The theory of decision under uncertainty has been extensively developed last years and it is yielding relevant consequences in economic theory. It is interesting to investigate if new models for uncertainty aversion are robust when incorporated within classic economic frameworks. Results of Condie (2008) indicate that Maxmin Preferences are asymptotically irrelevant in a general equilibrium model. In this paper, Variational Preferences (axiomatized by Macheroni et al. (2006)) are tested in a survival problem based on Blume and Easley (2006). This paper shows that to determine survival it is necessary to compare levels of uncertainty aversion and aggregate risk, permitting the survival of an agent with persistent uncertainty aversion.