Replication data and code for "Dependence-Robust Spectral Capital Estimation from Noisy Dependent Marginal Data"

This dataset contains processed data, parameter files, and Python scripts used to generate the simulation diagnostics and OpenFEMA National Flood Insurance Program empirical results reported in the manuscript "Dependence-Robust Spectral Capital Estimation from Noisy Dependent Marginal Data." The raw NFIP redacted claims and policies datasets are publicly available from FEMA/OpenFEMA. The included files aggregate selected state-level NFIP claims by date of loss over 2010--2024 and construct the monthly regional loss indices used in the empirical illustration. The package also includes simulation parameters, output tables, and figure data used to reproduce the reported numerical results. The reported NFIP loss index uses the claim-level coverage scale available in the public claims file and does not reconstruct active policy-in-force exposure. The stochastic simulation components use random seed 20260517.