Not according to this old study
http://www.bmj.com/content/315/7123/1641
Subjects: 918 men aged 45–59 at time of recruitment between 1979 and 1983.
Main outcome measures: All deaths and deaths from coronary heart disease.
Result: Mortality risk was 50% lower in the group with high orgasmic frequency than in the group with low orgasmic frequency
Conclusion: Sexual activity seems to have a protective effect on men's health.
Or this one
http://men.webmd.com/news/20071127/low-testosterone-early-death
Of course there are plenty of ways to die from sex, Aids being the biggest one
http://www.ranker.com/list/the-11-craziest-unexpected-sex-related-deaths-in-history/davehoward
And as Badgenome said, who wants to tack more years onto the end of their life.









