Laurens de Haan

Laurens ( Laurentius ) Franciscus Maria de Haan ( born January 15, 1937 in Rotterdam) was a Dutch mathematical statistician known for his contributions to extreme value theory. He is a professor at the University of Amsterdam.

Life

De Haan received in 1966 his diploma in mathematics and in 1970 received his doctorate at the University of Amsterdam in John Runnenburg (On Regular Variation and Its Application to the Weak Convergence of Sample Extremes ). He conducted research since 1966 on the Mathematisch Centrum (CWI ) in Amsterdam. 1971/72 he was a visiting professor at Stanford University. 1977 until his retirement in 1988 he was a professor at the University of Rotterdam.

His work in extreme value statistics was partly motivated by the Delta Project, the defense of the coastlines of the Netherlands against storm surges. Here he was involved in the Overschrijdingslijnen project ( establishing dike heights of statistical data from the Rijkswaterstaat authority, Centrum Wiskunde & Informatica (CWI) and the Meteorological Service of the Netherlands ), which ran from 1984 to 1992, and at the Neptune project ( completed in 1997 and funded by the EU). In extreme value statistics, he also worked with AA Balkema ( Guus Balkema ). It also deals with extreme value theory in economics.

De Haan was from 2008 to 2011 in part-time professor of statistics at the University of Tilburg. In 1994 he was a visiting professor at Peking University.

He is a Fellow of the Institute of Mathematical Statistics (1977). In 2000 he became an honorary doctorate in Lisbon.

Writings

• Ana Ferreira: Extreme Value Theory: An Introduction, Springer Series in Operations Research and Financial Engineering 2006