Jichuang Feng

On the aggregation of credit, market and operational risks

Jianping Li, Cheng-Few Lee, Yong Shi, 2015 .

Operational risk measurement via the loss distribution approach

Jianping Li, Jichuang Feng, Jianming Chen, 2009 .

Operational Risk Measurement: A Nonparametric Approach Using Cornish-Fisher Expansion

Jianping Li, Jichuang Feng, Jianming Chen, 2011, 2011 Fourth International Conference on Business Intelligence and Financial Engineering.

On the aggregation of credit, market and operational risks

Jianping Li, Cheng-Few Lee, Yong Shi, 2013, Review of Quantitative Finance and Accounting.

Risk Integration Mechanisms and Approaches in Banking Industry

JIANPING LI, JICHUANG FENG, XIAOLEI SUN, 2012, Int. J. Inf. Technol. Decis. Mak..

Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence

Xiaolei Sun, Dengsheng Wu, Xiaoqian Zhu, 2014 .