You can do this in ShipStation if you use Shipsurance on your shipments. If you added Shipsurance before creating the label, you just click the Shipsurance link for that shipment from the Insurance tab in the Shipments page of ShipStation (as described in the File a Shipsurance claim help article).
But, this is not possible currently when you apply carrier insurance to the shipment. This would be a great feature, but the carrier would have to have this ability available via their API, which they may or may not.
Right now the best way to submit these types of requests is through our product feedback forum. This forum allows other users to vote and comment on the idea and for our product and integrations team to review the requests.
