Precise Large Deviation of Surplus Processes of Dominatedly-Varying Claims in a Renewal Risk Model

Abstract

In this paper, we consider a risk model in which the claim sizes are extended negatively associated random variables with dominatedly-varying tails, the arrival of the claims forms a renewal process. and the arrival of the successive insurance policies forms a Poisson process. For this risk model, when the distribution of claim sizes belongs to the intersection of the dominated variation class and subexponential class, we present precise large deviation of the claim surplus process.