Statistical fraud detection: a review

DOI10.1214/ss/1042727940zbMath1013.62115OpenAlexW1602011302WikidataQ29304846 ScholiaQ29304846MaRDI QIDQ1872609

Richard J. Bolton, David J. Hand

Publication date: 3 July 2003

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1042727940

zbMATH Keywords

e-commercetelecommunicationsmachine learningfraud detectioncredit cardscomputer intrusionfraud preventionmoney laundering

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Applications of statistics (62P99)

Related Items (33)

Robust ranking by ensembling of diverse models and assessment metrics ⋮ New hard-thresholding rules based on data splitting in high-dimensional imbalanced classification ⋮ Bayesian multinomial latent variable modeling for fraud and abuse detection in health insurance ⋮ Long signal change-point detection ⋮ A financial fraud detection indicator for investors: an \textit{IDeA} ⋮ A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data ⋮ An evolutionary approach to fraud management ⋮ HCViewer: software and technology for quality control and processing raw mass data of preventive screening ⋮ An explainable attention network for fraud detection in claims management ⋮ LAGO on the unit sphere ⋮ All Data are Wrong, but Some are Useful? Advocating the Need for Data Auditing ⋮ Applications of Statistics in the Field of General Insurance: An Overview ⋮ Statistical Medical Fraud Assessment: Exposition to an Emerging Field ⋮ On Characterizations and Tests of Benford’s Law ⋮ Bayesian quickest detection of credit card fraud ⋮ \(L_1\)-penalized fraud detection support vector machines ⋮ The fraud loss for selecting the model complexity in fraud detection ⋮ SpiderNet: fully connected residual network for fraud detection ⋮ Scalable attack on graph data by injecting vicious nodes ⋮ Optimal cut-off for rare events and unbalanced misclassification costs ⋮ Infinitely imbalanced binomial regression and deformed exponential families ⋮ The value of the last digit: statistical fraud detection with digit analysis ⋮ Conditional random fields for pattern recognition applied to structured data ⋮ Plastic card fraud detection using peer group analysis ⋮ Visualizing ``typical and ``exotic internet traffic data ⋮ Behavioural models of credit card usage ⋮ Ensembling classification models based on phalanxes of variables with applications in drug discovery ⋮ Sequential change‐point detection based on direct density‐ratio estimation ⋮ Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification ⋮ Distribution-free cumulative sum control charts using bootstrap-based control limits ⋮ Off-the-peg and bespoke classifiers for fraud detection ⋮ Forum on Benford's law and statistical methods for the detection of frauds ⋮ A rough set approach to outlier detection

Uses Software

• C4.5
• FAIS

Cites Work

• Modelling different types of automobile insurance fraud behaviour in the Spanish market
• Computer intrusion: Detecting masquerades.
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• A statistical derivation of the significant-digit law
• 10.1162/153244304322972694
• Linear Discriminant Analysis with Misallocation in Training Samples
• Extremal Analysis of Short Series with Outliers: Sea-Levels and Athletics Records
• Prospecting for gems in credit card data
• Discriminant Analysis When the Initial Samples Are Misclassified II: Non-Random Misclassification Models
• Robust classification for imprecise environments
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Statistical fraud detection: a review