What would happen to a man if he chose not to participate in Zaroff's game?

If a man chose to say no to the hunt, he was turned over to Ivan.

"Oh," said the general, "I give him his option, of course. He need not play that game if he doesn't wish to. If he does not wish to hunt, I turn him over to Ivan. Ivan once had the honor of serving as official knouter to the Great White Czar, and he has his own ideas of sport. Invariably, Mr. Rainsford, invariably they choose the hunt."