Special word for death anniversary

Solution 1:

The word for a death anniversary is... anniversary.

anniversary noun an·ni·ver·sa·ry | \ˌa-nə-ˈvərs-rē,-ˈvər-sə-\

the annual recurrence of a date marking a notable event

In the instance of a death, you would modify it with a prepositional expression. An example would be:

There are plans to release a film about his life next year, which would mark the tenth anniversary of his death.

We usually associate anniversary with marriages or work tenure, but the term is etymologically agnostic to those distinctions. Much like there isn't a special word for "sports car" (outside of the actual names of cars, like Ferrari, or Lamborghini); it's just a car that's intended for the sport of driving.

English has not accommodated in wide use any of the other answers suggested so far (deathday*, deathiversary, heavenly birthday, yahrzeit). [*deathday, is a lazy portmanteau. Its history only attests to its obsolescence, and it is in the bottom 20% of looked-up words, and an uncommon expression. ]

Solution 2:

One word for this is deathday (a word which dates back to Old English, in fact):

the day or the anniversary of the day of a person's death.
_{Dictionary.com Unabridged. Based on the Random House Dictionary, © Random House, Inc. 2018}

One well-known example is the deathday party that Nearly Headless Nick has (Harry Potter and the Chamber of Secrets, Chapter 8: "The Deathday Party").