When Berg died on 24 December 1935 he had not finished Lulu . It is possible he might have finished it if he had not spent time writing the violin concerto . Berg worked on the piece very quickly , completing it within a few months ; it is thought that his working on the concerto was largely responsible for his failing to complete Lulu before his death on December 24 , 1935 ( the violin concerto was the last work that Berg completed ) .