Ce document initie des lecteurs non-économistes aux théories de l'économie classique et comportementale du risque et de l'incertitude. Il décrit des résultats généralement acceptés en sciences économiques qui sont déterminants dans la prise de décision en conditions de risque ou d'incertitude et dans des situations où il est question de pertes et de gains. Pour illustrer ce sujet, sont présentés une sélection de résultats théoriques, entremêlés d'exemples de la vie quotidienne ainsi que des travaux de recherche en sciences économiques et en psychologie sur la perception du risque.

We use a controlled laboratory experiment to study firm's protection against potential technological damages. The probability of a catastrophic event is known, and the firm's costly investment in safety reduces it. The firm can also buy an insurance with full or partial refund against the consequences of the catastrophic event, which ultimately reduces the variance of the firm's investment-in-safety lottery. The firm makes these two choices simultaneously, after observing the insurance contract proposed by an insurer who chooses this contract within a set of premium-deductible combinations. We parametrize the insurer-firm game such that: (i) a risk-neutral insurer maximizes his expected profit by o↵ering an actuarially fair contract with full insurance; (ii) a risk-neutral firm is indi↵erent between investing in safety and accepting a fair insurance contract. We aim at understanding whether investment in safety and insurance are substitutes or complements in the firm's risk management of catastrophic events. In line with our predictions, the experimental results suggest that they are substitutes rather than complements: the firm's investment in safety measures is a↵ected by the insurer's proposed contract, the latter usually involving only partial insurance.