Subjectively: Have you ever fainted or gone under anesthesia, to have time jump in the blink of an eye? What happened in between? It doesn't matter. Time means absolutely nothing if you're not conscious. So at the very least, I don't think the concept of being dead itself should be worrisome.

Philosophically:

Other than that - and this is maybe unfounded - but I like to hope/assume that all instances in time actually exist together in a higher dimensional space. It just so happens that - (1) nearby instants in time are very similar to one another, and (2) the notion of the "arrow" of time is somewhat of an illusion derived from how our brains are built to have memory. But really all of these moments exist together despite our private subjective experience in the moment giving an illusion that time is moving forward. So in that sense, we're like books. It has a first page, middle pages, and a last page. There is an ordering. But the book is always still there. Every word is still on the page. And in that regard, we are immortals who cannot subjectively experience our own immortality. To give credit to the book analogy: the TED talk show on NPR recently had a good ep on "fear" and death was one of the topics : http://www.npr.org/2014/05/23/312544032/should-we-be-afraid-of-death

Last... do you really want to waste the precious moments that life has given you worrying about something you can't even have a subjective experience of? In a sense, it's JUST as silly as worrying about what a random person down the street is cooking for dinner every night. You can't/don't actually experience it. It's totally useless stress! Getting meta: there's so much we don't know about the universe. It could even be the case that time loops at some point. What if it is the case that your moments exist together for all "eternity" (for lack of a better term). Then you'd feel REALLY silly about wasting your time fretting, because you'd be re-living that worry over, and over, and over, and over.