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Volumn 28, Issue 1, 2012, Pages 216-223

Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations

Author keywords

Financial fraud; Fraud detection; Fraud estimation

Indexed keywords


EID: 84155173383     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.10.005     Document Type: Article
Times cited : (5)

References (18)
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    • Statistical fraud detection: a review (with discussion)
    • Bolton R.J., Hand D.J. Statistical fraud detection: a review (with discussion). Statistical Science 2002, 17:235-255.
    • (2002) Statistical Science , vol.17 , pp. 235-255
    • Bolton, R.J.1    Hand, D.J.2
  • 7
    • 77949394798 scopus 로고    scopus 로고
    • Estimating the iceberg: how much fraud is there in the UK?
    • Hand D.J., Blunt G. Estimating the iceberg: how much fraud is there in the UK?. Journal of Financial Transformation 2009, 25:19-29.
    • (2009) Journal of Financial Transformation , vol.25 , pp. 19-29
    • Hand, D.J.1    Blunt, G.2
  • 9
    • 84155180933 scopus 로고    scopus 로고
    • Statistical techniques for fraud detection, prevention, and assessment
    • IOS Press, Amsterdam, F. Fogelman-Soulié, D. Perrotta, J. Pisorski, R. Steinberger (Eds.)
    • Hand D.J., Weston D.J. Statistical techniques for fraud detection, prevention, and assessment. Mining massive data sets for security 2008, 257-270. IOS Press, Amsterdam. F. Fogelman-Soulié, D. Perrotta, J. Pisorski, R. Steinberger (Eds.).
    • (2008) Mining massive data sets for security , pp. 257-270
    • Hand, D.J.1    Weston, D.J.2
  • 12
    • 0000125534 scopus 로고
    • Sample selection bias as a specification error
    • Heckman J.J. Sample selection bias as a specification error. Econometrics 1979, 47:153-161.
    • (1979) Econometrics , vol.47 , pp. 153-161
    • Heckman, J.J.1
  • 14
    • 84155180928 scopus 로고    scopus 로고
    • A comprehensive survey of data mining-based fraud detection research.
    • Phua, C., Lee, V., Smith, K., & Gayler, R. (2005). A comprehensive survey of data mining-based fraud detection research. http://www.bsys.monash.edu.au/people/cphua/.
    • (2005)
    • Phua, C.1    Lee, V.2    Smith, K.3    Gayler, R.4
  • 15
    • 0002688690 scopus 로고    scopus 로고
    • Discovery of fraud rules for telecommunications - challenges and solutions. In Proceedings of the fifth ACM SIGKDD international conference on knowledge discovery and data mining.
    • Rosset, S., Murad, U., Neumann, E., Idan, Y., & Pinkas, G. (1999). Discovery of fraud rules for telecommunications - challenges and solutions. In Proceedings of the fifth ACM SIGKDD international conference on knowledge discovery and data mining (pp. 409-413).
    • (1999) , pp. 409-413
    • Rosset, S.1    Murad, U.2    Neumann, E.3    Idan, Y.4    Pinkas, G.5
  • 16
    • 22744447363 scopus 로고    scopus 로고
    • The impact of sample bias on consumer credit scoring performance and profitability
    • Verstraeten G., Van den Poel D. The impact of sample bias on consumer credit scoring performance and profitability. Journal of the Operational Research Society 2005, 56:981-992.
    • (2005) Journal of the Operational Research Society , vol.56 , pp. 981-992
    • Verstraeten, G.1    Van den Poel, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.