Abstract: The deductible and limits of claim are considered in risk process.The ruin probability is got in the risk process under limits of claim.When the claim distribution follows from the exponential distribution,the exact expression between deductible,limits of claim and the ruin probability is got,and the ruin probability is analysed by numerical method in different deductible and limits of claim at the same time.

Key words: ruin probability, deductible, limits of claim