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Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model. (English. Russian original) Zbl 1258.93121

Autom. Remote Control 73, No. 9, 1529-1538 (2012); translation from Avtom. Telemekh. 2012, No. 9, 111-123 (2012).
MSC:  93E20 91B30 49K45
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