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来源类型Working Paper
规范类型报告
DOI10.3386/w15288
来源IDWorking Paper 15288
Variance in Death and Its Implications for Modeling and Forecasting Mortality
Shripad Tuljapurkar; Ryan D. Edwards
发表日期2009-08-20
出版年2009
语种英语
摘要Entropy, or the gradual decline through age in the survivorship function, reflects the considerable amount of variance in length of life found in any human population. Part is due to the well-known variation in life expectancy between groups: large differences according to race, sex, socioeconomic status, or other covariates. But within-group variance is very large even in narrowly defined groups, and it varies strongly and inversely with the group average length of life. We show that variance in length of life is inversely related to the Gompertz slope of log mortality through age, and we reveal its relationship to variance in a multiplicative frailty index. Our findings bear a variety of implications for modeling and forecasting mortality. In particular, we examine how the assumption of proportional hazards fails to account adequately for differences in subgroup variance, and we discuss how several common forecasting models treat the variance along the temporal dimension.
主题Health, Education, and Welfare ; Health ; Labor Economics ; Demography and Aging ; History ; Labor and Health History
URLhttps://www.nber.org/papers/w15288
来源智库National Bureau of Economic Research (United States)
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条目标识符http://119.78.100.153/handle/2XGU8XDN/572962
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Shripad Tuljapurkar,Ryan D. Edwards. Variance in Death and Its Implications for Modeling and Forecasting Mortality. 2009.
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