  In this paper we give an explicit expression for the local time of the
classical risk process and associate it with the density of an occupational
measure. To do so, we approximate the local time by a suitable sequence of
absolutely continuous random fields. Also, as an application, we analyze the
mean of the times $s \in [0,T]$ such that $0\leq X_{s} \leq X_{s+\epsilon} $
for some given $\epsilon>0$.
