Quote from Brandonf:
I think Madoff is likely has a sociopathic personality, which makes him unable to feel anything related to the pain and loss he has caused other people. He will only be able to feel the pain of being caught, and even on reflection of that he likely thinks he is smarter then anyone else and will be able to someone get away with it. If he does eventually come to the realization that he cant, then he may kill himself, but not until that point. And if he does it will not have anything to do with what he has done to other people.