@article{alfonsi:hal-01101310, TITLE = {{A simple proof for the convexity of the Choquet integral}}, AUTHOR = {Alfonsi, Aur{\'e}lien}, URL = {https://enpc.hal.science/hal-01101310}, JOURNAL = {{Statistics and Probability Letters}}, PUBLISHER = {{Elsevier}}, YEAR = {2015}, HAL_ID = {hal-01101310}, HAL_VERSION = {v1}, }