Factors indicating risks for future health and processes pertaining to the development of illnesses have come into the focus of social research. Ecological human development models and life course approaches to illness and health provide a theoretical understanding of the fundamental causes of ill health and the different spheres, which influence health. The sociological understanding of the stratification of society by (socio-economic) status constitutes the theoretical backdrop for understanding uneven distributions of health resources and health strains. Socio-economic health inequalities are observed in many countries including very wealthy countries such as Luxembourg. Social-psychological perspectives on processes of social cognition and social comparison in combination with theories on collective health lifestyles and beliefs highlight the processes through which social stratification is embodied into health inequalities, even in wealthy contexts. The theoretical model of the pathways through which socio-economic status influences health that underlies this thesis draws on all of the aforementioned disciplinary perspectives. Differentiating between objective and subjective conceptions of socio-economic status seems particularly important in wealthy contexts and is therefore also part of the theoretical model that underlies this thesis. As foundations for adult health and illness are laid during childhood and youth, socio-economic inequalities during these life phases can be all the more consequential and it is crucial to investigate and understand them thoroughly. While results on socio-economic health inequalities from empirical studies for childhood and adulthood are consistent across different health domains, results for adolescence are less consistent and vary for different health domains, different conceptions of socio-economic status and different national and regional contexts. Considering the lack of studies and literature on socio-economic health inequalities among adolescents in Luxembourg and ...