I'm not sure this is a useful question. I mean, if you choose the (1-p) quantile (I'm assuming this means something like "truncate the distribution at the p and 1-p quantiles and then take the mean of what's left", which seems like the least-crazy way to do it) then any given Pascal's Mugging becomes possible once p gets small enough. But what I have in mind when I hear "Pascal's Mugging" is something so outrageously improbable that the usual way of dealing with it is to say "eh, not going to happen" and move on (accompanied by a delta-U so outrageously large as to allegedly outweigh that), and I take Houshalter to be suggesting truncating at a not-outrageously-small p, and the two don't really seem to overlap.