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 =  2.497071 
n =  2  a =  0.6666667  c =  2.359084 
n =  2  a =  1  c =  2.230638 
n =  2  a =  1.5  c =  2.149992 
n =  5  a =  0.5  c =  10.31253 
n =  5  a =  0.6666667  c =  8.438448 
n =  5  a =  1  c =  6.993599 
n =  5  a =  1.5  c =  6.213891 
n =  10  a =  0.5  c =  34.92879 
n =  10  a =  0.6666667  c =  24.11748 
n =  10  a =  1  c =  17.28757 
n =  10  a =  1.5  c =  14.13616 
n =  20  a =  0.5  c =  127.6499 
n =  20  a =  0.6666667  c =  71.28516 
n =  20  a =  1  c =  42.90522 
n =  20  a =  1.5  c =  32.03695 
n =  50  a =  0.5  c =  753.4066 
n =  50  a =  0.6666667  c =  302.1734 
n =  50  a =  1  c =  140.5066 
n =  50  a =  1.5  c =  92.61256 
n =  100  a =  0.5  c =  2961.086 
n =  100  a =  0.6666667  c =  897.169 
n =  100  a =  1  c =  337.6624 
n =  100  a =  1.5  c =  202.9919