Lost Jacket

We checked into the hotel on Friday, the weekend of the Jazz festival and checked out on Saturday the following day, After 2 days i realized that my Jacket was missing from my luggage, and i remembered i took it out of my luggage and put it in the hotel wardrobe. I decided to call the hotel and find out if they found my jacket and i was told that they will investigate. After about 3 hours i decided to call again since they never called back and i was told they did not find anything in the wardrobe. i just wanted to know if you lose something valuable at the hotel there is nothing you can do, cause if it was missing from my house i would have claimed it with my insurance company.