I say "If this is a scam call please hang up now, otherwise give me an invoice or ticket number or name and department and I'll get back to you," and they usually do hang up. The case where you need to actually call your bank is really rare.
Note that it's very important not to let them give you an actual phone number to call on. This sounds obvious but I know someone who hung up but called back on a number given by the scammers, which was of course controlled by them and not the bank.
I'm going to add to this that "hang up" means physically do that. I've heard that many are tricked by the attacker playing a "dial tone" sound into the phone and thus keeping the line open and "answering" when you thought you called you bank.
You may be right that some people are tricked into thinking the call has been terminated by the caller, when in fact the caller is playing a dial tone over the line. It's worse than that though. In some telephone systems, the call is not ended when the callee hangs up.
