Browsing Research Articles (Insurance and Actuarial Science) by Author "Van Appel, Vaughan"

Browsing Research Articles (Insurance and Actuarial Science) by Author "Van Appel, Vaughan"

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  • Van Appel, Vaughan; Mare, Eben (Operations Research Society of South Africa, 2018-11-04)
    Recently, Ross derived a theorem, namely the “Recovery Theorem”, that allows for the recovery of the pricing kernel and real-world asset distribution, under particular assumptions, from a forward-looking risk neutral ...