Insurers, including Allianz, in the UK are usually happy to return any 'unused' premium when you cancel your cover.  As is typical of the approach to customer service and satisfaction here this is not 'company policy'.  They tie you in for the whole year and refuse such requests.  They also have a bad habit of increasing the cost of cover and taking the money from your bank - or saying the system so to do has already irreversibly been activated - immediately upon issuing any renewal notice which, invariably, takes so long to get to you that it's all too late. 

Next time you are seeking insurance it might be worth asking what the underwriter's policy is and if you want to cancel; start the process well in advance (allowing for being ignored for over a week). 

Name and shame them!!!