J4 ›› 2009, Vol. 47 ›› Issue (4): 711-716.
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MA Meng
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The author investigated some properties of selfexciting 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 δshock model and customer lifetime value (CLV) on customer relationship management, gaining the characteristic functions and 1st moment of selfexciting filtered Poisson process. With these results, the expectation of marked point process of the censored δshock model and the mean of CLV were obtained.
Key words: filtered Poisson process, selfexciting, δshock model, customer lifetime value
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MA Meng. Selfexciting Filtered Poisson Process[J].J4, 2009, 47(4): 711-716.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2009/V47/I4/711
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