Author

Asaf Cohen

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Preprint Jul 2026

A Principal-Agent Mean-Field Game Model of Insurance with Risk Interdependence

We study an insurance contract-design problem under moral hazard, endogenous participation, and strategic risk interdependence. Because the resulting $N$-agent game suffers from the curse of dimensionality, we approximate the strategic interactions via a heterogeneous mean-field game. We rigorously establish the existe...

Asaf Cohen, Ruolan He, Mingyan Liu · 0 citations