Yes it may be advisable to contact your insurance company.
If you check the Health Advice for Travellers booklet T7.1, available from Post Offices, you will see that vaccinations and malaria tablets are not compulsory for ANY country, they are always just "recommended". However if you went to a country where anti-malarials were recommended, didn't take them and subsequently caught malaria, you may have a problem with your insurance.
I know a company director who went on a football trip to Europe. He contracted Hep A, was very ill for a long time and will continue to have health problems as a result. So it's not only in 3rd world countries where you are at risk.
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