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

翻译：在金融、保险、地球物理和其他许多应用概率领域,模拟相关多变量 Poisson 进程及其各组成部分之间负相关关系有许多重要的应用。在我们早先的工作中,对相关多变量 Poisson 进程模拟采用向后模拟法,可以捕捉广泛的相关关系,包括极端正和极端负关系,而其他方法,如远方模拟方法,则不可能做到这一点。此外, BS 方法能够简单有效地生成相关多变量 Poisson 进程的样本路径。在这项工作中,我们将 BS 方法推广到多变量混合 Poisson 进程。