  We consider a company that receives capital injections so as to avoid ruin.
Differently from the classical bail-out settings where the underlying process
is restricted to stay at or above zero, we study the case bail-out can only be
made at independent Poisson times. Namely, we study a version of the reflected
process that is pushed up to zero only on Poisson observation times at which
the process is below zero. We also study the case with additional classical
reflection above so as to model a company that pays dividends according to a
barrier strategy. Focusing on the spectrally negative L\'evy case, we compute,
using the scale function, various fluctuation identities including capital
injections and dividends.
