Lapied, André; Toquebeuf, Pascal - In: Theory and Decision 74 (2013) 3, pp. 439-445
This note completes the main result of Zimper (Theory and decision, doi:<ExternalRef> <RefSource>10.1007/s11238-010-9221-8</RefSource> <RefTarget Address="10.1007/s11238-010-9221-8" TargetType="DOI"/> </ExternalRef>, <CitationRef CitationID="CR7">2010</CitationRef>), by showing that additional conditions are needed in order the law of iterated expectations to hold true for Choquet decision makers. Due to the comonotonic additivity of Choquet...</citationref></refsource></externalref>