You know when you kill the last boss the game usually ends ;)
I do not really have anything much to lose and I was still lucky enough not to lose anything important yet, and not even experience any significant pain.(unless we count in my acute appendicitis that hurt like hell. LOL)
Of course, it will happen eventually but it is hard to tell now how I will deal with that then. Maybe it will not be that horrible because when you lose something you gain more freedom.
So what I said before, is pretty relevant to how I deal with loss. I understand that losing something also gives me something back because every "asset" is also "liability". so in those situations, my thoughts to revolve around the plans how I will move forward and will be able to do things that I could not do before because of that thing I lost.
If I think about the situation when I lose everything completely where I will be sure that I have no future anymore I will have to end my life with something resembling a suicide in some fun way. sometimes I even envy people whose life was not as good as mine, because the fact that it is pretty good, makes me value it so much that I cannot do things I would love to do.
My usual problem is not so much losing something but the perspective of such loss happening in the near future.
waiting for a loss is worse than the loss itself because you can't do anything at all, neither you can prevent loss neither you can move forward from that.
It happened to me a few times on a medium scale, but by some miracle, everything resolved somehow.
In those situations, I was under pretty big stress because of my inability to do anything at all. It is neither pain or bad thoughts it is the situation when you are just stuck, same as if you are tied and cannot move. And this is the worst thing I ever experienced. I think it is depression. I could even fell how my body is breaking down at that time.