How to predict churn events that may happen within a period of time?
The problem is similar to modeling defaults of a subset of companies in a specific basket, big or small. The problem is very well-researched, drawing from methods developed in asset pricing, actuarial science and survival analysis. For a good reference, you may look into
Duffie &amp; Singleton (2003). Credit Risk: Pricing, Measurement, and Management.
The most popular and flexible solution is modeling the churn evens as correlated counting processes with intensities that depend on the predictors that you have mentioned above + some other predictors. Counting process is an extension of Poisson process.