This is really nice, I think many people in household finance are working with these models and would find it very useful.
On Cocco (2005): I think without the original code used by the author, it is challenging to replicate. When some time ago we did Chen (2010) (a similar model but without risky assets and in general equilibrium) it was important to look at the Fortran code. For example, the exact spacing used in the Tauchen method was important for the results.