Preliminary version.

Do not cite or quote

Period and cohort life expectancy, mortality

compression, and age at death distribution

Nico Keilman 1 , Dinh Quang Pham 2 , Astri Syse 2

Paper prepared for presentation at the 4 t h Human Mortality Database Symposium,

Berlin, 22-23 May 2017

Abstract
We analyse the age at death distribution (AADD) of the life table, conventionally known as its d(x)-
column. We derive general analytical expressions for the moments of this distribution in a period life
table, written as functions of the moments in a cohort life table. The first moment is the life
expectancy, while the second moment reflects compression of the age at death. The expressions are
partly based on an empirical regularity that we found for Norway in observed mortality data for the
years 1900-2015, and projected mortality trends until 2100.

Using the formula for the first period moment of the AAD, we derive the conditions under which
cohort life expectancy increases faster than period life expectancy. We also find expressions for the
period life expectancy in the year a birth cohort reaches an age equal to its own life expectancy, and
for the gap between the period life expectancy in a certain year and the cohort life expectancy for the
cohort born that year. Furthermore, we establish a relation between the period life expectancy in a
certain year t, and the lag that leads to an equally large cohort life expectancy for a cohort born in
year t . This is the number of years it takes a period life expectancy to reach the current level of
cohort life expectancy. Finally, using formulae for the second moment of the AADD, we derive
expressions for lags and gaps in the standard deviations of the period and cohort AADs. The latter
measures are useful for describing trends in the compression of mortality.

Our data show that under this model, as long as cohort life expectancies are lower than 94 years of age
for Norwegian men and lower than 92 years of age for Norwegian women, their cohort life
expectancies will be below period life expectancies a number of years later, where the time interval
equals the cohorts life expectancy. When cohort life expectancies are higher, they will exceed the
period life expectancies at this particular lag. The gap between cohort and period life expectancies will
grow by roughly half a year for every one-year increase in cohort life expectancy or by about one
year of age for every period of 6-7 years. The lag defined above widens rapidly for Norwegian men
and women, by approximately three to four years for every one-year increase of the cohort life
expectancy. For women we find that compression of morbidity, as judged by the standard deviation of
the AADD above age 30, went more than twice as fast in reality (i.e. in birth cohorts) than what we see
by inspecting period data only.

1 Department of Economics, University of Oslo. Email nico.keilman@econ.uio.no

2 Statistics Norway

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Key words: period life expectancy, cohort life expectancy, mortality shift, mortality compression,
translation, age at death distribution, mean age at death, standard deviation in age at death.

1. Introduction
Norman Ryder (1956, 1964, 1980) pioneered the approach to translating period fertility
measures into cohort measures, and the other way around. He found, under strong conditions,
very simple relationships between period and cohort Total Fertility rates (TFRs), and between
mean ages at childbearing (MACs) in periods and cohorts. For instance, when cohort TFR is
constant, while the MAC for the cohort changes linearly with time, the period TFR is
proportional to the cohort TFR, with a proportionality constant equal to one minus the slope
of the cohort MAC. The slope is negative in times of accelerating fertility, leading to an
inflated period TFR. Another result is that the period MAC equals the cohort MAC divided by
the same constant under these conditions. This mechanism is part of the explanation of the
baby boom in the 1950s and 1960s in many Western countries (Hobcraft 1996). When both
cohort TFR and cohort MAC follow a linear trend, the expressions for period TFR and MAC
become a little more complicated, but they are still tractable.

While such translation formulas are easy to develop for fertility, the case of mortality is much
more complicated. The reason is that mortality is a process in which, obviously, one leaves the
population at risk once the event has occurred. For fertility as expressed by means of age
specific fertility rates, this is not the case, except for a short period immediately after
childbearing. While the sum of age specific fertility rates equals the TFR as an expression of
the quantum of fertility, a similar simple expression does not hold for mortality. First, since
everyone dies, the quantum of mortality is one by definition. Second, the sum of age specific
death rates has no interpretation.

This paper builds on recent empirical and analytical contributions to gaining insight in the
complicated link between cohort and period life expectancies (e.g. Canudas-Romo and
Schoen 2005; Goldstein and Wachter 2006; Missov and Lennart 2011). While period life
expectancy is an often-used measure for characterizing mortality, it is composed of the
experience of many different birth cohorts during a short period. People do not live that way:
they belong to only one birth cohort and their lives stretch over a long period, up to 100+
years in modern populations. Therefore it is important to understand how period life
expectancies, being artificial measures for some synthetic cohorts, change when the mortality
of real cohorts changes.

