Conceptual Design of a data warehouse (declaring the grain)
To quote Ralph Kimball, "declaring the grain" is:


  saying exactly what a fact table record represents


You need to choose which entity from you list above represents the grain. You could choose any of them, however claim_line_items looks the best candidate to me as this is at the lowest level (it is the only table with no children). 

If you make claims your grain, then it won't be possible to report on what the individual line items are. This may be what the business wants to track (and they don't care about line items). However, it'll be very difficult to change the grain to line items at some point in the future if they change their mind. Whereas you can make the grain line items and provide aggregations which show summaries at the claim level.

For a more detailed discussion about this (again by Kimball) go here.