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I want to get the dataset that shows a chance of dying within a year (or succeeding survival rate) by age, gender, and country?

For example, I want to know how likely the age 20-24, male is alive next year depending on each country.

Is there any dataset that shows it?

4

See the national life tables, e.g.

Or The Human Mortality Database that collects data from various countries.

2

Quandl has several databases showing data for mortality. The databases come from sources like the World Health Organization, Centre for Disease Control, the World Bank and the UN. See https://www.quandl.com/search?query=mortality&type=all. Hope this helps...

[Disclosure: I work for Quandl]

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