Backward simulation of multivariate mixed Poisson processes

The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, and other areas applied probability. Introduced our earlier work, the Backward Simulation (BS) approach to is able capture a wide range correlation, including extreme positive that not possible approaches such as forward approach. Moreover, BS enables simple efficient generation sample paths processes. In this we extend mixed