Several studies have explored the impact of marital bereavement on mortality, while increasing emphasis has recently been placed on genetic factors influencing longevity - in this paper, we study the impact of losing the spouse and losing the co-twin, for twins aged 50 to 70. We use data from the Danish Twin Registry and the Population Register of Denmark for the period 1968 through 1999. Firstly, we use survival analysis to study mortality after the death of the spouse or the co-twin. We find that the risk of dying is highest in the first year after the death of the spouse, as well as in the second year after the death of the co-twin. We then use event history analysis techniques to show that there is a strong impact of the event 'losing the co-twin' even after controlling for age, sex and zygosity and that this effect is significantly higher in the second year of bereavement. The effect is similar for men and women, and it is higher for monozygotic twins. The latter confirms the influence of genetic factors on survival, while the mortality trajectory with a peak in the second year after the death of the co-twin is consistent with the existence of a twin bereavement effect.