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A Phase Transition Phenomenon for Ruin Probabilities in a Network of Agents and Objects

By Rukuang Huang
The classical Cram\'er-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 system's viewpoint, the web of insurance agents and risk objects can be represented by a bipartite network. In... Show more
April 11, 2021
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A Phase Transition Phenomenon for Ruin Probabilities in a Network of Agents and Objects
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