A ranking method based on data envelopment analysis for classification the insurers risk in Saman insurance company
محورهای موضوعی : International Journal of Data Envelopment AnalysisSeyyedeh Nasim Shobeiri 1 , Mohsen Rostamy-Malkhalifeh 2 , Hashem Nikoomaram 3 , Mohammadreza Miri Lavasani 4
1 - Science and research branch, Islamic Azad university
2 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
3 - Department of Accounting, Faculty of Management and Economics, Science and Research Branch, Islamic Azad University, Tehran, Iran
4 - Department of HSE Management, Science and Research Branch, Islamic Azad University, Tehran, Iran
کلید واژه: Data Envelopment Analysis, Ranking, Cross Efficiency Evaluation, Insurance Industry,
چکیده مقاله :
Insurance industry is one of the most important factors for the economic development of the countries/ For example, insurance industry can be important for the stability of financial systems mainly because they are large investors in financial markets, because there are growing links between insurers and banks and because insurers are safeguarding the financial stability of households and firms by insuring their risks/ This paper focuses on the efficiency evaluation of the insurance industry/ For this purpose, we uses the dataset of the car insurance policies of Saman Insurance Company during the years 2018-2019 and implements an extended cross efficiency method to rank the insured for prediction the risk of insurers in terms of existence of damage risk or absence of damage risk