Cruiseline cancellation policies, and cruise insurance coverages, are extremely complex. You need to check exactly what pertains to your particular situation. "Cancel for any reason" policies are rare and usually full of restrictions, and may only provide a future cruise credit instead of cash.
All of this is what a good local full service Travel Agent is able to sort out for you. Hopefully that is the way you booked and you can simply put all this in the TA's lap.
If you booked online or through an 800 number, you probably get to fight through the paper jungle by yourself. Get on the phone to the cruise line first and find out where you stand in the penalty time. Then read your policy,and get on the phone to the insurance company and find out what they cover.
It may be messy.
Good Luck and Have a GREAT cruise!