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本文研究的目的是论证我国非寿险业资本结构是否达到了最优,以及非最优的资本结构给产险公司效率带来的影响。本文运用了一种新的DEA模型(超效率模型)评估了样本数据中的产险公司在2001—2004年期间各年的超效率评分及最优资本结构,通过比较发现我国非寿险业各年的实际资本结构均高于最优资本结构,最后利用简单回归分析模型证明了实际资本结构与最优资本结构的差距越大,产险公司的效率越低,即非最优的资本结构产生了效率的损失。
The purpose of this study is to demonstrate whether the capital structure of non-life insurance industry in our country has reached the optimal level and the effect of non-optimal capital structure on the efficiency of the property and casualty insurance companies. In this paper, a new DEA model (Super Efficiency Model) is used to evaluate the super-efficiency score and the optimal capital structure of the risk-taking companies in the sample data during the years of 2001-2004. By comparison, it is found that the non-life insurance industry in our country The actual capital structure are higher than the optimal capital structure. At last, the simple regression analysis model is used to prove that the greater the gap between the actual capital structure and the optimal capital structure, the lower the efficiency of the property and casualty insurance companies, that is, the non-optimal capital structure is produced Loss of efficiency.