Abstract
In this paper, we consider a nonstandard renewal risk model in which the claim sizes and their inter-arrival times form a sequence of independent and identically distributed random variables, respectively. The claim size and corresponding interarrival time satisfy a certain dependence structure. In addition, the premium rate is a constant, and the number of insurance policies is described by a renewal process. When the distribution of claim sizes belongs to the consistent variation class, we obtain precise large deviation of claim surplus process.
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