Prof. Dr. Johanna Ziegel

Professorin für Angewandte Stochastik / Geschäftsführende Institutsleiterin

Institut für Mathematische Statistik und Versicherungslehre (IMSV)

Telefon
+41 31 684 88 03
E-Mail
johanna.ziegel@stat.unibe.ch
Büro
-107
Postadresse
Alpeneggstrasse 22
CH-3012 Bern
Sprechstunde
nach Vereinbarung
Johanna Ziegel is Associate Professor of Applied Stochastics at the University of Bern (UniBe), Switzerland, and Visiting Scientist at the Heidelberg Institute for Theoretical Studies, Germany. Currently, she is the Director of the Institute of Mathematical Statistics and Actuarial Science, Head of the continuing education program Statistical Data Science, and Scientific Advisory Board Member of the Oeschger Centre for Climate Change Research at UniBe.
Johanna obtained her PhD in 2009 at ETH Zurich, Switzerland jointly supervised by Paul Embrechts and Eva B. Vedel Jensen (Aarhus University, Denmark). She held postdoctoral positions at the University of Melbourne, Australia, and at Heidelberg University, Germany before joining UniBe in 2012 as an Assistant Professor tenure track.
She has been a Council Member of the Bernoulli Society and has served as Associate Editor for Journal of Multivariate Analysis, Electronic Journal of Statistics, Statistics & Risk Modeling, and Mathematical Finance. Currently she is part of the editorial board of Bernoulli, and JASA: Theory & Methods. In 2021/2022, she has been part of the H.I.T. Program: High Potential University Leaders Identity & Skills Training Program – Inclusive Leadership in Academia.
Johanna is the mother of two energetic kids aged 5 and 7 that teach her at least as much as academic research.
Forecasting theory and applications

PostDocs

  • Dr. Jonathan Koh Boon Han (2021-)
    (with Olivia Romppainen-Martius)
  • Dr. José Carlos Araujo Arcuna (2021-)
    (with David Ginsbourger)
  • Dr. Sam Allen (2021-)
    (with David Ginsbourger)
  • Dr. Alexander Jordan (2018-2020)

PhD students

  • Sebastian Arnold (2021-)
  • Alexander Henzi (2019-)
  • Anja Mühlemann (2017-2021)
    The Role of Loss Functions in Regression Problems
  • Christof Strähl (2014-2020)
    Nonparametric Estimation of Densities and Related Features
    (with Lutz Dümbgen)
  • Tobias Fissler (2013-2017)
    On Higher Order Elicitability and Some Limit Theorems on the Poisson and Wiener Space

Master students

  • Luca Forgione (2021-)
  • Valerie Haftka (2021-)
  • Sebastian Arnold (2020)
    Isotonic distributional approximation
  • Belinda Tramonti (2020)
    Isotonic partial order models
  • Alexander Henzi (2018)
    Isotonic distributional regression (IDR): A powerful nonparametric calibration technique
  • Mara Trübner (2015)
    A Montée and Descente operator on spheres
  • Janine Kuratli (2015)
    Investigating isotropy of particles using stereological methods
  • Marzio Vanina (2014)
    Elicitability of translation-invariant functionals
  • Christof Strähl (2014)
    Notions of cross-calibration for probabilistic forecasts

Bachelor students

  • Géraldine Oppliger (2021)
    T-test with e-value
  • Lara Sommer (2021)
    E-values for contingency tables
  • Andrea Mauerhofer (2020)
    Vector measures and Lyapunov convexity theorem
  • Valerie Haftka (2018)
    Multivariate quantiles
  • Sebastian Arnold (2017)
    Copulas for stochastically ordered random variables
  • Alexander Henzi (2017)
    Evaluating inflation forecasts
  • Amanda Carrera (2015)
    Pair copulas
  • Yanick Joss (2015)
    Extreme value theory
  • Valerie Koller (2015)
    Das Momentenproblem
  • Beatrice Balmer (2015)
    Bivariate archimedische Copulas
  • Anja Mühlemann (2014)
    Renewal theory
  • Tobias Fissler (2011)
    Convergence rates of central limit theorems (with Mark Podolskij)
  • Munir Hiabu (2011)
    Central limit theorems and contractions (with Mark Podolskij)
  • Johannes Jörg (2011)
    Stein's method and Malliavin Calculus (with Mark Podolskij)
  • Carolin Margraf (2011)
    Central limit theorems via Malliavin derivative (with Mark Podolskij)