2
We focus on the statistical distribution of the age at death. This is the column in the life table
conventionally expressed as d[x] when the life table radix l[0] is set to one. The advantage of
focusing on the age at death distribution (abbreviated as AADD henceforth) is that its first few
moments have a straightforward interpretation, both for real and for synthetic cohorts. The
moment of order zero equals one; the first moment is the life expectancy, while the second
moment reflects variation in the distribution. Hence, one may use the latter moment in
analyses of compression of age at death. However, there is a big disadvantage: the density
d[x,t] at exact time t and exact age x from a period life table is different from the cohort
density at age x and time t, i.e. for the cohort born at time g = t - x.

We start with a descriptive analysis of the average value of the AADD and the variation of
that distribution, using both a period and a cohort perspective. We use Norwegian data on age-
specific mortality of men and women for the years 1900-2100. Data from the period 1900-
2015 are observed; those for the years 2016-2100 come from Statistics Norways most recent
population projection. Next we link cohort densities [x,t] to period densities d[x,t]. Finally,
we adapt Ryders original translation theory in terms of the moments of the distribution,
following Yntemas (1977) general moments-based approach. The focus will be on the first
and the second moment as measures of location and of spread.

2. Descriptive analysis
Figures 1 plots parameters for the location of the AADDs of men and women, both in a cohort
and a period perspective. We have included curves for the modal age, the median age, and the
mean age / life expectancy of the distribution. In general, the curves signal an improvement of
mortality, in the sense that death is systematically postponed to higher ages. However, the
improvement is very irregular when seen from a period perspective, in particular for men.

For men, the period data in Figure 1 show an interruption of mortality improvement after
WW2: the life expectancy, the median age, and the modal age temporarily shifted to lower
ages in the second half of the 1950s and the 1960s. No such stagnation in mortality
improvement is visible in the cohort patterns: the median and the mean ages for birth cohorts
1900-1990 show a regular increase. At the same time, the modal age for men born in the
period 1900-1920 improved hardly. This suggests that the stagnation visible in the period data
of men is an artefact caused by period distortion.

3
For women the cohort patterns in are extremely regular: ever-increasing values for the mean,
the median, and the modal age signal a continuous improvement of mortality.

We have computed the standard deviation of the AADDs for men and women, where the
distribution is restricted to ages 30 and over. Figure 2 shows a regular decline in the standard
deviation of women born after 1900. This pattern reflects a continuous compression of
mortality for these women. For men, the period data for the standard deviation suggest a
decompression of mortality after WW2. Cohort data show very little change for cohorts 1900-
1915, but a clear compression is visible for later cohorts.

The general conclusion is that irregular age patterns for the AADDs of men born in the years
1900-1920 have caused a stagnation in mortality improvement and of mortality compression
in the 1950s and the 1960s. We suspect that the stagnation is an artefact caused by period
distortion. For women the cohort patterns are extremely regular, signalling a continuous
compression of mortality around an ever-increasing mean, median, and modal age.

3. Translation of age specific mortality

Norman Ryder (1956, 1964) gave the first formal derivations for the case of fertility. Alternative
treatments of some special cases are contained, among others, in Pressat (1983, 102-103) and Wunsch
and Termote (1978, 62-63). Here we will use the short and comprehensive general analysis of Yntema
(1977, 163). These early expressions for translation of fertility were based upon the property that age-
specific birth rates are additive: their sum over all ages equals the quantum indicator (Total Fertility
Rate for period-wise summation, Completed Cohort Fertility for cohort-wise summation). More
generally, the moments of the series of age-specific fertility rates can be used to infer indicators for
quantum, for location (MAC for the first moment), and for spread (variance in the age at childbearing
for the second moment). However, age-specific mortality rates do not have this additive property. As
noted above, mortality rates describe a process in which a person leaves the population at risk as soon
as he or she dies. This is not the case for the process of childbearing and the fertility rates. (On the
other hand, it is the case for fertility rates that are specific for age and parity.)

Although age-specific mortality rates are not additive, the variable d[x] (x = 0,1,2,,) of the life
table, i.e. the number of deaths at age x among the members of the life table population, does have this
pleasant property. Its sum d[x] over all ages equals the radix l[0] of the life table. In case one selects
a radix equal to one, one can interpret the values of d[x] for all ages x = 0,1,2,, as the distribution

4
of the age at death. For discrete x, d[x] is the unconditional probability that a newborn child will die at
age x, given the mortality regime underlying the life table.

Although the variable d[x] has meaningful moments, we cannot apply known expressions from
fertility translation to the translation of period mortality to cohort mortality, or the other way around.
The reason is that the array of period distributions d[x,t] for a number of periods t does not coincide
with the array [x,g] for various birth generations g. Given a certain period t, the distribution d[x,t] is
computed from a series of mortality rates m[x,t], x = 0,1,2,, whereas the distribution [x,g] for a
fixed birth cohort g is found in a life table where mortality rates m[x,g+x], x = 0,1,2, have been
used as inputs. When age-specific mortality changes over time, the two distributions will be different.
In other words, the variable d[x,t] for a fixed age x and a certain time t will be different from the
variable [x,g+x] that applies to the same age and the same calendar year (except for the trivial case
when x = 0). Obviously, the two variables differ more strongly for high than for low ages in a certain
year. Our approach is to find a simple empirical relationship between the two variables, and combine
that relationship with known translation expressions for fertility.

