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1. The Clark Company owns a warehouse worth $400,000. Ray Van-Eperen is the risk manager. The Clark Company faces the risk of fire which would

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1. The Clark Company owns a warehouse worth $400,000. Ray Van-Eperen is the risk manager. The Clark Company faces the risk of fire which would result in a total loss to its warehouse. The probability of a fire occurring is known to be 2.5%. The Clark Company is considering the following risk management options to address the risk of fire to its warehouse: [1] Retention [2] Retention + Safety Program [3] Full Insurance, no safety program (Premium= $12,000) The cost of the Safety Program is $5,000. It has the impact of lowering the probability of a fire from 2.5% to 1% However, if a fire does occur, it is still a total loss ($400,000). Construct a loss matrix from The Clark Company's perspective. [3 points) Make sure you show loss amount in the top row and out- of-pocket costs in the bottom row in each cell of the loss matrix. b. What is the Expected Cost for each option? If Ray's decision rule is to minimize Expected Cost, which option will he choose? Show all work and calculations. [3 points) What is the actuarially fair premium (AFP) that an insurance company would charge if it were going to offer full insurance for the warehouse without the safety program? Hint: remember what AFP is from the insurED's perspective... [2 points) d. Assume Ray's worry value for retention (WVRED) is $5,000 and his worry value for retention with the safety program (WVRS) is $3,500. d. Assume Ray's worry value for retention (WVRET) is $5,000 and his worry value for retention with the safety program (WVR+S) is $3,500. What is the Total Cost for each of the three risk management options? If Ray's decision rule is to minimize Total Cost, what risk management option does he choose? [3 points) Make sure to show all work and calculations. e. What is Ray's PMAX for full insurance? [2 points] f. Based on your calculation above in Part E - would Ray purchase the Full Insurance for a cost of $12,000? [1 point]

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