More Questions About Great Expectations - Week 16

The biggest question that I had in this week's reading was why does Abel Magwich care so much about Pip? I understand that he relates to him being an orphan, and that he is thankful for Pip's help in the graveyard, but when the convict comes to Pip in chapter 39, he's risking being caught and executed. I feel like I'm missing something about why the convict is so interested in Pip, because to risk your life for a boy, just because you can slightly relate yourself to him, sounds to me like insanity.