Multi-state models for recurrent events

We study models for recurrent events with special emphasis on the situation where a terminal event acts as a competing risk for the recurrent events process and where there may be gaps between periods during which subjects are at risk for the recurrent event.
We focus on marginal analysis of the expected number of events and show that an Aalen-Johansen type estimator proposed by Cook and Lawless is applicable in this situation. A motivating example deals with psychiatric hospital admissions where we supplement with analyses of the marginal distribution of time to the competing event and the marginal distribution of the time spent in hospital. Pseudo-observations are used for the latter purpose.