How do I file a claim under my Denver home insurance policy? Firstly you notify the police in the case of a robbery and you inform them that you have a Denver home insurance policy; you notify the insurance company as soon as you realize that there has been damage or loss of property; you take steps to protect your property from further damage; you prepare a detailed list of the things damaged or missing; you must be prepared to show the insurance company the damaged goods; you complete a statement for the insurance company that details what happened before, during, and after the loss occurred.