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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/67486
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/67486


    Title: 運用關聯結構網絡隨機邊界分析法探討我國壽險公司經營績效
    Applying the Copula-Based Network Stochastic Frontier Approach to Study the Efficiency of Taiwan’s Life Insurance Industry
    Authors: 巫瑞虔
    Wu, Ruei Cian
    Contributors: 黃台心
    Huang, Tai Hsin
    巫瑞虔
    Wu, Ruei Cian
    Keywords: 台灣壽險業
    網絡SFA法
    關聯結構函數
    生產技術效率
    成本效率
    Life Insurance
    Network Stochastic Frontier Approach
    Copula
    Technical Efficiency
    Cost Efficiency
    Date: 2013
    Issue Date: 2014-07-14 11:32:44 (UTC+8)
    Abstract: 本研究以2000至2012年台灣地區26間人壽保險公司的不平衡縱橫資料,運用網絡隨機邊界分析法將壽險業的生產過程分為行銷與投資兩階段進行效率評估,並利用估計結果計算規模彈性與成本彈性探討台灣壽險業的生產特性,附帶分析跨期技術變動率,最後比較不同分組的壽險公司間經營效率是否存在差異。
    實證結果發現壽險公司在行銷活動過程投入較少的內勤員工與較多的固定資產,在投資階段則相反,投入較多的內勤員工與較少的固定資產,與壽險公司實際運作情況相符;此外,投資階段的效率優於第一階段的行銷效率。整體台灣壽險業受到2008年金融風暴影響導致經營效率下降,國內壽險公司在經營效率上優於外商壽險分公司,金控壽險公司生產技術效率優於非金控壽險公司,1993年後成立的新壽險公司生產技術效率平均優於傳統舊壽險公司。
    This paper uses the copula-based network SFA model developed by Huang et al. (2013) to estimate the technical efficiency of Taiwan’s life insurance companies over the period 2000-2012. Under this framework, life insurance companies produce premium income as intermediate product which is one of input factors to produce investment income. The empirical analysis concluded: (a) life insurers use little internal staff in first stage, (b) domestic life insurers have both high technical efficiency and cost efficiency in comparison with foreign life insurers, (c) financial holding life insurers have greater technical efficiency than those of not from financial holding insurers, and (d) new life insurers have higher technical efficiency than old life insurers.
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    Description: 碩士
    國立政治大學
    金融研究所
    101352021
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G1013520214
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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