There are well-defined procedures for communication loss and even for interceptions (at least in the US, but I guess other countries are similar). However those procedures are vague on when an interception is required:
In conjunction with the FAA, Air Defense Sectors monitor air traffic and could order an intercept in the interest of national security or defense. Intercepts during peacetime operations are vastly different than those conducted under increased states of readiness. The interceptors may be fighters or rotary wing aircraft. The reasons for aircraft intercept include, but are not limited to:
(a) Identify an aircraft;
(b) Track an aircraft;
(c) Inspect an aircraft;
(d) Divert an aircraft;
(e) Establish communications with an aircraft.
As you can see, there are no significant details there and certainly no one is saying that intercepts will always be ordered. But there are a couple of reasons why it's difficult to say anything more.
First, it's security-related, and the people who know the real answers won't give them anyway. See here for some related discussion.
Second, as this questionthis question explains, there are various reasons for launching jets: a political gesture, a demonstration of a country's military capabilities, and/or a piece of security theater. It's probably a safe bet that most developed countries have processes in place for when to launch an interception, but they certainly aren't public.