I came across one that covers individuals (there seem to be some timid attempts), and it goes on about insuring your BTCs (and other alts), stating that it covers stuff like loss of wallet keys, proven hacks by means of brute force, cyber attacks, phishing, trojans amongst others. The catch is that it will only cover you if you use a specific wallet (and probably a ton of clauses).
See:
https://www.coincover.com/theft/bitcoin-insuranceThis makes sense, because it would be so easy to just send coins to a new address and then claim that you was hacked. You would need to mix the coins to avoid any potential insurance fraud investigation, but still it's much easier to execute than real-world insurance fraud with things like cars or real estate.