If you don't comply, they will refuse to process your claim. You could then try suing the insurer for "breach of contract"--for violating their policy obligation (since an insurance policy is a contract) to pay this claim under the relevant circumstances or facts. But in the lawsuit, they will request the same information and be able to get it using the legal mechanisms of "discovery," so you may as well provide it now, rather than providing it later after spending time and money on litigation.