The propagation of uncertainty in human mortality processes operating in stochastic environments

Yashin AI, Manton KG, & Stallard E (1989). The propagation of uncertainty in human mortality processes operating in stochastic environments. Theoretical Population Biology 35 (2): 119-141. DOI:10.1016/0040-5809(89)90013-0.

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Abstract

This paper presents a model describing how the uncertainty due to influential exogenous processes combines with stochasticity intrinsic to physiological aging processes and propagates through time to generate uncertainty about the future physiological state of the population. Variance expressions are derived for (a) the future values of the physiological variables under the assumption that external factors evolve under a linear stochastic diffusion process, and (b) the cohort survival functions and cohort life expectancies which reflect the uncertainty in the future values of the physiological variables. The model implies that a major component of uncertainty in forecasts of the physiological characteristics of a closed cohort is due to differential rates of survival associated with different realizations of the external process. This suggests that the limits to forecasting may be different in physiological systems subject to systematic mortality than in physical systems such as weather where the concepts of closed cohorts and of mortality selection have no simple analog.

Item Type: Article
Research Programs: World Population (POP)
Depositing User: Romeo Molina
Date Deposited: 11 Apr 2016 12:17
Last Modified: 11 Apr 2016 12:17
URI: http://pure.iiasa.ac.at/12621

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