Silvana Pesenti

Silvana Pesenti

First Name: 
Silvana
Last Name: 
Pesenti
Title: 
Assistant Professor
Office Location : 
Ontario Power Building, Room 9105, 700 University Avenue, 9th floor, Toronto, ON M5G 1Z5
Biography : 

Silvana Pesenti joined the University of Toronto as an assistant professor of insurance risk management in 2019. She received her PhD at Cass Business School, London, and holds a MSc in Mathematics from ETH Zurich.

Silvana Pesenti is the 2022 Rising Star in Quant Finance by risk.net for her contribution to portfolio optimisation. Her paper “Reverse Sensitivity Testing: What does it take to break the Model?” received the 2020 Peter Clark Prize, a prize given to the best academic paper by the Institute and Faculty of Actuaries (IFoA). In 2019, Silvana was awarded the Dorothy Shoichet Women Faculty Award of Excellence.

Personal Website: 
https://pesenti.utstat.utoronto.ca/

People Type:

Roles:

Research Area:

Areas of Interest: 
  • Insurance Risk Management
  • Sensitivity Analysis
  • Model Uncertainty
  • Dependence Modelling
  • Risk Measures
Other Website: 
GitHub: 
https://github.com/spesenti

Campus:

Meta Description: 
Silvana Pesenti is an assistant professor with a research focus in actuarial science at the U of T Statistical Sciences Department.