Members who cancel are still listed as Active

In an earlier question I posted about Members who cancel their Paypal subscription, and you responded that once the rollover date has passed they would no longer be Active. What happens when their serial monthly payment failed to renew in Paypal. I still see them listed as Active in the Membership. How do I fix this? I need all Members who do not continue their monthly payments to automatically change to Deactivated, so they can no longer have access to Premium content.