  Different models of capital exchange among economic agents have been proposed
recently trying to explain the emergence of Pareto's wealth power law
distribution. One important factor to be considered is the existence of risk
aversion. In this paper we study a model where agents posses different levels
of risk aversion, going from uniform to a random distribution. In all cases the
risk aversion level for a given agent is constant during the simulation. While
for a uniform and constant risk aversion the system self-organizes in a
distribution that goes from an unfair ``one takes all'' distribution to a
Gaussian one, a random risk aversion can produce distributions going from
exponential to log-normal and power-law. Besides, interesting correlations
between wealth and risk aversion are found.
