Christian Genest

Christian Genest (born January 11, 1957, in Chicoutimi, Quebec) is a professor in the Department of Mathematics and Statistics at McGill University (Montréal, Canada), where he holds a Canada Research Chair. He is the author of numerous research papers in multivariate analysis, nonparametric statistics, extreme-value theory, and multiple-criteria decision analysis.

Christian Genest
BornJanuary 11, 1957 (1957-01-11) (age 64)
Chicoutimi, Quebec, Canada
NationalityCanadian
Alma materPhD, University of British Columbia
Scientific career
FieldsStatistics and Actuarial Science
Doctoral advisorJames V. Zidek

He is a recipient of the Statistical Society of Canada's Gold Medal for Research and was elected a Fellow of the Royal Society of Canada in 2015.

Contributions

Genest is best known for developing models and statistical inference techniques for studying the dependence between variables through the concept of copula. He has designed, among others, various techniques for selecting, estimating and validating copula-based models through rank-based methods. His methodological contributions in multivariate analysis and extreme-value theory found numerous practical applications in finance, insurance, and hydrology.

Throughout his career, Genest also made significant contributions to the development of techniques for the reconciliation and use of expert opinions and pairwise comparison methods used to establish priorities in multiple-criteria decision analysis. He is the author or co-author of over 250 scientific publications, about half of which appeared in peer-reviewed journals. Part of his work is also concerned with the history of statistics and scientometrics. Christian Genest has given over 300 invited talks, including 75+ presentations for a general audience.

Birthplace and education

Christian Genest was born on January 11, 1957, in Chicoutimi (Québec, Canada). He was trained as a mathematician at the Université du Québec à Chicoutimi (B.Sp.Sc., 1977) and at the Université de Montréal (M.Sc., 1978) before completing graduate studies in statistics at the University of British Columbia (Ph.D., 1983). His thesis, entitled "Towards a Consensus of Opinion",[1] was written under the supervision of James V. Zidek and earned him the Pierre Robillard Award from the Statistical Society of Canada (SSC) in 1984.[2]

Academic career

After completing his PhD, Christian Genest was a postdoctoral fellow and visiting assistant professor at Carnegie Mellon University (Pittsburgh, Pennsylvania) in 1983–84. From 1984 to 1987, he was an assistant professor in the Department of Statistics and Actuarial Science at the University of Waterloo (Waterloo, ON). He was then hired by Université Laval (Québec, QC), where he was promoted to the ranks of associate in 1989 and professor in 1993. He joined McGill University (Montréal, QC) in 2010, where he holds a Canada Research Chair in Stochastic Dependence Modeling.[3]

Honors and prizes

Christian Genest was the first recipient of the CRM-SSC Prize in 1999.[4] He received the SUMMA Research Award from Université Laval the same year.[5] In 2011, the Statistical Society of Canada awarded him its most prestigious distinction, the Gold Medal, "in recognition of his remarkable contributions to multivariate analysis and nonparametric statistics, notably through the development of models and methods of inference for studying stochastic dependence, synthesizing expert judgments and multi-criteria decision making, as well as for his applications thereof in various fields such as insurance, finance, and hydrology." [6] Christian Genest is a fellow of the American Statistical Association since 1996,[7] a fellow of the Institute of Mathematical Statistics[8] since 1997, and an honorary member of the Association des statisticiennes et statisticiens du Québec since 2012.[9] He was elected a Fellow of the Royal Society of Canada in 2015[10] and received a Humboldt Research Prize from the Alexander von Humboldt Foundation in 2019.[11] In 2020 he received the John L. Synge Award.[12]

Community service

Christian Genest has served the mathematical and statistical communities in many ways. Among others, he was director of the Institut des sciences mathématiques du Québec (2012–15), president of the Statistical Society of Canada (2007–08)[13] and president of the Association des statisticiennes et statisticiens du Québec (2005–08). He served on Statistics Canada's Advisory Committee on Statistical Methods for several years, and on the editorial board of various peer-review journals, including The Canadian Journal of Statistics (1988–2003), the Journal de la Société française de statistique (1999–2008) and the Journal of Multivariate Analysis (2003–2015).[14] He was also editor in chief of The Canadian Journal of Statistics (1998–2000) and guest editor for various books and special issues, including two for Insurance: Mathematics and Economics (2005, 2009). From September 2015 to May 2019, he was editor in chief of the Journal of Multivariate Analysis. His many contributions earned him the Distinguished Service Award from the Statistical Society of Canada as early as 1997.[15]

Others

Christian Genest is married to Johanna G. Nešlehová, professor of statistics at McGill University.[16] One of his sisters, Sylvie Genest, is a professor of music at the Université du Québec à Montréal.[17] Christian has four children (Marianne, Arnaud, Vincent, Richard). Vincent Genest is himself a researcher and the author of many papers in mathematical physics.[18]

References
  1. "Christian Genest at Mathematics Genealogy Project". Mathematics Genealogy Project. Retrieved April 24, 2019.
  2. "Pierre-Robillard Award winners". Retrieved February 14, 2014.
  3. "Canada Research Chair". Retrieved April 24, 2019.
  4. "CRM-SSC Award winners". Retrieved February 14, 2014.
  5. "Le Fil des Événements, June 10, 1999". Archived from the original on March 3, 2016. Retrieved April 24, 2019.
  6. "SSC Award Winners for 2011". Archived from the original on February 25, 2014. Retrieved February 14, 2014.
  7. "ASA Fellows". Archived from the original on April 25, 2019. Retrieved April 24, 2019.
  8. "IMS Fellows". Retrieved April 24, 2019.
  9. "Liaison, vol. 26, no. 3, p. 48". Archived from the original on February 25, 2014. Retrieved February 14, 2014.
  10. "RSC Class of 2015" (PDF). Archived from the original (PDF) on December 20, 2015. Retrieved September 14, 2015.
  11. "List of award winners since March 2013 (in German or English)". Retrieved January 28, 2020.
  12. John L. Synge Award 2020
  13. "SSC Board of Directors Historical List". Retrieved April 24, 2019.
  14. "JMVA Editorial Board". Retrieved February 14, 2014.
  15. "SSC Distinguished Service Award winners". Retrieved February 14, 2014.
  16. "Johanna Nešlehová". Retrieved April 24, 2019.
  17. "Sylvie Genest". Retrieved April 24, 2019.
  18. "Publications by Vincent Genest on arXiv". Retrieved April 24, 2019.
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