Comparison of Ruin Probabilities for Two Different Risk Process

In this paper we consider the risk processes with two classes of business. We frist study how the dependence between the classes of business influence on calculation of the premium. We then introduce two difference risk processes. We compase ruin probabilities of these two models. We do this minly by comparing the Lundberg exponents for them. Finally we give an example with claim sizes being exponentinally distributed to show the numerical results.