Philosophers have argued that we are not or can not know that we are a substance

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Philosophers have argued that we are not or can not know that we are a substance which remains continuous throught out time. Hume, was especially famous for making that point. What about the fear we experience in the face of certain fates? Any reasonable person would want to avoid being tortured and it would be no consolation to "know" that the person who will be tortured is not the same person as the person who dreads it. This is essentially why I can't agree with Hume. I know it doesn't sound like an argument but it still seems like a persuasive position. Have other philosophers offered that rebuttal to Hume? What could you say to refute or bolster this "argument"?