It is well known that the precise large deviations and the risk theory are two of main objects in insurance mathematics.
众所周知，精细大偏差和风险理论是保险数学的两大主题。
In Chapter 2, we discuss the precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution function.
在第二章，本文讨论了带有控制变化尾的，负相协随机变量的非随机和和随机和的精致大偏差。
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