Quantitative Analysis

A poor man's Monte Carlo.

For every set of parameters below — premium, payout, policy volume, vault capital — we draw 10,000 random delay rates and compute the underwriter's yield each time. The histogram is the distribution of outcomes; the four cards above are its summary stats.

What this does

Each trial picks a delay probability p uniformly between the min/max sliders, then applies the parametric formula yield = M·(π − λ·p) / C. 10,000 trials give us a mean, a 5th/95th percentile, and a profit probability for the vault.

Why “poor man's”

A real Monte Carlo would calibrate p to historical BTS data per route, draw individual flight outcomes (Bernoulli, not an average), and model correlated outages when storms hit a hub. Ours uses a flat uniform distribution — good enough to sanity-check that the economics work, not good enough to set premiums. That's why on-chain pricing comes from the XGBoost + Grok agent, not from this page.

Average Yield

+95.2%

Mean across all trials

Worst Case (5th %ile)

+9.2%

5% of outcomes are worse

Best Case (95th %ile)

+180.2%

5% of outcomes are better

Profit Probability

100.0%

Chance of positive return

Policy Terms

$20
$100

Scale

10,000
$100,000

Delay Probability Range

1%
20%
Break-even delay ratep* = 20%

Above this rate, underwriters lose money

Distribution of Simulated Yields (10,000 trials)

Protocol Earnings Explorer

5%
$50,000
Vault Yield (mean)+95.2%

From Monte Carlo simulation above

Premium Fee Income

$10,000

5% of $200,000

Vault Yield Income

$47,600

95.2% on $50,000

Total Protocol Earnings

$57,600

Fee + Vault yield

Earnings Split

17% / 83%

Fee vs Vault

Earnings CompositionTotal: $57,600
Premium FeesVault Yield