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Strong winds have fanned the blaze, which at one point tripled in size in just an hour.

After Hurricane Katrina, many insureds battled with their carriers over whether storm surge damage was covered.

The New York Police Department is on alert for extremists who may view the shooter as a martyr and example to follow.

Other major insurers, including USAA and The Hartford, have faced similar allegations this year.

'We are deeply saddened and shocked at the passing of our dear friend and colleague,' UnitedHealth said in a statement.

Breaking news: Brian Thompson ran one of the largest insurance providers in the U.S. He was shot and killed just ahead of an Annual Investor Conference.