I received a call from someone who says he is from...

I received a call from someone who says he is from Essent. Turns out to be from Improvers telemarketing. Hangs under the banner of Essent, that's right.
He starts with a lie, saying that I am a former customer of Essent and that he would like me back. Sorry, but I have never been an Essent customer! And the chance that I ever will be gone now.