I am not a CEO, but I am pretty sure that after the company becomes a national entity there are some specific insurances specialized for this kind of individual and the board provides some security at company expenses [1].
For instance: The shareholders of Tesla know that it has a huge dependency on the services of Elon Musk, and the continuity and value of the business rely upon his ability to work (i.e. not being dead); I strongly believe that if the board of directors does not allocate security services to keep the continuity of his life (i.e. to keep him working) I would be surprised that it wouldn't be a gross breach in their fiduciary duties.
Tesla is a unique case in that their overvaluation is very much tied to elon personally. Elon is also a public and recognizable figure. Security is usually to keep the crazies away, not the dedicated attacker. If you're a nonpublic figure you don't have to worry about being recognized and attacked by random crazy people.
