Molecular data, e.g. arising from microarray technology, is often used for predicting survival probabilities of patients. For multivariate risk prediction models on such high-dimensional data, there are established techniques that combine parameter estimation and variable selection. One big challenge is to incorporate interactions into such prediction models. In this feasibility study, we present building blocks for evaluating and incorporating interactions terms in high-dimensional time-to-event settings, especially for settings in which it is computationally too expensive to check all possible interactions.