3.1 Empirical relationship between d[x,t] and [x,g+x]

We used empirical rates on age-specific mortality of men and women in one-year age groups for the
years 1900-2015, and similar rates for the years 2016-2100 from Statistics Norways official
population projection. Next we computed period life tables for each year 1900, 1901, , 2100, and
cohort life tables for each birth cohort 1900, 1901, , 2070. The life tables for cohorts born in 2000 or
later years are progressively censored at high ages. For instance, for the cohort born in 2010 we could
compute the life table until age 90, and for the cohort born in 2050 we had to stop at age 50.

Figure 3 gives scattergrams for d[x,t] and [x,g+x] for selected ages x between 30 and 90 years. We
see that, with a few exceptions, there seems to be a close near-linear relationship between the two
variables. This relationship is particularly strong at ages 60, 70, 80, and 90 (except for men aged 80).
Mortality is important at these ages more so than at ages below 60, where the relationship is less
clear. The slopes of the assumed regression lines reflect the fact that there is much less variation in
cohort probabilities [x,g+x] than in period probabilities d[x,t]. The smooth near-linear patterns at the
lower ends of the regression lines (e.g. men and women aged 50 and 60, men aged 70) are a direct
consequence of smooth Lee-Carter based extrapolations of age-specific mortality rates assumed by
Statistics Norway in its most recent forecast; see the Appendix for details and further references). The
dots deviate a bit more from the straight line at the upper ends of the regression lines, because they
come from historical observations. The regression line slopes downward for age 90. This is caused by
the particular shapes of the AADDs: both the period and the cohort distribution have one top at the

5
modal age at death, and they have a long tail to the left. When mortality decreases, the mode and the
downward slope of the distribution beyond the modal age occur at higher ages in the period
distribution, compared to the cohort distribution for the cohort born 90 years earlier. The reason is that
the period life expectancy (the mean of the distribution) for the current year is larger than the cohort
life expectancy for the cohort born 90 years ago.

We assumed a linear relationship d[x,t] = ax + bx.[x,g+x] and repeated the regressions displayed in
Figure 3 for men and women separately, and for all ages x = 30, 31, , 99. The parameter estimates
show very regular age patterns for both sexes. Intercept estimates ax are very small (between -0.001
and +0.01) up to age 70, after which they become progressively larger (up to 0.6 at age 92).
Coefficient estimates bx are close to +2 for men and women up to age 75; next they fall regularly to
negative values (-12 for men and women aged 91-92). For higher ages, the patterns for intercepts and
slopes become very irregular.

3.2 Moments of the age at death distributions for periods and

cohorts
Denote the k-th period moment of the period-AADD by Vk[t] = xk.d[x,t]. Similarly, define
the k-th cohort moment of the cohort distribution by Wk[g] = xk.[x,g+x]. As we do not
subtract the mean, these moments are non-central moments.

[x,g+x] is the probability of dying at age x for the members of the cohort born in year g. When we
select the cohort born in year g = t x, we have [x,g+x] = [x,t]. A Taylor series approximation of
[x,t] about t+x gives

2 3
x '' x
[ x ,t + xx ] = [ x ,t + x ] x . ' [ x , t+ x ] + . [ x ,t + x ] . ' ' ' [ x , t+ x ] + or
2! 3!

i
(1) (i)
[ x ,t ] = [x , t + x ] .
i=0 i!

Differentiation applies to time. Use the relationship d[x,t] = ax + bx.[x,g+x] = ax + bx.[x,t] assumed
earlier to find

i
(1) (i)
d [ x , t ] =ax +b x [ x , t + x ]. Multiplying by xk and taking the sum over x gives
i =0 i!

6
 { }
i
(1)
x . d [ x ,t ] = x a x+b x i ! (i) [ x ,t + x ]
k k
or
x=0 x=0 i=0

i
(1) (i)
V k [t ]= A k+ x b x
k
[x ,t + x ]
x=0 i=0 i!

where Ak = xk.ax. By the Mean Value Theorem3 we can find a constant B = Bk 0 such that

i
(1) (i )
V k [t ]= A k+ B k x
k
[ x ,t + x ] .
x=0 i=0 i!

This leads to

i
(1) (i)
V k [t ]= A k+ B k W k+i [ t ]. (1)
i=0 i!

Expression (1) gives the general relationship between the moments Vk[t] of the period distribution for
the year t and the moments Wk[t] of the cohort distribution of the cohort born in year t. We will use this
expression to analyse two cases of interest: k = 1 for the mean age/ life expectancy, and k = 2 for the
variance of the age distribution.

