This paper describes several approaches for estimating the benchmark dose (BMD) in a risk assessment study with quantal dose-response data and when there are competing model classes for the dose-response function. Strategies involving a two-step approach, a model-averaging approach, a focused-inference approach, and a nonparametric approach based on a PAVA-based estimator of the dose-response function are described and compared. Attention is raised to the perils involved in data "double-dipping" and the need to adjust for the model-selection stage in the estimation procedure. Simulation results are presented comparing the performance of five model selectors and eight BMD estimators. An illustration using a real quantal-response data set from a carcinogenecity study is provided.