Insuring your tickets is possible in the final step of your (online) order. With a cancellation insurance you can get a full refund if you are not able to visit the event due to an insured situation, like illness, death, etc. At the bottem of the page in the final step (4), you are asked to choose if you want to insure your tickets. At this point you will also see the costs for insuring your tickets.

When ordering tickets by telephone, insuring your tickets isn't possible.