The insurance portfolio studied in this work includes a perturbed Cramér-Lundberg model compounded by investments arising from a risky asset. The uncertainty in the Cramér-Lundberg model is provided by a standard Brownian motion that is independent of the standard Brownian motion in the investments model. In addition, the company controls dividend payouts to the shareholders as well as servicing a debt obligation at some rate. The objective is to maximise the cumulative expected discounted dividend payouts until the time of bankruptcy. The models formulated theoretically have resulted into linear Volterra integral equations and these have been solved numerically using block-by-block methods for claims that are exponentially distributed. For each debt obligation level, we have established the optimal barrier to use to pay dividends while employing the well known barrier strategy, in both cases, with and without a singularity.