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Mick Schaefer

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

Von-Melle-Park 5

Hamburg, DE Hamburg D-20146

Germany

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

SCHOLARLY PAPERS

4

DOWNLOADS

742

TOTAL CITATIONS

2

Scholarly Papers (4)

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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 269 (290,667)
Citation 1

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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: 44 Posted: 19 Dec 2019 Last Revised: 15 Aug 2022
Chunli Cheng, Christian Hilpert, Aidin Miri Lavasani and Mick Schaefer
Deakin University, Deakin University - Deakin Business School, University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - School of Business, Economics and Social Sciences
Downloads 200 (386,064)
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Contagious Surrender Risk, Bounded Rationality, Insurance Regulation, Default Risk, Hawkes Process

3.

Rational Attention Allocation in the Mortgage Market

Number of pages: 26 Posted: 22 Mar 2021
Sebastian Golder, Mick Schaefer and Alexander Szimayer
NYU Stern School of Business, University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - Faculty of Economics and Business Administration
Downloads 176 (433,279)

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mortgages, refinance, inattention, option value, financial crisis

4.

Optimal Carbon Disclosure

Number of pages: 23 Posted: 02 Jul 2020
Mick Schaefer
University of Hamburg - School of Business, Economics and Social Sciences
Downloads 97 (715,072)

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real option, carbon disclosure, optimal stopping