Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

New Professor for Applied Probability and Statistics: Johanna G. Nešlehová

04/10/2022

Johanna G. Nešlehová is a Czech mathematical statistician who works in Canada at McGill University as a professor in the department of mathematics and statistics. Her research interests include copulas, extreme value theory, multivariate statistics, and operational risk.

She studied at the Charles University Prague, the University of Hamburg, and the University of Oldenburg, earning a degree from University of Hamburg in 1999, a master's degree from the University of Hamburg in 2000, and a doctorate from the University of Oldenburg in 2004. Her dissertation, Dependence of Non-continuous Random Variables, was supervised by Dietmar Pfeifer. After working as a postdoctoral researcher and Heinz Hopf Lecturer at ETH Zürich, she joined the McGill University faculty in 2009.

Johanna Nešlehová was named as an Elected Member of the International Statistical Institute in 2011. In 2020 she was named a Fellow of the Institute of Mathematical Statistics. She was the 2019 winner of the CRM-SSC Prize in Statistics "for fundamental contributions to multivariate statistics, and in particular stochastic dependence modeling and extreme-value theory, and for her efforts to promote the sound application of statistics in risk management".

She took up the §99a double affiliation professorship “Applied Probability and Statistics”  at the Department of Finance, Accounting and Statistics at WU on October 1, 2022. She will teach her course Extreme Value Theory as part of the PhD label Mathematics in Economics and Business in December.

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