Data from: Short‐term insurance versus long‐term bet‐hedging strategies as adaptations to variable environments

Understanding how organisms adapt to environmental variation is a key
challenge of biology. Central to this are bet-hedging strategies that
maximize geometric mean fitness across generations, either by being
conservative or diversifying phenotypes. Theoretical models have
identified environmental variation across generations with multiplicative
fitness effects as driving the evolution of bet-hedging. However,
behavioral ecology has revealed adaptive responses to additive fitness
effects of environmental variation within lifetimes, either through
insurance or risk-sensitive strategies. Here we explore whether the
effects of adaptive insurance interact with the evolution of bet-hedging
by varying the position and skew of both arithmetic and geometric mean
fitness functions. We find that insurance causes the optimal phenotype to
shift from the peak to down the less steeply decreasing side of the
fitness function, and that conservative bet-hedging produces an additional
shift on top of this, which decreases as adaptive phenotypic variation
from diversifying bet-hedging increases. When diversifying bet-hedging is
not an option, environmental canalization to reduce phenotypic variation
is almost always favored, except where the tails of the fitness function
are steeply convex and produce a novel risk-sensitive increase in
phenotypic variance akin to diversifying bet-hedging. Importantly, using
skewed fitness functions, we provide the first model that explicitly
addresses how conservative and diversifying bet-hedging strategies might
coexist.