摘要
给出了一类与过去事件点相关的滤过泊松过程(自激滤过泊松过程)的相关性质,并将其应用于截断δ冲击模型标值过程和关系营销客户寿命价值的研究中,得到了自激滤过泊松过程的一维特征函数、二维特征函数、一阶矩以及截断δ冲击模型标值过程的期望和平均客户寿命价值.
The author investigated some properties of self-exciting filtered Poisson process by studying a kind of filtered Poisson process which concerns the arrival time of each of the former events, and applications of the properties in marked point process of the censored δ-shock model and customer lifetime value （CLV） on customer relationship management, gaining the characteristic functions and 1 st moment of self-exciting filtered Poisson process. With these results, the expectation of marked point process of the censored δ-shock model and the mean of CLV were obtained.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2009年第4期711-716,共6页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:10871086)
教育部博士学科点专项科研基金(批准号:20050730002)
关键词
滤过泊松过程
自激
δ冲击模型
客户寿命价值
filtered Poisson process
self-exciting
δ-shock model
customer lifetime value
