What if one considers the following approach: Let e be a probability small enough that if I were to accept all bets offered to me with probability p<= e then the expected number of such bets that I win is less than one. The approach is to ignore any bet where p <=e.

This solve's Yvain's problem with wearing seatbelts or eating unhealthy for example. It also solves the problem that "sub-dividing" a risk no longer changes whether you ignore the risk.