You guessed it: Max Rockatansky represents Death, one of the Four Horsemen of the Apocalypse. Redditor EldarCorsair posted an awesome breakdown of Mad Max: Fury Road, which argues that each of the three major warlords in the movie represent one of the Horsemen. Warlord Immortan Joe is Pestilence. His people are sick due to the nuclear fallout throughout the land, often with tumors and sores. Joe rules the population by offering them small amounts of water, as if he has the key to healing their plagued bodies. He's also worshiped as a deity, which factors into the alternate interpretation of Pestilence that sees him as a righteous conqueror. The second Horseman, War, would likely be another warlord, the Bullet Farmer. He was the guy with a lot of guns firing wildly into the dark when the tanker was stuck in the mud. The third Horseman, Famine, would be the warlord known as the People Eater, since he's huge and represents the gluttony of the rich. These guys trade food, weaponry, and water (and milk) among one another in order to ensure their rule on this apocalyptic wasteland.
As for the fourth Horseman, Death? That's Max. Think about it: Max brings death wherever he goes across the wasteland, and he's haunted by the deaths of his family and other people he wasn't able to save. In his first scene, he brings death to a lizard-like creature by eating it. Death was on Furiosa's side, and her mission was ultimately a success. Remember when Max walks off into the darkness to take on the Bullet Farmer's heavily armed vehicle? He destroys the whole thing by himself off-screen, kills all the men on board, and hauls away all their stuff. You don't even see what happens, you just assume that Max killed them all, like he always does. It proves Max/Death is a constant, inexorable force of nature.