Normally it’s not that dangerous being a peacekeeper. Since 1948 nearly 2,000 peacekeepers have died while serving in a UN peacekeeping force. Over 70 percent of those deaths were due to accidents or illness. Currently peacekeeper combat fatalities come out to 90-110 per 100,000 troops per year (a standard measure of such things.) That’s dangerous but not nearly as much as some recent wars. In Afghanistan foreign troops lost about 350-450 in 2012-14. At the peak of the fighting (2005-7) in Iraq, the losses were 500-600 per 100,000. The rate for U.S. troops in Vietnam and World War II was about 1,500 per 100,000 troops. So the UN peacekeepers are often seeing some considerable violence but at less than a third of the rate of troops in actual wars.
The most deadly mission was Somalia in 1993-5 where the 19,000 peacekeepers suffered a rate of 284 per 100,000. There were actually two deadlier, in a statistical sense, peacekeeping missions but these were much smaller operations and together they suffered eleven combat deaths. The fourth most deadly peacekeeping mission is still underway in Mali. There a peacekeeping force composed of 11,000 French and (mainly) African troops encountered more danger than expected. After two years of effort 44 peacekeepers have been killed. That works out to a death rate of 270 per 100,000 per year. Mali has seen the highest casualty rates of any UN sponsored peacekeeping operation currently under way. Total peacekeeper casualties in Mali since early 2013 are less than 200 dead and wounded. The casualties have been higher in the last few months as Islamic terrorists from Mali settle into bases in southern Libya and are now regularly moving south to carry out operations in northern Mali. With bases in Libya the Mali Islamic terrorists always have a place to go for rest, taking care of the wounded and training new recruits. That makes these terrorists more effective. Worldwide Islamic terrorists have become a growing problem for peacekeepers and people in general.
Over the last decade the UN has spent $7-10 billion a year on 13-20 peacekeeping operations supported each year. This pays for the peacekeepers and a smaller support staff. It's actually a pretty cheap way of keeping some conflicts under control. The causes of the unrest may not be resolved by peacekeepers but at least the problem is contained and doesn't bother the rest of the world too much. This is an increasingly unpopular approach to peacekeeping, except in the UN bureaucracy. Many UN members would rather send peacekeepers to where they are not wanted (by the government, usually a bad one that is often the cause of the trouble in the first place).
Most of the money is going to a few large peacekeeping operations. Three of the largest get over half the cash and for over a decade this has been Congo, Darfur (western Sudan), and southern Sudan. Africa has the largest number of "failed states" on the planet and, as such, is most in need of outside security assistance. The Middle East is also a source of much unrest. But there the problem isn't a lack of government, just bad government. Most Middle Eastern nations are run by tyrants, who have created police states that at least keep anarchy at bay and peacekeepers out.
To further complicate matters, religion has become a touchy subject. While Islamic radicalism is more of a problem to fellow Moslems than it is to infidels (non-Moslems), most Middle Eastern governments avoid blaming Islam for these problems. Since it's increasing difficult to pin the blame on "colonialism" or "crusaders," the Middle Eastern nations encourage other UN members to just stay away from the religious angle altogether. This has made it difficult to deal with peacekeeping issues in Moslem nations, since religion usually plays a part in creating the problem. To the UN, this is just another diplomatic problem to be dealt with, although not very well in most cases.
There’s another growing problem; the troops and money that keep all the peacekeeping going are in danger of fading away. Frantic diplomacy is underway by the UN to try and makes things all better, but success is not assured and every year there’s the same drama as cash shortages threaten to shut down many peacekeeping operations.