Solution : https://service.sap.com/sap/support/notes/865166 (SAP Service marketplace login required)
Key words : 
<jdk_dir>/jre/lib/security directory, missing jce jurisdiction policy files, download jce jurisdiction policy files, jce jurisdiction policy files, jce jurisdiction policy manually, downloaded zip/tar archive, netweaver 2004s java, higher netweaver release, minimum required version, terms netweaver upgrade
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