This essay from the Jungian Center for the Spiritual Sciences offers a useful precis of, and excerpts from the renowned psychoanalyst’s writing on the subject of death:
…death is an important interest, especially to an aging person. A categorical question is being put to him, and he is under an obligation to answer it. To this end he ought to have a myth about death, for reason shows him nothing but the dark pit into which he is descending.
Myth, however, can conjure up other images for him, helpful and enriching pictures of life in the land of the dead. If he believes in them, or greets them with some measure of credence, he is being just as right or just as wrong as someone who does not believe in them. But while the man who despairs marches toward nothingness, the one who has placed his faith in the archetype follows the tracks of life and lives right into his death. Both, to be sure, remain in uncertainty, but the one lives against his instincts, the other with them.
Carl Jung, 1959