Not that I know of. Usually, I've set aside a little bit of money (say, $100 or so). Then again, I was younger then, and a lot of it was birthday money, and I was a consumer more than an artist going there to sell a product (i just went to buy things and take pictures with some of the cosplayers if they were ok with that).
Could you give more details as to why you think insurance is needed?
Are you talking from the standpoint of an artist who's going to commission/sell at a con and needs insurance in case of theft or any other crime?
Are you talking about a cosplay contestant going for a contest and needs insurance in case of theft, damaged goods, and others?
Or are you talking about a random person just going to a con and needs the money to go or, as I've stated above, in case they're a victim of any criminal activity?