Precise large deviations for random sums of END real-valued random variables with consistent variation

The study of precise large deviations for random sums is an important topic in insurance and finance. In this paper, a more general precise large deviation result for random sums of extended negatively dependent (END) real-valued random variables in the presence of consistent variation is investigated. The obtained results extend the works of Chen and Zhang (2007) [3] and Chen et al. (2011) [2].