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- W1964271096 abstract "Abstract In this paper we estimate and analyze the errors associated with the use of the discrete (fast) Fourier transformation for the numerical calculation of convo-lutions. We suggest and compare methods to reduce these errors without loosing the computational efficiency of the calculation scheme. A typical field of application of our findings is the calculation of aggregate loss distributions for, e.g., losses from insurance cases or operational risk losses in the finance industry." @default.
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- W1964271096 date "2008-01-01" @default.
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- W1964271096 title "Efficient And Precise Computation Of Convolutions: Applying Fft To Heavy Tailed Distributions" @default.
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- W1964271096 doi "https://doi.org/10.2478/cmam-2008-0013" @default.
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