I lost my iPhone

Do you have AppleCare+ Theft and Loss? Did you also have Find My enabled on your phone, which is required to have been on in order to file a claim?

See this for guidance --> File an iPhone Theft and Loss Claim - Official Apple Support

This does presume you actually had the Theft and Loss coverage tied to your AppleCare+ plan.

File a claim with whoever you have insurance through.

If you have AppleCare plus with loss and theft, go here:

File an iPhone Theft and Loss Claim - Official Apple Support

If you mean you have AppleCare Theft & Loss coverage, see: File an iPhone Theft and Loss Claim - Official Apple Support

Ask your insurance carrier.