Uncertainty hangs over rural households in developing countries. This thesis aims first to better understand the consequences of vulnerability on behavior and also to analyze the implementation and impact of risk management strategies, internal or external to the household. The first chapter concentrates on the effect of exposure to tenure insecurity in Angola on saving behavior. It states that households without document are not able to accumulate precautionary saving. This behavior of self-coverage only occurs with cumulated risks. The second chapter focuses on the decision-making within the household for the choice of diversification strategies. The allocation of women working time in Senegal between domestic work and income generating activities is studied. A model of separate spheres with a transfer between spouses is validated. The low incidence of financial incentives and the importance of bargaining power are demonstrated. The last chapter analyzes the impact of external intervention on household vulnerability through a program which aims to develop access to energy services. Its impact is estimated on the nutrition of children. The results show a positive and progressive effect of the presence of the infrastructure on long-term nutrition. The intensity of use reduces the short-term malnutrition. A diffusion effect is also established. These three chapters allow to stress the inability of households to develop independent strategies against the vulnerability. Then they make out the need to develop market access in rural areas. Finally, the role of external intervention to provide management tools to households is underlined.