There are a lot of factors playing in here. You've pointed out the surface reasons that can sometimes contribute: work accidents, style of life, etc. However, there are biological causes as you suspected.
Probably the most obvious has to do with the difference between their hormones. Testosterone (male hormone) is associated with violence and risk taking. This would tend to contribute to men having at least a slightly shorter lifespan. Estrogen, on the other hand, is associated with the removal of cholesterol from the blood. This may lower the risk of females dying from heart diseases, raising the average female life span.
Some hypothesize that a large section of the difference simply comes from lifestyle resulting from those hormones, per American Scientific: Men tend to want to be caricatured as strong and tough (result of testosterone), whereas women tend to be more concerned with maintaining their bodies, keeping themselves beautiful, etc. Obviously, this is hard to measure in a conclusive way, so scientific articles and measurements are hard to produce.
However, there are also diseases which men are more prone to because they can lose the Y chromosome in their blood (this is suspected to be induced by smoking, along with other potential causes), such as cancer, and even some forms of Alzheimer's.
Another reason hypothesized that women tend to last longer than men is that they are less prone to serious genetic mutations on the sex chromosome, since they have a double X instead of two totally different XY chromosomes (See Why women live longer than men: Sex differences in longevity (2006) by Steven N. Austad: Gender Medicine 3(2): pp. 86-88).