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MR2286950 (2007j:91064) 91B28 (60G44 60H10 60H30 91B30)
Wang, Zengwu; Xia, Jianming; Zhang, Lihong Optimal investment for an insurer: the martingale approach. Insurance Math. Econom. 40 (2007), no. 2, 322–334.
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