Communications for Statistical Applications and Methods

  • 제11권2호
  • /
  • Pages.227-233
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  • 2004
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Prediction of the Probability of Customer Attrition by Using Cox Regression

  • Kang, Hyuncheol (Department of Informational Statistics, Hoseo University) ;
  • Han, Sang-Tae (Department of Informational Statistics, Hoseo University)
  • 발행 : 2004.08.01
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초록

This paper presents our work on constructing a model that is intended to predict the probability of attrition at specified points in time among customers of an insurance company. There are some difficulties in building a data-based model because a data set may contain possibly censored observations. In an effort to avoid such kind of problem, we performed logistic regression over specified time intervals while using explanatory variables to construct the proposed model. Then, we developed a Cox-type regression model for estimating the probability of attrition over a specified period of time using time-dependent explanatory variables subject to changes in value over the course of the observations.

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참고문헌

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피인용 문헌

  1. Diagnostics for the Cox model vol.24, pp.6, 2017, https://doi.org/10.29220/CSAM.2017.24.6.583