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中文摘要：
考虑了一种相依风险模型中贴现理赔额和的精致大偏差问题,借助正则变换和宽相依的性质得到了带常利率的相依风险模型中贴现理赔额和的尾概率的渐进等价式。该结果可用于零利率风险模型中的精致大偏差问题的求解。
英文摘要：
The precise large deviations of discount claim in dependent risk model were considered in this paper. The progressive equivalence formula of tailed probability of discount claim in dependent risk model with constant interest rate was obtained. This result could be used to solve the precise large deviations of zero interest rate risk model.
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