Liberty Mutual cancellation refund check kept hostage Phoenix Arizona

 Liberty Mutual is making my life miserable, in the beginning of September 2013,  I cancelled my home owners policy and went with another company which gave me a better deal on auto and home.

Liberty Mutual supposedly issued a refund check on Sept 16, check never came, called and they said that the check was returned as undeliverable. This is clearly a lie since we had placed a change of address with the post office a week before cancelling, and all our mail is being recieved at the new address, supposedly a new check was sent on Oct 9. We made a couple of calls in between and were told to keep waiting. It is now Oct 23 and the check is yet to be seen.

We have the Attorney General involved but these people seem not afraid of anything, can some body please help, since these people seem to be enjoying giving us the run around and I do not know what else to do.