The Propogation of Uncertainty in Human Mortality Processes

Yashin, A.I., Manton, K.G., & Stallard, E. (1985). The Propogation of Uncertainty in Human Mortality Processes. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-85-036

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Abstract

Human mortality and aging have frequently been modeled as stochastic diffusion processes. Estimates of the parameters of these processes have been made from various longitudinal studies. This paper shows how the stochasticity intrinsic to those processes will propagate through time and generate uncertainty about the future physiological state of the population. Variance expressions are derived for the future values of the physiological variables; and for the conditional survival functions and conditional life expectancies which reflect the uncertainty in the future values of the physiological variables. The results show that a major component of uncertainty is due to mortality. This suggests that the limits to forecasting may be different in physiological systems subject to systematic mortality than in physical systems such as weather.

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