It probably becoming self-employed can be a much bigger strain on a person than holding a normal job. A self-employed person has much more responsibilities and cannot enjoy all the benefits and leaves that are accounted to each normal employee anywhere else in the world. The success and money they make depends on how well they run their business. This should not deter those who feel self-employment is still the best option for them. Many are successful starting their own businesses and it is worth trying if the idea is there. Just keep in mind that there are different rules for those who are self-employed when compared to those who are just employees.
reference: http://www.sfla.co.uk/employment/self-employed.htm