{"id":3501,"date":"2025-01-20T10:27:48","date_gmt":"2025-01-20T10:27:48","guid":{"rendered":"https:\/\/www.ub.edu\/riskcenter\/?page_id=3501"},"modified":"2025-01-21T10:31:50","modified_gmt":"2025-01-21T10:31:50","slug":"ted2021","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/riskcenter\/ted2021\/","title":{"rendered":"Project TED2021-130187B-I00"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-1  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:40px;padding-top:40px;padding-left:40px;padding-right:40px;background-color:#ffffff;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-1 {\n                            padding-left: 40px !important;\n                            padding-right: 40px !important;\n                        }<\/style><div class=\"fusion-row\"><div class=\"oepd_desc\">\n<p><img decoding=\"async\" src=\"https:\/\/www.ub.edu\/rfa\/docs\/imatges\/logo_MICIU_NextG_PRTR_AEI.jpg\"\/><\/p>\n<h3>Project TED2021-130187B-I00: ANALITICA DE DATOS EN SEGUROS: METODOS E IMPLICACIONES PARA PRODUCTOS BASADOS EN EL USO (IDA4UB)<\/h3>\n<h3>Summary<\/h3>\n<p>The aim of this project is the development of methods, algorithms and protocols for the treatment of massive data specially designed for risk management. In this area there are some particular features:<\/p>\n<p>1) information provided by sensors is available at very short time intervals (for example measurements like speed or acceleration may be recorded every second)<\/p>\n<p>2) unstructured or external information may be combined (for example, the number and duration of trips is not homogeneous for all vehicles) and individuals may have heterogeneous exposure to risk and<\/p>\n<p>3) telematics data should be merged with information on the occurrence and severity of accidents (which are much more infrequent data than telematics).<\/p>\n<p>The ultimate goal is to obtain effective levels of protection.<\/p>\n<p>Financiado por MICIU\/AEI\/10.13039\/501100011033 y por la Uni\u00f3n Europea NextGenerationEU\/PRTR<\/p>\n<\/div>\n<div class=\"fusion-recent-posts avada-container layout-default layout-columns-1\"><section class=\"fusion-columns columns fusion-columns-1 columns-1\"><\/section><\/div><p><small><big><small><big><small><big><small><big><b><small><big>Publications (2022-2025)<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<p>1. Masello, L., Sheehan, B., Castignani, G., Guillen, M., Murphy, F. (2024) \u201cPredictive Modeling for Driver Insurance Premium Calculation using Advanced Driver Assistance Systems and Contextual Information\u201d. IEEE-Intelligent Transportation Systems Transactions, https:\/\/doi.org\/10.1109\/TITS.2024.3518572<\/p>\n<p>2. Yanez, J. S., Guill\u00e9n, M., Nielsen, J. P. (2024) \u201cWeekly Dynamic Motor Insurance Ratemaking with a Telematics Signals Bonus-Malus Score.\u201d ASTIN Bulletin: 1\u201328. https:\/\/doi.org\/10.1017\/asb.2024.30<\/p>\n<p>3. Salas-Molina, F., Rodriguez Aguilar, J.A. and Guillen, M. (2023) \u201cA multidimensional review of the cash management problem\u201d Financial Innovation, 9(1), 67. https:\/\/doi.org\/10.1186\/s40854-023-00473-7<\/p>\n<p>4. Masello, L., Castignani, G., Sheehan, B., Guillen, M. and Murphy, F. (2023) \u201cUsing contextual data to predict risky driving events: A novel methodology from explainable artificial intelligence\u201d Accident Analysis &amp; Prevention, 184, 106997. https:\/\/doi.org\/10.1016\/j.aap.2023.106997<\/p>\n<p>5. Restrepo, N., Uribe, J. M. and Guillen, M. (2023) \u201cPrice bubbles in lithium markets around the world\u201d Frontiers in Energy Research, 11, 1204179. https:\/\/doi.org\/10.3389\/fenrg.2023.1204179<\/p>\n<p>6. Guillen, M., Santolino, M. and Vidal-Llana, X. (2024). \u201cDesigualdad de la incertidumbre econ\u00f3mica subjetiva y perspectivas econ\u00f3micas individuales durante la pandemia\u201d. Revista de M\u00e9todos Cuantitativos para la Econom\u00eda y la Empresa, 1-18. https:\/\/doi.org\/10.46661\/ rev.metodoscuant.econ.empresa.7558<\/p>\n<p>7. Guillen, M., P\u00e9rez-Mar\u00edn, A.M. and Nielsen, J.P. (2024). \u201cPricing weekly motor insurance drivers\u2019 with behavioral and contextual telematics data\u201d. Heliyon, Volume 10, Issue 16. https:\/\/doi.org\/10.1016\/j.heliyon.2024.e36501<\/p>\n<p>8. Bolanc\u00e9, C., Cao, R., and Guill\u00e9n, M. (2023). \u201cConditional likelihood based inference on single index-models for motor insurance claim severity\u201d. SORT-Statistics and Operations Research Transactions, 48(2). https:\/\/doi.org\/10.57645\/20.8080.02.20<\/p>\n<p>9. Reig Torra, J., Guillen, M., P\u00e9rez-Mar\u00edn, A. M., Rey