  We present an explicit solution triplet $(Y, Z, K)$ to the backward
stochastic Volterra integral equation (BSVIE) of linear type, driven by a
Brownian motion and a compensated Poisson random measure. The process $Y$ is
expressed by an integral whose kernel is explicitly given. The processes $Z$
and $K$ are expressed by Hida-Malliavin derivatives involving $Y$.
