Laurens de Haan

15.0k total citations · 3 hit papers
159 papers, 9.3k citations indexed

About

Laurens de Haan is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Laurens de Haan has authored 159 papers receiving a total of 9.3k indexed citations (citations by other indexed papers that have themselves been cited), including 100 papers in Finance, 53 papers in Statistics and Probability and 36 papers in Management Science and Operations Research. Recurrent topics in Laurens de Haan's work include Financial Risk and Volatility Modeling (83 papers), Stochastic processes and financial applications (39 papers) and Probability and Risk Models (31 papers). Laurens de Haan is often cited by papers focused on Financial Risk and Volatility Modeling (83 papers), Stochastic processes and financial applications (39 papers) and Probability and Risk Models (31 papers). Laurens de Haan collaborates with scholars based in Netherlands, Portugal and United States. Laurens de Haan's co-authors include Ana Ferreira, A. A. Balkema, Sidney I. Resnick, Arnold Dekkers, J.H.J. Einmahl, Simeon M. Berman, Liang Peng, Jaap Geluk, Holger Drees and Casper G. de Vries and has published in prestigious journals such as Angewandte Chemie International Edition, SHILAP Revista de lepidopterología and Journal of the American Statistical Association.

In The Last Decade

Laurens de Haan

156 papers receiving 8.6k citations

Hit Papers

Extreme Value Theory : An Introd... 1974 2026 1991 2008 2006 1974 2006 250 500 750

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Laurens de Haan Netherlands 43 6.2k 3.1k 2.2k 2.2k 1.5k 159 9.3k
Sidney I. Resnick United States 44 5.3k 0.9× 2.8k 0.9× 2.0k 0.9× 951 0.4× 2.6k 1.7× 192 9.5k
Thomas Mikosch Denmark 37 5.5k 0.9× 2.4k 0.8× 3.0k 1.4× 591 0.3× 2.5k 1.6× 142 9.5k
Roger B. Nelsen United States 25 3.2k 0.5× 2.4k 0.8× 1.5k 0.7× 1.0k 0.5× 1.7k 1.1× 170 7.8k
Paul Embrechts Switzerland 45 7.8k 1.3× 2.8k 0.9× 4.6k 2.0× 1.1k 0.5× 5.0k 3.3× 178 13.3k
Christian Genest Canada 44 4.5k 0.7× 3.5k 1.1× 2.2k 1.0× 2.6k 1.2× 2.0k 1.3× 175 11.0k
Ole E. Barndorff–Nielsen Denmark 59 12.1k 2.0× 5.1k 1.6× 7.5k 3.3× 612 0.3× 2.1k 1.4× 258 19.7k
Claudia Klüppelberg Germany 35 3.6k 0.6× 1.5k 0.5× 1.8k 0.8× 502 0.2× 2.6k 1.7× 148 6.1k
Holger Rootzén Sweden 31 2.5k 0.4× 1.2k 0.4× 971 0.4× 1.1k 0.5× 831 0.5× 83 6.1k
Lajos Horváth United States 43 3.4k 0.6× 4.3k 1.4× 2.0k 0.9× 348 0.2× 988 0.7× 250 7.9k
David Heath United States 28 6.0k 1.0× 851 0.3× 3.4k 1.5× 684 0.3× 4.1k 2.7× 97 10.2k

Countries citing papers authored by Laurens de Haan

Since Specialization
Citations

This map shows the geographic impact of Laurens de Haan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Laurens de Haan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Laurens de Haan more than expected).

Fields of papers citing papers by Laurens de Haan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Laurens de Haan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Laurens de Haan. The network helps show where Laurens de Haan may publish in the future.

Co-authorship network of co-authors of Laurens de Haan

This figure shows the co-authorship network connecting the top 25 collaborators of Laurens de Haan. A scholar is included among the top collaborators of Laurens de Haan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Laurens de Haan. Laurens de Haan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Einmahl, J.H.J., et al.. (2019). Limits to Human Life Span Through Extreme Value Theory. Journal of the American Statistical Association. 114(527). 1075–1080. 16 indexed citations
2.
Haan, Laurens de, et al.. (2017). Limits to Human Life Span Through Extreme Value Theory. SSRN Electronic Journal. 4 indexed citations
3.
Ferreira, Ana & Laurens de Haan. (2013). On the block maxima method in extreme value theory. arXiv (Cornell University). 11 indexed citations
4.
Ferreira, Ana & Laurens de Haan. (2012). The Generalized Pareto process; with application. arXiv (Cornell University). 2 indexed citations
5.
Ferreira, Ana, Laurens de Haan, & Chen Zhou. (2011). Exceedance probability of the integral of a stochastic process. Journal of Multivariate Analysis. 105(1). 241–257. 11 indexed citations
6.
Haan, Laurens de & Chen Zhou. (2011). Extreme residual dependence for random vectors and processes. Advances in Applied Probability. 43(1). 217–242. 6 indexed citations
7.
Haan, Laurens de & Chen Zhou. (2011). Extreme residual dependence for random vectors and processes. Advances in Applied Probability. 43(1). 217–242. 14 indexed citations
8.
Haan, Laurens de & Ana Ferreira. (2006). Extreme Value Theory : An Introduction. CERN Document Server (European Organization for Nuclear Research). 935 indexed citations breakdown →
9.
Gomes, M. Ivette, Laurens de Haan, & Dínis Pestana. (2006). Correction. Journal of Applied Probability. 43(4). 1206–1206. 1 indexed citations
10.
Haan, Laurens de & Ana Ferreira. (2006). Extreme value theory : an introduction. Data Archiving and Networked Services (DANS). 824 indexed citations breakdown →
11.
Ferreira, Ana, et al.. (2003). On optimising the estimation of high quantiles of a probability distribution. Statistics. 37(5). 401–434. 73 indexed citations
12.
Haan, Laurens de, et al.. (2002). Alternative conditions for attraction to stable vectors. Data Archiving and Networked Services (DANS). 1 indexed citations
13.
Draisma, Gerrit, Holger Drees, Ana Ferreira, & Laurens de Haan. (2001). Tail dependence in independence. Data Archiving and Networked Services (DANS). 2001014. 9 indexed citations
14.
Danı́elsson, Jón, Laurens de Haan, Liang Peng, & Casper G. de Vries. (2001). Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. Journal of Multivariate Analysis. 76(2). 226–248. 287 indexed citations
15.
Laibman, David & Laurens de Haan. (2000). Rhetoric and Substance in Value Theory: An Appraisal of the New Orthodox Marxism. Science & Society. 64(3). 310–332. 16 indexed citations
16.
Haan, Laurens de, et al.. (2000). Rarely observed sample maxima. Теория вероятностей и ее применения. 45(4). 779–782. 4 indexed citations
17.
Ferreira, Ana, Laurens de Haan, & Liang Peng. (1999). Adaptive estimators for the endpoint and high quantities of a probability distribution. Data Archiving and Networked Services (DANS). 99042. 1 indexed citations
18.
Haan, Laurens de, et al.. (1997). Approximation by Penultimate Stable Laws. Econstor (Econstor).
19.
Einmahl, J.H.J., et al.. (1993). Estimating a Multidimensional Extreme-Value Distribution. Journal of Multivariate Analysis. 47(1). 35–47. 2 indexed citations
20.
Geluk, Jaap & Laurens de Haan. (1987). Regular variation, extensions and Tauberian theorems. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 40. 1–131. 236 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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