Silvana Pesenti

Assistant Professor
silvana.pesenti[at]utoronto.ca

Campus

  • Downtown Toronto (St. George)

Fields of Study

  • Actuarial Science

Areas of Interest

  • Insurance Risk Management
  • Sensitivity Analysis
  • Model Uncertainty
  • Dependence Modelling
  • Risk Measures

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.