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The importance of the availability of stored blood or blood cells, respectively, for urgent transfusion cannot be overestimated. Nowadays, blood storage becomes even more important since blood products are used for epidemiological studies, bio-technical research or banked for transfusion purposes. Thus blood samples must not only be processed, stored, and shipped to preserve their efficacy and safety, but also all parameters of storage must be recorded and reported for Quality Assurance. Therefore, blood banks and clinical research facilities are seeking more accurate, automated means for blood storage and blood processing.
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.
Allgemeines Steuerrecht
(2015)