The number of people who are self-employed has increased more than 14 percent since 2001. Today, more than 10 million Americans work for themselves, according to TD Ameritrade.

There is a disconnect between what self-employed people are doing to save for retirement and where they expect that retirement money to come from, the survey found.

Nineteen percent said they expect their retirement income to come from their business and 14 percent expect it to come from the sale of their business. Fifty-nine percent expect to rely on the money they save before they retire and 38 percent plan to rely on investments in their IRAs.

Self-employed individuals are more satisfied than traditionally employed people with the flexibility of their work schedules, but it does come at a cost. Sixty-one percent of survey respondents said their biggest challenge is unpredictable income. Many also find it difficult to afford good health insurance and save for retirement as much as they would like.

Self-employed people have loftier retirement savings goals than those who are traditionally employed, the survey found. The median goal of self-employed savers was $1 million, compared to $725,000 for those who work for someone else.

When choosing how to save, self-employed people look for options that fit their circumstances, are easy to set up, make it easy to contribute and allow for irregular contributions. They are more likely to save in money market or traditional savings accounts than other retirement vehicles, like IRAs.

Less than half of those surveyed had heard of individual 401(k) plans.