Assessing risk is really only part of the question. One also needs to consider the other side of the equation. We can choose to accept the risk if the potential reward is large enough. On the other hand, if we take steps to mitigate the risk, we may forgo the reward. Tjin's firefighter example illustrates this.

We can never eliminate all risk, but we can be thoughtful about how much risk we accept, and in what circumstances. SAR teams will often accept a somewhat higher risk if there is a chance of saving a life. If it is known in advance to be a body recovery mission, the level of acceptable risk is much lower.

USCG helicopter crews use a formal "GAR" (Geen, Amber, Red) risk assessment before launching a mission. A color (with associated number) is assigned each of several factors (weather, crew fatigue, etc). If the resulting score is within limits, they will launch. If the score is higher, they require approval from higher in the chain of command before launching. This doesn't eliminate risk, but it forces them to clearly think through and justify the risks before a mission. It reduces the tendency for highly motivated crews to take impulsive (but I'll advised) actions.