I would probably think I'm going to die for sure. If someone is sick enough to hold a gun to your head, they're probably more than capable of also pulling the trigger. I would be hoping to have a bluffer/negotiator-type but I wouldn't get my hopes up.
In actual fact, what would most likely be going through my mind is something like; ohmygodohmygodohmygodhelphelphelphelphelpfuckfuckfuck.
I would give the person whatever they were demanding. There's not much else you can do in that situation. If they're not really demanding anything and I know for a fact they're going to kill me, then I would try to fight back somehow.
I have never been held at gun point but heard about people that have had sunday specials pulled on them. depending on the situation i am willing to bet people are just flexing or at the most leg shooters
I would be shocked. I would then try to talk who ever was holding me that what they are doing is wrong, and should stop immediately, and tell them they can lead a better life if they redeem themselves of this crime and all those they have done in the past in the hope they would just turn around and go. I would ask for the gun then. If they didn't, I would just give them my wallet, because even if I had a gun, I would rather fork out my wallet than risk getting shot.