  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
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 Cram\'er-Lundberg model. This paper describes and examines a phase
transition phenomenon for these ruin probabilities.
