I'm pretty sure he said "no". Since he was involved in every aspect of ANS life, "not that I know of" would have been a big red flag.
Since most insurance policies require physical exams, it would be unlikely a policy could be obtained without her knowledge. Although . . . with the mix of unethical associations with doctors anything is possible.
Can anyone remember for sure whether HKS said "no" or "not that i know of" when asked by the clown judge if Anna had an insurance policy?