Estimating Customer Loss Rates from Transactional Data

  • D. J. Daley
  • L. D. Servi
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 19)


This chapter considers the problem of making inferences for a transactional dataset in the context of a model that allows for lost customers. We use a Markovian framework (to facilitate computation); subsequently (Daley and Servi [6]), we have relaxed some of the more restrictive of these assumptions.


Ergodic Theorem Busy Period Asymptotic Variance Idle Period MIMIc Model 
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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • D. J. Daley
  • L. D. Servi

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