A Bayesian Partition Model for Customer Attrition

Hoggart, C.J., Griffin, Jim E. (2001) A Bayesian Partition Model for Customer Attrition. In: ISBA 2000: The Sixth World Meeting of the International Society for Bayesian Analysis.


This paper presents a nonlinear Bayesian model for covariates in a survival model with a surviving fraction. The work is a direct extension of the cure rate model of Chen et al. (1999). In their model the covariates depend naturally on the cure rate through a generalised linear model. We use a more flexible local model of the covariates utilizing the Bayesian partition model of Holmes et al. (1999). We apply the model to a large retail banking data set and compare our results with the generalised linear model used by Chen et al. (1999).

Item Type: Conference or workshop item (Paper)
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Jim Griffin
Date Deposited: 30 Sep 2009 16:02 UTC
Last Modified: 28 May 2019 15:01 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/22843 (The current URI for this page, for reference purposes)
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