Using a Danish register-based study on childhood vaccination and hospitalisation as motivation, a marginal structural model for recurrent events is studied. The model addresses a number of challenges which may be seen more generally in large register-based cohort studies. One is to adjust for a time-dependent confounder when studying the effect of a time-varying exposure on a recurrent event based on an analysis in continuous time. Another is to report results via a measure which is easy to interpret and communicate even though quite elaborate treatment regimes are considered. Lastly, the implementation of continuously updated weights implies a substantial computationally demanding workload.