Applied Economics, v. 46, n. 29, pp. 3591-3600. Abstract: This article analyses the efficiency of Mozambique insurance companies using a DEA model. Two DEA models are used and a bootstrap approach adopted. Furthermore, the efficiency scores are predicted based on neural networks. The results reveal that Mozambique insurance companies’ output-increasing potentials are severely constrained, particularly in terms of the ceded reinsurance increasing potentials. Policy implications are derived.