Many states reserve the right to publicize the name and likeness of their Lotto winners as a condition of receiving the prize, which is usually done in a public ceremony. Attaching a name and photo to the winner helps garner more media coverage, which in turn may encourage more people to buy tickets next time. Now while I can't speak from experience, I think it is safe to say that many winners would prefer to keep their anonymity and tell those they want to about their good fortune at their own pace. Since this would deprive the state of some free publicity, it would only be fair if the winner reimburse the state for the privilege. Why not offer Lotto winners the right to maintain their anonymity in return for 10% of the prize money? This should more than compensate the state for the lost publicity, and may even help entice those who would prefer to win without anyone else knowing about it to buy tickets. And like all such options, if no one chooses to exercise it, the state loses nothing by having offered it.
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Since notoriety in the case of a winner puts the winner at the mercy of all sorts of money pleading nuisances, selling anonymity somehow feels like blackmail.
Actually, this is already possible without paying anything extra. It is covered in "The Best Possible Scenario Survival Guide" a tonge in cheek alternative to "The Worst Possible Scenario Survival Guide". Basically you hire a lawyer to collect for you and use anonymous bank accounts. Then, you need to commit to the subterfuge by telling no one and keeping up the ruse that you earned it in a hugely risky investment no one would have the courage to replicate.