L02 Five Decision Problems

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York University *

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5120

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Industrial Engineering

Date

Dec 6, 2023

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pdf

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5

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QUESTION 1 INSURANCE You are in the automotive retail business and trying to decide whether to buy an insurance policy to cover hail damage on your inventory of more than 200 cars and trucks. Thunderstorms occur frequently and they sometimes produce golfball-sized hail that can severely damage automobiles. The estimates of the potential damage from hail in the next year are: Hail Damage in thousands of dollars & Probabilities Damage 0 15 30 45 60 75 90 105 P(D) 0.25 0.08 0.10 0.12 0.15 0.12 0.10 0.08 You are considering the following three alternatives for dealing with this risk: 1) You can buy an insurance policy for $45,000 that would cover 100% of any losses that occur. 2) You can buy an insurance policy for $25,000 that would cover all losses in excess of $35,000. 3) You can choose to self-insure , in which case you will not have to pay any insurance premium but you will absorb any losses that occur.
QUESTION 2 PRODUCT DEVELOPMENT PROJECT (Heizer, “Operations Management”, p.183) Page Engineering designs and constructs air conditioning and heating systems for hospitals and clinics. Currently, the com pany’s staff is overloaded with design work. There is a major design project due in 8 weeks. The penalty for completing the design late is $14,000 per week, since any delay will cause the facility to open later than anticipated, and cost the client significant revenue. If the company uses its inside engineers to complete the design, it will have to pay them overtime for all work. Page has estimated that it will cost $12,000 per week (wages and overhead), including late weeks, to have company engineers complete the design. Page is also considering having an outside engineering firm do the design. A bid of $92,000 has been received for the completed design. Yet another option for completing the design is to conduct a joint design by having a third engineering company complete all electromechanical components of the design at a cost of $56,000. Page would then complete the rest of the design and control systems at an estimated cost of $30,000. Page has estimate the following probabilities of completing the project within various time frames when using each of the three options. Those estimates are shown in the following table: PROBABILITY OF COMPLETING THE DESIGN OPTION ON TIME 1 WEEK LATE 2 WEEKS LATE 3 WEEKS LATE Internal Engineers 0.4 0.5 0.1 - External Engineers 0.2 0.4 0.3 0.1 Joint Design 0.1 0.3 0.4 0.2
QUESTION 3 LITIGATION Suppose that you have sued your employer for damages suffered while you recently slipped and fell on an icy surface at work. Specifically, your injury resulting from this accident was sufficiently serious that you, in consultation with your attorney, decided to sue your company for $500,000. Your company's insurance provider has offered to settle this suit with you out of court. If you decide to reject the settlement and go to court, your attorney is confident that you will win the case but is uncertain about the amount that the court will award you in damages. He has provided his assessment of the probability distribution of the court's award to you: Amount Probability $0 0.025 $50,000 0.075 $100,000 0.100 $200,000 0.125 $300,000 0.175 $400,000 0.200 $500,000 0.300 In addition, there are extra legal fees of $10,000 you will have to pay if you go to court. The company is offering a settlement of $200,000. You are intending to make your decision based on maximizing the expected net payoff from the situation.
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QUESTION 4 BIDDING WAR Southern Gas Company (SGC) is preparing to make a bid for oil and gas leasing rights in a newly opened drilling area in the Gulf of Mexico. SGC is trying to decide whether to place a high bid of $16 million or a low bid of $7 million. SGC expects to be bidding against their major competitor, Northern Gas Company (NGC) and predicts NGC to place a bid of $10 million with a probability of 0.4 or a bid of $6 million with a probability of 0.6. Geological data collected at the drilling site indicates a 0.15 probability of the reserves at the site being large, a 0.35 probability of being average, and a 0.5 probability of being unusable. A large or average reserve would most likely represent a net asset value of $120 million or $28 million, respectively, after all drilling and extraction costs are paid. The company that wins the bid will drill an exploration well at the site for a cost of $5 million.
QUESTION 5 - INVESTMENT You are an investor with $10,000 available to invest, and have the following options regarding the allocation of your available funds: (1) You can invest in a risk-free savings account with a guaranteed 3% annual rate of return in every state of the world (2) You can invest in a fairly safe stock, where the possible annual rates of return are 6%, 8%, or 10%; or (3) You can invest in a riskier stock, where the possible annual rates of return are 1%, 9%, or 17%. Note that you can place all of his available funds in any one of these options or split the $10,000 into two $5000 investments in any two of these options. The joint probability distribution of the possible return rates for the two stocks is given below: Risky stock return (R) R=1% R=9% R=17% Safe stock Return (S) S=6% 0.10 0.05 0.10 S=8% 0.25 0.05 0.20 S=10% 0.10 0.05 0.10