I've heard from other stories, that they were long lived as an alicorn, but not heard in the series that they are immortal. They can be killed or struck with poison or sicknesses. Celestia and Luna as they are have lived long lives and from some stories posed that they were ponies that were worthy of the elements of harmony that allowed them to evolve into there current forms, as they did live in the time when Discord was the absolute ruler of Equestria and barely cared of pony life, but of the few alicorns that were around to challenge him. And from those I guess were defeated and killed, or lost their powers from him.
But who knows the future of the series. There is a young alicorn of Cadence and Shinning Armor, and they are gonna either move ahead in time where the Mane six have foals of their own and a new generation of Element bearers begin their own adventures, or they stop the series and reap the money from reruns and other ways to sell the product line.
I've heard from other stories, that they were long lived as an alicorn, but not heard in the series
