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Investigating Purchasing Patterns for Financial Services using Markov, MTD and MTDg Models

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Author Info
A. PRINZIE ()
D. VAN DEN POEL ()

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Abstract

In the past, several authors have found evidence for the existence of a priority pattern of acquisition for durable goods, as well as for financial services. Its usefulness lies in the fact that if the position of a particular customer in this acquisition sequence is known, one can predict what service will be acquired next by that customer. In this paper, we analyse purchase sequences of financial services to identify cross-selling opportunities as part of a CRM (customer relationship management). Hereby, special attention is paid to transitions, which might encourage bank- or insurance only customers to become financial services customers. We introduce the Mixture Transition Distribution model (MTD) as a parsimonious alternative to the Markov model for use in the analysis of marketing problems. An interesting extension on the MTD model is the MTDg model, which is able to represent situations where the relationship between each lag and the current state differs. We illustrate the MTD and MTDg model on acquisition sequences of customers of a major financial-services company and compare the fit of these models with that of the corresponding Markov model. Our results are in favor of the MTD and MTDg models. Therefore, the MTD as well as the MTDg transition matrices are investigated in order to reveal cross-sell opportunities. The results are of great value to the product managers as they clarify the customer flows among product groups. In some cases, the lag-specific transition matrices of the MTDg model are better for the guidance of cross-sell actions than the general transition matrix of the MTD model.

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Paper provided by Ghent University, Faculty of Economics and Business Administration in its series Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium with number 03/213.

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Length: 45 pages
Date of creation: Dec 2003
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Handle: RePEc:rug:rugwps:03/213

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  1. Hauser, John R & Urban, Glen L, 1986. " The Value Priority Hypotheses for Consumer Budget Plans," Journal of Consumer Research: An Interdisciplinary Quarterly, University of Chicago Press, vol. 12(4), pages 446-62, March.
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  3. Berger, Allen N. & Demsetz, Rebecca S. & Strahan, Philip E., 1999. "The consolidation of the financial services industry: Causes, consequences, and implications for the future," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 135-194, February. [Downloadable!] (restricted)
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  4. Berger, Allen N., 2003. "The efficiency effects of a single market for financial services in Europe," European Journal of Operational Research, Elsevier, vol. 150(3), pages 466-481, November. [Downloadable!] (restricted)
  5. Clarke, Yvonne & Soutar, Geoffrey N, 1982. " Consumer Acquisition Patterns for Durable Goods: Australian Evidence," Journal of Consumer Research: An Interdisciplinary Quarterly, University of Chicago Press, vol. 8(4), pages 456-60, March.
  6. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59. [Downloadable!] (restricted)
  7. Stafford, Edward Jr. & Kasulis, Jack J. & Lusch, Robert F., 1982. "Consumer behavior in accumulating household financial assets," Journal of Business Research, Elsevier, vol. 10(4), pages 397-417, December. [Downloadable!] (restricted)
  8. Leo Katz & Charles Proctor, 1959. "The concept of configuration of interpersonal relations in a group as a time-dependent stochastic process," Psychometrika, Springer, vol. 24(4), pages 317-327, December. [Downloadable!] (restricted)
  9. D. Van Den Poel & B. Larivière, 2003. "Customer Attrition Analysis For Financial Services Using Proportional Hazard Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/164, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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  10. Hebden, J J & Pickering, J F, 1974. "Patterns of Acquisition of Consumer Durables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 36(2), pages 67-94, May.
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  1. J. Burez & D. Van Den Poel, 2005. "CRM at a Pay-TV Company: Using Analytical Models to Reduce Customer Attrition by Targeted Marketing for Subscription Services," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/348, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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