Russian Abstract: Цель настоящей научно-исследовательской работы - разработка и обоснование предложений по модернизации пенсионной формулы для расчета страховой части трудовой пенсии по старости с учетом стимулирования более позднего выхода на пенсию, совершенствованию системы формирования соответствующих пенсионных прав и связанных с этим мер, позволяющих повысить эффективность пенсионной системы в рамках имеющихся социально-демографических, экономических и институциональных ограничений. В результате выполненной работы была разработана и обоснована новая пенсионная формула для расчета страховой пенсии учетом стимулирования более позднего выхода на пенсию, разработаны предложения совершенствованию механизму финансирования пенсионной системы, также сформулированы меры, направленные на ее оптимизацию. English Abstract: The goal of this study is a development and a justification of proposals for the modernization of pension formula for calculation of the insurance part of retirement pension based on stimulation of later retirement, improvement of system that forms pension rights and linked measures allowing to increase of effectiveness of pension system within given social, demographic, economical and institutional restrictions. The main result of this study is a development of new pension formula for calculation of pension based on stimulation of the later retirement, proposals for improvement of financing of pension system and formulating of measures for its optimization.

Russian Abstract: В результате выполнения данной работы были выполнены следующие задачи: 1. Выполнен краткий обзор законодательства в части функционирования корпоративных пенсионных систем в Российской Федерации; 2. Рассмотрены основные термины и определения, используемые в сфере корпоративного пенсионного обеспечения; 3. Проанализированы корпоративные пенсионные системы таких стран, как США, Великобритания, Германия, Франция, Бельгия, Ирландия, Новая Зеландия, Южная Корея, Китай, Гонконг, Тайвань, Япония, Мексика и Бразилия; 4. Выделены и рассмотрены ключевые мировые тенденции в развитии корпоративных пенсионных систем; 5. Проведен анализ развития корпоративных пенсионных систем в Российской Федерации в 1990-2000-ые гг., в т. ч. изменение основных характеристик; 6. Выполнен анализ рынка корпоративных пенсионных систем в Российской Федерации; 7. Рассмотрены и проанализированы основные проблемы, препятствующие развитию корпоративных пенсионных систем в Российской Федерации; 8. Сформулированы ключевые предложения по развитию корпоративных пенсионных систем в Российской Федерации, с учетом мирового опыта и рекомендаций авторитетных международных организаций, таких как Организация экономического сотрудничества и развития, Международная организация по стандартизации, Международная ассоциация страховых надзоров и др. 9. Основные результаты проведенной работы будут применяться при формировании предложений по созданию механизмов и стимулов для создания и развития корпоративных пенсионных систем в Российской Федерации.

This paper focused on the analysis of the following tasks: 1. An overview of legislation in terms of the functioning of the corporate pension system in the Russian Federation was performed; 2. The basic terms and definitions used in corporate pension schemes were overviewed; 3. Review of corporate pension schemes in countries such as USA, UK, Germany, France, Belgium, Ireland, New Zealand, South Korea, China, Hong Kong, Taiwan, Japan, Mexico and Brazil were analyzed; 4. Review of key global trends in the development of corporate pension systems were highlighted and addressed; 5. Analysis of the corporate pension system in the Russian Federation in 1990-2000-s was performed, including the change of the basic characteristics; 6. Analysis of the corporate pension system in the Russian Federation; 7. Analysis os issues hindering the development of the corporate pension system in the Russian Federation; 8. Provide key proposals for the development of the corporate pension system in the Russian Federation, taking into account international experience and recommendations of international organizations such as the Organization for Economic Cooperation and Development, the International Organization for Standardization, International Association of Insurance Supervisors and others. 9. Main results of this work will be used in the formation of proposals for the establishment of mechanisms and incentives for the creation and development of the corporate pension system in the Russian Federation.

Памяти Владимира Михайловича Лобашёва, Абов Ю.Г., Гераскин Е.В., Герштейн С.С., Джилкибаев Р.М., Ежов В.Ф., Кравчук Л.В., Матвеев В.А., Рубаков В.А., Самсонов В.М., Серебров А.П., Скринский А.Н., Федоров В.В.

The WWR-M reactor of PNPI offers a unique opportunity to prepare a source for ultracold neutrons (UCN) in an environment of high neutron flux (about 3 � 10 12 n/cm 2 /s) but still acceptable radiation heat release (about 4 � 10 � 3 W/g). It can be realized within the thermal column situated close to the reactor core. With its large diameter of 1 m, this channel allows to install a 15-cm-thick bismuth shielding, a graphite premoderator (300 dm 3 at 20 K), and a superfluid helium converter (35 dm 3 ). At a temperature of 1.2 K it is possible to remove the heat release power of about 20 W. Using 4p flux of cold neutrons within the reactor column can bring more than a factor 100 of cold neutron flux incident on the superfluid helium with respect to the present cold neutron beam conditions at the ILL reactor. The storage lifetime for UCN in superfluid He at 1.2 K is about 30 s, which is sufficient when feeding experiments requiring a similar filling time. The calculated density of UCN with energy between 50 and 230 neV in an experimental volume of 40 l is about 10 4 n/cm 3 . Technical solutions for realization of the project are discussed.

In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the cor- responding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples.

Памяти Олега Игоревича Сумбаева, Алферов Ж.И., Варшалович Д.А., Воробьев А.А., Коноплев К.А., Лобашев В.М., Мазец Е.П., Назаренко В.А., Петров Г.А., Петров Ю.В., Серебров А.П., Скринский А.Н., Федоров В.В.

