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Production Efficiency in the Austrian Insurance Industry: A Bayesian Examination

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Author Info
Karl C. Ennsfellner
Danielle Lewis
Randy I. Anderson
Abstract

This paper examines the developments in the production efficiency of the Austrian insurance market for the period 1994-1999 using firm-specific data on life/health and non-life insurers obtained from the Austrian insurance regulatory authority. The article uses a Bayesian stochastic frontier to obtain aggregate and firm-specific estimates of production efficiency across insurer types and time. The study provides strong evidence that the process of deregulation had positive effects on the production efficiency of Austrian insurers. The life/health and non-life firms showed similar patterns of development in that they were less efficient during the years 1994-1996 and significantly more efficient in 1997-1999. If the Austrian experience is representative, similar benefits from deregulation may be expected for the Central and Eastern European countries that prepare for the accession to the European Union. Copyright The Journal of Risk and Insurance.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.0022-4367.2004.00082.x
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Publisher Info
Article provided by The American Risk and Insurance Association in its journal The Journal of Risk and Insurance.

Volume (Year): 71 (2004)
Issue (Month): 1 ()
Pages: 135-159
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Handle: RePEc:bla:jrinsu:v:71:y:2004:i:1:p:135-159

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  1. J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2006. "Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities," Cahiers de recherche 0616, CIRPEE. [Downloadable!]
    Other versions:
  2. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
    Other versions:
  3. Lucinda Trigo Gamarra, 2008. "The Effects of Liberalization and Deregulation on the Performance of Financial Institutions: The Case of the German Life Insurance Market," Thuenen-Series of Applied Economic Theory 93, University of Rostock, Institute of Economics, Germany. [Downloadable!]
  4. Carlos Pestana Barros & Echika Lemechi Obijiaku, 2007. "Technical Efficiency of Nigerian Insurance Companies," Working Papers 2007/18, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
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This page was last updated on 2009-11-19.


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