The contribution of forecast uncertainty to lifespan uncertainty

BACKGROUNDPeriod lifespan variability is sometimes interpreted as an indicator of lifespan uncertainty for individual cohort members.Is this an admissible interpretation for living cohort members, given that future death rates are not precisely known? OBJECTIVETo answer this question, we express individual lifespan uncertainty as a function of variation in ages at death in a cohort lifetable and uncertainty about future death rates.We then quantify the importance of each component to total individual lifespan variability of a birth cohort.A small contribution of the forecast variance would support the interpretation of lifespan variability as individual lifespan uncertainty.Duerst & Schöley: The contribution of forecast uncertainty to lifespan uncertainty CONTRIBUTIONWe give credibility to the interpretation of period lifetable lifespan variance as individual lifespan uncertainty by showing that the lifespan variance of a cohort is mainly determined by expected lifetable variance with smaller contributions from forecast variance.

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Publication Details

Journal
Demographic Research
Published
2026-09-01
DOI
https://doi.org/10.4054/demres.2026.55.14
Primary Topic
Insurance, Mortality, Demography, Risk Management
Type
article
Field-Weighted Citation Impact
0.00

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article

The contribution of forecast uncertainty to lifespan uncertainty

Jonas Schöley, Ricarda Duerst
Demographic Research
Insurance, Mortality, Demography, Risk Management
article

The contribution of forecast uncertainty to lifespan uncertainty

Jonas Schöley, Ricarda Duerst
article en

Abstract

BACKGROUNDPeriod lifespan variability is sometimes interpreted as an indicator of lifespan uncertainty for individual cohort members.Is this an admissible interpretation for living cohort members, given that future death rates are not precisely known? OBJECTIVETo answer this question, we express individual lifespan uncertainty as a function of variation in ages at death in a cohort lifetable and uncertainty about future death rates.We then quantify the importance of each component to total individual lifespan variability of a birth cohort.A small contribution of the forecast variance would support the interpretation of lifespan variability as individual lifespan uncertainty.Duerst & Schöley: The contribution of forecast uncertainty to lifespan uncertainty CONTRIBUTIONWe give credibility to the interpretation of period lifetable lifespan variance as individual lifespan uncertainty by showing that the lifespan variance of a cohort is mainly determined by expected lifetable variance with smaller contributions from forecast variance.

Demographic ResearchVol. 55
International Max Planck Research School for Environmental, Cellular and Molecular Microbiology, International Max Planck Research School for Advanced Methods in Process and Systems Engineering
Openalex Percentile: Top 5%
Insurance, Mortality, Demography, Risk Management
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