A good example is the Soviet leader Nikita Khrushchev. As beautifully detailed in this latest Mustard video about the legendary Tupolev Tu-114 turboprop airliner, Khrushchev knowingly and willingly risked his own life by choosing a somewhat experimental and unfinished Tu-114 airliner [instead of the complete / finished / tested albeit less glamorous Tu-116 variant] in order to make a grand entrance / landing in the US. He wasn't / isn't alone. Great leaders have sometimes chosen to put their own lives at stake in the pursuit of greatness. It isn't always technological confidence or knowledge that drives them to take risk - Khrushchev was no aviation expert [he did carry onboard pretty effective non-technical confidence-building means though - the son of the Tu-114's designer, no less!]. Instead, it's a burning desire to make an impression, to be seen as big and tall, that drives these men to endanger their own lives.
No one should be fooled that risking one's own life is an essential quality for big successes. No one should assume that the so-called "calculated risk" [MBAspeak bullshit] is not going to be fatal because it hasn't been fatal to great leaders. The great leaders that we know about are only those who risked their lives and happened to survive the risk. We never hear about or know about those men who just never made it - whose lives got ended during the risk-taking activity. It's essential to include these dead men in the probability / statistical calculation in order to arrive at a more realistic picture.