A class of model-robust optimal designs, based on an extension of the standard optimality criteria to cases where there exist some prior information on the validity of a response function, is considered. Under this set-up, the concept of the “model validity range” is introduced and explored. A necessary condition for optimality is obtained for the determinant criterion (D-optimality in the classical case). A modified version of this criterion is proposed and discussed. The corresponding results provide upper and low bounds for the original problem and help to construct approximate solutions, when contamination is relatively small. Optimal designs for simple but commonly used regression models are obtained and studied.

In this paper we illustrate how certain design problems can be simplified by reparametrization of the response function. This alternative viewpoint provides further insights than the more traditional approaches, like minimax, Bayesian or sequential techniques. It will also improve a practitioner’s understanding of more general situations and their “classical” treatment.

The purpose of this paper is to investigate methods for the design of optimal dynamic experiments. In Section 2, we introduce notation and a determinant criterion for dynamic experiments. In Section 3, optimal dynamic designs are constructed analytically in a number of simple cases. As will be seen, the dimension of the design problem increases with the dimension of the control vectors (equivalently, the response vector). In Section 4, we discuss the use of suitable parameterizations of the control variable trajectories to reduce the dimensionality of the optimization problem. The relationship between the design of optimal dynamic experiments and the results developed for marginally restricted designs is considered in Section 5. Numerical methods are discussed in Section 6. We close, in Section 7, with an extension of the methodology to the case where one or more linear combinations of the response trajectory is observed for each control trajectory.

This is an attempt to discuss various approaches developed in experimental design when constraints are imposed. These constraints may be on the total cost of the experiment, the location of the supporting point, the value of auxiliary objective functions, and so on. The basic idea of the paper is that all corresponding optimization problems can be imbedded in the convex theory of experimental design. Part 1 is concerned with the properties of optimal designs, while Part 2 is devoted mainly to numerical methods. We have tried to avoid details, emphasizing ideas rather than technicalities. This is not intended as a literature review. The authors subjectively surely left many excellent papers behind. Keywords: AMS 1991 subject classificationsPrimary 62K05Keywords: Convex design theoryequivalence theoremslarge sample designsoptimization on probability measures

Optimized moving local regression is an extension of Cleveland’s loess technique that takes a suspected misspecification of the model into account. The weights are chosen so that the effect of the misspecification is minimized. The derivation of optimal weights is shown to be similar to that of an optimal design for an experiment.

Moving local regression is a nonparametric technique for smoothing, interpolating and forecasting by means of locally fitted regression models. The paper explores the “optimal” structure of the weight function, taking into account the location of supporting points and the suspected behaviour of the remainder term, and surveys results or choice of weight functions in traditional moving local regression approaches.

Russian Abstract: В результате выполнения данной работы были выполнены следующие задачи:1. Выполнен краткий обзор законодательства в части функционирования корпоративных пенсионных систем в Российской Федерации;2. Рассмотрены основные термины и определения, используемые в сфере корпоративного пенсионного обеспечения;3. Проанализированы корпоративные пенсионные системы таких стран, как США, Великобритания, Германия, Франция, Бельгия, Ирландия, Новая Зеландия, Южная Корея, Китай, Гонконг, Тайвань, Япония, Мексика и Бразилия;4. Выделены и рассмотрены ключевые мировые тенденции в развитии корпоративных пенсионных систем;5. Проведен анализ развития корпоративных пенсионных систем в Российской Федерации в 1990-2000-ые гг., в т. ч. изменение основных характеристик;6. Выполнен анализ рынка корпоративных пенсионных систем в Российской Федерации;7. Рассмотрены и проанализированы основные проблемы, препятствующие развитию корпоративных пенсионных систем в Российской Федерации;8. Сформулированы ключевые предложения по развитию корпоративных пенсионных систем в Российской Федерации, с учетом мирового опыта и рекомендаций авторитетных международных организаций, таких как Организация экономического сотрудничества и развития, Международная организация по стандартизации, Международная ассоциация страховых надзоров и др.9. Основные результаты проведенной работы будут применяться при формировании предложений по созданию механизмов и стимулов для создания и развития корпоративных пенсионных систем в Российской Федерации. English Abstract: This paper focused on the analysis of the following tasks:1. An overview of legislation in terms of the functioning of the corporate pension system in the Russian Federation was performed;2. The basic terms and definitions used in corporate pension schemes were overviewed;3. Review of corporate pension schemes in countries such as USA, UK, Germany, France, Belgium, Ireland, New Zealand, South Korea, China, Hong Kong, Taiwan, Japan, Mexico and Brazil were analyzed;4. Review of key global trends in the development of corporate pension systems were highlighted and addressed;5. Analysis of the corporate pension system in the Russian Federation in 1990-2000-s was performed, including the change of the basic characteristics;6. Analysis of the corporate pension system in the Russian Federation;7. Analysis os issues hindering the development of the corporate pension system in the Russian Federation;8. Provide key proposals for the development of the corporate pension system in the Russian Federation, taking into account international experience and recommendations of international organizations such as the Organization for Economic Cooperation and Development, the International Organization for Standardization, International Association of Insurance Supervisors and others.9. Main results of this work will be used in the formation of proposals for the establishment of mechanisms and incentives for the creation and development of the corporate pension system in the Russian Federation.