A couple hairs to split: I wouldn't say more "prone to risk", I'd say they have different risk preferences. It's not like one or the other attitude towards risk is better or worse, they're just more or less adaptive given a certain environment.

I also wouldn't say men are disposable, as the story you tell at the group level is weak selection compared to at the individual level, but the gist is correct. Another way to look at it is: it's possible for males to win the genetic lottery, but impossible for females. The most reproductively successful men have had thousands of children, but women are limited to ~13 max. The upshot is that men have evolved to prefer risk more than women because the ceiling on payoffs is very high (i.e., you could get really rich, have lots of kids, multiple wives, tons of cattle), but for women the benefits of those huge lottery-winnings payoffs are much smaller in comparison to the costs (because you can only have 13 kids, and only slowly).

In my head, this is the explanation for ~80% of the differences in behavior by sex.