Anticipated means to expect or to predict.

In this case the car being stolen is the action he did not anticipate.

So a correct sentence would look something like this:

The driver had not bought any car insurance, he hadn't anticipated his car would be stolen.

I hope this helps

Does this sentence make sense in english?

I think you mean that he wasn't prepared because he did not have insurance.  If that is true, you would say:

The driver had his car stolen and he didn't have insurance.

I think it is odd because you used is after the "and" in the sentence.  That indicates that the second part of the sentence happened AFTER the first part.   

Juan was late because he had his car stolen and he hadn't anticipated walking. - here Juan didn't need to think about walking until after the car was stolen.  But in the case of buying insurance, that is something he should have anticipated (thought of) BEFORE his car was stolen.

Juan didn't buy insurance because he had never anticipated having his car stolen.

The price of the repair is higher than I anticipated. 

I'm not sure I've made it any clearer, perhaps someone with better grammar skills will help explain.

:-)

Thanks guys.