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It is assumed that \\(V\\) is multivariate regularly varying with index \\(\\alpha\\), that is  \\[  n P[n^{-1/\\alpha} V \\in \\cdot] \\to \\nu(\\cdot) \\]  as \\(n \\to \\infty\\), where \\(\\to\\) stands for vague convergence. These risks are shared by \\(q\\) agents, such that \\(F = A V\\) denotes the shares. Here, \\(A\\) is a (stochastic) \\(q \\times d\\) matrix. That means, that the sharing is possibly done in a stochastic way. The matrix \\(A\\) is assumed to be independent of \\(V\\). The (quasi-) norm of \\(F\\) is defined as  \\[  \\|F\\| = \\Bigl(\\sum_{j=1}^q F_j^r\\Bigr)^{1/r} \\]  for an \\(r > 0\\).  Two risk measures are now considered. The value-at-risk at confidence level \\(1-\\gamma\\) is defined as  \\[  \\text{VaR}_{1-\\gamma} (X) = \\inf\\{t : P[X > t] \\leq \\gamma\\}\\;, \\]  the tail-value-at-risk at confidence level \\(1-\\gamma\\) is  \\[  \\text{TVaR}_{1-\\gamma} (X) = E[X \\mid X > \\text{VaR}_{1-\\gamma} (X)]\\;. \\]  It is already known by previous work of the authors that  \\[  \\text{VaR}_{1-\\gamma} (F_i) \\sim C_i^{1/\\alpha} \\gamma^{-1/\\alpha}\\;,\\qquad \\text{TVaR}_{1-\\gamma} (F_i) \\sim \\frac\\alpha{\\alpha-1} C_i^{1/\\alpha} \\gamma^{-1/\\alpha}\\;, \\]  and  \\[  \\text{VaR}_{1-\\gamma} (\\|F\\|) \\sim C_S^{1/\\alpha} \\gamma^{-1/\\alpha}\\;,\\qquad \\text{TVaR}_{1-\\gamma} (\\|F\\|) \\sim \\frac\\alpha{\\alpha-1} C_S^{1/\\alpha} \\gamma^{-1/\\alpha}\\;, \\]  as \\(\\gamma \\to 0\\) for a constant \\(C\\) depending on the distribution of \\(V\\) and \\(A\\).  Denote for aymptotically independent risks the constant \\(C^{\\text{ind}}\\), and for completely dependent risks \\(C^{\\text{dep}}\\). Then it turns out that \\(C_i^{\\text{ind}} \\leq C_i \\leq C_i^{\\text{dep}}\\) for \\(\\alpha \\geq 1\\) and \\(C_i^{\\text{dep}} \\leq C_i \\leq C_i^{\\text{ind}}\\) for \\(\\alpha < 1\\). Then it is shown that the analogous inequalities hold for \\(C_S\\), \\(C_S^{\\text{ind}}\\) and \\(C_S^{\\text{dep}}\\) in the case of equal marginal distributions of 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