The first thing that you have to do is get a copy of the insurance denial letter. Most insurance companies also will send a courtsey denial letter to the patient as well.
You physician can ask for a peer to peer review with the regional medical director of your insurance company. Once that happens, many times the insurance company will then authorize the medication.
You can also appeal the denial, but your doctor or your doctor's physician will/should know how to appeal the denial of the medication.
I would advise you to obtain a copy of the denial letter, speak to your doctor or your doctors assistant and request them to appeal the denial or to ask for a peer to peer review. Your insurance company should also have a Medical Intake Team that may be responsible for denying the medication.
You can also call your insurance company and ask why it was denied and what you or your doctor have to do to appeal the denial.
Let me know if you have any further questions.