Write to them, stating:
" I have already contacted your company by telephone regarding the matter of (M-i-Ls name) on (date) and spoke to (the representative) and I politely explained that this person is deceased and that your continuing to send correspondence to her is causing her husband great distress. Despite my best efforts, you persist in sending these letters to this address. I now inform you that each communication I receive from your company after (give a date of, say, 7 days from the date you are writing) will incur a £50 administration charge to cover my time and trouble in dealing with the matter. I shall send you an invoice on the last working day of each month which I expect to be settled 7 days from that date. Failure to pay will attract a penalty levied at the Bank of England base rate plus 2% until such time as your debt to me is discharged."
Now, don't go getting excited about all the money you'll be receiving.............they usually stop sending the letters, instead :o(