Sounds like you took care of it nicely. You talked. She calmed down reassured that you are not going anywhere.
Is there still a problem? I have recently read an advice column in Life Learning Magazine about this subject. Maybe you can find it.
My children talk about death a lot. I make it a friendly theme. Maybe no one ever talked about it with her, so she was scared by the fact that it was an unmentioned subject? Sometime could have happened or a story may have triggered her awareness. I don't know. We just talk about it with a benign flair just like talking about life. I think you are doing fine. If you are still worried seek advice from Dr. Aldort by phone. She is the author of, Raising Our children, Raising Ourselves.
Yes its happened to me. I told my daughter that this is natural, everyone dies eventually, and when I do I want her to celebrate my life, as I would not want her to be sad. It helps to have faith, I told her I will always love here where ever I am. I explained there are many other people here for her too, that love her. Having a pet that dies,can trigger this, but also can help children to understand too.