基于兩階段關(guān)聯(lián)ＤＥＡ模型的企業(yè)效率研究

摘 要：本文提出了一種基于兩階段DEA的企業(yè)效率評(píng)價(jià)方法，將決策單元的復(fù)雜生產(chǎn)過程分為前后相續(xù)的兩個(gè)子過程，在考慮子過程之間關(guān)聯(lián)關(guān)系的基礎(chǔ)上，建立兩階段關(guān)聯(lián)DEA效率評(píng)價(jià)模型，進(jìn)行企業(yè)效率分解和評(píng)價(jià)。關(guān)聯(lián)DEA模型克服了傳統(tǒng)的獨(dú)立DEA模型的缺點(diǎn)，可為決策單元改進(jìn)績(jī)效提供更加充分的信息。以21家財(cái)產(chǎn)保險(xiǎn)公司為樣本的實(shí)證分析指出了非有效公司效率低下的原因和需要改進(jìn)的領(lǐng)域。實(shí)證結(jié)果表明中資財(cái)產(chǎn)保險(xiǎn)公司在營(yíng)銷方面比外資公司較有效率，但盈利能力效率低于外資財(cái)產(chǎn)保險(xiǎn)公司。根據(jù)效率評(píng)價(jià)結(jié)果本文構(gòu)建了一個(gè)效率矩陣，將樣本財(cái)產(chǎn)保險(xiǎn)公司分為四類，針對(duì)不同類型的公司提出了相應(yīng)的績(jī)效改進(jìn)策略和建議。

關(guān)鍵詞：企業(yè)效率；數(shù)據(jù)包絡(luò)分析；財(cái)產(chǎn)保險(xiǎn)公司；營(yíng)銷效率；盈利效率

中圖分類號(hào)：C934 文獻(xiàn)標(biāo)識(shí)碼：A 文章編號(hào)：1003-5192(2008)03-0055-07

Measuring Firm Efficiency Based on Two-stage Correlative DEA：An Application to Property Insurance Companies in China

CHENG Da-you1，2，F(xiàn)ENG Ying-jun1

(1. School of Management，Harbin Institute of Technology，Harbin 150001，China；2. School of Management，Henan University of Technology，Zhengzhou 450001，China)

Abstract：This paper puts forward a two-stage correlative DEA model to measure firm efficiency. The complicated production process of decision making units is decomposed into two sub-processes，and the efficiency of the whole process is decomposed into the product of the efficiencies of the two sub-processes. The correlative DEA model overcomes the disadvantages of independent DEA model by considering the series relationship of sub-processes within the whole production process；it is more reasonable and reliable in measuring the efficiencies and identifying the inefficient field to improve. An empirical study on 21 property insurance companies in China is conducted. The results indicate the inefficient field to be improved for those inefficient companies. Domestic property insurance companies are more efficient in marketing than their foreign counterparts，but are less efficient in profitability. Based on the efficiency results，an efficiency matrix that divides the sample companies into four types is established，some suggestions are provided for property insurance companies in China to improve their performance.

Key words：firm efficiency；data envelopment analysis；property insurance company；marketing efficiency；profitability efficiency

1 引言

“效率”是經(jīng)濟(jì)學(xué)和管理學(xué)的重要研究?jī)?nèi)容。現(xiàn)階段，研究企業(yè)效率的主要方法為效率前沿分析法。前沿分析法源自于Farrell對(duì)經(jīng)濟(jì)效率的研究^[1]，包括參數(shù)方法和非參數(shù)方法兩種。參數(shù)方法需要對(duì)生產(chǎn)函數(shù)的形式以及誤差概率分布作出假設(shè)，這些假設(shè)有時(shí)并不一定符合實(shí)際情況。非參數(shù)方法包括數(shù)據(jù)包絡(luò)分析(Data envelopment analysis，DEA)^[2]和無(wú)界分析方法。自從Charnes等提出數(shù)據(jù)包絡(luò)分析方法以來，許多研究者運(yùn)用DEA方法對(duì)具有相同投入和產(chǎn)出的同類決策單元的效率水平進(jìn)行了研究。對(duì)于非有效決策單元，其最為關(guān)心的問題是找出導(dǎo)致企業(yè)效率低下的原因和需要改進(jìn)的領(lǐng)域。……