Sex Differential Dynamics in Coherent Mortality Models

Snorre Jallbjørn and Søren Fiig Jarner ()
Additional contact information
Snorre Jallbjørn: Department of Mathematical Science, University of Copenhagen, 2100 Copenhagen, Denmark
Søren Fiig Jarner: Department of Mathematical Science, University of Copenhagen, 2100 Copenhagen, Denmark

Forecasting, 2022, vol. 4, issue 4, 1-26

Abstract: 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.

Keywords: life expectancy; sex differential; sex gap; coherence; mortality modeling; projection; forecasting (search for similar items in EconPapers)
JEL-codes: A1 B4 C0 C1 C2 C3 C4 C5 C8 M0 Q2 Q3 Q4 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2571-9394/4/4/45/pdf (application/pdf)
https://www.mdpi.com/2571-9394/4/4/45/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756

Access Statistics for this article

Forecasting is currently edited by Ms. Joss Chen

More articles in Forecasting from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().