Full Text Papers
Predictive modeling
Loss
Machine Lerning
Scenarios
Combined Loss
Vidal-Llana, X. & Guillén, M. (2020).
Advanced analytics pricing for the calculation of post-Covid19 scenarios in automobile insurance. Anales del Instituto de Actuarios Españoles, 2020, 26:157-179.
Expected Shortfall
Extreme Values
Risk Management
Asset Pricing
Vidal-Llana, X., Uribe, J.M. & Guillén, M. (2022).
European stock market volatility connectedness: The role of country and sector membership. Journal of International Financial Markets, Institutions and Money, 101696.
Interconnectedness
Network Analysis
Individual Risk Maps
Spillovers
Vidal-Llana, X. & Guillén, M. (2022).
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. The North American Journal of Economics and Finance, 63, 101835.
Economic behavior
Expectations
Inequality
Pandemic
Santolino, M., Guillén, M. & Vidal-Llana, X. (2024).
Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemia. Revista De Métodos Cuantitativos Para La Economía Y La Empresa, 37, 1–18.
Capital Asset Pricing Model
Business Risk
Weighted Average Cost of Capital
Return on Equity
Robayo Cabrera, G. F. & Vidal-Llana, X. (2025).
Cálculo del WACC para empresas que no cotizan en mercados de valores como variante de la gestión del riesgo empresarial. European Public & Social Innovation Review, 10, 1–16.
Book chapters
Scoring Functions
Value at Risk
Conditional Tail Expectation
Vidal-Llana, X., Coia, V. & Guillén, M. (2022).
Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks. Contributions to Risk 2022.
Financial Contagion
Return Spillovers
Gross Domestic Product
Vidal-Llana, X., Uribe, J. M. & Guillén, M. (2022).
External Spillover Index and its Relation with GDP per Capita on European Countries. In Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF2022 (pp. 435-440). Springer, Cham.
Scoring Functions
Risk Management
Vidal-Llana, X. & Guillén, M. (2025).
Motor Insurers Can Identify Bad Drivers: Creating Individual and Group Risk Scores from Telematics. In: Juan, A.A., Faulin, J., Lopez-Lopez, D. (eds) Decision Sciences. DSA ISC 2024. Lecture Notes in Computer Science, vol 14779. Springer, Cham.
Motor insurance