Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier

DOI10.1007/S10690-022-09373-9MaRDI QIDQ2686285zbMATH OpenOpenAlexFDO

Authors Tai-Hsin Huang, Yi-Chun Lin, Kuo-Jui Huang, Yu-Wei Liao

Publication date 24 February 2023

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-022-09373-9

zbMATH Keywords

copula methodCEfinancial holding banksfinancial holding life insurersOCEstochastic metafrontier cost functionsynergy effectsTGR

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

Recommendations

• Impacts of financial structural changes on production efficiency in financial holding and commercial banks
• A copula regression model for estimating firm efficiency in the insurance industry
• Marketing and operational efficiency in a two-stage data envelopment analysis: the application of financial holding companies in Taiwan
• Risk and efficiency in the Central and Eastern European banking industry under quantile analysis
• A study on the persistence of Farrell's efficiency measure under a dynamic framework

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• Are banks affiliated with bank holding companies more efficient than independent banks? the recent experience regarding Japanese regional bHCs
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Endogeneity in stochastic frontier models
• Endogenous environmental variables in stochastic frontier models
• Formulation and estimation of stochastic frontier production function models
• Specification Tests in Econometrics
• Using copulas to model time dependence in stochastic frontier models

This page was built for publication: Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2686285)