this is a general question.
Say you want to predict two time-to-event outcomes, the time until chronic heart disease, and time until diabetes. You think these outcomes are likely to be correlated, i.e. an individual at higher risk of one, may be at higher risk of the other. Therefore to get the joint risk, you somehow need to models the joint distribution, and the level of association between the two outcomes.
I have explored using copula models, marginal modelling approach and multistate models, and believe I have an understanding of them all. However I can't get my head round frailty models/joint models. It seems like a natural approach to have a shared random effect across the two marginal models, to allow some dependence on the hazard functions of the two outcomes. However no matter how much I look, I can only find joint models for "a longitudinal and time-to-event outcome". I feel like I am either missing something very obvious, or a large portion of the literature. Why is there nothing on a joint model for two time-to-event outcomes?
Many thanks for anybody who can help on this.