The insurance world is your oyster!
If you have an inquisitive and detailed orientated personality you may like to work in a fraud investigation department for example. Are you good at analysing data? Then you could work in the accounts department or as an actuary (someone who compiles and analyses statistics to help calculate insurance risks and premiums).
As someone with an ex-forces background it should be easy for you to utilise your honed leadership skills to motivate and influence whole teams of individuals to great results as a result of this inspirational teamwork.