Both warm-blooded or cold blooded animals can live in colder environments. Warm-blooded arctic dwellers like penguins, polar bears, seals etc... need a steady food source and/or significant body fat reserves. Fish are cold-blooded animals that do quite well in cold conditions. Some have actually evolved to have anti-freeze like compounds in their bloodstream.
To answer your other question, I think a person's metabolic rate and body fat % are the main determining factors that make an individual more or less sensitive to changes in temperature.
Based on my experience girls have a much narrower range of temperatures in which they're comfortable because they (generally) have a higher body fat % and a slower metabolism than guys.