Laurens de Haan
- Finance top 0.05%
- Statistics and Probability top 0.05%
- Economics and Econometrics top 0.2%
- Global and Planetary Change top 0.5%
- Management Science and Operations Research top 0.2%
- Co-authors
- Ana FerreiraA. A. BalkemaSidney I. ResnickArnold DekkersJ.H.J. EinmahlSimeon M. BermanLiang PengJaap Geluk
- Topics
- Financial Risk and Volatility Modeling (83 papers)Stochastic processes and financial applications (39 papers)Probability and Risk Models (31 papers)
- Journals
- Angewandte Chemie International EditionSHILAP Revista de lepidopterologíaJournal of the American Statistical Association
- Partner nations
- NetherlandsPortugalUnited States
In The Last Decade
Laurens de Haan
156 papers receiving 8.6k citations
Hit Papers
Peers
Comparison fields: 5 of 147
- Finance 6.2k
- Statistics and Probability 3.1k
- Economics and Econometrics 2.2k
- Global and Planetary Change 2.2k
- Management Science and Operations Research 1.5k
Countries citing papers authored by Laurens de Haan
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 16 | |
| 2 | 4 | |
| 3 | On the block maxima method in extreme value theory | 11 |
| 4 | The Generalized Pareto process; with application | 2 |
| 5 | 6 | |
| 6 | 14 | |
| 7 | 11 | |
| 8 | 1 | |
| 9 | Extreme value theory : an introductionbreakdown → | 824 |
| 10 | 73 | |
| 11 | Alternative conditions for attraction to stable vectors | 1 |
| 12 | 287 | |
| 13 | 4 | |
| 14 | 16 | |
| 15 | Adaptive estimators for the endpoint and high quantities of a probability distribution | 1 |
| 16 | Approximation by Penultimate Stable Laws | 0 |
| 17 | 2 | |
| 18 | Regular variation, extensions and Tauberian theorems | 236 |
| 19 | 21 | |
| 20 | 27 |
About Laurens de Haan
Laurens de Haan is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research, having authored 159 papers that have together received 9.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (83 papers), Stochastic processes and financial applications (39 papers) and Probability and Risk Models (31 papers). The work is most often cited by research in Finance (6.2k citations), Statistics and Probability (3.1k citations) and General Economics, Econometrics and Finance (1.1k citations). Laurens de Haan has collaborated with scholars based in Netherlands, Portugal and United States. Frequent 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. Their work appears in journals such as Angewandte Chemie International Edition, SHILAP Revista de lepidopterología and Journal of the American Statistical Association.
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.