I expect that Orbital Sciences Corp (whose rocket this was) hold public liability insurance, although the whole point of having launch sites with large exclusion areas and flight paths out over sea is that you minimise risk of damage to life or property if anything does go wrong.
As to the payload, it's for the US government, which tends to self-insure. A more interesting question will be what the fine print of OSC's contract for space station resupply says about whether it has to refund the cost of the launch.