In this study, we train and compare three types of machine learning algorithms for Survival Analysis: Random Survival Forest, DeepSurv and DeepHit, using the SEER database to model cutaneous malignant melanoma. Additionally, we employ SurvLIMEpy library, a Python package designed to provide explainability for survival machine learning models, to analyse feature importance. The results demonstrate that machine learning algorithms outperform the Cox Proportional Hazards Model. Our work underscores the importance of explainability methods for interpreting black-box models and provides insights into important features related to melanoma prognosis.