Abstract: This paper researches ruin probabilities of insurance company and reinsurance company.Under the assumptions that the diffusion term is considered,in the case that claimsize is of exponential distribution,the relationship between deductible and ruin is obtained.The survival probabilities(so that ruin probabilities) are obtained on the corresponding insurance and reinsurance companies.The results not only extend the result of reference[1],but the methods used is also of independent value.

Key words: stop-loss reinsurance, deductible cap, ruin probabilities