Sex Differential Dynamics in Coherent Mortality Models

The main purpose of coherent mortality models is to produce plausible, joint forecasts for related populations avoiding, e.g., crossing or diverging mortality trajectories; however, the coherence assumption is very restrictive and it enforces trends that may be at odds with data. In this paper we fo...

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Main Authors: Snorre Jallbjørn, Søren Fiig Jarner
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Forecasting
Subjects:
Online Access:https://www.mdpi.com/2571-9394/4/4/45
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author Snorre Jallbjørn
Søren Fiig Jarner
author_facet Snorre Jallbjørn
Søren Fiig Jarner
author_sort Snorre Jallbjørn
collection DOAJ
description The main purpose of coherent mortality models is to produce plausible, joint forecasts for related populations avoiding, e.g., crossing or diverging mortality trajectories; however, the coherence assumption is very restrictive and it enforces trends that may be at odds with data. In this paper we focus on coherent, two-sex mortality models and we prove, under suitable conditions, that the coherence assumption implies sex gap unimodality, i.e., we prove that the difference in life expectancy between women and men will first increase and then decrease. Moreover, we demonstrate that, in the model, the sex gap typically peaks when female life expectancy is between 30 to 50 years. This explains why coherent mortality models predict narrowing sex gaps for essentially all Western European countries and all jump-off years since the 1950s, despite the fact that the actual sex gap was widening until the 1980s. In light of these findings, we discuss the current role of coherence as the gold standard for multi-population mortality models.
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spelling doaj.art-1886fef415f1467a8c8410c38914beb52023-11-24T14:52:53ZengMDPI AGForecasting2571-93942022-09-014481984410.3390/forecast4040045Sex Differential Dynamics in Coherent Mortality ModelsSnorre Jallbjørn0Søren Fiig Jarner1Department of Mathematical Science, University of Copenhagen, 2100 Copenhagen, DenmarkDepartment of Mathematical Science, University of Copenhagen, 2100 Copenhagen, DenmarkThe main purpose of coherent mortality models is to produce plausible, joint forecasts for related populations avoiding, e.g., crossing or diverging mortality trajectories; however, the coherence assumption is very restrictive and it enforces trends that may be at odds with data. In this paper we focus on coherent, two-sex mortality models and we prove, under suitable conditions, that the coherence assumption implies sex gap unimodality, i.e., we prove that the difference in life expectancy between women and men will first increase and then decrease. Moreover, we demonstrate that, in the model, the sex gap typically peaks when female life expectancy is between 30 to 50 years. This explains why coherent mortality models predict narrowing sex gaps for essentially all Western European countries and all jump-off years since the 1950s, despite the fact that the actual sex gap was widening until the 1980s. In light of these findings, we discuss the current role of coherence as the gold standard for multi-population mortality models.https://www.mdpi.com/2571-9394/4/4/45life expectancysex differentialsex gapcoherencemortality modelingprojection
spellingShingle Snorre Jallbjørn
Søren Fiig Jarner
Sex Differential Dynamics in Coherent Mortality Models
Forecasting
life expectancy
sex differential
sex gap
coherence
mortality modeling
projection
title Sex Differential Dynamics in Coherent Mortality Models
title_full Sex Differential Dynamics in Coherent Mortality Models
title_fullStr Sex Differential Dynamics in Coherent Mortality Models
title_full_unstemmed Sex Differential Dynamics in Coherent Mortality Models
title_short Sex Differential Dynamics in Coherent Mortality Models
title_sort sex differential dynamics in coherent mortality models
topic life expectancy
sex differential
sex gap
coherence
mortality modeling
projection
url https://www.mdpi.com/2571-9394/4/4/45
work_keys_str_mv AT snorrejallbjørn sexdifferentialdynamicsincoherentmortalitymodels
AT sørenfiigjarner sexdifferentialdynamicsincoherentmortalitymodels