What to do if I was recently dropped by my insurer for no reason that I can discern and they will not give it to me in writing regarding this?

I am sure that you can indeed press the issue but filing suit may not be the way to go.  You may not have enough to sustain a cause of action.  You could possibly file a FOIL request depending but it may depend on what type of insurer you are talking about.  For car insurers it could have been too many claims.  But if it is a health insurer and their reason has some thing to do with your health it could be a much bigger deal to know why.  Get a lawyer to write a letter for a flat fee and see where it gets you.  Good luck.