Before revision:  First, we relax the regularity conditions imposed in Figueroa-L\'opez et al. (2013) on the L\'evy density to the weakest possible conditions for such an expansion to make sense .
After revision:  First, we relax the regularity conditions imposed in Figueroa-L\'opez et al. (2013) on the L\'evy density to the weakest possible conditions for such an expansion to be well defined .