  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.
