I have done this and successfully claimed on such an item
however, there was an issue which was the understanding of the insurance company as to the cost of the full amount of the kit.
for example, if you say you have £5k of kit, but they tot up the full amounts to be nearer £8k because you didn't buy from jessops, then they can call foul.
I've been able to justify this and replacement myself, some from overseas and some from wex (which was a great option on the canon 50mm 1.4 at the time) but then had to revise the full listing of my equipment afterwards to take this into account. Very reasonable all round but something to keep in mind.