Jews have always relied on Tehillim (Psalms) in times of trouble. For example, when a relative is sick, people often recite psalms for their welfare. Psalms can be found in any bible. Some psalms that are particularly appropriate at this time include Psalm 20, 23, 79, 91 and 123.
One should not let a person die alone. Indeed, in several societies, there are people whose role is to provide this special service. They are not there in the capacity of ritual mourners, but to act as a companion or guide -- a kind of spiritual midwife.