There are really two thoughts on this topic. One being, are you actually scared of dying, and the second being do you just not want to die just yet? Me for one, I'm not particularly scared of dying, I'm just scared of what I might miss, and the fact that my parents and friends would all miss me greatly.
Example: If someone held a gun against my head and threatened to kill me, I would be more afraid of the effect it would have on my friends and family, and the fact that I want to live and experience much more., I guess you could classify that as being scared of dying.