Turns out it's much more complicated than I had thought to get a Casascius coin insured when it is sent abroad.

I inquired about personal / home insurance and transport insurance for businesses. It is possible to get the insurance but depends for example on recipient's country.  Home insurance didn't cover valuable collectibles if they are sent abroad for sale. Luckily I'm an entrepreneur and can take the insurance for my company as well.

Seems that it could be even possible to take double insurance. For courier companies, DHL is probably the only one I know of that offers coverage for collectibles. In addition, one of the big bank/insurance companies offers additional insurance for items one sends via courier company.

So, next step would be to know the country of recipient.