The existence of differences in life expectancy between men and women (in developed countries) is well-known, but as far as I know there hasn't been much research into the causes of these. A couple of years ago I investigated this using British mortality statistics from 2013. Below is a summary of the results; the gory details/methodology are here.
The majority of the 3.7 year difference is caused by things you might expect: different rates of suicide, drug overdoses and car accidents; variation in diseases that are often caused by alcohol and tobacco consumption; and different death rates from heart disease (which is both related to lifestyle factors such as smoking and thought to be affected by genetic differences between genders). But some factors are notably absent: although deaths from homicide and accidental falls (which can be seen as a proxy for workplace accidents) are more common in men, they aren't responsible for much of the gap. The reason for this is that in comparison to things like heart disease they are a very small fraction of deaths. A graph of causes of death and proportion of the gap they are responsible for: