We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for belief functions, in the Dempster and Shafer setting.Choquet integral, product capacity.

Alain Chateauneuf

Jean-Philippe Lefort

Research Papers in Economics

English

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Some Fubini theorems on product sigma-algebras for non-additive measures