Einführungsvorlesung Johanna Ziegel

Dear Johanna, dear Stefano, dear family and friends, ladies and gentlemen,

It is my pleasure to welcome you to Johanna Ziegel's inaugural lecture and to introduce her to you.

Johanna was born in Munich in 1981, where she also attended high school. Even though doors were wide open for a career as a musician, Johanna – good luck for us – decided to start her successful journey into mathematics. First in Munich and soon at ETH, she did her Master's and doctoral studies fascinated by all areas of mathematics but converging towards mathematical statistics. In 2009, she defended her doctoral thesis "Stereological analysis of spatial structures", supervised by our colleague Paul Embrechts and Eva Vedel Jensen from Aarhus University. She held postdoctoral positions at the University of Melbourne, Australia, and at Heidelberg University before joining Bern University in 2012 as an assistant professor.

Johanna works in mathematical statistics, where the interplay of mathematical abstraction and concrete questions e.g. from finance, insurance or machine learning to name a few, can be felt very strongly. She loves to develop formalism inspired by real world problems and to translate such formalisms back into applicable algorithms. For example Johanna did several impactful contributions to the theory of elicitability of risk measures (also developed here at ETH by our colleague Freddy Delbaen), even a loss function in the field carries her initials by now: the FZ-loss (after Fissler and Ziegel), making value and risk together with expected shortfall jointly elicitable. Having such a loss functions is actually a big gain making the associated risk measures more accessible for statistical methods.

In 2018, Johanna was promoted to Associate Professor at the University of Bern and to Full Professor in 2023. She was also active as a scientific advisory board member of the Oeschger Centre for Climate Change Research (OCCR) at the University of Bern from 2018 until 2023.

Johanna has received numerous awards for her research, and for her outstanding teaching and outreach abilities. Her career trajectory might look quite straight forward, but – as Johanna pointed out to me in personal communication – the role of empowering mentoring and of collecting competitive offers from time to time should not be underestimated.

We are very happy that Johanna Ziegel has accepted our offer and joined the faculty of D-MATH at ETH Zurich as a full professor in statistics in 2024. We are looking forward to her inaugural lecture.