Sahih Muslim | Book 35 | Hadith Number 6480

Narrated by Anas (b. Malik)
Anas (b. Malik) reported Allah's Messenger (may peace be upon him) as saying. None of you should make a request for death because of the trouble in which he is involved, but if there is no other help to it, then say: O Allah, keep me alive as long as there is goodness in life for me and bring death to me when there is goodness in death for me.