I would go with Python, both R/Python are very similar, but Python is much simpler to use.
Also if you then would to delve into using big data clusters you can use Pyspark or if you are interested in Cuda you have pytorch etc.
I am very interested in looking at survival analysis but using fixed contracts (i.e. 12 month car insurance).
Would a good idea be to run the analysis on 1 year time intervals?