We consider a maximization problem faced by a company that can control its reserves process, by paying out dividends and injecting new capital, to maximize the expected discounted dividend payments minus the expected discounted costs of issuing capital. More specifically, we are interested by a stochastic control problem in which dividend payments and capital injections are absolutely continuous with linearly bounded rates. Optimality of refracted linear strategies for both dividend payments and capital injections will be considered, as well as the corresponding doubly refracted Ornstein-Uhlenbeck process.