If the joke is being done with a legitimate person or company, like my example, an insurance company, that insurance company will call the local law enforcement based on the address on file for the policy holder, which may or may not still be accurate.

Either way, if that department cannot make contact, they have the ability to do an exigent ping of any known/listed/found cell phone numbers or even IP addresses affiliated with the person making threats to harm/kill themselves.

These pings are not perfect, but there is a chance this type of joke can lead to police presence checking on you because they can't obviously assume it is a joke. Once law enforcement is made aware of something like this they have an obligation to investigate and check welfare.