This thematic issue aims at highlighting research in mortality and how the Annals of Actuarial Science has greatly contributed to it since its inception. I firstly discuss two review papers that clearly summarize the state of the art of stochastic mortality modeling (Booth and Tickle, 2008) and forecasting for the particular case of the Lee-Carter model (Li, 2014). Second, I discuss the cohort extension of Lee-Carter and how to tackle identifiability issues arising from collinearity (Hunt and Blake, 2020). I finally delve into novel ways of modeling mortality such as by studying underlying causes-of-death (Alai et al., 2015), creating a Bayesian unified framework to estimate and forecast mortality (Fung et al., 2017), developing multi-population models (Richman and Wüthrich, 2021; Wen et al., 2021) and dependence of joint lifes, or the so-called broken-heart phenomenon (Spreeuw and Owadally, 2013). - Jennifer Alonso-García, Guest Editor