This is an article from TIME about it:
Why do women live longer than men
There's different kinds of explanations in there but the conclusion of the article:
But, in general, there are maybe three things men do worse than women. They smoke a lot more. (That gender gap is fortunately shrinking, since men are smoking less and less.) They eat more food that leads to high cholesterol. And, perhaps related to that, men tend not to deal with their stress as well as women. They may be more prone to internalizing that stress rather than letting go — though that's a fairly controversial point. Nonetheless, stress plays a very important role in cardiovascular disease.
Another article, from The Telegraph:
Why women live longer than men
(part of the article: )
The reason why women tend to live longer than men could be because a crucial part of their cells has fewer harmful flaws than men, a new study suggests.
Researchers have found that faults in a part of the "engine rooms" of cells known as the mitochondria have a greater effect on men than women.
That's because of a quirk of evolution their make-up or DNA is inherited solely from the mother and so is only screened by natural selection for mutations harmful to women.
Any that are damaging to men but not women slip through the net and slowly over time undermine the health of male cells.
This means that evolution's quality control process, known as natural selection, only screens the quality of mitochondrial genes in mothers.
"If a mitochondrial mutation occurs that harms fathers, but has no effect on mothers, this mutation will slip through the gaze of natural selection, unnoticed.
"Over thousands of generations, many such mutations have accumulated that harm only males, while leaving females unscathed."
Co-researcher Dr David Clancy from the Faculty of Health and Medicine at Lancaster University said this is a major advance in biology.
“We show that Mother’s Curse is much broader in its effects on male life history than previously envisaged, resulting in the build-up of mutations that cause males to age faster, and live shorter lives than females.