Actuarial Notes

CAS Exam MAS-II Fall 2019, Question 31

Study guide: Exam MAS-II

A dotchart of four models fit to the same underlying dataset is provided below. The dots represent estimations of in-sample and out-of-sample deviance for each of the four models as estimated by WAIC.

Determine which model has the most effective number of parameters.

  • A) model_A
  • B) model_B
  • C) model_C
  • D) model_D
  • E) All four models have the same number of effective number of parameters

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