If he dies first, you can go to his funeral but he can't go to yours.
If you die first, he can go to your funeral but you can't go to his.

Negatively, then

If you won't go to his, then he won't go to yours. That's possible.

If you DO go to his, he won't go to yours anyway.

If he goes to yours, you won't go to his anyway.

The ONLY possible situation is if neither of you go to each other's funeral while you BOTH are alive.

Keeping in mind that you being dead means that you don't exist. There will be no such thing as you. So, even if you die, you cannot be considered to be at his funeral because neither one of you exist.

Cogito; ergo, sum.
Non puto; ergo, non sum.