MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam - MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam

Question 1

Which density form correctly defines a member of the exponential dispersion family used in GLMs?

f(y;θ,φ) = exp((yθ - b(θ))/a(φ) + c(y,φ)) f(y;θ,φ) = (1/√(2πφ)) exp(-(y-θ)²/(2φ)) f(y;θ,φ) = θ^y (1-θ)^(1-y) for y in {0,1} f(y;θ,φ) = exp(-θy) for y > 0

Correct Answer:

f(y;θ,φ) = exp((yθ - b(θ))/a(φ) + c(y,φ))

Question 2

For a Poisson GLM, what is the canonical link function?

log(μ) μ logit(μ) 1/μ

Correct Answer:

log(μ)

Question 3

Which link function is canonical for a Binomial GLM (logistic regression)?

Logit: log(μ/(1-μ)) Log: log(μ) Identity: μ Inverse: 1/μ

Correct Answer:

Logit: log(μ/(1-μ))

Question 4

Which link function is canonical for a Gamma GLM?

Inverse: 1/μ Log: log(μ) Identity: μ Logit: log(μ/(1-μ))

Correct Answer:

Inverse: 1/μ

Question 5

An actuary fits a Poisson GLM for claim counts and wants to adjust for policy exposure (years on risk). What is the standard treatment?

Add log(exposure) as an offset with coefficient fixed at 1 Add exposure as an additional covariate Multiply the response by exposure before fitting Use exposure as the dispersion parameter φ

Correct Answer:

Add log(exposure) as an offset with coefficient fixed at 1

Question 1

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Prepare with the MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam practice quiz. This question bank includes 100 questions covering credibility, hlmann, poisson, mean, and model. Use it to review important concepts, identify knowledge gaps, and build confidence for the related exam, course, or assessment.

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MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam

This practice set contains 100 questions from the matching question bank and focuses on credibility, hlmann, poisson, mean, and model. Work through each question carefully, review the provided solutions, and revisit topics that need more study before your next attempt.

This is an independent study resource intended for practice and review; it is not an official examination or an endorsement by any organization named in the title.

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MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam

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