We have no proof of his death. Alan Taylor was answering a question about Loki. Anthony Hopkins seemed really unsure in his answer and just felt he played the role enough. I've analyzed the video that LoveWaffle linked. I even wrote an accurate transcript of the interview. We have zero proof of Odin's death. Unless you can find solid evidence, I'm not going to say he's dead yet. Also here's the link to the video I've watched when investigating.