We consider features of risk management using a historical example (Pechenin, 2000) of approaches to the estimation of danger of sea pirates’ attacks, the so-called Bernoulli’s and Columbus’ approaches. Two-hundred and fifty years ago, Bernoulli found a way to reduce the insurance tariff at insurance of merchant. Using low tariff, he drew the clients, and due to the big number of clients, he could achieve sufficient accuracy in the calculation of probability of loss of the goods or the vessel, and with the low insurance tariff, he could get a good profit.