TÜRK SİGORTACILIK SEKTÖRÜNDE ETKİNLİK VE BELİRLEYENLERİ: VERİ ZARFLAMA ANALİZİ VE PARÇALI REGRESYON MODELİ BULGULARI

Year 2021, Volume: 13 Issue: 25, 374 - 406, 31.07.2021

Ramazan Ekinci

https://doi.org/10.14784/marufacd.976380

Cited By: 2

Abstract

Bu çalışmanın amacı, Türk sigortacılık sektörünün hayat dışı branşında faaliyet gösteren sigorta şirketlerinin 2010-2019 dönemine ait verileri ile etkinliklerini ölçmek ve etkinliğin belirleyenlerini ortaya koymaktır. Çalışmada sigorta şirketlerinin etkinliği önce radyal temelli yaklaşımla – geleneksel Veri Zarflama Analizi (VZA) – daha sonra radyal olmayan yaklaşımla – Aylak Temelli Veri Zarflama Analizi – incelenmiştir. Ulaşılan tahmin sonuçlarına göre ölçeğe göre sabit getiri varsayımı altında ortalama etkinlik düzeyinin %71.45; ölçeğe göre değişen getiri varsayımı altında %80.15 olduğu bulgusuna ulaşılmıştır. Aylak temelli yaklaşım kullanılarak elde edilen tahmin sonuçlarına göre, ölçeğe göre sabit getiri varsayımı altında ortalama etkinlik düzeyi %60.00; değişen getiri varsayımına altında %70.73 olarak tahmin edilmiştir. Etkinliğe etki eden çevresel faktörlerden firma büyüklüğü, likidite düzeyi, özsermaye karlılığı, hasar prim oranı, yoğunlaşma oranı ve ekonomik büyüme gibi değişkenler etkinliği pozitif yönde etkilerken, özsermaye rasyosu ve enflasyon (IR) değişkenleri negatif yönde etkilemektedir.

Keywords

Türk Sigortacılık Sektörü, Etkinlik, Veri Zarflama Analizi, Parçalı Regresyon Modelleri

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