This is what insurance companies do all the time.
I'm afraid though that it is going to be hard to find anyone to take you up on your offer because on the surface it doesn't sound that great, risk 250 BTC for .3 BTC.
An insurance company might also want some verification that you actually have 250 BTC in btc-e however and that when it is recovered if btc-e goes down the 250 BTC go to them (since they will have already paid you "your" 250 btc). However, you've explicitly said you wont verify that, so this is just basically a short term option (or high odds bet) on btc-e.
Good Luck!
Thanks. You are mostly right, except I think there is no "my" 250 btc and "their" 250 btc. If I buy fire insurance and my house burns down (say 250K in damage), my insurance company does not expect me to give them the house after it's rebuilt. That's why I pay the premium for - to cover the damage and that's all.
And a fire insurance for a 250K house is probably about ~300$ per year (depending on various factors). And that's for a _whole year_. I am looking for coverage for _one week_.