  The present article studies survival analytic aspects of semiparametric
copula dependence models with arbitrary univariate marginals. The underlying
survival functions admit a representation via exponent measures which have an
interpretation within the context of hazard functions. In particular,
correlated frailty survival models are linked to copulas. Additionally, the
relation to exponent measures of minumum-infinitely divisible distributions as
well as to the L\'evy measure of the L\'evy-Khintchine formula is pointed out.
The semiparametric character of the current analyses and the construction of
survival times with dependencies of higher order are carried out in detail.
Many examples including graphics give multifarious illustrations.
