Modelagem de fraude em cartão de crédito

• Autor(a) principal: Moraes, Dalila de
• Data de Publicação: 2008
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Repositório Institucional da UFSCAR
• Texto Completo: https://repositorio.ufscar.br/handle/ufscar/4557
• topic: Estatística; Modelagem de dados; Regressão logística; Modelo logito limitado; Amostras statedependent; Modelo logito; Análise Bayesiana; Logit model; Bounded logit model; State-dependent sampling; Bayesian analysis; CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA::ESTATISTICA

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.