George Mason University
AES/CCS/SCS/Statistics Colloquium Series
Seminar Announcement


Reliability and Survival in Financial Risk

Nozer Singpurwalla

Department of Statistics
George Washington University

Location: Innovation Hall, Room 203
Time: 10:30 a.m. Refreshments, 10:45 a.m. Colloquium Talk
Date: December 2, 2005



ABSTRACT

In this talk we construct a platform for discussing the mathematics of fixed income riskless investments, like bonds, using concepts from reliability and survival analysis. This we do by identifying an isomorphic relationship between the asset pricing of a bond and the exponentiation formula of reliability and survival. Once this is done we point out several synergestic relationships that exist between the two fields with a view of expanding the scope of each. This talk is expository.