  Following the risk-taking model of Seel and Strack, $n$ players decide when
to stop privately observed Brownian motions with drift and absorption at zero.
They are then ranked according to their level of stopping and paid a
rank-dependent reward. We study the problem of a principal who aims to induce a
desirable equilibrium performance of the players by choosing how much reward is
attributed to each rank. Specifically, we determine optimal reward schemes for
principals interested in the average performance and the performance at a given
rank. While the former can be related to reward inequality in the Lorenz sense,
the latter can have a surprising shape.
