Johan Jensen was born on May 8, 1859 in Nakskov, Denmark. He was an engineer and self-taught mathematician who worked for the Copenhagen Telephone Company, the same company that employed the Danish mathematician Agner Erlang. Jensen died on March 5, 1925 in Copenhagen.
Jensen worked on the Riemann hypothesis (named for Georg Riemann), Fermat's Last Theorem (named for Pierre Fermat), infinite series, the gamma function, and inequalities for complex functions. He is best known for the inequality that bears his name, dealing with integrals of convex functions. Jensen's inequality is particularly valuable in probability.