NASA tends not to insure its missions, nor do any government missions. These missions are one-of-a-kind, and so expensive that the satellite insurance market would have a hard time making it work. They simply triple-check everything they can, and expect to lose a few missions, so called "Self-insurance". They have considered insuring things like the ISS before, but it's never worked out.
Just to give you an idea, the cost of insurance is about 10-15% of the insurance amount for the space market. The success rate of Space Shuttle launches was 99%. Since 2000, there has been 19 successful NASA interplanetary mission launches, and 1 failure (CONTOUR).
Basically, it would cost NASA more to insure the missions then the benefit it would gain from insurance, and thus they have chosen not to insure their missions.
Furthermore, the requirements tend to change for missions over time. It might take another 4 years to re-build the spacecraft, and another year or two waiting for the right opportunity to launch. In that length of time, things will have changed considerably.