A mean field game approach to optimal investment and risk control for competitive insurers

DOI10.1016/j.insmatheco.2024.03.002zbMath1537.91239MaRDI QIDQ6543157

Li Jun Bo, Shihua Wang, Chao Zhou

Publication date: 24 May 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriummean field interactionmean field gamecompetitive insurersinvestment and risk control

Mathematics Subject Classification ID

Mean field games (aspects of game theory) (91A16) Actuarial mathematics (91G05)

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