The classical Cramer-Lundberg risk process models the ruin probability of an insurance company experiencing an incoming cash flow - the premium income, and an outgoing cash flow - the claims. From a systems viewpoint, the web of insurance agents and risk objects can be represented by a bipartite network. In such a bipartite network setting, it has been shown that joint ruin of a group of agents may be avoided even if individual agents would experience ruin in the classical Cramer-Lundberg model. This paper describes and examines a phase transition phenomenon for these ruin probabilities.
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