The only thing I find strange is that almost all of the things he listed require some signifiant training and/or practice. Why would he think that this sport would be any different?
You loose heat 25x faster in water then to the air. You would freeze a whole lot slower on an ice-berg then in the water. Now, as for feasibility, the difficulty of getting on the ice-berg I assume are numerous.
Talk about a cliff hanger.