The propagation of uncertainty in human mortality processes operating in stochastic environments.
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.
Duke Scholars
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Related Subject Headings
- Stochastic Processes
- Probability
- Mortality
- Models, Statistical
- Life Expectancy
- Humans
- Forecasting
- Evolutionary Biology
- Aging
- 4901 Applied mathematics
Citation
Published In
DOI
EISSN
ISSN
Publication Date
Volume
Issue
Start / End Page
Related Subject Headings
- Stochastic Processes
- Probability
- Mortality
- Models, Statistical
- Life Expectancy
- Humans
- Forecasting
- Evolutionary Biology
- Aging
- 4901 Applied mathematics