This thesis investigates the choices under risk in the framework of non-expected utility theories. One of the key contributions of this thesis is providing an approach that allows for a complete characterisation of Cumulative Prospect Theory (CPT) preferences without prior knowledge of the reference point. The location of the reference point that separates gains from losses is derived endogenously, thus, without any additional assumptions on the decision maker’s risk behaviour. This is different to the convention used in the literature, according to which, the reference point is preselected. The problem arising from imposing the location of the reference point is that the underlying preference conditions might not be alligned with the predictions made by the model. Consequently, it is difficult to verify such a model or to test it empirically. The present contribution offers a set of normatively and descriptively appealing preference conditions, which enable the elicitation of the reference point from the decision maker’s behaviour. Since these conditions are derived using objective probabilities, they can also be applied to settings such as health or insurance, where the continuity of the utility function is not required. As a result, the obtained representation theorem is not only the most general foundation for CPT currently available, but it also provides further support for the use of CPT as a modelling tool in decision theory and fi…nance. Another contribution that this thesis can be credited with is an application of rank-dependent utility theory (RDU) to the problem of insurance demand in the monopoly market affected by adverse selection. The present approach extends the classical model of Stiglitz (1977) by accounting for an additional component of heterogeneity among consumers, the heterogeneity in risk perception. Speci…fically, consumers employ distinctive probability weighting functions to assess the likelihood of risky events. This aspect of consumers’' behaviour highlights the importance that the probabilistic risk attitudes within the RDU framework, such as optimism and pessimism, have for the choice of insurance contract. The analysis yields a separating equilibrium, with full insurance for a sufficiently pessimistic decision maker. An important implication of this result is that any low-risk individual who sufficiently overestimates his probability of loss will induce the uninformed insurer to o¤er him full coverage, thereby, affecting the high-risk type adversely. This outcome is consistent with the recent empirical puzzle regarding the correlation between ex-post risk and insurance coverage, according to which, agents with low exposure to risk receive a larger amount of compensation. By providing an explanation of this pattern of individual behaviour, the current work demonstrates that theory and practice of insurance demand can be reconciled to a greater extent. The paper also provides a behavioural rationale for policy intervention in the market with RDU agents, where the initial distortions in contracts due to unobservable risks are aggravated by the non-linear weighting of probability of a risky event.

Nombreux sont ceux à considérer que depuis le développement de la médecine curative, la prévention a occupé une place secondaire dans le système de santé français. La préoccupation majeure aurait été jusque-là d’assurer un accès aux soins plutôt que de favoriser une culture de la prévention. Depuis quelques années, les différents drames sanitaires (transfusion sanguine, amiante, canicule, hormone de croissance, épidémies de grippe, cancers,...) ont sensibilisé l’opinion à la notion de “sécurité sanitaire” et fait émerger une prise de conscience nouvelle autour des problématiques de la prévention. Le recours à la prévention permet aux individus et aux pouvoirs publics d’exercer un contrôle sur les risques de santé auxquels ils sont exposés et de mener des actions conséquentes dans le but d’améliorer l’état de santé en évitant l’apparition, le développement ou l’aggravation des maladies ou des accidents tout en favorisant des comportements individuels et collectifs pouvant contribuer à réduire les risques sanitaires. Une des réponses face aux risques de santé est d’inciter les individus à plus de prévention car ils ne sont plus seulement consommateurs de soins mais aussi producteurs de leur état de santé. Quel est donc le rôle des individus et quelle est la part de responsabilité dévolue à chacun dans la prévention des risques sanitaires ? De plus, la prévention des risques sanitaires s’inscrit dans un environnement d’ambiguïté et d’incertitudes car les risques auxquels sont exposés les individus sont diversement nombreux et pas toujours bien connus. Il n’est donc pas aisé de relier avec certitude un facteur de risque et un effet sanitaire pour ainsi adopter un comportement de prévention adéquat. Dans ce contexte d’incertitude, de nombreux modèles d’aide à la décision, ou de représentations des préférences ont été proposés ces dernières années (Klibanoff et al.(2005), Bleichrodt et Eeckhoudt(2006) Machina(2009), Etner et al.