Campus
- Downtown Toronto (St. George)
Fields of Study
- Actuarial Science
- Mathematical Finance
Areas of Interest
- Dynamic decision making
- Model Uncertainty
- Portfolio optimization
- Sensitivity Analysis
- Risk measures and dependence modelling
Biography
Silvana Pesenti is an Associate Professor of insurance risk management at the University of Toronto, where she joined in 2019. She received her PhD at Bayes Business School (formerly CASS), London, and holds a BSc and 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.
Her research is supported by NSERC, the Data Science Institute, the Canadian Statistical Sciences Institute (CANSSI), and the Canadian Institute of Actuaries.