How do I claim a lost diamond?

Hello, I'm facing a bit of a dilemma and I'm hoping you can help me out. I seem to have misplaced a very valuable diamond, and I'm wondering what steps I should take to claim it back. Do I need to file a police report? Should I contact my insurance company? Are there any specific procedures I should follow in order to increase my chances of recovering my lost diamond? Any advice or guidance you can provide would be greatly appreciated.