Dan Gardner's book "Risk: The Science and Politics of Fear" is getting a bit old now (2009) but provided a fascinating sense of perspective. If I remember rightly, also useful for revealing how our inability to assess risk properly is used very effectively by people in positions of influence, whether that's selling us things or running our countries. A much better read than the rather dry title suggests!I saw a documentary, which claimed, and this may or may not be true, that you're statistically less likely to suffer a violent death, wherever you are in the world than at any point in human history. Whether you take, 1 year, 10 years, 100 years 1000 years ago, your chances of avoiding an end like this are better than they have ever been.
What has changed is social media makes these things more visible (though I guess this is far from uniform) and we're more able to humanise the victim, which is positive, but people are bad at working out the chances of this happening to themselves or their family.
One example, on a slight tangent as not about physical 'risk', is that we're easily persuaded that a sequence of events is more likely than a single event, even though statistically that's untrue. Advertisers, bookmakers and politicians exploit this all the time.
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