Model 1 Maximizing Exposure Rating
The objective function coefficient for T1 is 90, with an allowable increase of $ 1E+30
and an allowable decrease of 35. Therefore, as long as the profit contribution associated
with T1 is between 90 + (1E+30) = 10^30 + 90 (a very big number)
and 90 -35 = 55, the optimal
solution for T1, T2, R1, R2, O1, O2 will not change.
The shadow price for the Total Budget Constraint is 0.0055. In other words, if we increase the
right-hand side of the Total Budget constraint by 1, the value of the optimal solution (Total
exposure rate) will increase by 0.0055. Conversely, if we decrease the right-hand side of the
Total Budget constraint by 1, the value of the optimal solution will decrease by 0.0055.