Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models

Abstract

In this article, we set up dependent multi-risk models in insurance, where all the claims constitute ENA (extended negatively associated) random arrays. Precise large deviations for non random sums and random sums of the dependent multi-risk models with ENA structure and consistent variation are investigated. The obtained results extend those of Wang and Wang (2007), Liu (2009), and Chen et al. (2011).