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    Statements

    author
    Yan Zeng
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    Zhong-Fei Li
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    publication date
    19 July 2011
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    zbMATH Keywords
    insurance portfolios
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    ruin probability
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    dynamic programming
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    the optimal investment policy
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    91G50
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    zbMATH DE Number
    5926323
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