I'm going back several years now, but when a parcel of mine failed to appear I filled in a form at my local PO, stated the value of the goods, gave them proof of postage, and about two months later I was paid the full amount.
Yes, but you can only do that if you are the shipper, not the recipient.
I'm worrying myself now, since I just bought something from Amazon Marketplace (a sort of cross between Amazon and Allegro) and the only dispatch option was standard parcel post. And the contents are desirable and stealable.
I hope you paid by credit card and not by debit card.