There are many versions of Pan's family, but one thing's for certain: Hermes is Pan's father.
no one, pan simply died.
He was the nature god. He helped animals and Earth in mythology.
Pan
Panic was thought to be induced by the god Pan.
In Greek mythology, Pan is both piper and the god of herdsmen.
Hermes & nymph Penelope
In Greek Mythology, they say that the gods make a fool of him, except Hermes, Pan's father. Eventually, they counted him as a god (half-heartedly), by watching over animals in the forests. Since Pan wasn't full-heartedly accepted as a god, they say Pan "died" after he disappeared. Pan's relationship with his family was scarce.
Pan can be associated with the lute and the cornucopia (The 'horny of plenty').
Pan is the god of nature and panic. So he lives out side in nature.
http://www.windows.ucar.edu/tour/link=/mythology/greek_family_tree.html
Here you find everything about him: http://en.wikipedia.org/wiki/Pan_(mythology)
Pan the son of the god Hermes and a nymph.