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We analyze the relationship between the notion of certificateless public key cryptography (CL-PKC) and identity-based schemes without a trusted private key generator (PKG), formally define the security of certificateless threshold signatures, and propose a concrete implementation based on bilinear pairings. To exhibit the security of our proposal, we develop the theory of simulatability and relationship between the certificateless threshold signatures and the underlying (non-threshold) ID-based signatures. We show that the proposed scheme is robust and existentially unforgeable against adaptively chosen message attacks under CDH assumption in the random oracle model.