  In this paper, we study reflected generalized backward doubly stochastic
differential equations driven by Teugels martingales associated with L\'evy
process (RGBDSDELs, in short) with one continuous barrier. Under uniformly
Lipschitz coefficients, we prove existence and uniqueness result by means of
the penalization method and the fixed point theorem. As an application, this
study allows us to give a probabilistic representation for the solutions to a
class of reflected stochastic partial differential integral equations (SPDIEs,
in short) with a nonlinear Neumann boundary condition.
