  The aim of this paper is to study an optimal stopping problem for dynamic
risk measures induced by backward stochastic differential equations with jumps
and delayed generator. Firstly, we connect the value function of this problem
to reflected BSDEs with jump and delayed generator. Furthermore, after
establishing existence and uniqueness result for this reflected BSDE, we use
its to address through a mixed/optimal stopping game problem for the previous
dynamic risk measure in ambiguity case.
