The minimal entropy martingale measure in a market of traded financial and actuarial risks

Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop

No 2015014, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2015-01-01
Note: In : Journal of Computational and Applied Mathematics, vol. 282, p. 111-133 (2015)
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Working Paper: The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks (2014)
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