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We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio’s components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study.
In this paper, we provide an analytical study of the transmission eigenvalue problem with two conductivity parameters. We will assume that the underlying physical model is given by the scattering of a plane wave for an isotropic scatterer. In previous studies, this eigenvalue problem was analyzed with one conductive boundary parameter whereas we will consider the case of two parameters. We prove the existence and discreteness of the transmission eigenvalues as well as study the dependence on the physical parameters. We are able to prove monotonicity of the first transmission eigenvalue with respect to the parameters and consider the limiting procedure as the second boundary parameter vanishes. Lastly, we provide extensive numerical experiments to validate the theoretical work.
This study evaluates neuromechanical control and muscle-tendon interaction during energy storage and dissipation tasks in hypergravity. During parabolic flights, while 17 subjects performed drop jumps (DJs) and drop landings (DLs), electromyography (EMG) of the lower limb muscles was combined with in vivo fascicle dynamics of the gastrocnemius medialis, two-dimensional (2D) kinematics, and kinetics to measure and analyze changes in energy management. Comparisons were made between movement modalities executed in hypergravity (1.8 G) and gravity on ground (1 G). In 1.8 G, ankle dorsiflexion, knee joint flexion, and vertical center of mass (COM) displacement are lower in DJs than in DLs; within each movement modality, joint flexion amplitudes and COM displacement demonstrate higher values in 1.8 G than in 1 G. Concomitantly, negative peak ankle joint power, vertical ground reaction forces, and leg stiffness are similar between both movement modalities (1.8 G). In DJs, EMG activity in 1.8 G is lower during the COM deceleration phase than in 1 G, thus impairing quasi-isometric fascicle behavior. In DLs, EMG activity before and during the COM deceleration phase is higher, and fascicles are stretched less in 1.8 G than in 1 G. Compared with the situation in 1 G, highly task-specific neuromuscular activity is diminished in 1.8 G, resulting in fascicle lengthening in both movement modalities. Specifically, in DJs, a high magnitude of neuromuscular activity is impaired, resulting in altered energy storage. In contrast, in DLs, linear stiffening of the system due to higher neuromuscular activity combined with lower fascicle stretch enhances the buffering function of the tendon, and thus the capacity to safely dissipate energy.
The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples.
Ambitious climate targets affect the competitiveness of industries in the international market. To prevent such industries from moving to other countries in the wake of increased climate protection efforts, cost adjustments may become necessary. Their design requires knowledge of country-specific production costs. Here, we present country-specific cost figures for different production routes of steel, paying particular attention to transportation costs. The data can be used in floor price models aiming to assess the competitiveness of different steel production routes in different countries (Rübbelke, 2022).
It has been shown that muscle fascicle curvature increases with increasing contraction level and decreasing muscle–tendon complex length. The analyses were done with limited examination windows concerning contraction level, muscle–tendon complex length, and/or intramuscular position of ultrasound imaging. With this study we aimed to investigate the correlation between fascicle arching and contraction, muscle–tendon complex length and their associated architectural parameters in gastrocnemius muscles to develop hypotheses concerning the fundamental mechanism of fascicle curving. Twelve participants were tested in five different positions (90°/105°*, 90°/90°*, 135°/90°*, 170°/90°*, and 170°/75°*; *knee/ankle angle). They performed isometric contractions at four different contraction levels (5%, 25%, 50%, and 75% of maximum voluntary contraction) in each position. Panoramic ultrasound images of gastrocnemius muscles were collected at rest and during constant contraction. Aponeuroses and fascicles were tracked in all ultrasound images and the parameters fascicle curvature, muscle–tendon complex strain, contraction level, pennation angle, fascicle length, fascicle strain, intramuscular position, sex and age group were analyzed by linear mixed effect models. Mean fascicle curvature of the medial gastrocnemius increased with contraction level (+5 m−1 from 0% to 100%; p = 0.006). Muscle–tendon complex length had no significant impact on mean fascicle curvature. Mean pennation angle (2.2 m−1 per 10°; p < 0.001), inverse mean fascicle length (20 m−1 per cm−1; p = 0.003), and mean fascicle strain (−0.07 m−1 per +10%; p = 0.004) correlated with mean fascicle curvature. Evidence has also been found for intermuscular, intramuscular, and sex-specific intramuscular differences of fascicle curving. Pennation angle and the inverse fascicle length show the highest predictive capacities for fascicle curving. Due to the strong correlations between pennation angle and fascicle curvature and the intramuscular pattern of curving we suggest for future studies to examine correlations between fascicle curvature and intramuscular fluid pressure.
