On the identifiability of copulas in bivariate competing risks models

Abstract. In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the “identifiability crisis in competing risks analy-sis ” (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then ex-tended to the case where one margin is unknown.