Weighted universal Value-at-Risk Superadditivity for discrete distributions

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Highly relevant for theoretical risk management, specifically regarding the limits of diversification benefits in portfolios with discrete loss distributions (e.g., credit losses, operational risks). It clarifies that standard diversification assumptions may fail or hold differently for discrete infinite-mean risks.

Low implementation complexity as it is a theoretical note. No code or algorithms are provided for direct implementation, only mathematical concepts.

The paper is purely theoretical with complete mathematical proofs provided. Reproducibility involves verifying the logical steps of the proofs, which are self-contained.