You need a crime reference number from the police to give to your insurers.
Check the small print of your insurance policy to see what is covered and anything which may void or limit any claim.
I stayed over in someone's house once after a party, slept alone in the lounge on an airbed and someone came in and took two handbags from by me from next to me while I was sleeping.
My mobile insurers gave me a very hard time and initially said I couldn't claim as I couldn't give a guarantee as to whether the back door we assume they came in by was locked and as there was no forced entry.