Dominiak, Adam - In: Economics Letters 120 (2013) 2, pp. 155-159
. Economics Letters 37, 145–149] result, it is shown that the law of iterated expectations can be maintained in the class of … Choquet expected utility preferences, even though beliefs are non-additive. Choquet integrals satisfy the law of iterated … expectations on a fixed partition if and only if the unconditional capacity is additively separable among the events forming that …