On nonzero-sum stopping game related to discrete risk processes

• Autorzy: Bobecka K. , Ferenstein E.
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Nash equilibrium; risk process; stopping game

PL

gra stopująca; proces ryzyka; równowaga Nasha

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2001
• Tom: Vol. 30, no 3
• Strony: 339--354
• Opis fizyczny: Bibliogr. 15 poz.,

Twórcy

autor

Bobecka K.

autor

Ferenstein E.

• Department of Mathematics and Information Science Warsaw University of Technology, Pl. Politechniki 1, 00-661 Warsaw, Poland