[gaius]

From what I have seen: the risk of starting a company is very low. No matter what happens, you're not going to starve or be homeless or be ill with no health cover.

But on the other hand: it's difficult to start a company (in the sense that there is a lot of bureacracy to negotiate) and the incentive to succeed is also lower (partly because the risk is lower, and partly because the tax system is punitive of anyone who breaks from the herd).