Let $f: \mathbb{R}^+ \rightarrow \mathbb{R}^+$ be an increasing concave function such that $f(t) = 0$ if and only if $t = 0$. Let $(X,d)$ be a metric space. Show that $d_f = f \circ d $ defines a metric on $X$.
Attempt: I proved symmetry, and other properties (which are straightforward). But I don't know how to prove the triangle inequality. Let $x,y,z \in X$. We want to prove that $d_f(x,y) \leq d_f(x,z) + d_f(z,y).$ We have $$ d_f(x,y) = f(d(x,y)) \leq f(d(x,z) + d(z,y)). $$ How can I deduce from the fact that $f$ is concave that $$f(d(x,z) + d(z,y)) \leq f(d(x,z)) + f(d(z,y))$$?