The statistics of peaks in weak lensing convergence maps is a promising tool to investigate both the properties of dark matter haloes and constrain the cosmological parameters. We study how the number of detectable peaks and its scaling with redshift depend upon the cluster dark matter halo profiles and use peak statistics to constrain the parameters of the mass - concentration (MC) relation. We investigate which constraints the Euclid mission can set on the MC coefficients also taking into account degeneracies with the cosmological parameters. To this end, we first estimate the number of peaks and its redshift distribution for different MC relations. We find that the steeper the mass dependence and the larger the normalisation, the higher is the number of detectable clusters, with the total number of peaks changing up to $40%$ depending on the MC relation. We then perform a Fisher matrix forecast of the errors on the MC relation parameters as well as cosmological parameters. We find that peak number counts detected by Euclid can determine the normalization $A_v$, the mass $B_v$ and redshift $C_v$ slopes and intrinsic scatter $sigma_v$ of the MC relation to an unprecedented accuracy being $sigma(A_v)/A_v = 1%$, $sigma(B_v)/B_v = 4%$, $sigma(C_v)/C_v = 9%$, $sigma(sigma_v)/sigma_v = 1%$ if all cosmological parameters are assumed to be known. Should we relax this severe assumption, constraints are degraded, but remarkably good results can be restored setting only some of the parameters or combining peak counts with Planck data. This precision can give insight on competing scenarios of structure formation and evolution and on the role of baryons in cluster assembling. Alternatively, for a fixed MC relation, future peaks counts can perform as well as current BAO and SNeIa when combined with Planck.
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