Generalizado el testeo del error con el nombre de archivo a crear para los informes, testea si el path es valido y si no es asi muestra un mensaje de error y sale de la creacion de un informe

src/danielcortes/xyz/controllers/InformesController.java

@@ -27,6 +27,7 @@ package danielcortes.xyz.controllers;
 import danielcortes.xyz.informes.InformeEgresos;
 import danielcortes.xyz.informes.InformeLibroDeVentas;
 import danielcortes.xyz.models.tipo_egreso.TipoEgreso;
+import danielcortes.xyz.utils.FileUtils;
 import danielcortes.xyz.utils.StringUtils;
 import danielcortes.xyz.views.MonthSelectDialog;
 import danielcortes.xyz.views.InformesView;
@@ -125,8 +126,12 @@ public class InformesController {
 
         if (chooser.showSaveDialog(this.view.getContentPanel()) == JFileChooser.APPROVE_OPTION) {
             String filename = chooser.getSelectedFile().toString();
-            if (!filename.endsWith(".xls"))
+            if (FileUtils.isValidPath(filename)) {
+                JOptionPane.showMessageDialog(this.view.getContentPanel(),"El archivo seleccionado no es valido","Archivo no valido", JOptionPane.ERROR_MESSAGE);
+                return null;
+            } else if (!filename.endsWith(".xls")) {
                 filename += ".xls";
+            }
 
             return new File(filename);
         } else {

src/danielcortes/xyz/utils/FileUtils.java

@@ -0,0 +1,39 @@
+/*
+ * MIT License
+ *
+ * Copyright (c) 2018-2019 Daniel Cortes
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy
+ * of this software and associated documentation files (the "Software"), to deal
+ * in the Software without restriction, including without limitation the rights
+ * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+ * copies of the Software, and to permit persons to whom the Software is
+ * furnished to do so, subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in all
+ * copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+ * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+ * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+ * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+ * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+ * SOFTWARE.
+ */
+
+package danielcortes.xyz.utils;
+
+import java.nio.file.InvalidPathException;
+import java.nio.file.Paths;
+
+public class FileUtils {
+    public static boolean isValidPath(String path) {
+        try {
+            Paths.get(path);
+        } catch (InvalidPathException | NullPointerException ex) {
+            return false;
+        }
+        return true;
+    }
+}