Survival and Event History Analysis

Lecturer Jan Beyersmann
Exercises taught by
Tobias Bluhmki

General Informations

Language English

Lectures    4h
Exercises  2h

Registration via the SLC.

Prerequisites: Elementary Probability Calculus, Stochastic I, Measure and Integration Theory, basic Programming Skills.

The level of the course is roughly that of a first year's master course in Mathematical Biometry. Basic knowledge of standard survival analysis and of R is helpful, but not mandatory.

Exam: In order to be admitted to the exam, students must have made a meaningful attempt to solve at least 80% of all Problems.

Time and Venue 

Lectures   Monday, 10:00-12:00, HeHo 18/120
                  Tuesday, 14:00-16:00, HeHo 18/120

Exercises Wednesday, 12:00-14:00, HeHo 22/E18


July 28th, 2015 (Tuesday): 10:00-12:00 a.m. (H12)

Retake Exam 

September 23rd, 2015 (Wednesday): 10:00-12:00 a.m. (HeHo 18/E60)


Time-to-event data are omnipresent in fields such as medicine, biology, demography, sociology, economics and reliability theory. In biomedical research, the analysis of time-to-death (hence the name survival analysis) or time to some composite endpoint such as progression-free survival is the most prominent advanced statistical technique. At the heart of the statistical methodology are counting processes, martingales and stochastic integrals. This methodology allows for the analysis of time-to-event data which are more complex than composite endpoints and will be the topic of this course. The relevance of these methods is, e.g, illustrated in the current debate on how to analyse adverse events. Time permitting, we will also discuss connections between causal modelling and event histories.


Excercise Sheets: available on the SLC.


Aalen, Borgan, Gjessing: Survival and Event History Analysis, Springer 2008

Andersen, Borgan, Gill, Keiding: Statistical Models Based on Counting Processes, Springer 1993

Beyersmann, Allignol, Schumacher: Competing Risks and Multistate Models with R, Springer 2012


Post-exam review: 

Thursday July 30th, 2015, 10:00 a.m. - 12:00 p.m. in HeHo 20/Room E12