(2011)). Cette thèse analyse les comportements de prévention des individus face à des risques de santé tout en mettant l’accent sur les politiques publiques de prévention proposées. Elle consiste d’une part à des études théoriques des comportements de prévention et de gestion des risques sanitaires en utilisant des modèles récents de préférences. Ce travail analyse le comportement des individus qui doivent prendre des mesures de prévention pour protéger leur propre santé dans un contexte d’incertitude. D’autre part, elle se consacre à une étude empirique pour cerner les perceptions et informations qu’ont les individus en termes de risque de santé. En outre, tout au long de ce travail, nous avons cherché à étudier la pertinence du modèle théorique élaboré au regard des politiques pratiquées. Le premier chapitre présente les principes de modélisation des décisions économiques en présence d’un risque de santé plus ou moins bien connu. Après avoir détaillé lesdifférentes approches dans les modèles de décisions dans le risque et dans l’incertain, nous avons mis en relief l’importance de l’introduction de variables bidimensionnelles (ou multidimensionnelles) dans le modèle de choix pour permettre de rendre de l’environnement multidimensionnel des risques de santé. Le deuxième chapitre est une étude originale proposée sur l’analyse de la prévention en santé lorsque les individus présentent de l’aversion à l’ambiguïté. Dans ce chapitre, nous avons étudié les comportements individuels de prévention face à une incertitude sur l’état de santé et avons montré que l’aversion à l’ambiguïté incite les individus à faire plus de prévention primaire et secondaire sous l’hypothèse d’une utilité marginale de la richesse croissante avec l’état de santé. (...) / Many are those to consider that since the development of the curative medicine, the prevention occupied a secondary place in the French health care system. Major concern would have been up to that point to ensure an access to healthcare rather than to support a culture of prevention. Since a few years, various medical dramas (blood transfusion, asbestos, heat wave, growth hormone, flu epidemics,cancers,...) have raised awareness of the concept of “safety” and brings out a new awakening around the prevention problems.The use of prevention allows the individuals and the public authorities to exert a control on the health risks to which they are exposed and to conduct consequent actions in order to improve health and prevent the emergence, the development, the development or the aggravation of the diseases or accidents while promoting individual and collective behaviors that can help to reduce the risk health. One of the answers in front of the health risks is to incite the individuals to more prevention because they are not only consumers of care, but also producers of their health. What is the role of individuals and what is the share of responsibility reserved for each one in the prevention of health risks ? In addition, the prevention of health risks is part of an environment ambiguity and uncertainty because the risks to which are exposed individuals are many different ways and not always well known. It is thus not easy to connect with certainty a risk factor and a health effect for adopting an adequate prevention behavior. In this context of uncertainty, many support the decision models or representations of preferences have been proposed in recent years (and Klibanoff (al. (2005), and Bleichrodt Eeckhoudt (2006), Machina 2009), Etner et al. (2011)).This thesis analyzes the individual behaviors of prevention in front of health risks while focusing on the public policies of prevention proposed. It consists on the one hand in theoretical studies of the behaviors of prevention and management of the health risks by using recent models of preferences. This work analyzes the behavior of the individuals who need to take preventive measures to protect their own health in a context of uncertainty. On the other hand, it is devoted to an empirical study to determine perceptions and information which have the individuals in terms of risk of health. Moreover, throughout this work, we sought to examine the relevance of the theoretical model developed with regard to the policies practiced. The first chapter presents the principles of modeling economic decisions in the presence of a more or less well known health risk. After detailing the different approaches in models of decisions under risk and uncertainty, we have highlighted the importance of the introduction of two-dimensional variables (or multidimensional) in the model of choice to allow to report the multidimensional environment of health risks. The second chapter is an original proposed study on the analysis of preventive health when the individuals have an aversion to ambiguity. In this chapter, we studied individual behavior of prevention in front of an uncertainty on the health status and have showed that aversion to ambiguity encourages the individuals to make more primary and secondary prevention under the assumption of a marginal utility of the increasing wealth with the health status. (...)