Performance Analysis and Rating of Insurance Companies Using DEA in Iran Capital Market

Advances in Mathematical Finance and Applications

مقاله 4، دوره 2، شماره 3، آذر 2017، صفحه 41-50   

نوع مقاله: Research Paper

شناسه دیجیتال (DOI): 10.22034/amfa.2017.533100

نویسندگان

Mahboubeh Jafari؛ Maryam Mousavi

Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran

چکیده

In this research, we evaluated performance analysis and ranking of insurance companies listed on the capital market of Iran using data envelopment analysis. In respect of the target the research is applied. The type of research design relying on historical data, is event following and inductive method is inference. The study is consisted of a key question and three sub-questions. This research studies the insurance companies listed on the capital market over a three-year period (2013-2015). Finally, according to the study, data was collected from 9 companies. To document the results of the statistical analysis and providing solutions, using SPSS software, Excel and GE MS we attempted to analyse the questions. At the end, the ranking resulted to the conclusion that the most efficient insurance companies of capital markets, are as follows: Alborz, Dana, Sina, Moalem, Asia, Pasargad, Parsian and Saman. 

کلیدواژه‌ها

Insurance Companies؛ Efficiency؛ Data envelopment analysis

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