Corporate declares what is most expensive in order from 1 to 3, because the server rules follow the law priority interpretation. You are to minimise expenses. Damage to you is most expensive, damage to the station is second most expensive with crew being least expensive. You are expected to follow the laws in good faith and not be a dick.
If you have to make a choice between saving the Captain or yourself, save yourself. Unless there are other factors to consider. For example, if there are thousands of smaller expenses, such as a dozen crewmen dying compared to one bigger expense, such as smashing a window or breaking a department; it may be worth considering saving the crew.