3.2.1 Mean age (k = 1)

Assume that second and higher order cohort moment Wk[t] (k 2) are linear functions of time t. This is
a realistic assumption for 2nd to 7th moments for the AADDs of Norwegian men born between 1920
and 1990, and for Norwegian women born in the period 1900-1990; see Figure 4. For reasons of
comparison we have rescaled ages x (= 0, 1, 2, 3, ) as x/100 in these graphs, when we computed the

moments Wk[g]=xk. [x,g+x].

Under this assumption expression (1) leads to

V 1 [ t ] = A1 + B1 {W 1 [ t ] W '2 } . (2)

3 The Mean Value Theorem applies to a continuous function that is differentiable

everywhere - in our case a function b(x) defined for 0 x . Here we assume that in a
given situation the unit age interval (usually one year, but not necessarily) can be made
small enough such that a non-zero constant Bk exists. As an alternative, we could have
defined age x as a continuous variable, which leads to moments defined as integrals, not
sums.

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In other words, when the cohort life expectancy follows a certain function of time (e.g. a straight line,
or a 2nd degree curve), the period life expectancy follows the same function, except for a constant term

A 1B1 W '2 and a coefficient B1. In case the cohort and the period AADs would have had the same

form, all cohort moments Wk[t] would have been constant, and derivatives would have been zero. With
constant AADs, the period and the cohort life expectancies are the same. In that case A1 = 0 and B1 = 1.

W
'
The term ( 2 ) is a translation effect caused by the fact that the cohort AAD changes over time. It

is amplified by a factor B1 1 and a constant A1 0. The period life expectancy increases by

' '
V 1 [ t ] =B1 W 1 [ t ] , which may be faster or slower than the cohort life expectancy, depending on the

value of B1. In our empirical illustrations based on life tables for Norwegian men and women born
1900-1990 (to be reported below), we found estimates for B1 equal to 0.54 for men and 0.45 for
women. Thus, cohort life expectancies increased roughly twice as fast as period life expectancies in
the past, and will continue to do so according to the mortality projections.

The finding that cohort life expectancies increase faster than period life expectancies is not new. For
instance, best practice cohort life expectancies for women born between 1870 and 1920 increased
by 0.43 years of age per calendar year (Shkolnikov et al., 2011), which is about twice as fast as the
improvement in best practice period life expectancy for women since 1840 (0.24 years of age per
calendar year; Oeppen and Vaupel 2002). Here, best practice life expectancy refers to the maximum
life expectancy observed among national populations in a given year or for a given birth cohort.
Missov and Lennart (2011) assume a Gompertz model for age-specific mortality, and the same yearly
improvement in age-specific mortality at all ages. They show that under these conditions, the temporal
change in period life expectancy is approximately proportional to the change in cohort life expectancy,
with a proportionality constant that is smaller than one. The constant equals one minus the annual
change in period life expectancy. For a country like Norway, with an annual change in period life
expectancy of approximately 0.25 years per annum between 1900 and 2015, cohort life expectancy
would increase faster than period life expectancy by a factor 1/(1-0.25) = 1.33 or by 33 per cent. This
is a bit lower than the factor of two found above. There may be several reasons for this difference.
First, the assumptions underlying our model, or that of Missov and Lennart, are not correct. Second,
the relationship derived by Missov and Lennart is an approximation.

Assume now, in addition, that the cohort life expectancy is a linear function of time with slope W '1 .

Figure 1 indicates that this approximates Norwegian reality rather well, in particular for men, but not

8
perfectly. More generally, the linear assumption has been shown to be realistic in developed countries
over the last half of the 20th century (White, 2002), because infant mortality and child mortality are
low (Goldstein and Wachter, 2006). Given this assumption, for a cohort born years before t we can

write W 1 [ t ] =W 1 [ t ] + W '1 . Inserting this in expression (2) gives

V 1 [ g+ ] =A 1 +B 1 { W 1 [ g ] + W 1W 2 } .
' '
(3)

is the time interval between the year g when the cohort was born, and the year t = g + for which we
compute the period life table. Let us focus on the year t in which cohort g reaches an age equal to its
own life expectancy. How large is the period life expectancy in that year? We insert = W1[g] and find

V 1 [ t ] = A1B1 .W '2+ B1 . ( 1+W '1 ) . W 1 [ g ] , (4)

where year t equals g + W1[g]. The period life expectancy is a linear function of the cohort life
expectancy, and hence of time.

Figure 5 shows for the case of Norway a strong positive relationship between period and cohort life
expectancies with lags as in expression (4). We performed a linear regression with data for men and
women in Norway for the birth cohorts 1900-1990 (years 1900-2100). Table 1 gives the results. The
parameter estimates are strongly significant and the fit is excellent. Under the conditions stated earlier,
the estimates imply that cohort life expectancy W1[g] of those born in year g is smaller than period life
expectancy W1[g] years later, as long as cohort life expectancies are below 28.552/(1 - 0.696) = 93.94
years of age for men, and below 38.531/(1 - 0.581) = 92.05 years of age for women. Cohorts born until
1990 will not reach life expectancy levels that high, according to Statistics Norways projections (see
Figure 1). Hence, with this particular lag, we predict that cohorts born until 1990 will have life
expectancies that are lower than period life expectancies.

