Amini, Hamed; Cao, Zhongyuan; Minca, Andreea; Sulem, Agnes - 2023
We study multidimensional Cram\'er-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the problem, we introduce classification of agents according to an arbitrary countable set of types. The ruin of any...