A note on Jensen type inequality for Choquet integrals

The purpose of this paper is to prove a Jensen type inequality for Choquet integrals with respect to a non-additive measure which was introduced by Choquet [1] and Sugeno [20]; $$\Phi((C)\;{\int}\;fd{\mu})\;{\leq}\;(C)\;\int\;\Phi(f)d{\mu},$$ where f is Choquet integrable, ${\Phi}\;:\;[0,\;\infty)\;\rightarrow\;[0,\;\infty)$ is convex, $\Phi(\alpha)\;\leq\;\alpha$ for all $\alpha\;{\in}\;[0,\;{\infty})$ and ${\mu}_f(\alpha)\;{\leq}\;{\mu}_{\Phi(f)}(\alpha)$ for all ${\alpha}\;{\in}\;[0,\;{\infty})$. Furthermore, we give some examples assuring both satisfaction and dissatisfaction of Jensen type inequality for the Choquet integral.