DPD.nl offer the option to cover valuable shipments with higher insurance. Higher insurance can be applied to all and any shipments booked with DPD.nl but is a separate process from booking the shipment labels via Shiptheory.
Once you have booked the shipping label you need to submit a form via the DPD.nl website here: https://www.dpd.com/nl_en/business_customers/about_dpd/info_center/downloads/options/request_form_higher_insurance