this issue
previous article in this issuenext article in this issue

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   
Pages: 319-321
DOI: 10.2143/AST.37.2.2024069

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.