Reliable estimates of mortality according to socioeconomic status play a crucial role in informing the policy debate about social inequality, social cohesion, and exclusion as well as about the reform of pension systems. Linked mortality data have become a gold standard for monitoring socioeconomic differentials in survival. Several approaches have been proposed to assess the quality of the linkage, in order to avoid the misclassification of deaths according to socioeconomic status. However, the plausibility of mortality estimates has never been scrutinized from a demographic perspective, and the potential problems with the quality of the data on the at-risk populations have been overlooked.