Running a jump freighter is not dangerous when you follow the rules. If you break the rules, you will eventually die. Follow them and you will live forever.
Always jump from friendly citadel to friendly citadel when in 0.0 or low-sec. Do not use mid-point locations that are not a citadel. So you are either cynoing from high-sec directly to a 0.0 friendly citadel or from a 0.0 friendly citadel to a low-sec citadel. Never ever cyno to a cyno beacon, that's where people will have traps waiting. Its so tempting, but don't fucking do it. That is the #1 rule people get lazy and break: instead of using a cyno alt, they use a beacon to cut corners, and they die.
Never carry super valuable stuff all at once. Stay below 1 bil if possible. This will discourage people from suicide ganking you in high-sec. Always scout the .5 high-sec systems when carrying big cargo, too. If there is a big suicide gank fleet full of hurricanes waiting, you should probably not jump through.
Always prescout citadels . You must make fucking sure there aren't bad guys at a friendly citadel. The only way you die to this should be if you really fuck up and don't notice the plated-out ship charging at you and you align to a highsec gate, anyway. If you are using correct citadels and paying attention, you are unkillable.
Always make a good cynosural spot bookmark. The spot needs to be located so that you are sure a jump freighter that cynos in will not be ejected by the friendly citadel model and hurled into space. I usually use 2 chars for this: one that undocks and stops and another that goes 7km away into space. The undock character then goes 6km from that. If they are still in range, and you bookmark at the middle spot between them, a cyno there will never put you in the citadel. I use 2 characters over cans because cans poop out like 1.5km randomly from your location, and so you can't be 100% sure.
Very important: when going back to highsec, always set your waypoint for the destination high-sec system and turn on autopilot as you are mid-warp to the gate. That way if you lag and bounce off your exit gate (or tab out of EVE) your autopilot will save you. It's insurance against laziness and accidentally bumping off the stargate.
Always warp to 0 when moving in highsec, never rely on autopilot and slow-boating that 15km between gates. This should be the case even if the load carried is small.
Never fly a TEST character into high-sec, even if it is just a single jump. Always swap the ship to a high-sec character in the low-sec citadel. It's really cumbersome, but if you don't want to die these are the things you do.