Expression (4) gives the link between cohort and period life expectancy for the year t in which cohort
g reaches its own life expectancy. Expression (3) gives a more general case with an unspecified lag of
years. Given the period life expectancy in a certain year t, how large is the lag that leads to an
equally large cohort life expectancy for a cohort born in year t ? In other words, how many years
does it take a period life expectancy to reach the current level of cohort life expectancy? We choose
V1[g + ] to be equal to W1[g] in (3) and solve for to find

( 1B1 ) .W 1 [ g ] + B1 W '2 A 1
= [ g ] = .
B 1 W '1

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Norwegian men and women born between 1900 and 1990 increased their life expectancies by

approximately 3 years of age per decade on average. Using W '1=0.3 and the parameter estimates

from Table 1, we find a predicted lag [g] equal to 2.892W1[g] -177.754 years for men, and
4.120W1[g] 287.176 years for women. The lags widen rapidly for Norwegian men and women, by
approximately three to four years for every one-year increase of the cohort life expectancy. When the
cohort life expectancy is 80 years (to be expected for Norwegian men born in 1960 and Norwegian
women born in 1942), this implies predicted lags by 53.6 years for men and 42.4 years for women.
The lags were zero when cohort life expectancies were equal to 61.5 years for men and 69.7 years for
women. Canudas Romo and Schoen (2005) demonstrated a qualitatively similar effect for the so-
called Siler model of age-specific mortality. Our findings are also consistent with the results of
Goldstein and Wachter (2006), who found a lag of about 40-50 years using contemporary data from
the USA and Sweden, and who also noted that the lag lengthens as mortality improves.

In general, the period life expectancy in year t is different from the life expectancy of the cohort born

in year t. The gap [t] = W 1 [ t ] V 1 [ t ] between these two (cf. Goldstein and Wachter, 2006) equals

1B1 W 1 [ t ] + ( B 1 . W '2 A1 ) '

, which, after some algebra, is the same as [ g]W 1 , as

expected. The gap is positive for W1[t] > ( A1 B 1 . W '2 )/(1B1) , which amounts to 28.552/(1 -

0.54) = 62.1 years for men and 38.531/(1 - 0.45) = 70.1 years for women. These values were reached
by the 1911 and the 1915 cohorts for men and women, respectively. The gap will become wider as
longevity improves we predict that it will grow by roughly half a year for every one-year increase in
cohort life expectancy. Since cohort life expectancies increase by about 0.3 years per annum, the gap
is predicted to widen by roughly one year of age for every period of 6-7 years.

3.2.2 Variance in the age (k = 2)

The variance of the AADD signals a possible compression of mortality. The variance of any
distribution equals its second moment minus its first moment squared. We will write S2 for the period
variance, and 2 for the cohort variance. First, we do not impose any restrictions upon the functional
forms of W1[t] and W2[t]. The only assumption we need is that the third and higher order cohort
moment are linear functions of time (cf. Figure 4). We find

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 V 2 [ t ] = A2 + B2 {W 2 [ t ] W '3 } . (5)

The second period moment has the same functional form as the second cohort moment, except for a

constant A 2B2 W '3 and a coefficient B2. Writing (5) in terms of variances gives

2 2
S 2 [t ]=A 2 +B 2 { 2 [ t ] + ( W 1 [t ]) W '3 } {V 1 [ t ] } , (6)

and we find the standard deviation of the period distribution by taking square roots.

Expression (6) tells us that the period variance is a combination of three time-dependent functions.

2 2
The cohort variance and the cohort life expectancy squared (W 1) drive the period variance

2
up (assuming positive B2; see below). The period life expectancy squared (V 1) presses it down.

Expression (5) is linear in its parameters. We used period data for calendar years 1900-1990, and
cohort data for birth years 1900-1990 to estimate these parameters for men and women. Second
moments were computed as standard deviations squared plus life expectancies squared. Since standard
deviations are restricted to ages 30 and over, we subtracted 30 years from the life expectancies when
computing these second moments. Figure 6 shows how period and cohort second moments for men
and women move together. Over time, the second moment has increased, because life expectancy
increased. The pattern for men is a bit more irregular than that for women. For both sexes, we see an
outlier for the year 1918, caused by a temporary fall in period life expectancy due to the Spanish Flue.
World War II had a negative effect on the period moment of men, which dropped temporarily by a few
years. Finally, we note that the period second moment for men stagnated during the 1960s and 1970s,
when it fluctuated between levels of 1800 to 1900.

