In the aftermath of a student death, you may be notified by the U.S. embassy in the country where your child died, though the study abroad program may also notify you. This information will likely arrive as a phone call.
Unless murder is suspected, there will be no independent investigation, nor any federal or industry requirement to conduct an independent investigation.
The study abroad program may issue a death report, though this report cannot be considered independent. The host country may also issue a death report. These two reports may or may not agree.
Especially if there are discrepancies in the story being told, some families will hire their own investigator.
Eventually, you will be mailed a death certificate, though this may take months.