  This paper investigates a dividend optimization problem with a positive
creeping-associated terminal value at ruin for spectrally negative Levy
processes. We consider an insurance company whose surplus process evolves
according to a spectrally negative Levy process with a Gaussian part and a
finite Levy measure. Its objective function relates to dividend payments until
ruin and a creeping-associated terminal value at ruin. The positive
creeping-associated terminal value represents the salvage value or the creeping
reward when creeping happens. Owing to formulas from fluctuation theory, the
objective considered is represented explicitly. Under certain restrictions on
the terminal value and the surplus process, we show that the threshold strategy
should be the optimal one over an admissible class with bounded dividend rates.
