Tunneling across superconducting junctions proceeds by a rich variety of processes, which transfer single electrons, Cooper pairs, or even larger numbers of electrons by multiple Andreev reflections. Photon-assisted tunneling combined with the venerable Tien-Gordon model has long been a powerful tool to identify tunneling processes between superconductors. Here, we probe superconducting tunnel junctions including an impurity-induced Yu-Shiba-Rusinov (YSR) state by exposing a scanning tunneling microscope with a superconducting tip to microwave radiation. We find that a simple Tien-Gordon description describes tunneling of single electrons and Cooper pairs into the bare substrate, but breaks down for tunneling via YSR states by resonant Andreev reflections. We develop an improved theoretical description which is in excellent agreement with the data. Our results establish photon-assisted tunneling as a powerful tool to analyze tunneling processes at the atomic scale which should be particularly informative for unconventional and topological superconductors.