Continuous Time Repeated Games

1993 ◽  
Vol 34 (1) ◽  
pp. 21 ◽  
Author(s):  
James Bergin ◽  
W. Bentley MacLeod
2012 ◽  
Vol 50 (3) ◽  
pp. 1573-1596 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
Rida Laraki ◽  
Sylvain Sorin

2017 ◽  
Vol 4 (1) ◽  
pp. 1-23 ◽  
Author(s):  
Mathias Staudigl ◽  
◽  
Jan-Henrik Steg ◽  

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


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