^2
B
Table 2 gives regression results for men and women. The coefficient estimates are strongly

significant. They show that period second moments increase not as fast as cohort second moments; the
speed reduction is 36 per cent for men and 11 per cent for women.

Now we assume that W1[t] and W2[t] are linear functions of time, in addition to our earlier assumptions
about third and higher order cohort moments. Then the period variance S2[t] is a 2nd degree function of
time. This is supported by empirical findings for Norway, namely that the period standard deviation is
approximately linear; see Figure 3. In other words, the curvature in S2[t] comes from squaring the first

11
moment, which we assumed to be linear. We write S[t] = S[0] + S.t and [t] = [0] + .t where S < 0
and < 0 are the slopes of the period and the cohort standard deviations, respectively.

[t] is the standard deviation of the AADD for the cohort born in year t. Those who are born years
later have standard deviation [t + ] = [t] + ., where now represents the lag of the standard
deviation of the AADD (compression lag). To find the lag for which the period standard deviation
equals the cohort standard deviation we put [t + ] = S[t] and solve for . The result is

S [ t ] [ t ]
= [ t ] =
' . (7)

In addition to the compression lag, we define the gap in standard deviation (compression gap) as

[t] = [t] - S[t] = ' [t ] .

First, let us consider women. Simple regressions based on period and cohort standard deviations in
Figure 2 resulted in

S[t] = 14.403 0.033t (n = 201; R2 = 0.975) and

[t] = 17.618 0.081t (n = 91; R2 = 0.997).

In both cases we selected t = 0 to correspond with year 1900. All four estimates are strongly
significant. Compression of morbidity, as judged by the standard deviation of the AADD above age
30, went more than twice as fast in reality (i.e. in birth cohorts) than what we see by only inspecting
period data, since (-0.081)/(-0.033) = 2.43. Obviously, the fall in the standard deviation cannot go on
forever. A standard deviation equal to zero would imply that everyone dies at the same age, a situation
that is difficult to imagine. Fortunately, the straight lines do not drop below zero before the birth year
2118 (for the cohort standard deviation) and the calendar year 2336 (for the period standard deviation).

There are two reasons why S[t] is not as steep as [t]; see expression (6). First, the coefficient B2 in
expression (6) is smaller than one. Second, when we compute S2[t], we have to subtract an ever-
increasing life expectancy squared, from the second period moment.

The compression gap is [t] = 3.215 - 0.048t. It was zero in 1967 and equal to minus one year in 1988.
In other words, current period data underestimate the standard deviation by more than a year,
compared to the cohort standard deviation in birth cohorts. For the lag that gives equal period and
cohort standard deviations (expression (7)), we find [t] = 39.69 0.59t. Over the years, the lag first
became shorter, from nearly 40 years in 1900 (t = 0) to zero in 1967. Then it widened again, with
cohort standard deviations increasingly ahead of period standard deviations. In 2015 (t = 115) it was

12
around minus 28.5 years. In other words, period life tables have been lagging behind cohort tables
since 1967 in terms of standard deviations. The period life table of 2015 shows the same standard
deviation as the life table for those born in 1986-1987; cf. Figure 3. Note that we have obtained the
latter empirical results without taking recourse to translation theory.

Second, we consider men. Their case is more complicated than that of women. It is still realistic to
assume linear forms for cohort moments W1[t] (see Figure 1) and W2[t] (Figure 4). Then expression (5)
predicts that the second period moment, too, is linear. Figure 6 shows very clearly that this is not the
case. Even if we ignore accidental outliers (Spanish Flue, World War II), there are systematic
deviations from a straight line during the 1950s and 1960s. We verified the additional assumption
behind expression (5), namely that the third and higher order cohort moments were linear functions of
time. Figure 4 for moments of order three to seven show that the assumption is not violated for men
born in 1915 or later. However, note the trend shift that occurred for those born around 1915 - men
born in 1900-1915 have also linear moments, but the slope is different. The trend shifts for moments
of orders three to seven of cohorts born between 1900 and 1990 violate the assumptions underlying
expression (5). With non-linear moments we find

V 2 [ t ] = A2 + B2 ( W 2 [t]W '3 [ t ] +W '4' [ t ] W '5'' [ t ] + ) .

Translation distorts the cohort second moment W2[t] not only by constants A2 and B2, but also by
successive higher order time dependent derivatives of various cohort moments. Even in the simplest
case where these cohort moments are second-degree curves (not very likely, considering Figure 4, but

perhaps useful as a first approximation) the distortion is caused by the straight line W '3 [ t ] and the

constant W '4' .

The non-linear form of the cohort standard deviation in Figure 3 gives a different perspective on men.
As noted in Section 2, the cohort data show very little change in the standard deviation for cohorts
1900-1915, but a clear compression of mortality is visible for later cohorts. We suspect that the change
in cohort standard deviation that occurred around birth cohort 1915 and the steeper slope of moments
3-7 starting around this cohort, is the cause of the irregularities during the 1950s and 1960s - this must
have concerned young middle-aged men born between 1900 and 1915 at the time they were around
fifty years of age.

