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In this paper, we study the concept of Parisian ruin under the hybridobservation scheme model introduced by Li et al. \cite{binetal2016}. Under thismodel, the process is observed at Poisson arrival times whenever the businessis financially healthy and it is continuously observed when it goes below $0$.The Parisian ruin is then declared when the process stays below zero for aconsecutive period of time greater than a fixed delay. We improve the resultoriginally obtained in \cite{binetal2016} and we compute other fluctuationidentities. All identities are given in terms of second-generation scalefunctions.

A note on Parisian ruin under a hybrid observation scheme