I'm convinced that guys who live on the edge don't think, for the most part, that they will get killed. To draw once again upon the auto racing/fighter pilot comparison, I quote A. J. Foyt:
"It ain't braggin' if you can do it."
I heard a shrink talking about race drivers once. He said that yes, they know of the danger and they know they can be hurt, but they don't consider that it might happen to them because they simply believe that they're too good at what they do. Its the highest possible level of confidence - to play a game with stakes so high that losing means dying... and to drive (or fly) with such skill that you know you won't get hurt.
Think about what Foyt was saying. He was not boasting and that was not a flippant retort. That's what he honestly believed. A thoughtful consideration of that quote might go a long way toward putting us inside the minds of the
Frank Lukes, A J Foyts and Evel Knievels of the world.