Abstract
Consider a bidimensional risk model in which an insurer simultaneously confronts two types of claims sharing a common non-stationary arrival process, and the claim-sizes {X→k;k≥1} form a sequence of i.i.d. random vectors with nonnegative components being dependent on each other. Supposing that the univariate marginal distributions of the claim-size vectors have dominatedly varying tails, precise large deviations for the aggregate amount of claims are obtained, by allowing that the claim-size vectors and claim inter-arrival (waiting) times are arbitrarily dependent.
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