Tail asymptotics of randomly weighted large risks
  In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual tail behaviour has a crucial role. An application is provided for Log-Normal risks. 
Alexandru V. Asimit, Enkelejd Hashorva, Dominik Kortschak
math.PR math.ST stat.TH