After finding that Hume had not changed his views, Boswell exclaimed, "Does the thought of annihilation never give you any uneasiness?", to which Hume replied, "Not at all, Mr. Boswell. No more than the thought that I had not been."
In this we hear Hume echoing the sentiment of the ancient Greek materialist philosopher Epicurus:
Become accustomed to the belief that death is nothing to us. For all good and evil consists in sensation, but death is deprivation of sensation. And therefore a right understanding that death is nothing to us makes the mortality of life enjoyable, not because it adds to it an infinite span of time, but because it takes away the craving for immortality. For there is nothing terrible in life for the man who has truly comprehended that there is nothing terrible in not living. So that the man speaks but idly who says that he fears death not because it will be painful when it comes, but because it is painful in anticipation. For that which gives no trouble when it comes, is but an empty pain in anticipation. So death, the most terrifying of ills, is nothing to us, since so long as we exist, death is not with us; but when death comes, then we do not exist. It does not then concern either the living or the dead, since for the former it is not, and the latter are no more.The account of Boswell's interview of Hume can be read in fuller detail in the article that Zaretsky wrote comparing the dignified manner in which Hume and Christopher Hitchens confronted dying. (The article is essentially the same material that appears in the book, minus the portion relating to Hitchens.)