摘要:The development and application of computational data miningtechniques in nancial fraud detection and business failure prediction hasbecome a popular cross-disciplinary research area in recent times involvingnancial economists, forensic accountants and computational modellers.Some of the computational techniques popularly used in the context of -nancial fraud detection and business failure prediction can also be eectivelyapplied in the detection of fraudulent insurance claims and therefore, can beof immense practical value to the insurance industry. We provide a comparativeanalysis of prediction performance of a battery of data mining techniquesusing real-life automotive insurance fraud data. While the data we have usedin our paper is US-based, the computational techniques we have tested canbe adapted and generally applied to detect similar insurance frauds in othercountries as well where an organized automotive insurance industry exists.