Hey John (and others). For the past several years, me and some other mainly IDEO-alums have made a few projects (http://blumenlumen.com/) and (http://shrumenlumen.com/) that are also quite expensive and in many cases, were actually required to have insurance for the various events and showings they were at.

For these we've used https://www.fracturedatlas.org/ and they've helped us with some tricky situations, such as needing several million US$ in insurance for a showing in Dubai last year :)
Your needs are slightly different as I think you're interested mainly in the insuring of your project against loss and in our case, we were mainly required to have insurance against damage and harm to others. But none-the-less, Fractured Atlas has been the most helpful of the various entities we've dealt with!

-Jesse

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Seems like 2 insurances:
Shipping insurance
On-site insurance

For art shipping and art shipping insurance, try talking with a specialized fine arts shipper, such as LawrenceFineArts.com shippers in SSF.  They know the ropes (and may also know how to insure it on site as well.)

For on-site insurance, does the venue have insurance they could cover you on by contractual agreement?   Or you could get a special rider for this event via your small-business insurance?
Maybe:
Www.markelinsurance.com/museums/artists
Or
Www.markelinsurance.com/museums/exhibitions

Best of luck!

Brett
ME '91