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In this work we study the individual strategies carried out by agentsundergoing transactions in wealth exchange models. We analyze the role of riskpropensity in the behavior of the agents and find a critical risk, such thatagents with risk above that value always end up losing everything when thesystem approaches equilibrium. Moreover, we find that the wealth of the agentsis maximum for a range of risk values that depends on particularcharacteristics of the model, such as the social protection factor. Ourfindings allow to determine a region of parameters for which the strategies ofthe economic agents are successful.

Optimal risk in wealth exchange models: agent dynamics from a microscopic perspective