Similar converstation with death may be found in seveal old ballads
"Death and the Lady" was published by J. Deacon (as "The Great Messenger of Mortality, or a Dialogue betwixt Death and a Lady") sometime between 1683 and 1700. An earlier version is the second half of "Beauties Warning=piece", 1681-2.
Death's Uncontrollable Summons; or, The Mortality of Mankind. Being a Dialogue between Death and a Young-Man, was published by P. Brooksby after 1684.
"A pleasant song made by a Souldier" (to "Callino) c 1583, is known, but "Deathes merry answere to the songe of the soldier", entered in the Stationers' Register on July 29, 1583 is lost.
All may be found in the broadside ballad index at www.erols.com/olsonw