In the A Song of Ice and Fire novels, the title of bloodrider carries great prestige within a khalasar. Bloodriders seat next to the Khal in feasts and ceremonies. They may also share the Khal's wife, but never his horse. A bloodrider may also be a ko, commanding a subdivision of the khalasar.
If a khal is killed, bloodriders are expected to avenge him. Once done, their last service is to escort the Khaleesi to Vaes Dothrak to join the Dosh khaleen. Then they are to join the khal in death.
Daenerys' bloodriders are Aggo, Jhogo and Rakharo. So far in the books they are all alive and well.