You're right, it's not very common for an insurance to cover intentional acts. Assume for a second it was possible and assume that most people who buy firearms are not criminals at the time of the purchase and assume this insurance is mandatory like your car liability insurance then maybe high premium for people at risk will deter some of them from buying a firearm and possibly from committing a crime. It also has the benefit of protecting the victims and their families but that's not my main point. The reason I find this idea very interesting is because of its built-in incentive to detect people at risk and deter them from buying a weapon and maybe committing a crime.