The insurance on your order only covers damage or loss in transit but not if your carrier scans it delivered. There are still a few things you can do.
1. Check with those who live with you to find out if they picked up your order.
2. Check with your neighbors to find out if they received your order in error.
3. Contact your carrier to find out where they left your parcel. Sometimes carriers will leave large parcels in a place not easily seen from the street.
4. If your order was suppose to deliver in your mailbox, you can file a theft claim with the USPS Postal Inspector.