125 Wherefore holy men have not without reason often lamented their lengthy dwelling here: David lamented it, Jeremiah lamented it, and Elijah lamented it. If we believe wise men, and those in whom the Divine Spirit dwelt, they were hastening to better things; and if we enquire as to the judgment of others, that we may ascertain that all agree in one opinion, what great men have preferred death to sorrow, what great men have preferred it to fear! esteeming forsooth the fear of death to be worse than death itself. So death is not feared on account of evils which belong to it, but is preferred to the miseries of life, since the departure of the dying is desired and the dread of the living is avoided.
Source: On the Death of Satyrus (New Advent)