Tail Asymptotic Expansions for L-Statistics
  In this paper, we derive higher-order expansions of $L$-statistics of independent risks $X_1, \ldots, X_n$ under conditions on the underlying distribution function $F$. The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures, stop-loss premium and excess return on capital, respectively. 
E. Hashorva, C. Ling, Z. Peng
math.PR stat.AP