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Bart Taub Guzman-Garcia, Rolando Moises 2015-09-25T22:47:39Z 2015-09-25T22:47:39Z 10000-01-01 1997 1997 The third essay studies the interaction of a group of economic agents whose wealth cannot be completely insured, so that bankruptcy can occur. The stochastic behavior of the wealth is described by a diffusion process whose behavior depends on the actions of all agents. Each player should select a strategy in which the immediate benefit of her actions is balanced with the effects on the bankruptcy probability. The paper characterizes the Markovian Nash equilibrium of this dynamic game, and illustrates different situation to which the result might be applied. Made available in DSpace on 2015-09-25T22:47:39Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 9812608.pdf: 5557964 bytes, checksum: bb8106b80e0ed16841eead5e1f75d541 (MD5) Previous issue date: 1997 Embargo set by: Seth Robbins for item 86904 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs U of I Only 136 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1997. http://hdl.handle.net/2142/85623 (MiAaPQ)AAI9812608 eng Economics, Finance Time, Uncertainty, and Conflict: Three Essays on Economic Dynamics text Economics Economics University of Illinois at Urbana-Champaign Dissertation Ph.D.