Regular biography
Prof. Dr. Johanna Ziegel is a Professor in the Department of Mathematics at ETH Zurich. She is affiliated with the Seminar for Statistics and holds the title of Professor. Her research interests are not explicitly detailed in the provided information. Prof. Ziegel can be contacted through the department's website at https://math.ethz.ch/the-department/people.html?u=ziegelj.
Scholar-generated biography
Johanna Ziegel is a Professor of Statistics at ETH Zurich, specializing in statistical forecasting, risk measures, positive definite functions, stereology, and copulas. Her research focuses on developing and evaluating risk measures, particularly expected shortfall and value-at-risk, with an emphasis on elicitability and backtesting. She explores dynamic semiparametric models, isotonic distributional regression, and copula calibration to improve probabilistic forecasts and risk assessment. Her work addresses forecast dominance, coherence, and the evaluation of high-impact events through transformed kernel scores and characteristic kernels. Ziegel's contributions enhance the statistical rigor of risk management and forecasting in financial and applied contexts.