Efficiency in the US Life Insurance Industry,” Journal of Banking and Finance, 17, 497-510.
Grace, M. F. and S. G. Timme(1992), “An Examination of Cost Economies in the United States Life Insurance Industry,” Journal of Risk and Insurance, 59, 72-103.
Greene, W. H. and D. Segal(2004), “Profitability and Efficiency in the U.S. Life Insurance Industry,” Journal of Productivity Analysis, 21, 229-247.
O’Donnell, C. J., D. S. P. Rao, and G. E. Battese(2008), “Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Ratios,” Empirical Economics, 34, 231-255.
Pastor, J. T. and C. A. K. Lovell(2005), “A Global Malmquist Productivity Index,” Economics Letters, 88, 266-271.
Rao, D. S. P.(2006), “Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Gaps,” Conference on Productivity and Efficiency, 21- 49.
Ray, S. C. and E. Desli(1997), “Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries: Comment,” American Economic Review, 87, 1033-1039.
Shephard, R. W.(1970), Theory of Cost and Production Functions, Princeton University Press, Princeton.
Swiss Re(2008), Sigma, No.3, 34-42.
Yuengert, A. M.(1993), “The Measurement of Efficiency in Life Insurance:Estimates of a Mixed Normal-Gamma Error Model,” Journal of Banking and Finance, 17, 483-496.
3. 參考網站
行政院金融監督管理委員會網,http://www.fscey.gov.tw/。
台灣保險事業發展中心網,http://www.tii.org.tw/。
中國大陸保險監督管理委員會網,http://www.circ.gov.cn/。
行政院經濟建設委員會網,http://www.cepd.gov.tw/。
描述 碩士
國立政治大學
經濟研究所
96258002
97
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0096258002
資料類型 thesis
dc.contributor.advisor 李文福zh_TW
dc.contributor.author (Authors) 溫婉君zh_TW
dc.creator (作者) 溫婉君zh_TW
dc.date (日期) 2008en_US
dc.date.accessioned 14-Sep-2009 13:30:27 (UTC+8)-
dc.date.available 14-Sep-2009 13:30:27 (UTC+8)-
dc.date.issued (上傳時間) 14-Sep-2009 13:30:27 (UTC+8)-
dc.identifier (Other Identifiers) G0096258002en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/32251-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟研究所zh_TW
dc.description (描述) 96258002zh_TW
dc.description (描述) 97zh_TW
dc.description.abstract (摘要) 兩岸在2001年底加入世界貿易組織(WTO),使得兩岸壽險市場受到經濟自由化及國際化的衝擊。因此,要如何提高自身的經營績效及競爭能力,便成為兩岸壽險公司最重要的目標。本研究以資料包絡分析法為基礎,並結合共同邊界(metafrontier)分析法,針對兩岸地區在2004年至2007年共59家壽險公司,進行經營效率與Malmquist生產力指數的實證研究。在生產力變動來源的拆解上,本文延伸Pastor and Lovell(2005)的固定規模報酬模型,利用變動規模報酬的生產邊界來衡量各公司的技術變動及技術差距比率變動,使生產力變動的來源上獲得更明確的意涵。最後本文利用Tobit迴歸模型,探討影響兩岸壽險公司經營效率的因素。zh_TW
dc.description.abstract (摘要) After joining the WTO in December 2001, there is the advent of economic liberalization and internationalization on the life insurance market of Taiwan and Mainland China. Therefore, how to improve the operating performance and the industrial competitiveness in the present economic circumstance is the critical and important goal of the life insurance industry in Taiwan and Mainland China. This study applies data envelopment analysis with metafrontier model to measure the managerial efficiency and Malmquist productivity index of 59 firms of life insurance industry in Taiwan and Mainland China from 2004 to 2007. On decomposing the sources of productivity change, we extend Pastor and Lovell’ s CRS model (2005) to a VRS frontier benchmark to measure technical change and technical gap ratio change, which apparently provides us a more meaningful decomposition of productivity change. Finally, this study uses Tobit regression model to examine the factors which influence the managerial efficiency of the life insurance industry in Taiwan and Mainland China.en_US
