A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation
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- Guohui Guan & Zongxia Liang & Yi Xia, 2024. "Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets," Papers 2412.09157, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-GTH-2024-03-11 (Game Theory)
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