2 problems

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Conjecture on the diversification penalty for generalized Pareto losses
Diversification-penalty conjecture. The same inequality should hold for any such generalized Pareto losses with possibly different shape parameters:
Conjectureopendiversification generalized-pareto-distributions risk-measuresarXiv posted 2 days ago
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Conjecture on stochastic dominance under diversification of Pareto losses
Diversification conjecture. The stochastic-dominance inequality
Conjectureopendiversification pareto-distributions stochastic-dominancearXiv posted 2 days ago

Conjecture on the diversification penalty for generalized Pareto losses