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Business jets in fact are considerably safer than driving per passenger-mile, though considerably less safe than commercial aircraft. Most rich people dying in small aircraft incidents are flying themselves (or passengers of their equally-rich buddies) as a hobby, which is considerably more dangerous... but usually you don't get rich by having an extremely low risk tolerance.
As for helicopters, those rich guys who helicopter-commute to Manhattan must have balls of steel. And the pilots, more like tungsten.
Checking the statistics, road fatalities in the US are 1.2 people per 100 million vehicle-miles, which is slightly less than 1.2 fatal crashes per 100 million vehicle-miles because most fatal crashes only kill one person.
Part 135 (i.e. all commercial flying except scheduled airline service) has about 1 fatal crash per 250,000 flight hours. If we assume an average speed of 200 mph for part 135 flying, that works out at 2 fatal crashes per 100 million flight-miles (and the typical fatal crash is going to kill everyone on the plane) - i.e. worse than driving, but not much. Part 135 helicopters are more dangerous than planes, but the FAA thinks this is because the helicopter accident rate is driven up by specific dangerous missions (like bad-weather search-and-rescue) and the intrinsic safety gap is small.
Scheduled airline service has less than 1 fatal crash per 5 million flight hours, which at airline speeds gives you <0.05 per 100 million flight miles. Very safe.
Bizjets will be safer than the part 135 average, but not as safe as scheduled airlines. So potentially not that much safer than driving.
Incidentally, private flying is about 1 fatal crash per 100,000 flight hours, and speeds are lower, so you are looking at 5-10 fatal crashes per 100 million flight-miles. Which I suppose is safer than a motorbike (about 30 deaths per 100 million miles).
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I sometimes hear allegations that business jet (and, to a lesser extent, tourist sightseeing) pilots are occasionally put into awkward incentive positions: when things are marginal but the boss really wants to get there for an important meeting. Or that you're paid by the seats for flights. It might not even be said explicitly.
The big airlines will absolutely delay your flight for marginal weather or maintenance issues (and other less-ideal reasons too, I'm sure). Their leadership has no incentive to risk the PR crisis of losing a whole planeload of passengers in ways that would just end a small operation.
"GetThereItis" is a pretty big driver of incidents across the board:
Most of the fatalities tend to be in private aviation, but the pressures are probably higher for charter. I'd assume it's especially hard if you're a sports fan having to tell Kobe Bryant that visibility is shit today, but even without that, it's the sort of business where reputation for reliability is a major driver in future customers. You can afford to have a plane sit out a single flight or a single day for safety sake pretty easily, since fuel and per-hour maintenance is so much of your running costs. But you can't afford to be the guy who cancels at the last minute, because then you end up with planes that sit for weeks on end.
The other big issue is that smaller charter operations can run with much less experienced pilots in one or both seats. I don't buy the full Colgan Air philosophy, but there definitely have been incidents where a pilot whose background overwhelmingly favored fair-weather flights got thrust into environments where they couldn't make that rule apply, and had no ability to judge bad weather conditions from unsafe ones. And while bigger charter operations will push pilots toward education, smaller ones tend to have hobbyist or semi-pro pilots that don't keep up on it.
I'd be willing to buy that similar decision making dooms people in auto accidents too. "Oh, it's just a couple more hours to our destination" has killed more than a few drivers, be they sleepy or on icy or dangerous roads.
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