This one we are beginning to be able to answer. From what I can tell, the question is entirely backwards. One doesn't have a life. A life has a someone.
A self is a messy, changing collection of descriptions of a human, the most extensive of which are those descriptions that are contained within one's own brain and also in one's bodily presence.
The descriptions don't posses the life. The life generates and manifests the descriptions.
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To be fair, there are many, many useful reasons to frequently ignore this perspective and pretend that we are selves that do indeed possess a life -- the strongest being that we seemingly can't help but do so most of the time, just like we can't help but take the next breath.
However, taking the time to appreciate and meditate on the above can very worthwhile. At least, it has been for me personally.