Roger J Gray
Actuarial Mathematics and Statistics
School of Mathematical and Computer Sciences
Colin Maclaurin Building
Heriot-Watt University
Edinburgh EH14 4AS
email: R.J.Gray@hw.ac.uk
Senior Lecturer in Statistics
I retired from full-time work at the end of September 2007. I continue to work for Heriot-Watt on a part-time basis and to do external work of various kinds.
I am currently co-authoring a book on Applied Probability and Risk Modelling with Dr Susan Pitts (Statistical Laboratory, University of Cambridge) to be published by Cambridge University Press.
Heriot-Watt University Graduating Students' Prize for Best Teacher in the School -- awarded 2007.
Faculty of Actuaries Honorary Fellow -- FFA(Hon) -- elected 2006.
Heriot-Watt University University Prize for Excellence in Teaching -- awarded 2003.
Royal Statistical Society Fellow (FSS) / Professional status as a Chartered Statistician (CStat, 1993).
[Chair, School Postgraduate Marketing, Recruitment, and Admissions Team (to 2007)]
[Course Director MSc/Diploma in Actuarial Science 2001-2006]
[Chair, Department Teaching Committee and Member of the School's Learning and Teaching Committee 2002-2004]
[Deputy Head of Department 1998-2001]
Other activities/responsibilities
Principal Examiner for Subject CT3 (Probability and Mathematical Statistics) and Member of the Exam Board of the Institute and Faculty of Actuaries - since a date long ago in time .
Academic Assessor on the UK Civil Service Fast Stream Selection Board (SAC, formerly CSSB) for the appointment of Government Statisticians - since 2000.
External Examiner in actuarial science at Cass Business School, City University - since 2008.
External Examiner in statistics at University College Cork (National University of Ireland) - since 2006.
[External Examiner in statistics and risk theory at Dublin City University 2002-2008]
Consultancy work
I have begun in a small way to write exercises for use by assessment centres -- I intend to develop this kind of freelance work and expand into other areas.
[sometime Editor of the Department's Annual Report]
[Member of the School Ethics Committee - up to 2007]
[Member of the Senate Council of the University - up to 2006]
[Member of the Honorary Degrees Working Group - up to 2006]
[Substitute member of the Discipline Appeals Board - up to 2005]
I joined the University after graduating in Pure Mathematics from the University of St. Andrews, but right from the beginning I specialised in statistics. In recent years I have been leaning further towards applications of probability and statistical modelling in an actuarial context.
In the academic years 2007-2008 and 2008-2009 I taught/will teach courses in
Links to the postgraduate courses mentioned above
MSc/Diploma in Actuarial Science
MSc in Financial Mathematics
MSc in Applied Mathematical Sciences
You can also access these web pages by starting from the department's home page
Department's home page
and choosing the link to Information for current students.
In recent years, I have also taught courses in
I accepted an invitation to be one of two principal speakers at the 6th Fall School in God, near Budapest, in November 2009 and gave four presentations (see below).
In March 2003 I made my fourth visit to the Corvinus University (then called the Budapest University of Economic Sciences and Public Administration) to give some lectures on generalised linear models to postgraduate students and on ruin theory to actuarial undergraduate students. I also had discussions with Dr Erzsebet Kovacs, head of the Insurance Education and Research Group at BUESPA, and other colleagues. The link to the website brings up a picture of the main building, which is where I gave my lectures (yes, the river is the Danube); the website has a good photo gallery just another click away.
In April 2002 I spent nearly three weeks there - I gave a series of lectures on reinsurance (covering basics, reinsurance and ruin, optimal forms of reinsurance) to a group of fourth- and fifth-year students majoring in actuarial science. On earlier visits (2000,1999) I gave lectures on time series modelling with applications in finance, generalised linear models, and risk theory to various groups of students, including an MBA group. The 2000 visit was made under a TEMPUS agreement.
In September 2000 I gave a course in Risk Theory (Institute/Faculty of Actuaries old Subject 106) at the Central University of Finance and Economics (CUFE) in Beijing, China while in 1999 I gave two courses in Statistics (old Subject 101) and Risk Theory at the Shanghai University of Finance and Economics (SUFE).
In October 2004 I made a recruitment visit to China. I attended busy Education Fairs in Beijing and Shanghai; at the former I repeated my public address under the title "Actuarial Science - Making Financial Sense of the Future". I also gave a talk at Fudan University, Shanghai. In addition to those activities, I visited two other cities, Dalian and Shenyang. In the former I gave a talk to a large audience of interested and enthusiastic students at the Dalian University of Technology . In all cities I met with agents and interviewed prospective students (and in many cases met their parents). The visit was hectic and rewarding - and I am sure it will have made a good contribution to extending knowledge about the School and the University and enhancing our reputation.
