  In this paper we analyze so-called Parisian ruin probability that happens
when surplus process stays below zero longer than fixed amount of time
$\zeta>0$. We focus on general spectrally negative L\'{e}vy insurance risk
process. For this class of processes we identify expression for ruin
probability in terms of some other quantities that could be possibly calculated
explicitly in many models. We find its Cram\'{e}r-type and
convolution-equivalent asymptotics when reserves tends to infinity. Finally, we
analyze few explicit examples.
