Before revision: We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin . We0pt%DIFAUXCMD , now in context of one-sided L\'evy risk models.
After revision: We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin of the firm. We extend the results in \mbox{%DIFAUXCMD HJ150pt%DIFAUXCMD , now in context of one-sided L\'evy risk models.