The number of helminths within a host can only increase by the host encountering additional infectious stages, so it is important to consider not only whether a host is infected, but also the severity of its infection. Stochastic models consider explicitly the number of parasites within the host and treat infection, death and other demographic events as random processes. I discuss stochastic helminth population models of increasing degrees of complexity, starting with the infection dynamics within a single host and finishing with the full parasite lifecycle among a population of hosts. I demonstrate the mathematical techniques that can help to analyse these models and discuss the insights into parasite population biology that these methods can bring.