Period Effects

Period-effect volatility varied more than the baseline Gompertz slope. Cohort-to-cohort fluctuations in the Gompertz slope are interpreted as echoes of shared historical events rather than directional change in individual senescence. The study decomposes variation in the Gompertz slope into baseline, long-term drift, and a latent stochastic period component. The period-shock innovations used a Laplace distribution to absorb rare large shocks as isolated deviations rather than trends. High volatility in France, Italy, and Japan is consistent with stronger historical disruptions, especially World Wars.