客户资产度量的状态空间模型

An State-space Model Measuring Customer Equity

本文在客户生命周期分析的基础上,确立客户状态演进关系;试图采用状态空间模型,引入状态转移概率计算现有客户价值的数学期望,利用转入概率和输入控制决策变量计算潜在客户价值的数学期望。不但可以计算各个时期的客户价值(客户资产)的期望值,还可以计算客户终生价值,以便量化分析企业客户资产的投资收益率和流失率。

On the base of analyzing customer life cycle,the chart describing customer state evolution is set up.With the help of state-space model,state shift probability is introduced in order to reckon up the expectation of current customer value.The expectation of underlying customer value could be worked out after shifting to probability and putting in decisive variables.By this,we can get not only the expectation of customer value in any year but also the customer life-time value(customer equity),which will benefit to quantify the gain and loss of customer estate investment in an enterprise.