My fiance and I are getting married in April, do i need to cancel the health insurance i have under my parents?

before he fills out all of the paperwork? or will it cancel out itself since im signing up for a new one?
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Just because he is filling out paperwork doesn't mean that you are covered yet! You will NOT be covered until you are officially married. Either your mom or dad (whomever has the health insurance for the family) will need to fill out paperwork at their employer to take you off of their policy. Again, there is no need to do this until you are actually married.
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