Asymptotic properties of a non-zero sum stochastic game

An example of a non-zero sum stochastic game is given where: i) the set of Nash Equilibrium Payoffs in the finitely repeated game and in the game with discount factor is reduced to the threat point; ii) the corresponding set for the infinitely repeated game is disjoint from this point and equals the set of feasible, individually rational and Pareto optimal payoffs.