Before going to the topic, do the following if you get convinced that your Mobile is lost !
1. Change your all account password like bank, mail, user account etc.. Otherwise someone may misuse your account.
2. Call the telecom operator and block your SIM immediately. !
3. Spread the information to your home , office and close relatives. Recollect your lost visiting spot and intimate to the concerned person.
4. Immediately report to Police department. There are few chances that, you may get the handset immediately. ! ( Someone would have handed over, if you missed somewhere ) And seek for FIR copy.
5. Finally, Report to Insurance company and wait for the process of claim