After the first book, there are a series of fake deaths in the following books. Of course, there are some pretty major real deaths as well. Tyrion is so awesome he gets multiple non-death scenes in the books. GRRM may have set up a world where anyone can die, but you could tell that he was too in love with Tyrion to let him suffer a watery death (actually this could have happened three times now that I think of it. Tyrion and water don't seem to agree with eachother).
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