Another Question

One thing I didn't understand in this week's reading (chapters 36-44) was when Magwitch tells Pip the story of his life and he talks about Compeyson's background as well. Compeyson's friend, Arthur (Miss Havisham's brother) sees a vision of Miss Havisham. He is deathly afraid of her, and says she is trying to put her shroud on him (and will at 5 in the morning). This whole incident is a little confusing to me. Does Arthur really see a ghost of Miss Havisham? Compeyson says this is impossible, since she is still living. So if Arthur really imagined the whole thing, how did he die?