My answer is fairly simple, perhaps due to my own ignorance and inexperience, but since you asked:

There is a non-zero risk. But the rewards for talking and sharing with people about math far outweight this risk.

A more practical advice if you are really worried: I would try to cultivate and develop as many friendships as I could before starting collaborations. It works in two ways: 1) friends are less likely to steal from you, 2) people who walked walk with companies are less likely to be mugged.

My answer is fairly simple, perhaps due to my own ignorance and inexperience, but since you asked:

There is a non-zero risk. But the rewards for talking and sharing with people about math far outweight this risk.

A more practical advice if you are really worried: I would try to cultivate and develop as many friendships as I could before starting collaborations. It works in two ways: 1) friends are less likely to steal from you, 2) people who walked with companies are less likely to be mugged.