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MathSciNet bibliographic data
MR2863751 91B30 (49L20 93E20)
Zhang, Xin; Siu, Tak Kuen On optimal proportional reinsurance and investment in a Markovian regime-switching economy. Acta Math. Sin. (Engl. Ser.) 28 (2012), no. 1, 67–82.
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