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

And we're doing 10 million simulations of each sum.
Really 10 million; i.e. when n=5, we're actually 
generating 50 million Paretos altogether, 5 for each sum.


n =  2  a =  0.5  c =  2.496115 
n =  2  a =  0.6666667  c =  2.358823 
n =  2  a =  1  c =  2.230448 
n =  2  a =  1.5  c =  2.150354 
n =  5  a =  0.5  c =  10.31565 
n =  5  a =  0.6666667  c =  8.436402 
n =  5  a =  1  c =  6.990643 
n =  5  a =  1.5  c =  6.214022 
n =  10  a =  0.5  c =  34.92293 
n =  10  a =  0.6666667  c =  24.13690 
n =  10  a =  1  c =  17.28116 
n =  10  a =  1.5  c =  14.13334 
n =  20  a =  0.5  c =  127.7820 
n =  20  a =  0.6666667  c =  71.31824 
n =  20  a =  1  c =  42.91715 
n =  20  a =  1.5  c =  32.03024 
n =  50  a =  0.5  c =  753.8506 
n =  50  a =  0.6666667  c =  302.135 
n =  50  a =  1  c =  140.4568 
n =  50  a =  1.5  c =  92.63965 
n =  100  a =  0.5  c =  2960.018 
n =  100  a =  0.6666667  c =  896.6337 
n =  100  a =  1  c =  337.7607 
n =  100  a =  1.5  c =  203.0018