Several Organisation for Economic Co‐operation and Development countries have recently implemented an automatic link between the statutory retirement age and life expectancy for the total population to ensure sustainability in their pension systems due to increasing life expectancy. As significant mortality differentials are observed across socio‐economic groups, future changes in these differentials will determine whether some socio‐economic groups drive increases in the retirement age, leaving other groups with fewer pensionable years. We forecast life expectancy by socio‐economic groups and compare the forecast performance of competing models by using Danish mortality data and find that the most accurate model assumes a common mortality trend. Life expectancy forecasts are used to analyse the consequences of a pension system where the statutory retirement age is increased when total life expectancy is increasing.

中文翻译：

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社会经济群体使用组成数据分析进行寿命预测

经济合作与发展组织的几个国家最近在法定退休年龄与总人口的预期寿命之间建立了自动联系，以确保由于预期寿命的延长，其退休金制度具有可持续性。由于在各个社会经济群体之间观察到了显着的死亡率差异，因此这些差异的未来变化将决定某些社会经济群体是否推动退休年龄的增加，而使其他群体的退休金年龄减少。我们通过社会经济群体预测了预期寿命，并通过使用丹麦的死亡率数据比较了竞争模型的预测性能，发现最准确的模型具有共同的死亡率趋势。