Laurens de Haan

Laurens de Haan is a Dutch, Rotterdam-born mathematician (January 15, 1937), Professor in Probability Theory and specialized in Extreme values theory. He was guest a professor at Stanford University, Cornell University, Peking University, among others, and is Doctor honoris causa at the University of Lisbon.

Other activities

"Overschrijdingslijnen", a project based on extreme-value analysis, meant to provide new standards for the Dutch sea defenses. Joint project with people from "Rijkswaterstaat" (the Dutch government agency overseeing the sea defenses, among other things), the Royal Netherlands Meteorological service and CWI (Centre for Mathematics and Computer Science in Amsterdam). Commissioned by the Ministry of Public Works (1984-1992).

"Neptune", a larger scale but similar project, sponsored by the European Union via the MAST program and in cooperation with BMT Port \& Coastal Limited; Delft Hydraulics; Rijkswaterstaat; GKSS-Forschungszentrum Geest\-hacht GmbH; University of Lancaster; University of East Anglia. Novel aspects are: firstly the wide-ranging set-up starting from climatological data going down to the water levels and movements near the British and Dutch coasts and secondly the higher-dimensional statistical set-up in the extreme-value analysis (1995-1997). Finished March 1997.

Associate Dean of the School of Economics (1990-1992).

NATO collaborative research grant (1991-1995) with Sidney Resnick, Cornell University.

European Union grant "Training through research" (cat. 40) in the "Training and Mobility of Researchers" program. University of Lisbon, January through June 1997.

"Extreme interest rates", a project for ING insurance company; jointly with H. Drees, Heidelberg (1999-2000).

Publications

- 1970 On regular variation and its application to the weak convergence of sample extremes, (Mathematical Centre tracts)
- 1979 A simple asymptotic estimate for the index of a stable distribution (Technical report / Dept. of Statistics, Colorado State University) 
- 1987 Estimates of the rate of convergence for max-stable processes (Report / Econometric Institute) 
- 1987 On regular variation of probability densities (Report / Econometric Institute) 
- 2006, with Ana Ferreira: Extreme Value Theory: An Introduction (Springer Series in Operations Research and Financial Engineering)