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The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims

XIAO Hong-min,MA Xiu-fen,CUI Yan-jun,WANG Ying(College of Mathematics and Information Science,Northwest Normal University,Lanzhou Gansu 730070,China)  
A renewal process risk model based on the customer was proposed.In this model,customers' claims are described as negatively dependent heavy-tailed random variables with non-identical distribution.Under the assumption that the claims belong to class D∩L,the precise large deviations of the loss process is obtained.
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