  In this work we study the individual strategies carried out by agents
undergoing transactions in wealth exchange models. We analyze the role of risk
propensity in the behavior of the agents and find a critical risk, such that
agents with risk above that value always end up losing everything when the
system approaches equilibrium. Moreover, we find that the wealth of the agents
is maximum for a range of risk values that depends on particular
characteristics of the model, such as the social protection factor. Our
findings allow to determine a region of parameters for which the strategies of
the economic agents are successful.
