Reading the wikipedia pagina, a complex measure $\mu$ is a function $\mathcal{F} \to \mathbb{C}$ that is $\sigma$-additive. I.e., if $(E_n)_n$ is a set of disjoint sets in the $\sigma$-algebra $\mathcal{F}$, we have
$$\mu(\bigcup_{n=1}^\infty E_n) = \sum_{n=1}^\infty \mu(E_n)$$
Unlike positive measures, we don't require that $\mu(\emptyset) = 0$. Why don't we require this last property?
From $\sigma$-additivity, we have $\mu(A\cup B)=\mu(A)+\mu(B)$ whenever $A\cap B=\emptyset$. Take $A=B=\emptyset$.