An insurance company starts with an initial surplus of u = 5,000 dollars. Premiums are
received at a constant rate of c = 3,000 dollars per month. Claims arrive as a Poisson process
with a rate of λ = 1 claim per month, and each claim has an exponential distribution with a mean
of 2,000 dollars. Using the Lundberg inequality, calculate an upper bound for the probability of
ultimate ruin.
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