A Note on a Recent Paper by Zaks, Frostig and Levikson

Klaus D. Schmidt

ASTIN Bulletin, 2007, vol. 37, issue 2, 319-321

Abstract: In the present paper we give a short proof of a result of Zaks, Frostig and Levikson [2006] on the solution of an optimization problem which is related to the problem of optimal pricing of a heterogeneous portfolio.

Date: 2007
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