where source">u≥0 is the initial reserve, source">δ≥0 is the force of interest, source">c>0 is the rate of premium and source">σ>0 is a volatility factor. In this contribution we obtain an approximation of the Parisian ruin probability
as source">u→∞ where source">Tu is a bounded function. Further, we show that the Parisian ruin time of this risk process can be approximated by an exponential random variable. Our results are new even for the classical ruin probability and ruin time which correspond to source">Tu≡0 in the Parisian setting.