@article{Ni2022, 
author = {Weiwei Ni and Chenghao Xu and Kaiyong Wang},
title = {Estimations for aggregate amount of claims in a risk model with arbitrary dependence between claim sizes and inter-arrival times},
year = {2022},
journal = {AIMS Mathematics},
volume = {7},
number = {10},
pages = {17737-17746},
keywords = {precise large deviations, compound sums, extended negative dependence, consistently varying distribution},
url = {https://www.sciopen.com/article/10.3934/math.2022976},
doi = {10.3934/math.2022976},
abstract = {This paper considers a compound risk model, in which the individual claim sizes and their inter-arrival times can be arbitrarily dependent. We mainly investigate the claim sizes are extended negatively dependent. When the claim sizes have consistently-varying-tailed distributions, we obtain precise large deviations of the aggregate amount of claims in the above dependent compound risk model.}
}