I doubt that they have been doing their own 'Moon Over Parador' - but I have noticed that when these 'the leader is dead!' stories appear that soon thereafter the leader is indeed dead. I think its a way of letting down the public gradually instead of inspiring revolt.
There were rumors for months that Castro was dead, and then quietly his brother takes over. No revolution. The same with OBL - I'm fairly confident he is also pushing up daisies or should I say poppies. And that was after many confirmed then denied reports.