Company retroactively cancelled insurance after I quit and kept premiums. What agency do I contact?

I quit my previous job with Panasonic Avionics on February 27, 2011. I paid premiums for health insurance via payroll deduction for both January & February 2011. Now Aetna insurance is denying a claim for some prescriptions that my wife had filled on February 11, 2011. They are saying that Panasonic notified them... show more I quit my previous job with Panasonic Avionics on February 27, 2011. I paid premiums for health insurance via payroll deduction for both January & February 2011. Now Aetna insurance is denying a claim for some prescriptions that my wife had filled on February 11, 2011. They are saying that Panasonic notified them that my benefits ended effective December 31, 2010. So basically, Panasonic retroactively cancelled my benefits but kept the premium payments for January & February. My thoughts are that they should either cover the charges or refund my January & February premiums. I cannot get anyone at either Panasonic or Aetna to correct this issue. What is the proper federal or state agency to contact in regards to this? I was working and living in California at the time but have moved to Tennessee.
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