  We analyze the limiting behavior of the risk premium associated with the
Pareto optimal risk sharing contract in an infinitely expanding pool of risks
under a general class of law-invariant risk measures encompassing
rank-dependent utility preferences. We show that the corresponding convergence
rate is typically only $n^{1/2}$ instead of the conventional $n$, with $n$ the
multiplicity of risks in the pool, depending upon the precise risk preferences.
