Actuarial Notes

CAS Exam MAS-I Fall 2018, Question 27

Study guide: Exam MAS-I

You are given the following three functions of a random variable, y, where -\infty < y < \infty.

  • I. g(y) = 2 + 3y + 3(y - 5)^2
  • II. g(y) = 4 - 4y
  • III. g(y) = |y|

Determine which of the above could be used as link functions in a GLM.

  • A) I only
  • B) II only
  • C) III only
  • D) I, II and III
  • E) The answer is not given by (A), (B), (C), or (D)

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