The distortions discussed here, which led to stagnating life expectancy and a trend shift in
compression for men, have been observed in a number of Western countries (Mesl and Vallin, 2011).
Luy (2015) notes that life expectancies stagnated not only in Norway in the 1950s and 1960s, but also

13
in other countries such as Denmark, Finland, Netherlands, Belgium, New Zealand, and Australia. One
possible explanation for the structural breaks in male mortality after World War II is the progression of
the tobacco epidemic. Several studies have found that smoking had a distorting effect on trends in the
male life expectancy and male mortality (e.g. Beltran-Sanchez et al. 2015, Janssen et al. 2015, Peters
et al. 2016, and Vollset et al. 2006 for Norway specifically). However, tobacco consumption is not the
only factor. In Norway, dietary changes with a more pronounced intake of unhealthy fats have likely
contributed. This is evident by a marked increase in cardiovascular deaths for men in all age groups
from the mid-1950s. Nowadays, circulatory disease mortality is no longer the first cause of death in
many developed countries (Beltran-Sanchez et al. 2015). Different changes in mortality regimes for
different age groups may have led to changes in the age pattern of mortality. More generally, as Mesl
and Vallin note, the trend shifts for males were caused by a change in major causes of death for men
below age 45 after WWII, from infectious diseases before the war to man-made diseases after the war.
In Norway, while mortality from infectious diseases continued to decline also after WWII, the most
pronounced change was the increase in cardiovascular deaths. The greater male vulnerability to
cardiovascular conditions led to changes in health-related behaviours.

4. Conclusions and discussion

We have analysed the age at death distribution (AADD) resulting from life table calculations,
conventionally known as the d(x)-column of the life table. We have derived analytical expressions for
the relationship between the moments of this distribution in a period life table and the moments in a
cohort life table. The relationship is based on an empirical regularity that we found for Norway in
observed mortality data for the years 1900-2015, and projected mortality trends until 2100: we noticed
that for a given age x, the cohort-d(x) written as (x) in this paper is linearly related to the period-
d(x). The relationship is strong at ages 30-100 of Norwegian men and women who were born in the
years 1900-1990. Whether this also is the case for other countries, remains to be verified.

We studied the link between period and cohort life expectancies. In one case, we compared each birth
cohort with the calendar year in which that cohort would reach an age equal to its own life expectancy.
Under rather general conditions, we found a simple linear relationship between the two types of life
expectancies for cohorts and calendar years; see expression (4). For the case of Norway, period life
expectancy exceeds cohort life expectancy (with this specific lag) as long as cohort life expectancies
are below 92-94 years. In a second case, we compared the birth cohort and the calendar year in which
the two types of life expectancies have the same value, and derived a simple expression for the lag that
results. Consistent with the findings of others based upon simulation, our analytical expressions imply
that the lag of Norwegian men and women is 40-50 years when their cohort life expectancy is 80
years, and that the lag becomes longer as mortality improves. Finally, the fact that the period life

14
expectancy of Norwegian men stagnated in the 1950s and 1960s (as it did for men in many other
Western countries) is possibly explained by a change in the shape of the age at death distribution of
cohorts born in the first half of the 20th century. The first moment (the life expectancy as a measure of
location) and the second moment (the variance plus the life expectancy squared as a measure of
spread) develop very regularly over time. We suggest that the distortion is caused by trend shifts in the
third moment (which reflects skewness) or higher order moments (reflecting other features of the age
at death distribution of cohorts).

These findings relate to period and cohort life expectancies, for which available data show a general
increase for men and, in particular, for women in a number of Western countries since the beginning of
the 20th century. Those longevity improvements went together with a regular compression of mortality
around an ever-increasing average age at death. We analysed the link between the standard deviations
of the cohort AADD and the period AADD as a measure of compression. This standard deviation was
restricted to ages 30 and above. We derived sufficient conditions for the cohort and the period standard
deviation to be linear functions of time. Although those conditions are rather strong, the data for
Norwegian women show almost perfect linear relationships with time for the period and the cohort
standard deviations. Both standard deviations fall over time, but compression in cohort mortality goes
more than twice as fast as that in period mortality. Starting in 1967, period compression in a given year
has increasingly underestimated the compression visible in cohorts born the same year. We found that
the life table of 2015 shows the same amount of compression as the life table for the cohorts born in
1986-1987.

