Before revision:  Finally we also analyze asymptotic behaviour of the value function  and identify the asymptotic optimal strategy. We also give the numerical procedure of finding considered value function.
After revision:  Finally we also analyze asymptotic behaviour of the value function and identify the optimal dividend strategy. Eventually we extend our results for the reserve process modeled as a classical Cram\'er-Lundberg risk process with capital injections. For the extended model we also prove some results regarding asymptotic analysis of the value function.