Determining expected behaviour of fraudsters for a continuous audit system

By:

THOMAS, MATHEW A

Contributor(s):

MARATHE, RAHUL R

Material type:

Mixed materialsPublication details: 2013Description: 79-84Subject(s):

MANAGEMENT

NLM classification:

In: MANAGEMENT REVIEWMSummary: The research attempts to determine the behaviour of fraudsters in a continuous audit system where the fraudters have multiple options for committing fraud. The system is modelled as a continious time markov chain where the state changes are causedby the fraudster's actions. The model uses a dynamic game with probabilitic transitions to determine the expected behavior of the fraudster.

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Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		24/2	Available		P14792

The research attempts to determine the behaviour of fraudsters in a continuous audit system where the fraudters have multiple options for committing fraud. The system is modelled as a continious time markov chain where the state changes are causedby the fraudster's actions. The model uses a dynamic game with probabilitic transitions to determine the expected behavior of the fraudster.

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