The aim of this note is to propose an interpretation of two notions of derivative for transferable utility (TU) games recently introduced by Epstein and Marinacci, in terms of a generalization of thè classi-cal Radon-Nikodym derivative for measures. We show that, at least for some important classes of games, thè intuition is correct and thè Epstein-Marinacci derivative can be represented in thè way we suggest.