Entropy analysis of human death uncertainty

Uncertainty about the time of death is part of one’s life, and plays an important role in demographic and actuarial sciences. Entropy is a measure useful for characterizing complex systems. This paper analyses death uncertainty through the concept of entropy. For that purpose, the Shannon and the cumulative residual entropies are adopted. The first may be interpreted as an average information. The second was proposed more recently and is related to reliability measures such as the mean residual lifetime. Data collected from the Human Mortality Database and describing the evolution of 40 countries during several decades are studied using entropy measures. The emerging country and inter-country entropy patterns are used to characterize the dynamics of mortality. The locus of the two entropies gives a deeper insight into the dynamical evolution of the human mortality data series.