From the fundamental asset pricing theorem, we know that in the absence of arbitrage opportunities, the present value of an asset paying $\Psi(X)$ at maturity time $T$ is given by: \begin{equation} V_t = \beta(t)\mathbb{E}^{\mathbb{Q}}\Big[\frac{\Psi(X_T)}{\beta(T)}\Big |\mathcal{F}_t\Big] = \mathbb{E}^{\mathbb{Q}}\Big[D(t, T)\Psi(X_T) \Big| \mathcal{F}_t\Big] \end{equation} where the expectation is under the risk-neutral pricing measure $\mathbb{Q}$ that is equivalent to the "reference" measure $\mathbb{P}$, $\beta(.)$ stands for the saving account, $D(t, T)=\frac{\beta(t)}{\beta(T)}$ for the so-called discount factor, and $\mathcal{F}_t$ represents all infiomation available at time $t$ to an agent. According to this theory, the present price of a financial contact is the expectation of the future cash flow disocunted at risk-free rate $r(t)$. Here, $\mathbb{Q}$ is the risk-nuetral measure assocuited with the numerair process $\beta(t)$ under which any asset price disocunted by $\beta(t)$ is a Martinagle.The well-know Girsanove's Theorem tells us how the radon-Nikodym derivative process $\frac{d\mathbb{Q}}{d\mathbb{P}}$ looks like.
From the change of numeraire process technique, we learn how to change the measure. If we want to use another numeraire process such as a zero-coupon bond price, the price is computed under the T-forward measure $\mathbb{Q}^T$. Therefore, this measure is associated with the price of a zero-coupon bond with maturity time $T$. We have that
\begin{equation}
V_t = P(t, T)\mathbb{E}^{\mathbb{Q}^T}\Big[\frac{\Psi(X_T)}{P(T, T)}\Big |\mathcal{F}_t\Big] = P(t, T)\mathbb{E}^{\mathbb{Q}^T}\Big[ \Psi(X_T)\Big |\mathcal{F}_t\Big]
\end{equation}
where $P(t, T)$ is the zero-coupon bond price at time $t$ maturing at time $T$, for which $P(T, T)= 1$. We know that the Radon-Nikodym derivative $\frac{d\mathbb{Q}^T}{d\mathbb{Q}}|_{\mathcal{F}_T} = \frac{\beta(t)P(T, T)}{\beta(T)P(t, T)}$. In fact, this is how we get the above relation:
\begin{equation}
V_t = \mathbb{E}^{\mathbb{Q}}\Big[D(t, T)\Psi(X_T) \Big| \mathcal{F}_t\Big] = \mathbb{E}^{\mathbb{Q}^T}\Big[\Big(\frac{d\mathbb{Q}^T}{d\mathbb{Q}}|_{\mathcal{F}_T}\Big)^{-1}D(t, T)\Psi(X_T) \Big| \mathcal{F}_t\Big] \\ = \mathbb{E}^{\mathbb{Q}^T}\Bigg[ \Bigg(\frac{\beta(t)P(T, T)}{\beta(T)P(t, T)}\Bigg)^{-1}D(t, T)\Psi(X_T) \Big| \mathcal{F}_t\Bigg] \\
=P(t, T)\mathbb{E}^{\mathbb{Q}^T}\Big[ \Psi(X_T)\Big |\mathcal{F}_t\Big]
\end{equation}
Now, I amount to my main problem. Suppose that we can find a class of risk-neutral measure $\mathbb{Q}^{(B)}$ whose Radon-Nikodym derivative with respect to physical measure $\mathbb{P}$ is characterized as follows
\begin{equation}
\frac{d\mathbb{Q}^{(B)}}{d\mathbb{P}} = exp\Big\{ \sum_{k=1}^{N(t)}B(Y_k) - \lambda t\Big(\mathbb{E}^{\mathbb{P}}[e^{B(Y_1)}-1]\Big) \Big\}
\end{equation}
where $B(.)$ is a Borel measurable function, $N(t)$ is a Poisson process with intensity $\lambda$, and $Y_k$ are positive random variables. In such a case, how can I define the price under measure $\mathbb{Q}^{(B)}$? Please consider two situations: a complete market and an incomplete market. For example, assume that the former refers to the situation where the payment is linked to a tradeable asset in the market while the latter refers to the situation where the cash flow payment is linked to an insurance risk, which is not tradeable. Please do not consider the form of Radon-Nikodym derivative $\frac{d\mathbb{Q}^{(B)}}{d\mathbb{P}}$. I aim to know if the pricing formula should look like the first relation but under measure $\mathbb{Q}^{(B)}$.
