Here c = the .02 quantile for the sum of n Paretos:

And we're doing 1 million simulations of each sum.
Really 1 million; i.e. when n=5, we're actually
generating 5 million Paretos altogether, 5 for each sum.


n =  2  a =  0.5   c = 2.494083 
n =  2  a =  0.6666667  c = 2.356310 
n =  2  a =  1    c = 2.231495 
n =  2  a =  1.5    c = 2.150049 
n =  5  a =  0.5    c = 10.31598 
n =  5  a =  0.6666667    c = 8.434906 
n =  5  a =  1    c = 6.987409 
n =  5  a =  1.5    c = 6.2152 
n =  10  a =  0.5    c = 34.90957 
n =  10  a =  0.6666667    c = 24.14963 
n =  10  a =  1    c = 17.26878 
n =  10  a =  1.5    c = 14.13275 
n =  20  a =  0.5    c = 127.4944 
n =  20  a =  0.6666667    c = 71.26244 
n =  20  a =  1    c = 42.9005 
n =  20  a =  1.5   c = 32.00586 
n =  50  a =  0.5   c = 754.5102 
n =  50  a =  0.6666667   c = 302.1186 
n =  50  a =  1    c = 140.4697 
n =  50  a =  1.5    c = 92.641 
n =  100  a =  0.5    c = 2945.278 
n =  100  a =  0.6666667    c = 895.4555 
n =  100  a =  1    c = 338.0986 
n =  100  a =  1.5    c = 203.0833