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Modeling CLV: A test of competing models in the insurance industry

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Author Info
Bas Donkers ()
Peter Verhoef ()
Martijn Jong ()

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Abstract

Customer Lifetime Value (CLV) is one of the key metrics in marketing and is considered an important segmentation base. This paper studies the capabilities of a range of models to predict CLV in the insurance industry. The simplest models can be constructed at the customer relationship level, i.e. aggregated across all services. The more complex models focus on the individual services, paying explicit attention to cross buying, but also retention. The models build on a plethora of approaches used in the existing literature and include a status quo model, a Tobit II model, univariate and multivariate choice models, and duration models. For all models, CLV for each customer is computed for a four-year time horizon. We find that the simple models perform well. The more complex models are expected to better capture the richness of relationship development. Surprisingly, this does not lead to substantially better CLV predictions. Copyright Springer Science+Business Media, LLC 2007

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File URL: http://hdl.handle.net/10.1007/s11129-006-9016-y
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Publisher Info
Article provided by Springer in its journal Quantitative Marketing and Economics.

Volume (Year): 5 (2007)
Issue (Month): 2 (June)
Pages: 163-190
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Handle: RePEc:kap:qmktec:v:5:y:2007:i:2:p:163-190

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Web page: http://www.springerlink.com/link.asp?id=111240

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Related research
Keywords: Customer lifetime value; CLV-models; Forecasting; Database marketing; M30; C53; C35;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Stern, Steven, 1992. "A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models," Econometrica, Econometric Society, vol. 60(4), pages 943-52, July. [Downloadable!] (restricted)
  2. Meyer, Bruce D, 1990. "Unemployment Insurance and Unemployment Spells," Econometrica, Econometric Society, vol. 58(4), pages 757-82, July. [Downloadable!] (restricted)
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  3. Wagner Kamakura & Carl Mela & Asim Ansari & Anand Bodapati & Pete Fader & Raghuram Iyengar & Prasad Naik & Scott Neslin & Baohong Sun & Peter Verhoef & Michel Wedel & Ron Wilcox, 2005. "Choice Models and Customer Relationship Management," Marketing Letters, Springer, vol. 16(3), pages 279-291, December. [Downloadable!] (restricted)
  4. Bolton, R.N. & Lemo, K.N. & Verhoef, P.C., 2002. "The Theoretical Underpinnings of Customer Asset Management," Research Paper ERS-2002-80-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
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  1. D. F. Benoit & D. Van Den Poel, 2009. "Benefits of Quantile Regression for the Analysis of Customer Lifetime Value in a Contractual Setting: An Application in Financial Services," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/551, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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