本文選題：雙曲距離隨機前沿　切入點：壽險公司　出處：《中國科學(xué)技術(shù)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：效率研究始終是濟學(xué)中的一個重要主題。對于保險公司來說,效率是其經(jīng)營行為與其所擁有的資源之間的有效配置,體現(xiàn)了保險公司的投入產(chǎn)出能力,市場競爭力和綜合能力的可持續(xù)發(fā)展前景。改革開放以來的一段時期是中國壽險市場迅速成長的三十年,但中國人壽保險業(yè)在這段時期內(nèi)一直采用了粗放式的經(jīng)營方式,只注重發(fā)展速度和規(guī)模,忽視了內(nèi)部效率。隨著壽險業(yè)的增長和企業(yè)的效率不斷提高,整體實力不強等一系列的弊端逐漸暴露。保險市場的對外開放,中國壽險業(yè)面臨著激烈的國際競爭,提升壽險行業(yè)的效率對于增加我國保險行業(yè)的綜合實力和市場競爭力,實現(xiàn)可持續(xù)發(fā)展是非常重要的。因此,分析壽險公司在最近幾年的效率情況,并找出影響效率的改進措施具有較強的實踐意義。 我們回顧了以往有關(guān)壽險公司技術(shù)效率研究的文獻,發(fā)現(xiàn)有三個問題從來沒有得到過關(guān)注,我們則在此篇文章中考慮到了這三點。 第一,現(xiàn)有的文獻在分析壽險公司效率時并沒有考慮到其經(jīng)營活動中存在著一個非期望產(chǎn)出——退保金。退保金是指壽險公司在經(jīng)營的長期業(yè)務(wù)中,投保人因各種原因提出退保時,按照保險合同的規(guī)定支付給投保人的退保金額。退保行為會給壽險公司的經(jīng)營帶來很大的不良影響。因為壽險公司的業(yè)務(wù)都是中長期的,保險資金的運用也是中長期投資,如果續(xù)期保費能夠按時收到,那么就可以按照既定的投資策略進行,但如果投保人退保,尤其是發(fā)生大規(guī)模集體退保時,續(xù)期保費就不能收到,從而影響公司的既定投資策略,增加了公司運營風險。所以,在壽險公司的日常經(jīng)營中,都會采取一定措施極力避免退保行為的發(fā)生。 第二,在分析影響效率的因素時,宏觀經(jīng)濟一直被認為是技術(shù)效率的直接影響因素,現(xiàn)有的研究假設(shè)通過調(diào)整這些因素來提升效率。然而,實際上這些因素不受壽險公司的直接控制。我們認為這些宏觀環(huán)境變量表現(xiàn)為對壽險公司的隨機前沿面的直接影響,并間接影響技術(shù)效率,為此我們建立了新模型來處理這些影響技術(shù)效率的間接因素。 第三,之前對于壽險公司效率的評價多數(shù)專注于整體效率的評價,把壽險公司的運營過程視為一個“黑箱”,并沒有探究公司的投入是如何轉(zhuǎn)化為產(chǎn)出的。因此無法研究內(nèi)部的轉(zhuǎn)化過程,更加不能針對性地提出改進意見。為了更加探究壽險公司運營每個階段的效率,我們構(gòu)建兩階段雙曲距離隨機前沿方法分別考慮了壽險公司的資金吸納過程和資金利用過程效率。 在本文中,利用經(jīng)濟學(xué)和金融學(xué)知識,并應(yīng)用統(tǒng)計學(xué)方法、計量經(jīng)濟學(xué)方法和隨機前沿分析軟件,結(jié)合研究實際采用定性分析和定量分析方法,研究分析我國壽險公司效率現(xiàn)狀,并提供建議和管理措施,以期提高壽險公司的技術(shù)效率值。
[Abstract]:Efficiency research has always been an important topic in economic science. For insurance companies, efficiency is the effective allocation between their business behavior and the resources they possess, which reflects the input-output ability of insurance companies. The sustainable development prospect of market competitiveness and comprehensive ability. Since the reform and opening up, the life insurance market of China has been growing rapidly for 30 years, but the life insurance industry of China has adopted extensive mode of operation in this period. With the growth of the life insurance industry and the continuous improvement of the efficiency of the enterprise, a series of disadvantages such as the lack of overall strength are gradually exposed. The insurance market is open to the outside world. China's life insurance industry is facing fierce international competition. It is very important to improve the efficiency of life insurance industry in order to increase the comprehensive strength and market competitiveness of our insurance industry and realize sustainable development. It is of great practical significance to analyze the efficiency of life insurance companies in recent years and to find out the improvement measures that affect the efficiency. We review the previous studies on the technical efficiency of life insurance companies and find that there are three problems that have never been paid attention to and we have taken these three points into account in this article. First, in analyzing the efficiency of life insurance companies, the existing literature does not take into account the existence of a non-expected output in their business activities. When the policyholder proposes to withdraw the insurance for various reasons, the amount paid to the policyholder in accordance with the provisions of the insurance contract. The act of withdrawing the insurance will have a great adverse impact on the operation of the life insurance company. Because the business of the life insurance company is medium- and long-term, The use of insurance funds is also a medium and long-term investment. If the renewal premium can be received on time, then it can be carried out in accordance with the established investment strategy. However, if the policyholder returns the insurance, especially when there is a large-scale collective withdrawal, The renewal premium cannot be received, which affects the company's established investment strategy and increases the operational risk of the company. Therefore, in the daily operation of the life insurance company, certain measures will be taken to avoid the withdrawal of the insurance. Second, when analyzing factors affecting efficiency, macroeconomics has been considered to be a direct factor in technological efficiency, and existing research hypotheses improve efficiency by adjusting these factors. However, In fact, these factors are not directly controlled by life insurance companies. Therefore, we have established a new model to deal with these indirect factors affecting technical efficiency. Third, most of the previous evaluations of the efficiency of life insurance companies focused on the evaluation of overall efficiency. The operation process of a life insurance company is regarded as a "black box", and it does not explore how the input of the company is translated into output. Therefore, it is impossible to study the internal transformation process. In order to explore the efficiency of life insurance companies at every stage of their operations, We construct a two-stage hyperbolic distance stochastic frontier method which considers the process of capital absorption and the efficiency of the process of capital utilization of life insurance companies respectively. In this paper, using the knowledge of economics and finance, and applying statistical method, econometrics method and stochastic frontier analysis software, qualitative analysis and quantitative analysis are adopted in combination with the actual research. This paper studies and analyzes the present situation of the efficiency of life insurance companies in China, and provides suggestions and management measures in order to improve the technical efficiency of life insurance companies.
【學(xué)位授予單位】：中國科學(xué)技術(shù)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F842.3;F275

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