  The dual risk model is a popular model in finance and insurance, which is
often used to model the wealth process of a venture capital or high tech
company. Optimal dividends have been extensively studied in the literature for
a dual risk model. It is well known that the value function of this optimal
control problem does not yield closed-form solutions except in some special
cases. In this paper, we study the asymptotics of the optimal dividend problem
when the parameters of the model go to either zero or infinity. Our results
provide insights to the optimal strategies and the optimal values when the
parameters are extreme.
