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Języki publikacji
Abstrakty
We consider two-person nonzero-sum stopping game. The players (insurers) observe discrete time risk processes until one of them decides to stop his process. Strategies of the players are stopping times. The aim of each player is to maximize his expected gain. We find Nash equilibrium point for this game under certain assumptions on reward sequences.
Czasopismo
Rocznik
Tom
Strony
339--354
Opis fizyczny
Bibliogr. 15 poz.,
Twórcy
autor
autor
- Department of Mathematics and Information Science Warsaw University of Technology, Pl. Politechniki 1, 00-661 Warsaw, Poland
Bibliografia
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT2-0001-1201