Tail-Sensitive Insurance Pricing: An Economic Extension of the Esscher Principle

Description

This replication package contains all data preprocessing and analysis scripts needed to reproduce the results reported in the paper. The original insurance dataset is publicly available at DOI https://doi.org/10.17632/vfchtm5y7j.1.

Steps to reproduce

Download the original dataset from DOI: https://doi.org/10.17632/vfchtm5y7j.1. Place the file data_ex.csv in the directory D:/data/. Run the data preparation script data_preparation.R to generate data_ex.xlsx for analysis. Run the table scripts Table1.R to Table12.R to reproduce Tables 1–12. Run the figure scripts Figure1.R and Figure2.R to reproduce Figures 1–2. All scripts use the generated data file data_ex.xlsx.

Institutions

• Guangzhou College of Commerce

  Guangdong, Guangzhou
• Jiangxi Normal University

  Jiangxi, Nanchang

Categories

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