Mick Schaefer

University of Hamburg - School of Business, Economics and Social Sciences

Von-Melle-Park 5

Hamburg, DE Hamburg D-20146

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

210

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Optimal Exercise Decisions under Inattention

Number of pages: 29 Posted: 10 Oct 2017 Last Revised: 28 Feb 2019
Mick Schaefer and Alexander Szimayer
University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - Faculty of Economics and Business Administration
Downloads 142 (242,276)
Citation 1

Abstract:

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Markov processes, optimal stopping, optimal control, random intervention times, inattention, least squares Monte-Carlo, forward improvement iteration

2.

Surrender Contagion in Life Insurance

Number of pages: 38 Posted: 19 Dec 2019 Last Revised: 20 Oct 2020
Sun Yat-Sen University (SYSU) - Lingnan (University) College, Sun Yat-Sen University (SYSU) - Lingnan (University) College, University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - School of Business, Economics and Social Sciences
Downloads 37 (511,744)

Abstract:

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Contagion, Bounded Rationality, Insurance Regulation, Early Default

3.

Optimal Carbon Disclosure

Number of pages: 23 Posted: 02 Jul 2020
Mick Schaefer
University of Hamburg - School of Business, Economics and Social Sciences
Downloads 19 (616,891)

Abstract:

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real option, carbon disclosure, optimal stopping

4.

Rational Attention Allocation in the Mortgage Market

Number of pages: 26 Posted: 22 Mar 2021
University of Hamburg - Faculty of Business, Economics, and Social Sciences, University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - Faculty of Economics and Business Administration
Downloads 12 (666,478)

Abstract:

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mortgages, refinance, inattention, option value, financial crisis