Unfortunately, we can't act on your behalf on any insurance claim.
Whether it's lost baggage, injury, car rental damage, etc. we legally can't act on your behalf, and all we can provide you with is the contact of the insurer for this claim.
It is up to you to contact the insurance company, provide them with what is needed, etc.
Specifically for lost baggage: please go to the lost & found area where you off-boarded, which is usually near the baggage claim at the airport, and there you'll be instructed how to proceed with the claim.