  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.
