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.

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.