G\u00e1mez, L. and Aguer, G. (2023). \u201cWeather Conditions and Telematics Panel Data in Monthly Motor Insurance Claim Frequency Models\u201d. Risks, 11(3), 57. https:\/\/doi.org\/10.3390\/risks11030057<\/p>\n<p><small><big><small><big><small><big><small><big><b><small><big>Contributions to meetings (2022-2024)<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<p>1. Y\u00e1\u00f1ez, J.S., Guill\u00e9n, M. (2025) \u201cTotal Annual Distance Driven versus Total Annual Driving Time in the Risk of causing a Traffic Accident\u201d. SEIO 2025<\/p>\n<p>2. Vidal-Llana, X., Morillas Jurado, F. G (2025) \u201cExploring Dependence Structures in Asset Pricing: Advancements in Multivariate Quantile-on-Quantile Regression\u201d. SEIO 2025<\/p>\n<p>3. Mori\u00f1a, D. (2025) \u201cEstimaci\u00f3n de la magnitud de la incidencia de eventos de ciberseguridad no detectados en Espa\u00f1a\u201d. SEIO 2025<\/p>\n<p>4. Mori\u00f1a, D. (2024) \u201cPresentaci\u00f3n de los trabajos realizados en el proyecto IDA4UB\u201d. Reuni\u00f3n de coordinaci\u00f3n de la red Nacional de Bioestad\u00edstica, BIOSTATNET. Valencia.<\/p>\n<p>5. Guill\u00e9n, M. (2024) \u201cThe future of long-term saving: the research perspective\u201d. Innovative Pathways: Pensions, Fintech, and the Evolving Landscape. Bayes Business School, co-organized with Universities Superannuation Scheme Limited (USS). London<\/p>\n<p>6. Guill\u00e9n, M. (2024) \u201cTelematics Insights on Time vs. Distance in Motor Insurance Pricing\u201d. Joint Conference of the Sections of the International Actuarial Association \u2013 JOCO 2024. Brussels, Belgium.<\/p>\n<p>7. Guill\u00e9n, M. (2024) \u201cTelematics driving scores, real-time pricing and exposure to risk\u201d. St. Gallen Actuarial Seminar, Switzerland<\/p>\n<p>8. Guill\u00e9n, M., P\u00e9rez-Mar\u00edn, A.M. (2023) \u201cMotor insurance with telematics driving data\u201d. ARC Actuarial Research Conference, Drake University, Des Moines, USA<\/p>\n<p>9. Guill\u00e9n, M. (2023) \u201cPricing motor insurance with telematics data\u201d. Chaire PARI. Paris, France<\/p>\n<p>10. Bagkavos, D., Nielsen, J.P. and Guillen, M. (2023) \u201cNonparametric conditional survival function estimation with plug-in bandwidth and robust model selection\u201d. 35th Panhellenic and 1st International Statistics Conference Greek Statistical Institute. Athens, Greece<\/p>\n<p>11. Guill\u00e9n, M., P\u00e9rez-Marin, A.M. and Vidal-Llana, J.J (2023). \u201cNon-crossing neural network quantile regression estimation for driving data with telematics\u201d. ARIA Annual Meeting. Washington DC<\/p>\n<p>12. Vidal-Llana, J.J. and Guill\u00e9n, M. (2023) \u201cNon-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics\u201d. European Actuarial Day<\/p>\n<p>13. Vidal-Llana, J.J. and Guill\u00e9n, M. (2023) \u201cNon-crossing neural network regression estimation for driving data with Telematics\u201d. Insurance Data Science, City, University of London<\/p>\n<p>14. Vidal-Llana, X., Salort, C. Coia, V. and Guillen M. (2023) \u201cNon-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation regression with non-crossing conditions\u201d. IME, Heriot-Watt University, Edinburg<\/p>\n<p>15. Ferna\u0301ndez-Fontelo. A., Guillen, M. and Morin\u0303a, D. (2023) \u201cMeasuring the impact of Covid-pandemic on health insurance associated services demand\u201d. SEIO 2023<\/p>\n<p>16. Vidal-Llana, X. and Guillen, M. (2023) \u201cNon-crossing neural network quantile regression estimation for driving data with telematics\u201d. SEIO 2023<\/p>\n<p>17. Vidal-Llana, X. and Guillen, M. (2024) \u201cQuantile regression and portfolio refinement: addressing extreme behaviors in risk management\u201d. European Actuarial Journal Conference 2024<\/p>\n<p><small><big><small><big><small><big><small><big><b><small><big>PhD theses defended<br \/>\n<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<p>1.Vidal Llana, X. (2023) \u201cEssays on Machine Learning for Risk Analysis in Finance, Insurance and Energy\u201d PhD in Business. Dir.: Montserrat Guill\u00e9nand Jorge Mario Uribe<\/p>\n<\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3501"}],"collection":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/comments?post=3501"}],"version-history":[{"count":17,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3501\/revisions"}],"predecessor-version":[{"id":3519,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3501\/revisions\/3519"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/media?parent=3501"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}