Silvana is a 3rd year PhD student in actuarial science at Cass Business School. She has a Master of Science in Mathematics from ETH Zurich and worked prior to commencing her PhD for 6 months at the life insurance company Prudential, plc, in London. Her research interest lies in risk management for insurance companies and financial institutions, in particular capital requirements, solvency and regulation.
- Master of Science ETH in Mathematics, Swiss Federal Institute of Technology in Zurich, Zurich, Switzerland, Sep 2013 – Dec 2014
- Bachelor of Science ETH in Mathematics, Swiss Federal Institute of Technology in Zurich, Zurich, Switzerland, Sep 2010 – Aug 2013
- Internship, Prudential, plc, Jan – Jul 2015
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2016). Robustness regions for measures of risk aggregation. Dependence Modeling, 4(1), pp. 348–367. doi:10.1515/demo-2016-0020.
- Pesenti, S.M., Lee, S., Harris, B. and Stickland, N. (2017). Taken on Trust: awareness and effectiveness of charity trustees in England and Wales. gov.uk.
Working papers (2)
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018).
- Representative of PhD students in actuarial science and insurance