  This paper deals with Poisson processes on an arbitrary measurable space.
Using a direct approach, we derive formulae for moments and cumulants of a
vector of multiple Wiener-It\^o integrals with respect to the compensated
Poisson process. Second, a multivariate central limit theorem is shown for a
vector whose components admit a finite chaos expansion of the type of a Poisson
U-statistic. The approach is based on recent results of Peccati et al.\
combining Malliavin calculus and Stein's method, and also yields Berry-Esseen
type bounds. As applications, moment formulae and central limit theorems for
general geometric functionals of intersection processes associated with a
stationary Poisson process of $k$-dimensional flats in $\R^d$ are discussed.
