To cite package ‘sdprisk’ in publications use:

Baumgartner, B. and Gatto, R. (2014). Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods.

Corresponding BibTeX entry:

  @Article{,
    title = {Value at Ruin and Tail Value at Ruin of the Compound
      Poisson Process with Diffusion and Efficient Computational
      Methods},
    author = {Benjamin Baumgartner and Riccardo Gatto},
    journal = {Methodology and Computing in Applied Probability},
    volume = {16},
    number = {3},
    year = {2014},
    pages = {561--582},
    doi = {10.1007/s11009-012-9316-5},
  }