UPS has different policies for lost or stolen packages depending on whether your package was shipped in the US or internationally.
Domestic shipping: if you order something domestically and it's missing, you can’t file a missing package claim until 24 hours after it was supposed to be delivered.
International shipping: Claims for internationally purchased products are trickier. For these, you won’t be able to file a claim, and it could be difficult to get a refund or replacement.
All claims: Once you file a missing package claim, UPS will investigate. It’s difficult to find out if a package was lost or stolen. Regardless, all missing packages—for whatever reason—are handled this way. If you ordered the product, you should get in contact with the seller, since UPS will issue the refund to them.