Before revision:  In both models we calculate discounted cumulative dividend payments until the ruin time  .
After revision:  In both models we calculate discounted cumulative dividend payments until the ruin time . This paper is an attempt at understanding the effect of dependencies of two portfolios on the the join optimal strategy of paying dividends. For the proportional reinsurance we can observe for example the interesting phenomenon that is dependence of choice of the optimal barrier on the initial reserves. This is a contrast to the one-dimensional Cram\'{e .