In this paper, we consider a risk processes that can be used to describe a class of life or nor-life risk models, where the arrival of term policies follows a Poisson processes and the arrival of the claims follows a p—thinning Processes. We obtain the Lundberg inequality for the ruin probability. We will compare the size of the Lundberg exponents for different kinds of risk model. We also consider the numerical illustration for the impact of the parameters on the ruin probability.