Richard Styles, 67, is believed to have links to Leeds' Harehills area and to Halifax.
He had not been seen for a number of days before his death at Fairfield Road, Bridlington, on September 14, but police say it is not being treated as suspicious.
Mr Styles, known as Kevin to his friends, had lived at the address for 13 years but previously lived on The Crescent, Bridlington.
A Humberside Police spokesperson said: "We have so far been unable to trace any of his family members and are asking them to contact us.
"Richard is known to have connections in the Harehills area of Leeds and may have a sister in Halifax."
Anyone with information is asked to call 101, quoting the log number 454 of September 14.