Rüdiger Kiesel - Concepedia

Author

Rüdiger Kiesel

University of Duisburg-Essen

Also Known As

Kiesel, R., Kiesel, Rüdiger, Kiesel, Rüdiger 1962-, R. Kiesel, Rudiger Kiesel, RÜDIGER KIESEL, Rüdiger Kiesel

111

Publications

2.2K

Citations

H-Index

Concepts

All Affiliations

University of Duisburg-Essen Universität Ulm University of Oslo Helmholtz-Institute Ulm London School of Economics and Political Science

About

Rüdiger Kiesel is an author at University of Duisburg-Essen specializing in finance, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	22	1.1K
2	Economics	14	17	818
3	Engineering	11	13	480
4	Management	6	6	239
5	Electrical Engineering	1	1	90

Rüdiger Kiesel

Publications

1.3K

Citations

H-Index

Page 1

	Year	Citations
The estimation of transition matrices for sovereign credit ratings Yen-Ting Hu, Rüdiger Kiesel, William Perraudin Journal of Banking & Finance International FinanceTransition MatricesCredit MarketBusinessCredit Score	2002	171
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium Fred Espen Benth, Álvaro Cartea, Rüdiger Kiesel Journal of Banking & Finance EconomicsAsset PricingPower MarketsPower TradingCertainty Equivalence Principle	2008	159
Semi-parametric modelling in finance: theoretical foundations Ν. H. Bingham, Rüdiger Kiesel Quantitative Finance EngineeringFinancial MathematicsAsset PricingStochastic ProcessesParametric Cases	2002	125
A critical empirical study of three electricity spot price models Fred Espen Benth, Rüdiger Kiesel Energy Economics Power MarketEconomicsEngineeringSmart GridPower Trading	2011	107
Risk-neutral valuation of participating life insurance contracts Daniel J. Bauer, Rüdiger Kiesel, Alexander Kling, Insurance Mathematics and Economics Private InsuranceEconomicsRisk-neutral ValuationRisk ManagementManagement	2006	92
A two-factor model for the electricity forward market Rüdiger Kiesel, Gero Schindlmayr, Reik H. Börger Quantitative Finance Volatility ModelingEngineeringElectricity Forward MarketMarket DesignPower Market	2009	90
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View Daniel J. Bauer, Daniela Bergmann, Rüdiger Kiesel Astin Bulletin Health Insurance DesignFinancial MathematicsComputational FinanceAsset PricingRisk Management	2010	45
A semi-parametric approach to risk management Ν. H. Bingham, Rüdiger Kiesel, Rafael Schmidt Quantitative Finance	2003	45
Modeling the Forward Surface of Mortality Daniel J. Bauer, Fred Espen Benth, Rüdiger Kiesel SIAM Journal on Financial Mathematics Life PredictionForward Mortality ModelsForward SurfaceStochastic CalculusLongevity Risk	2012	37
Fair valuation of insurance contracts under Lévy process specifications Stefan Kassberger, Rüdiger Kiesel, Thomas Liebmann Insurance Mathematics and Economics EconomicsDerivative PricingBusinessEconomic AnalysisLevy Process	2007	35

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