There is a great Hungarian poet with the same experience: http://en.wikipedia.org/wiki/Mikl%C3%B3s_Radn%C3%B3ti

He wrote quite a lot about his feelings, like this:

"Three years later Radnóti was also informed that at his birth not only his mother but also his twin brother died. The poet could not get over this trauma until his own death, and repeatedly returned to it in his poems and in his essay Gemini. He also touched this topic in his autobiographic sketch in 1940: “I am a twin child, but my twin brother died together with my mother at my birth. My mother was killed by the twin birth, her heart could not bear it, and my brother was weak, perhaps I drained his vital force. When I was twelve my father died as well. I did not know my mother and I hardly remember my father. I only caress some sharp but disconnected images of him…”"