Survival and Event History Analysis

Lecturer Jan Beyersmann
Exercises taught by
Jan Feifel

General Informations

Language English

Lectures    4h
Exercises  2h

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



Exercise Sheets

Available on moodle. Password is provided during the first lecture!

You may turn in solutions in pairs (two students, one solution; but not more than two).


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.


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


First lecture: April 11th, 2016

Wednesday April 13th: lecture instead of exercise