Are cohort mortality rates autocorrelated?

In this paper the author examines the proposition that heterogeneity in individual frailty leads to autocorrelation in cohort mortality rates. A simple model is used to construct analytic expressions for the covariance of cohort mortality rates at different ages under a number of alternative assumptions about the stochastic process generating shocks in mortality. The model then is used to construct a procedure that uses correlations in cohort mortality rates to estimate the extent of heterogeneity in a population without relying on strong assumptions about the distribution of frailty or the shape of the underlying hazard. The procedure then is used to show that cohort mortality data from France are consistent with a generalized random-effects model in which frailty is gamma-distributed.