There is the coping hypothesis, that coping with unemployment causes unhealthy behavior and death [1] and the latent sickness hypothesis [2], that unhealthy behavior is a cause of both unemployment and death. Anecdotally it makes sense - if you are an alcoholic or drug addict you are likely to lose your job as well as die as a result of your behavior - but the actual number of people who die is ostensibly hard to measure.
I'm guessing there'll be a lesser need to cope this time around since a lot of people will know a lot of other people who are unemployed. All of a sudden being unemployed might be the new normal and we'll all help each other cope
1. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3070776/#R41
2. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3070776/#R65