Department of Actuarial Mathematics and Statistics


Iain Currie's Home Page

Dr I D Currie
Department of Actuarial Mathematics and Statistics
Room CM:T12, Colin Maclaurin Building
Heriot-Watt University
Edinburgh, EH14 4AS, UK

tel: (+44) 131 451 3203
fax: (+44) 131 451 3249
e-mail: I.D.Currie@hw.ac.uk

I am an Honorary Research Fellow in the Department of Actuarial Mathematics and Statistics in the School of Mathematical and Computer Sciences at Heriot-Watt University.


My principal research interests are in smoothing methods, particularly penalized regression. Current work is on invariance of forecasts of mortality with respect to the choice of parameter constraints.

Earlier, Paul Eilers, Maria Durbin and I developed GLAM, a high speed, low storage method of smoothing data that are arranged in multidimensional arrays. A Generalised Linear Array Model or GLAM is a generalized linear model where (i) the data are arranged in an array and (ii) the model matrix can be written as a Kronecker product. If you'd like to know more about GLAM then have a look at The GLAM web page

The slides for the GLAM session at RSS 2009 provide a nice introduction to the range of applications possible with GLAM.

In May 2018 Cambridge University Press published Modelling Mortality with Actuarial Applications by Angus Macdonald, Stephen Richards and myself. See mortality book for more information.

Abstracts and slides for the Joy of Smoothing meeting in June 2014 can be found here.

Recent publications

Recent talks

Blogs: an occasional informal discussion on mortality modelling and forecasting for Longevitas. Latest blog: Constraints and the R language, January, 2020.

Last modified: 20 January, 2020.