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Mathematics
Portugal
2026
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Mathematics
Netherlands
2022

D-Index & Metrics

Mathematics

D-Index
46
Citations
10895
World Ranking
1337
National Ranking
12

Research.com Recognitions

  • 2026 - Research.com Mathematics in Portugal Leader Award
  • 2025 - Research.com Mathematics in Portugal Leader Award
  • 2022 - Research.com Mathematics in Netherlands Leader Award

Overview

Laurens de Haan is affiliated with the University of Lisbon in Portugal and has contributed extensively to the fields of economics, econometrics, and finance. Their research spans several specialized areas, including financial risk and volatility modeling, stochastic processes and financial applications, as well as global and planetary change topics.

The main fields of study represented in their work include:

  • Economics, Econometrics and Finance

Within these broader fields, de Haan's research delves into a number of subfields, such as:

  • Finance
  • Global and Planetary Change
  • Mechanical Engineering
  • Biomaterials
  • Organic Chemistry

Core topics covered in their publications include:

  • Financial Risk and Volatility Modeling
  • Advanced Materials and Mechanics
  • Supramolecular Self-Assembly in Materials
  • Supramolecular Chemistry and Complexes
  • Stochastic processes and financial applications
  • Hydrology and Drought Analysis
  • Climate variability and models

Laurens de Haan has published multiple papers over the past several years. Some notable recent publications are:

  • "Photo-responsive Helical Motion by Light-Driven Molecular Motors in a Liquid-Crystal Network" (2021) published in Angewandte Chemie International Edition
  • "Trends in Extreme Value Indices" (2020) published in Journal of the American Statistical Association
  • "Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions" (2022) published in DOAJ (DOAJ: Directory of Open Access Journals)
  • "Bootstrapping Extreme Value Estimators" (2022) published in Journal of the American Statistical Association
  • "Photo-responsive Helical Motion by Light-Driven Molecular Motors in a Liquid-Crystal Network" (2021) published in Angewandte Chemie

They have collaborated frequently with several coauthors, including:

  • Chen Zhou
  • Jiaxin Hou
  • Anirban Mondal
  • Guiying Long
  • Wei Zhao

Their work has appeared in journals with a diverse focus, including:

  • Journal of the American Statistical Association
  • DOAJ (DOAJ: Directory of Open Access Journals)
  • Angewandte Chemie International Edition
  • Angewandte Chemie
  • SSRN Electronic Journal

Best Publications

  • Extreme value theory : an introduction

    Laurens de Haan;Ana Ferreira

  • Extreme value theory

    Laurens de Haan;Ana Ferreira

  • Limit theory for multivariate sample extremes

    Laurens de Haan;Laurens de Haan;Sidney I. Resnick;Sidney I. Resnick

  • On the Estimation of the Extreme-Value Index and Large Quantile Estimation

    Arnold L. M. Dekkers;Laurens De Haan

  • Stationary max-stable fields associated to negative definite functions.

    Zakhar Kabluchko;Martin Schlather;Laurens de Haan

  • Generalized regular variation of second order

    Laurens de Haan;Ulrich Stadtmüller

  • Extremal Behavior of Solutions to a Stochastic Difference Equation with Applications to Arch-Processes

    Laurens de Haan;Sidney I. Resnick;Holger Rootzén;Casper G. de Vries

  • How to make a Hill Plot

    Holger Drees;Laurens F.M. de Haan;Sidney Resnick

  • A new class of semi-parametric estimators of the second order parameter.

    M.I. Fraga Alves;M.Ivette Gomes;Laurens de Haan

  • Sea and Wind: Multivariate Extremes at Work

    Laurens de Haan;John de Ronde

  • On the block maxima method in extreme value theory: PWM estimators

    B. Y. Ana Ferreira;Laurens de Haan

  • On maximum likelihood estimation of the extreme value index

    Holger Drees;Ana Ferreira;Laurens de Haan

  • The generalized Pareto process; with a view towards application and simulation

    Ana Ferreira;Laurens de Haan

  • Spatial extremes: Models for the stationary case

    Laurens de Haan;Teresa T. Pereira

  • Nonparametric estimation of the spectral measure of an extreme value distribution

    John H.J. Einmahl;Laurens de Haan;Vladimir I. Piterbarg

  • Second-order regular variation and rates of convergence in extreme-value theory

    L. de Haan;S. Resnick

  • On the estimation of high quantiles

    Laurens de Haan;Holger Rootzén

  • Safety First Portfolio Selection, Extreme Value Theory and Long Run Asset Risks

    Laurens de Haan;Dennis W. Jansen;Kees Koedijk;Casper G. de Vries

  • Estimation of the Minimum of a Function Using Order Statistics

    Laurens de Haan

  • On convergence toward an extreme value distribution in C[0,1]

    Laurens de Haan;Tao Lin

  • Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses Series B Statistical methodology

    M. Ivette Gomes;Laurens de Haan;Lígia Henriques Rodrigues

Frequent Co-Authors

Casper G. de Vries
Casper G. de Vries Erasmus University Rotterdam
M. Ivette Gomes
M. Ivette Gomes University of Lisbon
Sidney I. Resnick
Sidney I. Resnick Cornell University
Holger Rootzén
Holger Rootzén Chalmers University of Technology
Liang Peng
Liang Peng Georgia State University
Geert Ridder
Geert Ridder University of Southern California
Kees C. G. Koedijk
Kees C. G. Koedijk Utrecht University
Jon Danielsson
Jon Danielsson London School of Economics and Political Science
Arie Hordijk
Arie Hordijk Leiden University

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