English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 111283/142199 (78%)
Visitors : 48174748      Online Users : 399
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/32251


    Title: 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
    Authors: 溫婉君
    Contributors: 李文福
    溫婉君
    Keywords: 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
    Date: 2008
    Issue Date: 2009-09-14 13:30:27 (UTC+8)
    Abstract: 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.
    Reference: 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/。
    Description: 碩士
    國立政治大學
    經濟研究所
    96258002
    97
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0096258002
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2348View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback