Private investigators have existed for more than 150 years. The first known private detective agency opened in France in 1833. In 1850, Allan Pinkerton formed Pinkerton National Detective Agency, which grew into one of the most famous detective agencies in the United States. Usually, Private investigator job is either to find proof of wrong doing or to make the situation right again. To do this, he gets useful information from witnesses and bystanders, sometimes with the help of false pretenses and fake identification. He tails witnesses, takes pictures, searches buildings and keeps an eye out for clues that others may have overlooked. Occasionally, his curiosity gets him into trouble, and he barely escapes being caught somewhere he isn't supposed to be. But eventually, he returns to his distressed client, letting her know that he's solved the case
Types of Private Investigation
Surveillance
Covert Video Surveillance and Photography
Mobile Surveillance (“Tailing”)
Covert Video Cameras- Sales, Rental, and Installation
Counter Surveillance and Counter Stalking
Insurance
Defense
Maritime / Boat Insurance Survey and Fraud
Automobile Insurance Fraud
Corporate Investigations
Employee and Management Awareness Training
Competitive Intelligence
Counter Espionage
Loss Prevention & Fraud, Theft, and Embezzlement
Internal Theft- Employee Malfeasance and Vendor Theft
Thefts from External Sources (Customers, Burglaries and Robberies)
Intellectual Property Management
Copyright and Patent Infringement
Signal Theft and TV Programming Piracy
Pre-Employment Investigation
Undercover Employee Investigations
Employee Terminatio
Cyber Investigations
Forensic Computer Examination
Network Intrusion
Wireless Network Security
Email Tracing
Internet Profiling

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Source2: http://beaprivateeye.com/types_of_pi_assignments.htm