Volume 34 - Article 38 | Pages 1063–1074 Author has provided data and code for replicating results

Convergence in male and female life expectancy: Direction, age pattern, and causes

By Benjamin Seligman, Gabi Greenberg, Shripad Tuljapurkar

Print this page  Facebook  Twitter


Date received:25 Nov 2015
Date published:22 Jun 2016
Word count:1883
Keywords:forecasting, Lee-Carter model, sex differences
Additional files:readme.34-38 (text file, 2 kB)
 demographic-research.34-38 (zip file, 11 kB)


Background: The cornerstone of mortality- and life-expectancy forecasting in developed nations, the Lee-Carter model relies on assumptions of there being a dominant singular value that captures most of the variance within a matrix of age-specific mortality rates over time and that the time trend captured by this lead singular value is constant. We revisit the model's predictive ability and trends in mortality decline among developed nations since the end of the Cold War.

Objective: To understand the predictive power of the Lee-Carter model with mortality trends since 1990.

Methods: Mortality data were obtained from the Human Mortality Database. Forecasts were made using R with random walk forecasts using the package forecast.

Results: While Lee-Carter forecasts of life expectancy for combined sexes were accurate, sex-specific forecasts tended to somewhat overestimate for females and significantly underestimate for males. Further investigation of the trend for males shows that the first singular value continues to capture the majority of the variation in mortality since 1990, with progress along this dimension moving at a constant rate.

Conclusions: Lee-Carter forecasts have significantly underestimated gains inmale life expectancy without major changes to the model’s assumptions. We believe this represents more rapid progress in tackling male mortality in the G7 countries without major changes to the age pattern of these gains. Curiously, this has not affected combined-sex forecasts, potentially being offset by slight overestimation of female mortality progress.

Contribution: We show that the Lee-Carter model has made inaccurate forecasts of mortality rates unrelated to violations of its underlying assumptions.

Author's Affiliation

Benjamin Seligman - Stanford University, United States of America [Email]
Gabi Greenberg - Stanford University, United States of America [Email]
Shripad Tuljapurkar - Stanford University, United States of America [Email]

Other articles by the same author/authors in Demographic Research

» Variance in death and its implications for modeling and forecasting mortality
Volume 24 - Article 21

» How can economic schemes curtail the increasing sex ratio at birth in China?
Volume 19 - Article 54

Most recent similar articles in Demographic Research

» Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
Volume 25 - Article 5    | Keywords: forecasting, Lee-Carter model

» Forecasting sex differences in mortality in high income nations: The contribution of smoking
Volume 13 - Article 18    | Keywords: forecasting, sex differences

» Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth
Volume 47 - Article 8    | Keywords: forecasting

» Coherent forecasts of mortality with compositional data analysis
Volume 37 - Article 17    | Keywords: Lee-Carter model

» Divergence without decoupling: Male and female life expectancy usually co-move
Volume 31 - Article 51    | Keywords: sex differences