My late sister took out a policy with them but they would deduct the premium from my bank account

My late sister took out a policy with them but they would deduct the premium from my bank account. She died before the first premium could be deducted and I notified them. They don't want to cancel the policy and everything I call to ask them to cancel they want the death certificate or they will keep deducting. I refuse to do so because she died before the policy could be active by deduction of the first premium. I don't understand why they still want to deduct.