Seneca the Younger (c. 4 BC – AD 65), Lucius Annaeus Seneca was a (very rich) Roman Stoic philosopher, statesman, and dramatist. He was born in Cordoba in Hispania, and raised in Rome, where he was trained in rhetoric and philosophy (mostly with teachers from the short-lived School of the Sextii, which combined Stoicism with Pythagoreanism).
Interestingly, Seneca’s life and fame really began with his exile. Miriam Griffin says in her biography of Seneca that “the evidence for Seneca’s life before his exile in 41 is so slight, and the potential interest of these years, for social history as well as for biography, is so great that few writers on Seneca have resisted the temptation to eke out knowledge with imagination.”
But what about his exile? It all began when Claudius became emperor in 41 AD. The new empress Messalina accused Seneca of adultery with Julia Livilla, sister to Caligula and Agrippina. Whether the affair actually took place or not is unknown. Indeed, many are dubious of the accusation because Messalina had clear political motives for getting rid of Julia Livilla and her supporters. Seneca was sentenced to death by the Senate, but fortunately for both us and Seneca, Claudius commuted the sentence to mere exile.
Consequently, Seneca spent the next eight years on the island of Corsica, where he wrote two of his earliest surviving works: Consolation to Helvia and Consolation to Polybius. The former was to his poor mother who mourned his exile as if it were his death, and being the good son he was, he tried to console her about the shocking turn of events. The latter, while also a consolation letter, is more known for its flattery of the emperor, which Seneca wrote in the hope that Claudius would recall him from exile.
1669 edition of Seneca’s Consolations
This finally came to fruition when Agrippina married her uncle Claudius in 49 AD. Through her influence Seneca was allowed to return to Rome, where he gained the praetorship and was given the additional and very important role as tutor to Agrippina’s son, the future emperor Nero.
From AD 54 to 62, Seneca acted as Nero’s advisor, and was appointed suffect consul in 56. Seneca’s influence was said to have been especially strong in the first year, and subsequently Tacitus and Cassius Dio suggest that Nero’s early rule was quite competent. Sadly this did not last.
Ironically, Seneca ensured the exile of consul Publius Suillius Rufus in 58 AD after Sullius had made a series of public attacks on Seneca. In response, Seneca prosecuted Sullius for corruption and half of his estate was confiscated and he was sent into exile.
Seneca’s story does not end well. In AD 65, Gaius Calpurnius Piso, conspired to assassinate Nero, and somehow Seneca was implicated as complicite. While it is unlikely he was involved, Nero nonetheless ordered Seneca to kill himself.
The Death of Seneca, Manuel Domínguez Sánchez
The Death of Seneca, Manuel Domínguez Sánchez, 1871
Seneca choose a traditional suicide of bleeding to death. Both Cassius Dio and Tacitus wrote accounts of the event. Cassius Dio, who wished to emphasize the relentlessness of Nero, focused on how Seneca had attended to his last-minute letters before following the tradition of severing his veins, while Tacitius romanticized the events, writing:
He was then carried into a bath, with the steam of which he was suffocated, and he was burnt without any of the usual funeral rites. So he had directed in a codicil of his will, even when in the height of his wealth and power he was thinking of life’s close.” 
However he died, it was considered a truly stoic death.