Epidemiologic cohort studies have consistently demonstrated that long-term exposure to ambient fine particles (PM_2.5) is associated with mortality. Nevertheless, extrapolating results to understudied locations may involve considerable uncertainty. To explore this issue, this review discusses the evidence for (i) the associated risk of mortality, (ii) the shape of the concentration-response function, (iii) a causal interpretation, and (iv) how the source mix/composition of PM_2.5and population characteristics may alter the effect. The accumulated evidence suggests the following: (i) In the United States, the change in all-cause mortality risk per μg/m³is about 0.8%. (ii) The concentration-response function appears nonlinear. (iii) Causation is overwhelmingly supported. (iv) Fossil fuel combustion-related sources are likely more toxic than others, and age, race, and income may modify the effect. To illustrate the use of our findings in support of a risk assessment in an understudied setting, we consider Kuwait. However, given the complexity of this relationship and the heterogeneity in reported effects, it is unreasonable to think that, in such circumstances, point estimates can be meaningful. Consequently, quantitative probabilistic estimates, which cannot be derived objectively, become essential. Formally elicited expert judgment can provide such estimates, and this review provides the evidence to support an elicitation.