I will keep my gun to protect me instead of waiting 20 minutes for the police.
Society can't protect from any thing you listed (except for hunger)
loneliness, if you make every one hate you and are lonely thats your fault.
Fear, if there is crime there is always a bit of fear.. How many people walk around the worst part of town at night unless they have too or are criminals(yes I know there are exceptions)
hunger...well both capitalist and socialist societies have soup kitchens.