The investigator will look into each claim and likely interview you and anyone else who has pertinent information. The investigator may ask for bills for items you claim were stolen. This is not an exhaustive list.
I am a former federal and State prosecutor and now handle criminal defense and personal injury/civil rights cases. Feel free to check out my web site and contact me at (212) 577-9797 or via email at Eric@RothsteinLawNY.com. I was named to the Super Lawyers list as one of the top attorneys in New York for 2012. No more than 5 percent of the lawyers in the state are selected by Super Lawyers. The above answer is for informational purposes only and not meant as legal advice.
An insurance SIU is looking for instancs of insurance fraud. Before you meet witgh an SIU investigator make sure you have all the documentation necessary to support the loss. If you lost luggage, did you report it to the air carrier? do you have a copy of the report? If items were stolen from a hotel room, did you file a police report? Was a report filed with the hotel? The investigator will want to see all of this documentation, as well as documentation as to the value of the items that you claim are stolen. Because these do not seem like large claims, it does not seem economical for you to hire an attorney to deal with the SIU, but make sure you have all the documentation and are prepared to answer the investigators questions.
This is known in the industry as a SIU investigation. In my experience, insurance companies do not conduct SIU investigations unless they suspect fraud. Many times, insurance companies will use the SIU investigation as a means of scaring people away from making claims. Other times, they may really suspect fraud. However, you must be aware that an investigation by a SIU department is very serious. In some instances where the insurance company believes you are making a fraudulent claim, they will threaten to turn you in to the Attorney General of your state for insurance fraud unless you agree to dismiss your claim. As a result of the potential for criminal investigation and the penalties that could come with that, I suggest that you consult with a criminal defense attorney before you discuss the claim with anyone from the SIU department. Additionally, if the insurance company is improperly investigating your claim to avoid its responsibiliites, you should consult with a lawyer who handles insurance bad faith claims.