The video game industry is experiencing a paradigm shift. Games are always connected to the Internet, which allows developers to both actively interact with their players and collect vast amounts of data on their behavior in real time. Reducing “churn” is essential to increase player engagement and maximize game monetization. Fortunately, by using sophisticated churn prediction models, it is possible to predict sufficiently in advance—actually, for some games, almost from the very moment the user joins the game—when and in which part of the game a certain player is going to quit. Survival analysis is a set of statistical methods used to predict the time until the occurrence of a certain event of interest as well as its relationship with various factors. The video game industry can also greatly benefit from survival analysis, as it may help developers to predict and reduce churn.