Jim,
  I wonder if you mean the short story, "Political Economy"?  It has a similar plot, a lightning-rod salesman is trying to sell the author "insurance" against his house being struck, and it is one of my all time favorites.  Of course, others on the Forum may know exactly what story you mean, but this is the one I thought most closely resembled what you described.  I could be wrong, though, as I'm sure anyone who knows Twain's works better than I do will be quick to provide a correction.
  Regards,
  Sandra Littleton Uetz

jim <[log in to unmask]> wrote:
  I discovered Twain probably 25 years ago and quickly devoured everything
I could get my hands on. I've enjoyed lurking here but find I don't
have time to always read the post. For this reason I intend to sign
off. Before I go I have a question. When reading many of Twain's short
works I thought I read a short story in which a life insurance salesman
was attempting to make a sale to the author. The author's take on the
idea of betting you will die was hilarious. Did Mark Twain write
anything like this? I've asked others in the past without a
satisfactory answer. It seemed so "Twain" like - at least in my memory.
I hesitate to post such a question as a simple layman but where am I to
turn if not here? Tell me I'm mistaken and I can let this go and die
peacefully. It's bothered me for years, I need to know.
Jim