PEOPLE can confirm that the 'Bling Empire' matriarch has died ... "Anna Shay is half-Japanese and half-Russian and super, super wealthy," Kane Lim said during a confessional in season 1.

she says. “As for a Bling Empire costar, I’d say Kane [Lim]. He’s always bringing the energy and I think we’d have a hilarious (and maybe slightly chaotic) episode together.” Below ...