If you are talking about Financial Performance, you may use ROE, ROA, Profit Margin, Tobin's Q, etc. As regards non-financial, you may use KPIs or similar indicators used in the insurance industry.
You should consider different types of insurance to find different multipliers of insurance premium to GDP. Please, look at insurance premium, not at insurers' net profits. In most cases you will find the negative multipliers -- the lower the insurance premium, the higher is the growth of GDP. This is applicable to social insurance premium, marine insurance etc. Thus, do not use DEA and other similar methods, look how insurance makes cheaper the inputs, not how profits increase outputs.
Various indicators to use as independent variables are those related to financial performance as in the banking industry plus insurance premium and payouts (or net insurance premium). I guess your dependent variable is real GDP growth rather than just GDP.