Census data demonstrate that life expectancy has improved over thelast 100 years. In this paper, we attempt to predict life expectancy inthe USA by both race( black people, white people, and the general population)and gender. In doing this, we employ methods of cointegrationanalysis that have appeared recently in the actuarial and demographyliterature. We investigate the dependence(through cointegration analysis)between the six variables and it shows a better fit with betterperformance than others models such as VAR and ARIMA in predictinglife expectancy at birth by race. We show that there are similarlong-term trends in the average life expectancy of the members of allthe main racial groups residing in the USA. Our study offers new insightsto demographers with regard to predicting the average future lifeexpectancy of members of different racial groups.
展开▼
