Budget refusing to Budge.

With little time in my life, other work, sleep, eat and work evenmore, I failed to timeously cancel my car insurance/home insurance with Budget Insurance, after taking out insurance with another company at a far more affordable premium. Upon calling now, I was told there is no way they can refund my premium. I am now double insured and badly out of pocket. The lady I spoke to was polite, and put me on hold while she spoke to her supervisor, who refused my request for a refund. I have not claimed once on this policy for absolutely anything. I feel Budget could assist.