Replication Code and Data for "Tail-Sensitive Insurance Pricing: An Economic Extension of the Esscher Principle"
收藏DataCite Commons2026-04-22 更新2026-05-04 收录
下载链接：
https://data.mendeley.com/datasets/88p6nfj89v/2
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资源简介：
This dataset contains the replication code and processed data for the paper "Tail-Sensitive Insurance Pricing: An Economic Extension of the Esscher Principle"
by Wen Limin and Li Dongyan.
The package includes:
(1) R scripts for data preprocessing and empirical analysis;
(2) a processed dataset (data_ex.xlsx) used in the study;
(3) instructions for reproducing all tables and figures reported in the paper.
The processed dataset is derived from the publicly available dataset: Guillen, Montserrat; Bolancé, Catalina; Frees, Edward W.; Valdez, Emiliano A. (2021),
"Insurance data for homeowners and motor insurance customers monitored over five years", Mendeley Data, V1, doi: 10.17632/vfchtm5y7j.1.
The original data are publicly available without access restrictions. The provided scripts (data_preparation.R) generate the analysis dataset from the raw data.
All results in the paper can be fully replicated by following the instructions in the README file.
提供机构：
Mendeley Data
创建时间：
2026-04-22
