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Modelagem de fraude em cartão de crédito
(Universidade Federal de São Carlos, 2008-09-02) Moraes, Dalila de; Diniz, Carlos Alberto Ribeiro; https://lattes.cnpq.br/3277371897783194
The transactions volume increase brought the fraud increase, which result in a annual loss of billions of reais to all .nancial institutions in the world. Therefore, it.s very important the development of detection methods and fraud prevention. The di¢ cult in modeling this kind of data due the fact the data sets are extremely unbalanced. In this work, a bounded logit model will be proposed for fraud detection. It will also be discussed state- dependent sampling and compared with logit and bounded logit model performances. Two applications, one with a simulated data set and another with a real data set, will be presented. The Bayesian approach to these models will also be discussed. The data set analyses will be implemented in SAS and Winbugs software.