Dreams have various causes. Usually, your hidden desires and the impressions from the waking world are manifested in the dream world. Do not try to remember these dreams unless it is pleasurable. And do not consistently think that you have seen yourself dying, because you will make a strong memory in your mind and this thought becomes impression in your mind which will be manifested in your dream for the purpose of desire fulfillment. What happens in dream is unreal. It is worthless to make a big deal out of it. It is your mind which takes the form of objects, it is your mind itself which experiences all this, and it is your mind alone in which all these things are happening. So, there is no dying or living in a real sense while you are asleep. Your fear of dying while asleep is mere an imagination of your mind which is the result of fear. Remove this fear. There is no need to fear because while you sleep, though your mind is withdrawn from the waking world, pranas are at work which keep the physical body alive. Relax and enjoy the waking world which is more real !!