Is there a function which will return the approximate value of the n th prime? I think this would be something like an approximate inverse prime counting function.
An efficient implementation is probably not possible with a sieve. Think what would happen if you want to have the first 10.000 prime numbers. You probably would have to make a sieve over a huge bigger amount of numbers.
Your own implentation in this question and my answer are good ways to implement this without knowing the appr. value of a prime