This paper studies the topic of customer attrition in the context of a European financial services company. More specifically, we investigate predictors of churn incidence as part of customer relationship management (CRM). We contribute to the existing literature: (1) by combining several...

Determining which types of mutual (or managed) investment funds are good financial investments is complicated by potential surbivorship biases. This project adds to a small recent international literature on the patterns and determinants of mutual fund survivorship. We use statistical techniques...

With the release of Stata 7, the glm command for fitting generalized linear models underwent a substantial overhaul. Stata 7 glm contains an expanded array of variance estimators, regression diagnostics, and other enhancements. The overhaul took place to coincide with the release of Hardin and...

When considering treatment options, a physician ideally has access to prognoses for various spans of prospective time, meaning known risks specific for these and also for both treatment and the profile of the patient. Accordingly, investigators ideally would report estimates of such risks from...

This paper investigates the process determining mutual funds' conditional probability of closure, i.e. their hazard function. Using a nonparametric approach to estimate the effects of a fund's age on its hazard rate, we find a distinctly nonlinear, inverse U-shaped pattern in the relationship....

Asymptotic expansions for the null distribution of thelogrank statistic and its distribution under local proportionalhazards alternatives are developed in the case of iid observations.The results, which are derived from the work of Gu (1992) andTaniguchi (1992), are easy to interpret, and...