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Researcher · Erasmus University Rotterdam · Netherlands

Laurens de Haan

Laurens de Haan publishes mostly in Finance, Statistics and Probability and Management Science and Operations Research, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Probability and Risk Models.

ORCID 0000-0001-6591-6018 OpenAlex
World rank
#138,673
of 7,710,434 ranked researchers
Rank in Netherlands
#3,407
of 107,149
Works
215
Citations
15k
Citations per work
69.9
h-index
52
i10-index 126Top 0.9% in Finance
Laurens de Haan

What does Laurens de Haan research?

Laurens de Haan's work is mostly in Economics, Econometrics and Finance (35%), Mathematics (18%), Decision Sciences (9%).

Social Sciences: 94 works · 43.6% of their workEconomics, Econometrics and Finance: 75 works · 35.1% of their workFinance: 64 works · 29.7% of their workEconomics and Econometrics: 12 works · 5.4% of their workDecision Sciences: 18 works · 8.5% of their workManagement Science and Operations Research: 18 works · 8.5% of their workEverything else: 68 works · 31.5% of their workPhysical Sciences: 54 works · 24.9% of their workMathematics: 39 works · 18.2% of their workStatistics and Probability: 28 works · 12.8% of their workMathematical Physics: 12 works · 5.4% of their workEnvironmental Science: 14 works · 6.7% of their workGlobal and Planetary Change: 14 works · 6.7% of their workTHEIR WORKLaurens de Haan215works
Physical Sciences25%Social Sciences44%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance7535.1%
    2. Decision Sciences188.5%
  2. Everything else6831.5%
    1. Mathematics3918.2%
    2. Environmental Science146.7%
  1. 1Finance30% of their works
  2. 2Statistics and Probability13% of their works
  3. 3Management Science and Operations Research8% of their works
  4. 4Global and Planetary Change7% of their works
  5. 5Economics and Econometrics5% of their works
  6. 6Mathematical Physics5% of their works

Research topics

Which keywords describe Laurens de Haan's research?

The keywords of their largest research topics: GARCH Models, Volatility, Bayesian Inference, Option Pricing, Stochastic Calculus, Insurance, Risk and Generalized Exponential.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. GARCH Models1001 topic
  2. Volatility1001 topic
  3. Bayesian Inference542 topics
  4. Option Pricing481 topic
  5. Stochastic Calculus481 topic
  6. Insurance361 topic
  7. Risk361 topic
  8. Generalized Exponential341 topic
  9. Skew Distributions341 topic
  10. Drought301 topic
  11. Monitoring301 topic
  12. Regularization271 topic
  13. Variable Selection271 topic
  14. Clustering201 topic
  15. Mixture Models201 topic
  16. Interacting Particle Systems161 topic
  17. Scaling Limits161 topic

Where does Laurens de Haan work?

Laurens de Haan's main affiliation in the publication record is Erasmus University Rotterdam, Netherlands.

How many publications and citations does Laurens de Haan have?

OpenAlex counts 215 works and 15,039 citations for Laurens de Haan, an h-index of 52, ranking #138,673 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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