Asymptotic results on the moments of the ratio of the random sum of squares to the square of the random sum

Let {X_1, X_2, …} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha>0 and let {N(t); t\geq 0} be a mixed Poisson process independent of the X_i’s. For t\geq 0, define T_{N(t)}:=\frac{X_1^2 + X_2^2 + … + X_{N(t)}^2} {(X_1 + X_2 + … + X_{N(t)})^2} if N(t)\geq 1 and T_{N(t)}:=0 otherwise. We derive the limiting behavior of the k-th moment of T_{N(t)}, k\in$\mathbb{N}$, by using the theory of functions of regular variation and an integral representation for $\mathbb{E}${T_{N(t)}^k}. We also point out the connection between T_{N(t)} and the sample coefficient of variation which is a popular risk measure in practical applications.