  This paper attempts to find a relationship between agents' risk aversion and
inequality of incomes. Specifically, a model is proposed for the evolution in
time of surplus/deficit distribution, and the long-time distributions are
characterized almost completely. They turn out to be weak Pareto laws with
exponent linked to the relative risk aversion index which, in turn, is supposed
to be the same for every agent. On the one hand, the aforesaid link is
expressed by an affine transformation. On the other hand, the level of the
relative risk aversion index results from a frequency distribution of
observable quantities stemming from how agents interact in an economic sense.
Combination of these facts is conducive to the specification of qualitative and
quantitative characteristics of actions fit for the control of income
concentration.
