2 papers
q-fin.RM2025
Mean Field Analysis of Mutual Insurance Market
Bohan Li, Wenyuan Li, Kenneth Tsz Hin Ng +1
A mutual insurance company (MIC) is a type of consumer cooperative owned by its policyholders. By purchasing insurance from an MIC, policyholders effectively become member-owners o…
math.OC2023
Linear Quadratic Extended Mean Field Games and Control Problems
Alain Bensoussan, Bohan Li, Sheung Chi Phillip Yam
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unb…