dc.description.tableofcontents 第一章 緒論 1
     1.1 研究背景與動機 1
     1.2 研究目的及研究方法 2
     1.3 研究架構與研究流程 3
     第二章 文獻回顧 5
     2.1 台灣地區壽險業之經營概況 5
     2.2 中國大陸地區保險業之經營概況 8
     2.3 壽險業經營績效之相關文獻 11
     第三章 理論模型 15
     3.1 共同邊界(metafrontier)效率評估模式 15
     3.2 共同邊界Malmquist 生產力指數分析法 18
     第四章 實證結果分析 25
     4.1 研究樣本及變數選取 25
     4.2 共同邊界效率分析 30
     4.3 共同邊界Malmquist 生產力指數分析 37
     4.4 Tobit 迴歸模型實證分析 44
     第五章 結論與未來研究建議 47
     5.1 結論 47
     5.2 未來研究建議 49
     參考文獻 50
     附錄 53
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0096258002en_US
dc.subject (關鍵詞) 兩岸壽險業zh_TW
dc.subject (關鍵詞) 共同邊界zh_TW
dc.subject (關鍵詞) Malmquist 生產力指數zh_TW
dc.subject (關鍵詞) 規模效率zh_TW
dc.subject (關鍵詞) Tobit 迴歸zh_TW
dc.subject (關鍵詞) Cross-strait life insurance industryen_US
dc.subject (關鍵詞) Metafrontieren_US
dc.subject (關鍵詞) Malmquist productivity indexen_US
dc.subject (關鍵詞) Scale efficiencyen_US
dc.subject (關鍵詞) Tobit regressionen_US
dc.title (題名) 兩岸壽險業之效率與生產力分析zh_TW
dc.title (題名) The Efficiency and productivity analysis of life insurance industry in Taiwan and Mainland Chinaen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. 中文文獻zh_TW
dc.relation.reference (參考文獻) 財政部保險司及中央再保險公司(2004-2007), 《保險年鑑》, 臺北市:財政部保險業務發展基金管理委員會。zh_TW
dc.relation.reference (參考文獻) 台北市人壽保險商業同業公會(2004-2007), 《台灣人壽保險業務統計年報》, 臺北市:財團法人保險事業發展中心。zh_TW
dc.relation.reference (參考文獻) 中國保險年鑑編輯委員會(2005-2008), 《中國保險年鑑》, 北京市:中國保險年鑒編委會。zh_TW
dc.relation.reference (參考文獻) 高強、黃旭男、Toshiyuki Sueyoshi(2003), 《管理績效評估-資料包絡分析法》, 臺北市:華泰文化事業公司。zh_TW
dc.relation.reference (參考文獻) 余永讚(2007), 「以二階段DEA評估中國大陸壽險業經營效率」, 台灣風險與保險學會成立大會暨第一屆學術研討會, 議題一人壽保險, 大陸壽險經營, 1-15。zh_TW
dc.relation.reference (參考文獻) 陳虹蒨與胡均立(2008), 「經環境效果及統計噪音調整後的台灣地區人壽保險公司經營效率」, 《保險經營與制度》, 7, 189-206。zh_TW
dc.relation.reference (參考文獻) 郝充仁與周林毅(2002), 「開放外商進入壽險市場對本國原有壽險公司經營效率之影響」, 《保險專刊》, 18, 193-213。zh_TW
dc.relation.reference (參考文獻) 黃旭男與吳國華(2001), 「台灣地區壽險業經營績效之衡量」, 《管理與系統》, 8, 401-420。zh_TW
dc.relation.reference (參考文獻) 陳谷劦與楊浩彥(2008), 「共同邊界Malmquist 生產力指數的延伸:跨國總體資料的實證分析」, 《經濟論文叢刊》, 37, 551-588。zh_TW
dc.relation.reference (參考文獻) 葉彩蓮與陳澤義(2000), 「壽險業資源使用效率衡量」, 《臺灣銀行季刊》, 51, 322-341。zh_TW
dc.relation.reference (參考文獻) 2. 英文文獻zh_TW
dc.relation.reference (參考文獻) Balk, B. M.(2001), “Scale Efficiency and Productivity Change,” Journal of Productivity Analysis, 15, 159-183.zh_TW
dc.relation.reference (參考文獻) Banker, R. D., A. Charnes, and W. W. Cooper(1984), “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis,” Management Science, 30, 1078–1092.zh_TW
dc.relation.reference (參考文獻) Battese, G. E. and D. S. P. Rao(2002), “Technology Gap, Efficiency, and a Stochastic Metafrontier Function,” International Journal of Business and Economics, 1, 87- 93.zh_TW
dc.relation.reference (參考文獻) Battese, G. E., D. S. P. Rao, and C. J. O’Donnell(2004), “A Metafrontier Production Function for Estimation of Technical Efficiencies and Technology Gaps for Firms Operating Under Different Technologies,” Journal of Productivity Analysis, 21, 91- 103.zh_TW
dc.relation.reference (參考文獻) Charnes, A., W. W. Cooper, and E. Rhodes(1978), “Measuring the Efficiency of Decision Making Units,” European Journal of Operational Research, 2, 429–444.zh_TW
dc.relation.reference (參考文獻) Cummins, J. D.(1999), “Efficiency in the U.S. Life Insurance Industry:Are Insurers Minimizing Costs and Maximizing Revenues?” in J.D. Cummins and A. Santomero(eds.), Changes in the Life Insurance Industry:Efficiency , Technology, and Risk Management.zh_TW
