From a psychological perspective, the death of a loved one is primarily difficult to bear because of
a separation that involves a finality. The finality is that the loved one we have lost, has been lost forever in life as
we know it, making the grieving very painful.
What happens after death is in all practical terms unknown. However, various religions offer their version of life after death. Research has shown that in general, people with strong spiritual and religious beliefs cope much better with the death of a loved one.
The bereavement process is complicated by unresolved issues that one may have had with the deceased loved one. Anger and guilt feelings are the most likely complications.
Another complicating factor is the age at the time of death. When the age at death is a fairly "ripe" old age, then there is not a likelihood of much complication. But the younger the person, the more the pain of: 1) a "senseless" death too young; 2) having been "robbed" of living a full life; 3) having missed the opportunity to contribute to this world; 4) having missed to basically enjoy so many things people normally would.
Also complicating bereavement is the way in which the person died: natural causes or a long illness involving much suffering or a violent accidental death or suicide or homicide, all produce different emotional reactions and grieving.
Symptoms of bereavement and depression are pretty much alike. A bereaved person needs professional help when--relative to the person's own cultural beliefs--the symptoms last too long. Support through treatment by a counselor, therapist, or psychologist would be highly recommended.