关键词: 滤过泊松过程, 自激, δ冲击模型, 客户寿命价值

Abstract:

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 1st 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.

Key words:  filtered Poisson process, selfexciting, δshock model, customer lifetime value