  In this paper, we study the concept of Parisian ruin under the hybrid
observation scheme model introduced by Li et al. \cite{binetal2016}. Under this
model, the process is observed at Poisson arrival times whenever the business
is 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 a
consecutive period of time greater than a fixed delay. We improve the result
originally obtained in \cite{binetal2016} and we compute other fluctuation
identities. All identities are given in terms of second-generation scale
functions.
