%0 Journal Article %T A simple proof for the convexity of the Choquet integral %+ Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) %+ Mathematical Risk Handling (MATHRISK) %A Alfonsi, Aurélien %< avec comité de lecture %@ 0167-7152 %J Statistics and Probability Letters %I Elsevier %8 2015 %D 2015 %Z 1501.01453 %Z Mathematics [math]/Probability [math.PR] %Z Mathematics [math]/Functional Analysis [math.FA]Journal articles %X This note presents an elementary and direct proof for the convexity of the Choquet integral when the corresponding set function is submodular. %G English %L hal-01101310 %U https://enpc.hal.science/hal-01101310 %~ ENPC %~ INRIA %~ INRIA-ROCQ %~ CERMICS %~ INSMI %~ PARISTECH %~ TESTALAIN1 %~ INRIA2 %~ UNIV-EIFFEL %~ UPEM-UNIVEIFFEL