| Orthonormal systems and Banach space geometry A Pietsch, J Wenzel Cambridge University Press, 1998 | 72 | 1998 |
| Severity modeling of extreme insurance claims for tariffication C Laudagé, S Desmettre, J Wenzel Insurance: Mathematics and Economics 88, 77-92, 2019 | 27 | 2019 |
| Orthonormal systems and Banach space geometry, volume 70 of Encyclopedia of Mathematics and its Applications A Pietsch, J Wenzel Cambridge University Press, Cambridge 47, 146-154, 1998 | 17 | 1998 |
| Strong martingale type and uniform smoothness J Wenzel arXiv preprint math/0407482, 2004 | 11 | 2004 |
| Applications of the central limit theorem for pricing Cliquet-style options R Korn, BZ Temoçin, J Wenzel European Actuarial Journal 7, 465-480, 2017 | 10 | 2017 |
| A unified approach to credit default swaption and constant maturity credit default swap valuation M Krekel, J Wenzel | 10 | 2006 |
| Uniformly convex operators and martingale type J Wenzel | 10 | 2002 |
| Real and complex operator ideals J Wenzel Quaestiones Mathematicae 18 (1-3), 271-285, 1995 | 9 | 1995 |
| Mean Convergence of Vector--valued Walsh Series J Wenzel arXiv preprint math/9210208, 1992 | 6 | 1992 |
| Superreflexivity and J-convexity of Banach spaces J Wenzel arXiv preprint math/9710204, 1997 | 5 | 1997 |
| Multicriteria asset allocation in practice K Dächert, R Grindel, E Leoff, J Mahnkopp, F Schirra, J Wenzel OR Spectrum 44 (2), 349-373, 2022 | 4 | 2022 |
| A supplement to my paper on real and complex operator ideals J Wenzel arXiv preprint math/9710203, 1997 | 4 | 1997 |
| Ideal norms associated with the UMD-property J Wenzel arXiv preprint math/9710202, 1997 | 3 | 1997 |
| A two-factor HJM interest rate model for use in asset liability management SK Acar, R Korn, K Natcheva-Acar, J Wenzel Asset and liability management handbook, 62-76, 2011 | 2 | 2011 |
| Two examples concerning martingales in Banach spaces J Wenzel Journal of the London Mathematical Society 72 (2), 442-456, 2005 | 2 | 2005 |
| The UMD constants of the summation operators J Wenzel Quaestiones Mathematicae 27 (2), 111-136, 2004 | 2 | 2004 |
| Haar functions, martingales and geometry of Banach spaces J Wenzel Niedersächsische Staats-und Universitätsbibliothek, 2004 | 2 | 2004 |
| On the Non-Equivalence of Rearranged Walsh and Trigonometric Systems in L_p A Hinrichs, J Wenzel arXiv preprint math/0308091, 2003 | 2 | 2003 |
| Vector-valued Walsh-Paley martingales and geometry of Banach spaces J Wenzel Israel Journal of Mathematics 97, 29-49, 1997 | 2 | 1997 |
| Combining multi-asset and intrinsic risk measures C Laudagé, J Sass, J Wenzel Insurance: Mathematics and Economics 106, 254-269, 2022 | 1 | 2022 |
Sascha DesmettreJKU LinzVerified email at jku.at
