Mean-field reflected BSDEs with jumps

In this paper, we study a class of mean-field reflected backward stochastic differential equations (MF-RBSDEs) driven by a marked point process and also analyze MF-RBSDEs driven by a poission process. Based on a g-expectation representation lemma, we give the existence and uniqueness of the particle system of MF-RBSDEs driven by a marked point process under Lipschitz generator conditions and obtain a convergence of this system. We also establish the well-posedness of the MF-RBSDEs driven by a poission process and the rate of of convergence of the corresponding particle system towards the solution to the MF-RBSDEs driven by a poission process under bounded terminal, bounded obstacle conditions.