I can't say that I have, no. While any red-blooded firearm enthusiast, especially any with military experience, would love to go and shoot up some pirates (and I'm sure that there'd be a plethora of companies waiting to employ them), the reason it hasn't happened is simply for the archaic and convoluted rules with regards to private naval armies, arming merchant ships et al which prevent such companies from being formed in the first place.
And let's not get started about the insurance ramifications!
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