To cite package ‘finiteruinprob’ in publications use:
Gatto R, Baumgartner B (2016). “Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion.” Methodology and Computing in Applied Probability, 18(1), 217–235. doi:10.1007/s11009-014-9412-9.
Corresponding BibTeX entry:
@Article{, title = {Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion}, author = {Riccardo Gatto and Benjamin Baumgartner}, journal = {Methodology and Computing in Applied Probability}, volume = {18}, number = {1}, year = {2016}, pages = {217--235}, doi = {10.1007/s11009-014-9412-9}, }