Need to file heirship affidavit for insurance policy payout only no property or any her belongings are involved. Father passed in Arizonia and I live in texas which state does this need to be filed in?

Need to file heirship affidavit for insurance policy payout only no property or any her belongings are involved. Father passed in Arizonia and I live in texas which state does this need to be filed in?...Please understand there is no estate so there's nothing to claim in probate. Just want to know where to file heirship for an insurance policy because insurance company requested us to do such.