Sorry GareJei, it's not in the Dead or Alive series. But just like you and the others on this thread, I'll wait until a few more guesses come by and drop a hint or two.
Also, I wish I knew what game that was, but sad to say, I never played the Sega Saturn, so only by meticullously searching the web will I even be able to come close to finding out what that game is. Good choice though. Must be either very rare or an underdog. I even just searched the wiki links for Saturn, and no clue still. Very good choice.