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Technical, allocative and cost efficiency in the Australian general insurance industry

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Author Info
Andrew C. Worthington
Emily V. Hurley
Abstract

Data envelopment analysis is used to calculate technical, allocative and cost efficiency indices for a sample of fifty-three Australian general insurers. The inputs used are labour, physical capital (in the form of both information technology and plant and equipment) and financial capital. The outputs are net premium revenues for housing-related insurance, transport-related insurance, indemnity-related insurance and other insurance, along with investment revenue. The results indicate that the major source of overall cost inefficiency would appear to be allocative inefficiency, rather than technical inefficiency, and that the largest twenty percent of insurers are significantly more efficient than the remaining firms. A second-stage analysis uses limited dependent variable regression techniques to relate efficiency scores to financial and non-financial information. Cost efficiency appears to be closely related to asset size, the proportion of non-premium income, and participation in compulsory third party (CTP) markets, but not to stock exchange listing or product range.

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Paper provided by School of Economics and Finance, Queensland University of Technology in its series School of Economics and Finance Discussion Papers and Working Papers Series with number 074.

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Date of creation: 20 Feb 2000
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Handle: RePEc:qut:dpaper:074

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Related research
Keywords: Data envelopment analysis; Technical; allocative and cost efficiency; general;

Find related papers by JEL classification:
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D24 - Microeconomics - - Production and Organizations - - - Production; Capital and Total Factor Productivity; Capacity
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

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  1. Cummins, J. David & Weiss, Mary A., 1993. "Measuring cost efficiency in the property-liability insurance industry," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 463-481, April. [Downloadable!] (restricted)
  2. Forsund, Finn R. & Lovell, C. A. Knox & Schmidt, Peter, 1980. "A survey of frontier production functions and of their relationship to efficiency measurement," Journal of Econometrics, Elsevier, vol. 13(1), pages 5-25, May. [Downloadable!] (restricted)
  3. J. David Cummins & Sharon Tennyson & Mary A. Weiss, 1998. "Consolidation and efficiency in the U.S. life insurance industry," Working Papers 98-18, Federal Reserve Bank of Philadelphia.
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  4. J. David Cummins & Jack VanDerhei, 1979. "A Note on the Relative Efficiency of Property-Liability Insurance Distribution Systems," Bell Journal of Economics, The RAND Corporation, vol. 10(2), pages 709-719, Autumn. [Downloadable!] (restricted)
  5. Andrew M. Yuengert, 1993. "The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model," Research Paper 9308, Federal Reserve Bank of New York.
  6. Gardner, Lisa A. & Grace, Martin F., 1993. "X-Efficiency in the US life insurance industry," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 497-510, April. [Downloadable!] (restricted)
  7. Fukuyama, Hirofumi, 1997. "Investigating productive efficiency and productivity changes of Japanese life insurance companies," Pacific-Basin Finance Journal, Elsevier, vol. 5(4), pages 481-509, September. [Downloadable!] (restricted)
  8. Yuengert, Andrew M., 1993. "The measurement of efficiency in life insurance: Estimates of a mixed normal-gamma error model," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 483-496, April. [Downloadable!] (restricted)
  9. Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November. [Downloadable!] (restricted)
  10. Seiford, Lawrence M. & Thrall, Robert M., 1990. "Recent developments in DEA : The mathematical programming approach to frontier analysis," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 7-38. [Downloadable!] (restricted)
  11. Cummins, J. David & Tennyson, Sharon & Weiss, Mary A., 1999. "Consolidation and efficiency in the US life insurance industry," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 325-357, February. [Downloadable!] (restricted)
  12. Bernstein, Jeffrey I, 1992. " Information Spillovers, Margins, Scale and Scope: With an Application to Canadian Life Insurance," Scandinavian Journal of Economics, Blackwell Publishing, vol. 94(0), pages S95-105, Supplemen.
    Other versions:
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