  In this paper, a class of reflected generalized backward doubly stochastic
differential equations (reflected GBDSDEs in short) driven by Teugels
martingales associated with L\'{e}vy process and the integral with respect to
an adapted continuous increasing process is investigated. We obtain the
existence and uniqueness of solutions to these equations. A probabilistic
interpretation for solutions to a class of reflected stochastic partial
differential integral equations (PDIEs in short) with a nonlinear Neumann
boundary condition is given.
