2 papers
stat.CO2020
Backward Simulation of Multivariate Mixed Poisson Processes
Michael Chiu, Kenneth R. Jackson, Alexander Kreinin
The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, an…
stat.ME2017
Correlated Multivariate Poisson Processes and Extreme Measures
Michael Chiu, Kenneth R. Jackson, Alexander Kreinin
Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation a…