This note completes the main result of [Zimper A., (2010) Re-examining the law of iterated expectations for Choquet … the law of iterated expectations to hold true for Choquet decision makers. Due to the comonotonic additivity of Choquet …

ahead predictors when unanticipated breaks occur, and consequentially, the law of iterated expectations then fails inter …

">2010</CitationRef>), by showing that additional conditions are needed in order the law of iterated expectations to hold true for Choquet …

. 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 …

This note completes the main result of [Zimper A., (2010) Re-examining the law of iterated expectations for Choquet … the law of iterated expectations to hold true for Choquet decision makers. Due to the comonotonic additivity of Choquet …