Modelling and predicting customer churn from an insurance company
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Publication:4576839
DOI10.1080/03461238.2011.636502zbMath1401.91144OpenAlexW2058904371MaRDI QIDQ4576839
Geir Inge Sandnes, Clara-Cecilie Günther, Ørnulf Borgan, Kjersti Aas, Ingunn Fride Tvete
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.636502
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (7)
MULTI-STATE MODELLING OF CUSTOMER CHURN ⋮ Predicting customer churn: A systematic literature review ⋮ Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts ⋮ A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking ⋮ On the optimal binary classifier with an application ⋮ The impact of geographical factors on churn prediction: an application to an insurance company in Madrid's urban area ⋮ A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
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