* I am much obliged to Peter Garnsey for comments and helpful suggestions on this article. I should also like to thank Vincent Gabrielsen, with whom I discovered a shared interest in protection costs, for inspiring discussions. For further suggestions and stimulating critique, I am indebted to Trine Madsen, Walter Scheidel, and the audience at the 'Meeting of Danish Historians' in August 2003 in Copenhagen, where the ideas for the article were first presented.