Dynamic pricing strategies in industries are often risk-neutral, but in reality, risk aversion is common. This study introduces a new approach using a risk measure called Conditional Value-at-Risk (CVaR) to address this issue. By making simple adjustments to selling probabilities, the risk-averse pricing problem can be transformed into a risk-neutral one. The study shows that the optimal decisions and values in both scenarios are proportional under certain conditions. This means that existing pricing systems can easily incorporate risk aversion without major changes, and decision makers can benefit from more accurate estimates of selling probabilities.