In many different areas, one may be interested in the time to some events: death or cancer in medicine, wedding or divorce in sociology, etc. These data are called survival data. Several events or multiple occurences of a single event lead to event histories or recurrent event data respectively and appear just as often. Even if those data appear so frequently and that they do not seem to be so different from any other classical data, they cannot be analysed using the usual statistical tools. Indeed they have particularities that make their analysis special.