The nonlinear utility of money?

Well, the point I was trying to make was supposed to be abstract and general. Nick Bostrom's Pascal's Mugging piece argues for a very similar (if not identical) point. Thanks for letting me know about this.

And yes, I'm bad at dealing with small probabilities. I feel that these evoke some philosophical questions about the nature of probability in general - or whatever we talk about when we talk about probabilities.