An internet search can be the first step.. Often, there will be an indication that the company merged or the policies were purchased by another company. Thereafter, you can contact the insurer into which the old company merged, or which bought ("assumed") the policies. If you have the policy number and the name of the insured (the person whose life was insured), or either one, you may be well on your way to answers. Keep in mind though, that the policy may have lapsed for nonpayment of premium.
Another way to find an old insurance company is through the National Association of Insurance Commissioners (NAIC). While this is mostly an organization of insurers and insurance regulators, it does have offer useful consumer outreach programs. It has a big website through which you can obtain information and obtain further direction.
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