The Holy Name of Jesus is a powerful name, a name that refers to the second Person of the Holy Trinity, God himself.
Many saints died saying his name, and it was often viewed as the most perfect way to pass from this life to the next.
Here is a prayer from a 19th-century prayer book that asks God for the grace to say his Holy Name before your final breath is taken.
May the Adorable Name of Jesus be the daily music of my soul and the seal of my heart, and when in the agony and cold sweat of death, I give the last look for mercy, may the parting sigh of my soul be JESUS. Amen, sweet Jesus, Amen.