  We consider a Cox process with Poisson shot noise intensity which has been
widely applied in insurance, finance, queue theory, statistic, and many other
fields. Cox process is flexible because its intensity depends on not only the
time but also a stochastic process, it can be considered as a two step
randomization procedure. Due to the structure of such models, a number of
useful and general results can easily be established. In this paper, we study
precise deviations for shot noise Cox process using the recent mod-$\phi$
convergence method.
