To cite package ‘finiteruinprob’ in publications use:

Gatto, R. and 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), pp. 217-235.

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},
  }