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Document Details :
Title: A Note on a Recent Paper by Zaks, Frostig and Levikson
Author(s): SCHMIDT, Klaus D.
Journal: ASTIN Bulletin
Volume: 37 Issue: 2 Date: 2007
In the present paper we give a short proof of a result of Zaks, Frostig and Levikson  on the solution of an optimization problem which is related to the problem of optimal pricing of a heterogeneous portfolio.