Completely disagree, social security has rather a negative on the willingness of the population to take risks. In countries with high social securities, such as Switzerland or Germany there are less startups founded on average. People instead are in a kind of security thinking and take the most safe jobs, get an insurance for everything, etc..
Along with the fact that Norway saves all its oil in a fund for a rainy day, I don't think oil figures that much.
Do you actually know anything about these countries? I see a lot more entrepreneurs in Switzerland than I do in the US. That is, I see people with small businesses all over the place. It feels like every 3rd or 4th car on the road is a company car for some small business. Maybe there aren't thousands of useless, never-going-to-go-anywhere web start-ups starting every day, but who cares?