In the collection are published reports of the international conference "Koenigsberg - Kaliningrad. Nobel Laureates in Dialogue with time". The event was dedicated to Thomas Mann, Alexander Solzhenitsyn, Günter Grass and Joseph Brodsky, awarded the most prestigious prize. Each of these writers have been in our area, that to some extent reflected in their work. Thomas Mann, whose 140th birthday is celebrated this year, was the focus of attention in the reports of the conference guests. The collection is addressed to library staff, local historians, graduate students, students.
The theoretical contribution to economics and statistics of prominent scientists is investigated and described: the founder of monetarism, Nobel laureate of 1976 M. Friedman, one of the founders of econometrics, Nobel laureate of 1969 R. Frisch, econometrician, Nobel laureate of 1989 Trygve M. Haavelmo, theorist of economic cycles G. von Haberler, striking representative of American Keynesianism E. Hansen, a specialist in the field of noncooperative games J.Ch. Harsanyi.
The paper studies a problem of optimal insurer’s choice of a risk-sharing policy in a dynamic risk model, so-called Cramer-Lundberg process, over infinite time interval. Additional constraints are imposed on residual risks of insureds: on mean value or with probability one. An optimal control problem of minimizing a functional of the form of variation coefficient is solved. We show that: in the first case the optimum is achieved at stop loss insurance policies, in the second case the optimal insurance is a combination of stop loss and deductible policies. It is proved that the obtained results can be easily applied to problems with other optimization criteria: maximization of long-run utility and minimization of probability of a deviation from mean trajectory.