Precise Large Deviation of Claim Surplus Process in a Risk Model with Variable Premium and NA Claims

摘要

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