, Indeed, condition 2 implies that I (a ? 1 A ) = a ? I (1 A ), so that I (1 ? ) = I (0 ? 1 A ) = 0. Condition 3 means I (1 C ) = 1. Now consider A ? B. 1 A and 1 B are comonotonic and 1 A ? 1 B = 1 B . Condition 1 implies I (1 A ? 1 B ) = I (1 B ) = I (1 A ) ? I (1 B ), The set-function defined by µ(A) = I (1 A ) is a capacity

, So I (f ) = ? m i=1 ? i ? µ(F i )

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