This paper investigates age variations in foreign-born vs. native-born mortality ratios in an international comparative perspective, with the purpose of gaining insight into the mechanisms underlying the so-called migrant mortality advantage. We examine the four main explanations that have been proposed in the literature for the migrant mortality advantage (i.e., in-migration selection effects, out-migration selection effects, cultural effects, and data artifacts), and formulate expectations as to whether they should generate an increase, a decrease, or no change in relative mortality over the life course. Using data from France, the US and the UK for periods around 2010, we then examine typical age patterns of foreign-born vs. native-born mortality ratios in light of this theoretical framework. We find that these mortality ratios vary greatly by age, with important similarities across migrant groups and host countries. The most systematic age pattern we find is a U-shape pattern: at the aggregate level, migrants often experience excess mortality at young ages, then exhibit a large advantage at adult ages (with the largest advantage around age 45), and finally experience mortality convergence with natives at older ages. The explanation most consistent with this pattern is the "in-migration selection effects" explanation. By contrast, the "out-migration selection effects" explanation is poorly supported by the observed patterns. Our age disaggregation also shows that migrants at mid-adult ages experience mortality advantages that are often far greater than typically documented in this literature. Overall, these results reinforce the notion that migrants are a highly-selected population exhibiting mortality patterns that poorly reflect their living conditions in host countries.