Expression (4) gives the link between the cohort life expectancy W1[g] for a cohort born in year g, and
the period life expectancy W1[g] years later. There is a strong similarity between these two life
expectancies with that particular lag, and two other notions developed earlier, namely (i) the adjusted

period life expectancy e 0 [t ] introduced by Bongaarts and Feeney (2002, 2003) and (ii) the cross

sectional average length of life (CAL) of Brouard (1986) and Guillot (2003). Goldstein (2006) studied
the case in which the age schedule of period mortality rates is progressively shifted to higher ages - the

so-called Linear Shift Model. He showed two things. First, under these conditions, e 0 [t ] equals

c
CAL[t]. Second, the cohort life expectancy in year t (our W1[t], written as e 0 [t ] in Goldsteins

c
notation) equals the CAL in calendar year = (t + e 0 [t ] ), i.e. in the year in which cohort t reaches

an age equal to its own life expectancy. Under this model, expression (4) gives us the possibility to
link the adjusted period life expectancy in year to the life expectancy in that year, and hence also to

15
the cohort life expectancy of those born in year t. We have not done so, because an important
assumption behind the Linear Shift Model is that the shape of the mortality age pattern does not
change over time it just shifts to higher ages. In other words, its variance does not change over time.
Figure 2 shows that this is not a realistic model.

Although the method proposed here can be useful for analysing observed trends, it is not appropriate
for out-of-sample forecasting, for example based on time extrapolations of cohort moments Wk[t]. The
reason is that Wk , Ak, and Bk are not independent. When life expectancy goes up strongly, the effect on
Ak and Bk is stronger than with a modest increase, but we do not know by how much more.

The translation method described in this paper can be used to trace cohort dynamics that cause
observed period patterns in life expectancy and in compression parameters. In principle, the method
can be adapted to deal with the reverse case, namely when we start with period dynamics, and analyse
the way cohort dynamics emerge. This could be useful when we want to forecast mortality for a
number of years into the future. To this end we regress [x,g+x] on d[x,t] and. In other words we
assume [x,g+x] = px + qx. d[x,t]. Next we write d[x,t + x] as a Taylor series in d[x,t], to find

(i)
V k+ i [t ]
W k [ t ]=P k +Q k ,
i=0 i!

where Pk and Qk are appropriately chosen constants. However, this approach assumes that the period
moments Vk[t] and their derivatives are smooth enough functions of time to be extrapolated. We doubt
whether this is a realistic assumption, except for some special situations. A second problem is the fact
that Vk , Pk, and Qk are not independent, similar to the case discussed above.

16
Appendix

For the years 2016-2100, we used mortality rates from the Medium variant of Statistics
Norways 2016 official population projection. The methodology used to obtain the projected
mortality rates in Statistics Norways official population projections is described in detail
elsewhere. In short, mortality rates are predicted by first using the 'product-ratio method'
version of Hyndman et al. of the Lee-Carter model (Hyndman et al. 2013, Lee and Carter
1992). The method estimates parameters for changes in the mortality level over time for the
product and the ratio of mens and womens mortality rates by age. A two components
product-ratio version of the Lee-Carter model fit well to the Norwegian data for ages 0-100.
Next, the trend over time in the observed development in mortality is extrapolated by
assuming that each of the four time indices of the model follows a 'random walk with drift'
(RWD) process. Thus, the year-on-year step for each index consists of a certain fixed term
(the drift) plus a normally distributed error term which has zero expectation. The result is an
index with increasing variance around a linear trend. The model gives projected mortality
rates for men and women for ages 0-100. Rates for ages 101-110 are obtained by means of
extrapolation, for each future year, of a Gompertz model that was fitted to predicted rates for
ages 0-100. We have used the results for the so-called Medium variant, represented by an
average across 2000 simulated trajectories by means of bootstrapping.

The life expectancy of men has increased more rapidly than that of women in Norway (and
many other countries) during the latest decades. A mechanical extrapolation of the Lee-Carter
model would have led to a cross-over of male and female rates for important ages. Statistics
Norway considers this an implausible development, and thus the drift estimates were changed
such that the sex difference in life expectancies in 2060 was fixed at two years. Appropriate
values of the drift parameters were found after trial and error. As with the empirical rates for
the years 1900-2015, we employ these extrapolated rates in a life table to estimate the number
of deaths per age (0-108 years), sex and calendar year (for period tables) or birth cohort (for
cohort tables). Next, we calculate the life expectancy, modal and median age at death, and the
standard deviation of the distributions of men and women.

17
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Table 1. Regression estimates for life expectancies in expression (4)

Men Women
' 28.552 38.531
A 1B1 .W 2

Standard error 0.714 0.542

B 1(1+ W '1) 0.696 0.581

Standard error 0.010 0.007

R2 0.983 0.988
N 91 91

Table 2. Regression estimates for second moments in expression (5)

men women
'
A 2B2 .W 3
11.768 -606.310

Standard error 36.721 52.803

B2 0.642 0.891

Standard error 0.015 0.019

R2 0.951 0.961
N 91 91

20
Figure 1

21
Figure 2

22
Figure 3

23
24
Figure 4

Note: age x has been scaled as x/100.

25
Figure 5

Figure 6

Note: 2nd moments for the distribution with ages 30.

26