  For a bivariate L\'evy process $(\xi_t,\eta_t)_{t\geq 0}$ the generalised
Ornstein-Uhlenbeck (GOU) process is defined as
  V_t:=e^{\xi_t}(z+\int_0^t e^{-\xi_{s-}}d\eta_s), t\ge0,
  where $z\in\mathbb{R}.$ We define necessary and sufficient conditions under
which the infinite horizon ruin probability for the process is zero. These
conditions are stated in terms of the canonical characteristics of the L\'evy
process and reveal the effect of the dependence relationship between $\xi$ and
$\eta.$ We also present technical results which explain the structure of the
lower bound of the GOU.
