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Meta-Frontier Stochastic Cost and Revenue Efficiency Analysis: An Application to Bank Branches

Author

Listed:
  • Monireh Jahani Sayyad Noveiri

    (Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran)

  • Sohrab Kordrostami

    (Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran)

Abstract

In many real-world situations, the cost and revenue performance of heterogeneous decision making units (DMUs) should be assessed while uncertain data are presented. The exiting data envelopment analysis (DEA) models have dealt with the economic efficiency of nonhomogenous DMUs without considering random performance measures. In this paper, a stochastic DEA approach is, therefore, proposed to estimate meta-frontier stochastic cost and revenue efficiencies under the convex technology. To illustrate, group cost and revenue efficiencies and meta cost and revenue efficiency scores under convex metatechnology are measured using cost-based and revenue-based chance-constrained DEA models. Furthermore, the deterministic frameworks of approaches are provided. Cost and revenue gap ratios and sources of meta-frontier stochastic cost and revenue inefficiencies are also handled. An empirical study of the banking industry is used to show the applicability and reliability of the proposed technique.

Suggested Citation

  • Monireh Jahani Sayyad Noveiri & Sohrab Kordrostami, 2022. "Meta-Frontier Stochastic Cost and Revenue Efficiency Analysis: An Application to Bank Branches," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 21(06), pages 1879-1903, December.
    • Handle: RePEc:wsi:ijitdm:v:21:y:2022:i:06:n:s0219622022500377
    DOI: 10.1142/S0219622022500377
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