“You are more to me than an audience tonight,” Letterman told the crowd. “You’re more like a human shield.” The late-night host also joked that “everybody” knows the culprit is “Tonight Show” host Jay Leno.

Letterman didn’t hesitate to make his possible demise the punchline. “Backstage, I was talking to the guy from CBS,” he said. “We were going through the CBS life insurance policy to see if I was covered for jihad.”

He also made a crack about Osama bin Laden, which is part of the reason he was threatened in the first place: “But I’ll tell you, bin Laden, when they killed him, he’d been locked in his house with three wives for six years. So when the SEALs broke in he said, ‘Hey, just shoot me.’”

Letterman also devoted his “Top Ten” list to “Thoughts That Went Through My Mind After Hearing About the Threat.” By far the best on the list was, “How can someone be so angry at a time when Kim Kardashian is so happy?”

Watch his monologue and “Top Ten” list below.