I have Cigna and they denied me

I have Cigna and they denied me because they said I did not have six month supervised diet, which I did. I am appealing now. My question is if I am denied again can I try with another insurance company? My husband is starting a new job and they offer Anthem. I have met all of the requirements but Cigna seems to be such an awful company to get approved by, so I just wondered is it possible to try again with another. thanks for any info.

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