The Department of Statistical Sciences is pleased to congratulate Assistant Professor Silvana Pesenti on being awarded the 2020 Peter Clark Best Paper Prize from the Institute and Faculty of Actuaries (IFoA).
Every year, the IFoA recognizes excellence in research through the awarding of prizes for exceptional research papers in actuarial science.
The Peter Clark Prize is awarded to the best paper written by members of the profession and intended for an actuarial audience. Assistant Professor Pesenti is one of the co-authors of the paper “Reverse Sensitivity Testing: what does it take to break the model?”, which is published in the European Journal of Operational Research.
Pesenti said, “We are enormously honoured to have received this prize. Sensitivity analysis used in insurance can be a cumbersome exercise, often involving multiple time-consuming model runs and lacking a structured way of assigning relative importance to particular variables or parts of the model. We have put a huge amount of collective effort into this work, in developing a rigorous mathematical framework, engaging with practitioners, and developing free software (the R package SWIM), to enable wider application of our framework.”
Pesenti has recently earned the prestigious Dorothy Shoichet Women Faculty Science Award of Excellence from the University of Toronto.
Congratulations Assistant Professor Pesenti!