Actuarial Notes

CAS Exam MAS-I Fall 2019, Question 27

Study guide: Exam MAS-I

An actuary is asked to model a non-negative response variable and requires that the model form produces an unbiased estimate.

Determine which error structure and link function combination would be the best choice for the modelling request.

  • A) Poisson and Identity
  • B) Compound Poisson-Gamma and Log
  • C) Normal and Identity
  • D) Gamma and Log
  • E) Poisson and Log

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