@article{Ni2023, 
author = {Weiwei Ni and Kaiyong Wang},
title = {Precise large deviations for aggregate claims in a two-dimensional compound dependent risk model},
year = {2023},
journal = {AIMS Mathematics},
volume = {8},
number = {4},
pages = {9106-9117},
keywords = {precise large deviations, two-dimensional compound risk model, size-dependence, consistently varying distribution},
url = {https://www.sciopen.com/article/10.3934/math.2023456},
doi = {10.3934/math.2023456},
abstract = {This paper considers a two-dimensional compound risk model. We mainly investigate the claim sizes and inter-arrival times are size-dependent. When the claim sizes have consistently varying tails, we obtain the precise large deviations for aggregate amount of claims in the above dependent compound risk model.}
}