Thankfully, fraudulent policies are extremely rare. They do, however, exist - as unscrupulous people attempt to take advantage of the Lloyd’s name.
In the first instance, you should always contact the firm or individual that sold you the insurance to get information about your policy or make changes to it.
For US Policyholders, the producer as your agent should be able to secure validation for you from the US broker or Lloyd’s coverholder through whom they sourced cover. Where the producer is uncooperative or unavailable you should file a complaint against them with your local state insurance department.