Choquet integrals and capacities play a crucial role in modern decision theory. Comonotony is a central concept for these theories because the main property of a Choquet integral is its additivity for comonotone functions. We consider a Choquet integral representation of preferences showing...

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>