Hey, after your question I tried copying and pasting the world files from my active character(Not dead ones because I don't think you can restore the world files from them.). I copied the WORLD.BAK , WORLD.DAT and WORLD.PLM files. Created a new character, then copied these 3 files into the (\UnRealWorld\Your newly created character name here). You also keep your starting scenario, and if you want to also copy the weather over, I think you also should copy the WEATHER.DAT file to your newly created character.
edit: I forgot to mention, your character also keeps his/her original spawning location as far as I tested so you may encounter a problem that you might spawn in deep water when you copy the world files.
Hope I could help.