客户回报随机过程的Markov性和时间齐次性  

Markov Property and Time-homogeneity for the Customer-repaying Stochastic Process

作　　者：莫晓云[1] 

机构地区：[1]湖南财政经济学院,湖南长沙410205

出　　处：《经济数学》2010年第3期28-34,共7页Journal of Quantitative Economics

基　　金：国家自然科学基金资助项目(10871064);湖南省教育厅科研资助项目(09C011);湖南省高校重点实验室开放基金资助项目(09K026)

摘　　要：在客户发展关系的Markov链模型的基础上,构建了企业的客户回报随机过程.证明了:在适当假设下,客户回报过程是Markov链,甚至是时间齐次的Markov链.本文求出了该链的转移概率.通过转移概率得到了客户给企业期望回报的一些计算公式,从而为企业选定发展客户关系策略提供了有效的量化基础.Based on the model of Markov chain for developing relation of customers, the customer repa ying stochastic process for enterprise was formulated. It is proved that, under some appropriate hypothesis, the customer-repaying process is a Markov chain,even a time-homogeneous Markov chain. And the transition probabilities for this Markov chain was calculated. Using the transition probabilities of this Markov chain, some formulas of calculating the customer-repayment for enterprise were obtained, which offers an effective a mounting foundation of policies that the enterprise chooses developing relation of customers.

关 键 词：客户回报随机过程 MARKOV性 时间齐次性 转移概率 期望回报 

分 类 号：O211.6[理学—概率论与数理统计] F224.7[理学—数学]