Short-term insurance versus long-term bet-hedging strategies as adaptations to variable environments

Abstract

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 of bet-hedging and the multiplicative fitness effects of environmental variation across generations have traditionally assumed that environmental conditions are constant within lifetimes. 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 fitness functions within and between lifetimes. When insurance causes the optimal phenotype to shift from the peak to down the less steeply decreasing side of the fitness function, then conservative bet-hedging does not generally evolve on top of this, even if diversifying bet-hedging can. Canalization to reduce phenotypic variation within a lifetime is almost always favored, except when 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 example of how conservative and diversifying bet-hedging strategies might coexist.