Impossible to cancel - you just go on hold

I have been trying to cancel my insurance policy with Discovery for a couple of days now. When I phone in they verify my me and then when I request to cancel they say i need speak to the retentions department and put me on hold. Eventually after been on hold for more than an hour I give and phone back. I then ask if they can phone me back. My call never gets returned. I am unable to cancel my policy because of this. I've been trying for days.