  Most people are risk-averse (risk-seeking) when they expect to gain (lose).
Based on a generalization of ``expected utility theory'' which takes this into
account, we introduce an automaton mimicking the dynamics of economic
operations. Each operator is characterized by a parameter q which gauges
people's attitude under risky choices; this index q is in fact the entropic one
which plays a central role in nonextensive statistical mechanics. Different
long term patterns of average asset redistribution are observed according to
the distribution of parameter q (chosen once for ever for each operator) and
the rules (e.g., the probabilities involved in the gamble and the indebtedness
restrictions) governing the values that are exchanged in the transactions.
Analytical and numerical results are discussed in terms of how the sensitivity
to risk affects the dynamics of economic transactions.