dc.relation.reference (參考文獻) Cummins, J. D., S. Tennyson, and M. A. Weiss(1999), “Consolidation and Efficiency in the U.S. Life Insurance Industry,” Journal of Banking and Finance, 23, 325-357.zh_TW
dc.relation.reference (參考文獻) Cummins, J. D. and H. Zi(1998), “Comparison of Frontier Efficiency Methods:An Application to the U.S. Life Insurance Industry,” Journal of Productivity Analysis, 10, 131-152.zh_TW
dc.relation.reference (參考文獻) Dong-hyun Oh(2006), “Productivity Change and Its Decomposition Using Malmquist Productivity Index and the Concept of Metafrontier,” Paper Presented at Asia-Pacific Productivity Conference.zh_TW
dc.relation.reference (參考文獻) Färe, R., S. Grosskopf, M. Norris, and Z. Zhang(1994), “Productivity Growth, Technical Progress, and Efficiency Changes in Industrialised Countries,” American Economic Review, 84, 66-83.zh_TW
dc.relation.reference (參考文獻) Farrell, M. J.(1957), “The Measurement of Productive Efficiency,” Journal of the Royal Statistical Society. Series A, 120, 253-290.zh_TW
dc.relation.reference (參考文獻) Fecher, F., D. Kessler, S. Perelman, and P. Pestieau(1993), “Productive Performance of the French Insurance Industry,” Journal of Productivity Analysis, 4, 77- 93.zh_TW
dc.relation.reference (參考文獻) Fukuyama, H.(1997), “Investigating Productive Efficiency and Productivity Changes of Japanese Life Insurance Companies,” Pacific-Basin Finance Journal, 5, 481-509.zh_TW
dc.relation.reference (參考文獻) Gardner, L. A. and M. F. Grace(1993), “X-Efficiency in the US Life Insurance Industry,” Journal of Banking and Finance, 17, 497-510.zh_TW
dc.relation.reference (參考文獻) Grace, M. F. and S. G. Timme(1992), “An Examination of Cost Economies in the United States Life Insurance Industry,” Journal of Risk and Insurance, 59, 72-103.zh_TW
dc.relation.reference (參考文獻) Greene, W. H. and D. Segal(2004), “Profitability and Efficiency in the U.S. Life Insurance Industry,” Journal of Productivity Analysis, 21, 229-247.zh_TW
dc.relation.reference (參考文獻) O’Donnell, C. J., D. S. P. Rao, and G. E. Battese(2008), “Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Ratios,” Empirical Economics, 34, 231-255.zh_TW
dc.relation.reference (參考文獻) Pastor, J. T. and C. A. K. Lovell(2005), “A Global Malmquist Productivity Index,” Economics Letters, 88, 266-271.zh_TW
dc.relation.reference (參考文獻) Rao, D. S. P.(2006), “Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Gaps,” Conference on Productivity and Efficiency, 21- 49.zh_TW
dc.relation.reference (參考文獻) Ray, S. C. and E. Desli(1997), “Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries: Comment,” American Economic Review, 87, 1033-1039.zh_TW
dc.relation.reference (參考文獻) Shephard, R. W.(1970), Theory of Cost and Production Functions, Princeton University Press, Princeton.zh_TW
dc.relation.reference (參考文獻) Swiss Re(2008), Sigma, No.3, 34-42.zh_TW
dc.relation.reference (參考文獻) Yuengert, A. M.(1993), “The Measurement of Efficiency in Life Insurance:Estimates of a Mixed Normal-Gamma Error Model,” Journal of Banking and Finance, 17, 483-496.zh_TW
dc.relation.reference (參考文獻) 3. 參考網站zh_TW
dc.relation.reference (參考文獻) 行政院金融監督管理委員會網,http://www.fscey.gov.tw/。zh_TW
dc.relation.reference (參考文獻) 台灣保險事業發展中心網,http://www.tii.org.tw/。zh_TW
dc.relation.reference (參考文獻) 中國大陸保險監督管理委員會網,http://www.circ.gov.cn/。zh_TW
dc.relation.reference (參考文獻) 行政院經濟建設委員會網,http://www.cepd.gov.tw/。zh_TW