Well that is an idea ...
http://www.foxnews.com/us/2016/07/29/daredevil-to-attempt-jumping-out-plane-at-25000-feet-without-parachute.html
I can sort of see why he's doing it with no parachute, but on the other hand I can see why wearing one would be a very good idea.
If something goes wrong, and he can't get to the net, he's stuffed, utterly.
Proving you can do it, with no backup is really just being very macho, because doing it with an emergency parachute, and not using it, is ultimately the same as doing it without that spare, it's just showing that you have more nerve, but not particularly more sense.
I doubt someone with a career such as he has can actually get life insurance, and he's married with a child. If he dies in the process, his wife and son have to live with that. I presume his wife accepts him doing it, since she's jumped over 2000 times herself, but the reality of an accident is likely to be quiet different, and would have to be lived with, irreversibly.