Let $X_1,X_2$ denote positive exchangable heavy-tailed random variables with continuous marginal distribution function $F$. The asymptotic behavior of the tail of $X_1+X_2$ is studied in a general copula framework and some bounds and extremal properties are provided. For more specific assumptions on $F$ and the underlying dependence structure of $X_1$ and $X_2$, we survey explicit asymptotic results available in the literature and add several new cases.