Bibliographic citations
Mattos, H., (2021). Modelo de supervivencia de larga duración con riesgos proporcionales y estimación del riesgo base vía splines: modelamiento de abandono de seguros [Pontificia Universidad Católica del Perú]. http://hdl.handle.net/20.500.12404/17777
Mattos, H., Modelo de supervivencia de larga duración con riesgos proporcionales y estimación del riesgo base vía splines: modelamiento de abandono de seguros []. PE: Pontificia Universidad Católica del Perú; 2021. http://hdl.handle.net/20.500.12404/17777
@mastersthesis{renati/20279,
title = "Modelo de supervivencia de larga duración con riesgos proporcionales y estimación del riesgo base vía splines: modelamiento de abandono de seguros",
author = "Mattos Galarza, Hector",
publisher = "Pontificia Universidad Católica del Perú",
year = "2021"
}
Survival models, those that are focused on trying to describe the time before the ocurrence of one or more events, have demonstrated great versatility in their capacity to model various types of events and a further reach than initially proposed. Its application encompasses from medical trials to uses in financial activities like assets risk management, among others. This work focuses in the analysis of the time of a customer until their decision of termination of an insurance policy. In this application, only a fraction of the population are prone to terminate their contract and, in this sense, it is needed that the model have a certain degree of flexibility of assuming that not all the clients are susceptible to this event. A long-term proportional hazard model is proposed in this work with base risk function modeled via monotone splines. This work starts with the model definition, the parameters estimation process, simulation scenarios where the estimation and inference process performance is evaluated and finally an application to study the associated factors with the churn process for an insurance company in Perú.
This item is licensed under a Creative Commons License