I would ask someone to come kill it and... that is about it. Maybe move rooms if they can't find it. The tropics have these kinds of bugs everywhere. One of my homes sometimes does too. Get over it. I have had these bug stories:
1) found a palm sized spider in my villas at the then LM Khao Lak in Thailand. Called for help. They came and killed it. Turned out to be highly poisonous. Never even considered to ask for compensation.
2) found a gigantic scorpion in our villa at Singita in South Africa. They came and trapped it. Became a great story and fond memory within the family.
I used to live in the Philippines when I was young and dirt poor. One time I found and killed 27 of the flying cockroaches in the home I rented. 27! Like the ones you used to see in fear factor.
If you visit the tropics you will find bugs. If you don't consider yourself lucky. If you can't stand them, you probably shouldn't visit the tropics in the first place. If they give you any compensation be thankful. If they don't don't worry about it. I've been bitten by cockroaches and am still living.