It's not something that you can give ahead of time, but once the baby passes, can you help with the funeral and headstone expenses? We had a family who lost their child at 3 days (was a miracle she survived the birth - about 50% of babies with her defect are miscarried, of the others very few are born alive and usually die within hours). It took them months before they had the money to pay for a headstone for their daughter. I know it troubled them that she didn't have a proper headstone for so long.