Bayesian quickest detection of credit card fraud

DOI10.1214/20-BA1254MaRDI QIDQ6121620zbMATH OpenOpenAlexFDO

Authors Bruno Buonaguidi, Antonietta Mira, Herbert Bucheli, Viton Vitanis

Publication date 27 February 2024

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-1/Bayesian-Quickest-Detection-of-Credit-Card-Fraud/10.1214/20-BA1254.full

zbMATH Keywords

Bayesian modelcredit card fraud detectionoptimal stopping theory

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Optimal stopping in statistics (62L15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(2)

• Cost-sensitive thresholding over a two-dimensional decision region for fraud detection
• Numerical approaches to finite-horizon optimal stopping problems for the Shiryaev process

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