In recent years I have made three other visits to teach courses at CUFE in Beijing and have also given courses in Moscow (Russia), Kiev (Ukraine), Sofia (Bulgaria), and the charming and highly-recommended small city of Vilnius (Lithuania).
In March 2004 I spent a busy 10 days on recruitment activities in Kuala Lumpur and Penang, Malaysia. As well as representing the Department, School, and University at three all-day British Council UK Education Fairs I gave a keynote public address in KL under the title "Actuarial Maths and Stats - Making Financial Sense of the Future". I also gave many talks to students at sixth-form colleges and interviewed prospective students. In addition to the recruitment activities, I gave a seminar to the Department of Mathematics at the University of Malaya entitled "Managing solvency risk - ruin and reinsurance".
In March 2005 I returned to Malaysia for a second 10-day visit to build on my visit the year before. I again represented the Department, School, and University at three all-day British Council UK Education Fairs in KL and Penang, and gave public addresses in both cities on "Actuarial Science - Making Financial Sense of the Future". I also gave more talks to students at sixth-form colleges. I am sure that this visit will prove to have been most worthwhile. I returned to Malaysia in August 2005 for more recruitment work.
In January 2006 I made a first recruitment visit to Kenya (Nairobi and Mombasa) and gave public addresses in both cities. In February I made a first recruitment visit on behalf of MACS to Turkey (Istanbul and Ankara) , and in March I made a further visit to Malaysia. In March 2007 I made a further recruitment visit to Malaysia, giving presentations at the British Council UK Education Exhibitions in KL and Penang, at Taylor's University College and at HELP University College, and visiting Sunway University College and KYUEM for discussions.
I visited Malaysia (Kuala Lumpur and Johore Baru) for a sixth time for recruitment work in March 2008. In addition to attending the British Council's KL Education Expo (at which I gave a presentation), I attended a mini-fair organised by Taylor's University College and gave a presentation to students at HELP College. In addition I had discussions with representatives of Sunway University College in KL and Johore Baru. I visited Malaysia for a seventh and final time for a week of recruitment work in March 2009.
In May 2008 I visited Yerevan, Armenia to teach a module on statistics (part of a Diploma course) under the auspices of the UK Actuarial Profession and funded by USAID.
In a major activity which has now gone on for many years I have directed (written and presented) a series of courses in Statistics in Government Service for groups of administrative and support staff in statistical branches of the Scottish Executive (formerly the Scottish Office). To date, I have given a total of 21 such courses, which are run under the auspices of the University's Centre for Continuing Education.
In August 2000 the course was given for the first time off-campus, at the Scottish Executive's premises at Victoria Quay in Leith. The most recent outing of this course was in August 2004 on the Edinburgh campus.
In July 2003 I gave a two-day Refresher Course in Statistics to recently-appointed staff in the Assistant Statistician grade in the Scottish Executive. I gave a second (revised) version of this course in May 2004.
In October 2003 I gave another talk to Assistant Statisticians about the CSSB (Civil Service Selection Board) process for appointing fast-stream statistical staff.
The latest course was a two-day Refresher Course in Statistics for Assistant Statisticians, given in late July 2005.
My principal interests lie in educational matters, in particular the use of modern computer aided learning methods to improve the teaching process and the learning experience of students. My first involvement in this area (in 1993) was in the production of on-line specimen exams for students taking the module Statistics for Business I. Since then I have supervised many students prepare suites of programs (in Authorware) for use by their peers as support material for various undergraduate modules. I am continuing with this involvement.
In the summer of 1998 I wrote a module Business Statistics for the new HWU mixed-mode distance-learning BA course in Business & Finance. This initiative has now developed into the more ambitious and more flexible Programme of Management Education which allows for a variety of qualificaction pathways. The programme, which is being run and promoted in conjunction with Pearson/Financial Times Management, has already approved 12 overseas support centres. Major developments are in the pipeline, including the creation of interactive materials for each module for delivery on electronic platforms. The module Business Statistics is a "level 2" module and is already being used world-wide.
I have been involved in innovations in the development of the WebTest (this was a funded project in conjunction with Athol Korabinski, Maureen Foster, and Andy Crofts). The program was successfully implemented for the first time in the autumn of 1999. In the summer of 2003 I oversaw a project to quality-test new versions of all our existing Webtest material.
Actuarial Science - Making Financial Sense of the Future
Keynote public addresses at British Council UK Education Fairs in Malaysia: Kuala Lumpur (August and March 2005), Penang (March 2005).
Maths & Stats quarterly review : CTI Centres for Mathematics and Statistics (Vol 8 No 3, August 1997)
Maths & Stats quarterly review : CTI Centres for Mathematics and Statistics (Vol 7 No 4, Nov 1996)
The Actuary (Nov 1995)