If you short a fully charged lithium battery it will almost certainly blow up. But I would doubt that you could count on it killing the person holding or wearing it.
You would have to add a circuit to the pager that shorted the battery and have some programing that closed that circuit when it got a page from a specific number.
You might be able to use the battery as a detonator to a small Semtex charge to make it more deadly.
Just real unlikely.