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Silvana Pesenti

Assistant Professor Insurance Risk Management, University of Toronto

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Posted on April 18, 2021April 18, 2021 by Silvana Pesenti

Natural Catastrophes: Are Canadian Insurers Ready for “The Big One”?

Excited to lead together with Melina Mailhot a Collaborative Research Team Project on risk assessment of insurable natural disasters sponsored by CANSSI.

This is a 3-year collaboration with Office of the Superintendent of Financial Institutions (OSFI), the Canadian Institute of Actuaries, and the Autorité des Marchés Financiers.

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One World Actuarial Research Seminar (OWARS) Series

If you’re in interested in actuarial science, check the online OWARS seminar series, of which I’m one of organiser of.

Actuarial Science Group, University of Toronto

Find out more about the actuarial research group at the University of Toronto:  https://actsci.utstat.utoronto.ca/

Research Interests

My research interests include, but are not limited to, quantitative risk management, dependence uncertainty, sensitivity analysis for insurance, risk measures, stress testing and systemic risk.

Research Funding

My research is supported by Natural Sciences and Engineering Research Council of Canada (DGECR-2020-00333, RGPIN-2020-04289), and the Connaught New Researcher Award.

Together with Prof. Mélina Mailhot, I lead the CANSSI Collaborative Research Team:
“Natural Catastrophes: Are Canadian Insurers Ready for “The Big One”?“

Joining my team

I am seeking students at all levels with strong mathematical background and interest in risk management in the intersection of actuarial science and financial mathematics. PhD applications need to be submitted via the Department of Statistical Sciences: https://www.statistics.utoronto.ca/graduate/phd-application-information.

Relevant Links:

University of Toronto Discovery Research

Department of Statistical Sciences

SAMO | Sensitivity Analysis of Model Output
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