Immunosorbent turnip vein clearing virus (TVCV) particles displaying the IgG-binding domains D and E of Staphylococcus aureus protein A (PA) on every coat protein (CP) subunit (TVCVPA) were purified from plants via optimized and new protocols. The latter used polyethylene glycol (PEG) raw precipitates, from which virions were selectively re-solubilized in reverse PEG concentration gradients. This procedure improved the integrity of both TVCVPA and the wild-type subgroup 3 tobamovirus. TVCVPA could be loaded with more than 500 IgGs per virion, which mediated the immunocapture of fluorescent dyes, GFP, and active enzymes. Bi-enzyme ensembles of cooperating glucose oxidase and horseradish peroxidase were tethered together on the TVCVPA carriers via a single antibody type, with one enzyme conjugated chemically to its Fc region, and the other one bound as a target, yielding synthetic multi-enzyme complexes. In microtiter plates, the TVCVPA-displayed sugar-sensing system possessed a considerably increased reusability upon repeated testing, compared to the IgG-bound enzyme pair in the absence of the virus. A high coverage of the viral adapters was also achieved on Ta2O5 sensor chip surfaces coated with a polyelectrolyte interlayer, as a prerequisite for durable TVCVPA-assisted electrochemical biosensing via modularly IgG-assembled sensor enzymes.
Lead and nickel, as heavy metals, are still used in industrial processes, and are classified as “environmental health hazards” due to their toxicity and polluting potential. The detection of heavy metals can prevent environmental pollution at toxic levels that are critical to human health. In this sense, the electrolyte–insulator–semiconductor (EIS) field-effect sensor is an attractive sensing platform concerning the fabrication of reusable and robust sensors to detect such substances. This study is aimed to fabricate a sensing unit on an EIS device based on Sn₃O₄ nanobelts embedded in a polyelectrolyte matrix of polyvinylpyrrolidone (PVP) and polyacrylic acid (PAA) using the layer-by-layer (LbL) technique. The EIS-Sn₃O₄ sensor exhibited enhanced electrochemical performance for detecting Pb²⁺ and Ni²⁺ ions, revealing a higher affinity for Pb²⁺ ions, with sensitivities of ca. 25.8 mV/decade and 2.4 mV/decade, respectively. Such results indicate that Sn₃O₄ nanobelts can contemplate a feasible proof-of-concept capacitive field-effect sensor for heavy metal detection, envisaging other future studies focusing on environmental monitoring.
Based on the European Space Agency (ESA) Science in Space Environment (SciSpacE) community White Paper “Human Physiology – Musculoskeletal system”, this perspective highlights unmet needs and suggests new avenues for future studies in musculoskeletal research to enable crewed exploration missions. The musculoskeletal system is essential for sustaining physical function and energy metabolism, and the maintenance of health during exploration missions, and consequently mission success, will be tightly linked to musculoskeletal function. Data collection from current space missions from pre-, during-, and post-flight periods would provide important information to understand and ultimately offset musculoskeletal alterations during long-term spaceflight. In addition, understanding the kinetics of the different components of the musculoskeletal system in parallel with a detailed description of the molecular mechanisms driving these alterations appears to be the best approach to address potential musculoskeletal problems that future exploratory-mission crew will face. These research efforts should be accompanied by technical advances in molecular and phenotypic monitoring tools to provide in-flight real-time feedback.