In this paper we provide a general mathematical framework for distributional transforms, which allows for many examples that are used extensively in the literature of finance, economics and optimization. We put a special focus on the class of probability distortions, which is a fundamental tool...

This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure. Conditions for supB|Cn(B)| to converge stably (in particular, in distribution)...