Synthesis of gene products in bursts of multiple molecular copies is an important source of gene expression variability. This paper studies large deviations in a Markovian drift--jump process that combines exponentially distributed bursts with deterministic degradation. Large deviations occur as a cumulative effect of many bursts (as in diffusion) or, if the model includes negative feedback in burst size, in a single big jump. The latter possibility requires a modification in the WKB solution in the tail region. The main result of the paper is the construction, via a modified WKB scheme, of matched asymptotic approximations to the stationary distribution of the drift--jump process. The stationary distribution possesses a heavier tail than predicted by a routine application of the scheme.