It is not Elsewhere as that one is about reverse aging during afterlife ... also a great book! have not read Life After Life, but will put it on my list.
I googled it and found it for you. It is The Brief History of the Dead by Kevin Brockmeier.
While on the topic I might as well mention that my very favorite afterlife book (after The Brief History of the Dead) is How the Dead Will Live by Will Self... author Neil Gaimen mention Will Self as an author that he liked- and that was how I came across that book. Really neat.