Efficiency of insurance companies: Application of DEA and Tobit analyses

The aim of this paper is to determine the relationship between technical efficiency and profitability of insurance companies. The profitability of insurance companies was expressed by such indicators as ROA, ROE and the size of assets. We analysed 15 commercial insurance companies in Slovakia in the...

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Bibliographic Details
Main Authors: Eva Grmanová, Herbert Strunz
Format: Article
Language:English
Published: Centre of Sociological Research, Szczecin 2017-10-01
Series:Journal of International Studies
Subjects:
Online Access:http://jois.eu/?369,en_efficiency-of-insurance-companies-application-of-dea-and-tobit-analyses
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Summary:The aim of this paper is to determine the relationship between technical efficiency and profitability of insurance companies. The profitability of insurance companies was expressed by such indicators as ROA, ROE and the size of assets. We analysed 15 commercial insurance companies in Slovakia in the period of 2013-2015. Technical efficiency scores were expressed using DEA models. The relationship between the technical efficiency score and the indicators of profitability was expressed using censored regression, i.e. the Tobit regression model and the Mann-Whitney U-test. The relationship between the technical efficiency score in the CCR and BCC models and all the groups formed on the basis of the return on assets and the group formed basing on the return on equity was not confirmed. Statistically significant difference between average technical efficiency score in the CCR model in the group of insurance companies with ROA
ISSN:2071-8330
2306-3483