There are a few things you have to consider when deciding what to do in this situation.
1. If you're going to pursue legal action, you have to remember that a considerable amount of time (two years?) has passed since the theft/selling of items. Based on laws regarding theft in your state/country, too much time may have passed for anything to hold up legally. Same goes with insurance claims. For example, there's not much the law could do for me if I reported the theft of a vehicle several years after the fact, whether I knew it occurred at the time or not. And if I reported a vehicle accident several months after the incident, there's nothing that can be done for me.
2. Just who exactly took your collection and why.
A. For instance (and I'm not saying this is the case for you, just an example), if it was your dad or mom that took your collection and sold it, if they have probable cause for the selling of your items (especially since it was in their home), then there's nothing that can be done. Say you owed your dad a chunk of change, you agreed to pay him back in a certain amount of time, but didn't, he can rightfully take your property and try to sell it for at least a portion of what you owe him, if not the entire amount owed. Especially if you had a written agreement, and
especially if it was a collateral loan.
B. If it were a shitbag cousin, brother, etc., nabbing your collection and selling it for drugs or whatever, I'd pay them back with a bit of revenge. Steal the stereo system out of their car, their flat-screen TV or
their game system/s for start-up capital on your new collection. A tit for tat, an eye for an eye, etc. Nothing like a good old dose of revenge - not to solve your problem - but to at least make you feel a little bit better.
Or your could just kill them. *shrug* j/k
If I were you, though, I'd make a few rounds to all the shops in your area and see if you could at least recover a few of your items, even if you have to buy them back. Even after all this time, maybe a few things are bound to still be there?