  The decreasing enumeration of the points of a Poisson random measure whose
mean measure has finite survival function on the positive half-axis can be
represented as a non-increasing function of the jump times of a standard
Poisson process. This observation allows to generalize the essential idea from
a well-known exact simulation algorithm for arbitrary extreme-value copulas to
copulas of a more general family of max-infinitely divisible distributions,
with reciprocal Archimedean copulas being a particular example.
