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 is understandable, considering that the insurance company covering the costs wouldn't have any way to verify if the claimant is speaking of the truth, and have no accomplice for the hack. They might have placed some security features on those certain wallets to insure that they are not gamed in any way by claimants who think that this is an easy money-grab opportunity for them. Having said that, I'm still unsure as to how would they conduct thorough investigation on loss of private keys, or how would the claimant prove that they lost their keys in an unfortunate manner.