Dr Iain Currie

My research falls into three main areas:

• Multidimensional smoothing where I have developed a high speed, low storage method when data are arranged in an array; joint work with Paul Eilers, Erasmus University, and Maria Durban, Carlos III University
• One important application of this work is in the modelling and forecasting of mortality, an application of great importance in the pensions and annuity business
• Longitudinal data analysis. One important example is the analysis of growth curves, the response to a treatment over time. I have developed a new approach which has some important advantages over existing methods; joint work with my PhD student Viani Djeundje
• My mortality modelling and forecasting work is the basis of the Projections Toolkit, software designed to give fast, point-and-click access to a wide range of models for forecasting mortality. The software has been developed jointly with Stephen Richards of Longevitas and is used by insurance companies and pension providers to asses future pensioner mortality.

• Currie, I. D., Durban, M. and Eilers, P. H. C. (2006). Generalized linear array models with applications to multidimensional smoothing. Journal of the Royal Statistical Society, Series B, 68, 259-280.
• Kirkby, J. G. and Currie, I. D. (2010). Smooth models of mortality with period shocks. Statistical Modelling, 10, 177-196.
• Djeundje, V. A. B. and Currie, I. D. (2010). Smoothing dispersed counts with applications to mortality data. Annals of Actuarial Science, 5, 33-52.
• Djeundje, V. A. B. and Currie, I. D. (2010). Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. Electronic Journal of Statistics, 4, 1202-1224.
• Projections Toolkit, software developed jointly with Stephen Richards of Longevitas and used by insurance companies and pension providers to asses future pensioner mortality.

See a complete list of Iain Currie's publications

Most of my working life has been spent at Heriot-Watt where I am currently Reader in Statistics. My research in the last ten years or so has been in multidimensional smoothing where I have developed general methods which have found wide application in the modelling and forecasting of mortality. This is an application of great importance to the insurance and pensions industry. The work is the basis for the Projections Toolkit, software designed to give fast, point-and-click access to a wide range of models for forecasting mortality. The software has been developed jointly with Stephen Richards of Longevitas and is used by insurance companies and pension providers to asses future pensioner mortality.