This paper gives a short survey of stochastic models of risk control and dividend optimization techniques for a financial corporation. The objective in the models presented in this paper is the maximization of the dividend pay-outs. Models with different types of condition imposed upon a company and different types of reinsurance available, such as proportional, noncheap, proportional in a presence of a constant debt liability, excess-of-loss, are discussed. It is shown that in the most cases the optimal divident distribution scheme is a barrier type, while the risk control policy depends significantly on the nature of the reinsurance available.