Chebyshev type inequality for Choquet integral and comonotonicity

We supply a Chebyshev type inequality for Choquet integral and link this inequality with comonotonicity.

► A Chebyshev inequality in the setting of monotone set functions.
► Validity of Chebyshev inequality for comonotonic non negative random variables.
► Characterization of comonotonic integrable random variables via Chebyshev inequality.