Question: Arctic shelter - The three blanket problem

Here is an interesting problem I've pondered every now and then. 

One is lost in a desolate winter landscape with 3 blankets (thin, 2x thin and 3x thin thicknesses).  He can construct a shelter like a teepee with the blankets.  How could he best arrange the blankets to stay the warmest?  I'm sure everyone puts the thickest blanket on top when they make their beds, so would that not the optimal order?  Layer the outside teepee with the thickest blanket followed by med, then thinnest on the inside?  We could even use only 2 barrier blankets and wrap the third around us.  In that case I might use the thinnest blanket as the outside barrier followed by the thickest and then wrap myself in the medium.  I'm not sure.  Can we prove? 

I thought we could turn this into a thermodynamics problem, and prove which way is theoretically better. 

Any thoughts, logical and otherwise?  Is the layering of sheets thinnest to thickest the best as we all layer our beds that way or will mathematics prove otherwise?