This paper examines forecasted differentials in age-sex-specific mortality in the United States, 1990-2065. A non-linear model, mxÅ,t=exp(ax+bxkt+exÅ,t), is fitted for each sex to a matrix of age-specific U.S. death rates, 1933-1988, using SVD to derive a single time-varying index of mortality, kt. Box-Jenkins techniques are used to estimate and forecast kt. These forecasts are used to generate age-specific mortality rates and life expectancies to 2065. Independent forecasts of male and female e0’s are 82.0 and 90.4, respectively, for 2065, a difference of 8.4 years. These forecasts are substantially higher with narrower confidence intervals than those prepared regularly by the Actuary of the Social Security Administration. These kt generated forecasts of e0 appear more plausible than direct forecases of e0. Life expectancies derived from jointly estimated and forecasted kt are competitive with the independent sex forecasts, but have some problems. Joint forecasts of kt are juxtaposed to co-integration speculatively as a direction for future research into linkages between male and female mortality.
