It is not permissible to wish for dead:

“The Prophet, salla Allahu alahi wa sallam went to see Al-’Abbas. He found him wishing for death. Thereupon the Prophet said: ‘O Abbas! O Uncle of Allah’s Messenger! Do not wish for death. If you do good and live long, your good deeds will multiply. Then that is better for you. If you are not good and your death is delayed, you may seek Allah’s forgiveness. That is better for you. So do not wish for death’.” (Narrated by Ahmad)

If you have no other choice you should say: “O Allah! Grant me life as long as life is good for me, and cause me to die when death is better for me.