Assigning a finite value is a classic &quot;Black Swan&quot; fat-tail misapprehension.  How much you would pay to play it is only one side of the equation; the other is how much you would charge to allow someone else to play it.<p>Our inability to reason about infrequent events means that a casino that plays this game may look like a very attractive proposition, because in practice (finite small-scale simulation) the expected payouts are quite reasonable.  So it would behoove the casino to leverage itself up to its eyeballs to maximize the return on investment.<p>While the numbers for the &quot;finite versions&quot; part of the article seem quite reasonable, it&#x27;s easy to forget that when leverage comes into play, a game like this can not only bankrupt the casino, but can ripple back to all of the investors (lenders) as a loss that far exceeds the profits in the history of the casino.