Appeal a claim

Long ass story short, I filed a claim with GEICO for a stolen vehicle and it was denied because the vehicle was not insured with GEICO at the “time of theft” but I was unaware of the theft at the time and had to switch insurance due to a move out of state. I couldn’t register my daily driver without in state insurance hence the switch ( and GEICO was cheaper here). The police report is filed the day I realized the car was gone and already with GEICO for 8 months. Previous insurance company also denied because the police report is 8 months after I canceled my policy. Is this something that I can challenge?