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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.
Altered gastrocnemius contractile behavior in former achilles tendon rupture patients during walking
(2022)
Achilles tendon rupture (ATR) remains associated with functional limitations years after injury. Architectural remodeling of the gastrocnemius medialis (GM) muscle is typically observed in the affected leg and may compensate force deficits caused by a longer tendon. Yet patients seem to retain functional limitations during—low-force—walking gait. To explore the potential limits imposed by the remodeled GM muscle-tendon unit (MTU) on walking gait, we examined the contractile behavior of muscle fascicles during the stance phase. In a cross-sectional design, we studied nine former patients (males; age: 45 ± 9 years; height: 180 ± 7 cm; weight: 83 ± 6 kg) with a history of complete unilateral ATR, approximately 4 years post-surgery. Using ultrasonography, GM tendon morphology, muscle architecture at rest, and fascicular behavior were assessed during walking at 1.5 m⋅s–1 on a treadmill. Walking patterns were recorded with a motion capture system. The unaffected leg served as control. Lower limbs kinematics were largely similar between legs during walking. Typical features of ATR-related MTU remodeling were observed during the stance sub-phases corresponding to series elastic element (SEE) lengthening (energy storage) and SEE shortening (energy release), with shorter GM fascicles (36 and 36%, respectively) and greater pennation angles (8° and 12°, respectively). However, relative to the optimal fascicle length for force production, fascicles operated at comparable length in both legs. Similarly, when expressed relative to optimal fascicle length, fascicle contraction velocity was not different between sides, except at the time-point of peak series elastic element (SEE) length, where it was 39 ± 49% lower in the affected leg. Concomitantly, fascicles rotation during contraction was greater in the affected leg during the whole stance-phase, and architectural gear ratios (AGR) was larger during SEE lengthening. Under the present testing conditions, former ATR patients had recovered a relatively symmetrical walking gait pattern. Differences in seen AGR seem to accommodate the profound changes in MTU architecture, limiting the required fascicle shortening velocity. Overall, the contractile behavior of the GM fascicles does not restrict length- or velocity-dependent force potentials during this locomotor task.
Altered neurovascular coupling as measured by optical imaging: a biomarker for Alzheimer’s disease
(2017)
Retinal vessels are similar to cerebral vessels in their structure and function. Moderately low oscillation frequencies of around 0.1 Hz have been reported as the driving force for paravascular drainage in gray matter in mice and are known as the frequencies of lymphatic vessels in humans. We aimed to elucidate whether retinal vessel oscillations are altered in Alzheimer's disease (AD) at the stage of dementia or mild cognitive impairment (MCI). Seventeen patients with mild-to-moderate dementia due to AD (ADD); 23 patients with MCI due to AD, and 18 cognitively healthy controls (HC) were examined using Dynamic Retinal Vessel Analyzer. Oscillatory temporal changes of retinal vessel diameters were evaluated using mathematical signal analysis. Especially at moderately low frequencies around 0.1 Hz, arterial oscillations in ADD and MCI significantly prevailed over HC oscillations and correlated with disease severity. The pronounced retinal arterial vasomotion at moderately low frequencies in the ADD and MCI groups would be compatible with the view of a compensatory upregulation of paravascular drainage in AD and strengthen the amyloid clearance hypothesis.