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As specified by the authors, this type of equations appears naturally in the context of credit risk and especially in default risk where the random times \\(\\tau_i\\) model the default times of some counterparts in a financial contract.  The main structure of the paper is the following. First, in Theorem 3.1 the existence and the uniqueness of these BSDEs are obtained under the assumption that the driver is Lipschitz. Then, under an additional condition on the driver (condition (c)), a (strict) comparison theorem is established in Theorem 3.3 which constitutes the second main result of this paper. 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