You are safer without a knife

[Husar]

You could throw some money into his general direction and then run away, assuming you're in a big city and he only has a small window of opportunity, as opposed to being in the middle of the sahara desert, you should get enough of a headstart to make it to somewhere safer. Or just kill him with your own gun but that might mean you get imprisoned for murder/manslaughter if you cannot prove that he actually wanted to mug you...
Stabbing him with a knife could lead to a similar charge I guess.