Unfortunately you cannot build a relationship with all your customers. Nor should you realistically expect to. Instead, aim for the best ever connection with the regular customers that come back year-after-year and consistently buy insurance from you. Call them your core users. It is the core users that need to be nurtured in the fashion best known to relationship marketing — great customer service above and beyond the call of duty. Pull out the stops and do it all for the core users and they shall stay.
This does not mean you do not attempt to cultivate new users and customers. It just means that your rightful focus really needs to be the core customers first to keep them. Only after you establish core users, then you bring new customers into the fold.
Slightly different marketing approaches but the fit together quite well. Break out your sales figures at the end of the year and see where the largest customer gains occur. Chances are it is from the loyal, always there customers.