Polska Akademia Nauk. Instytut Badań Systemowych PAN
Publication date
01/01/2001
Field of study
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