According to me, I won't fight because although at times it might help in scaring the person away and at times it might lead to death. Most people approach you with guns not because they want to fight you but because they want to scare you and make surrender. According to me being shot is just one's will because if you can give or follow the instructions given by your attackers you won't get hurt.
At such a scenario, I'll surrender myself and if am shot, its still cool because maybe that was my last day to see the earth's face. Especially if you're a lady, there's nothing you will ever do. We ladies are known to be inferior creatures especially at a gun point we don't have any other way out. In fact you cannot fight with someone whose weapon and you don't have anything.