max date from a group of records

Hello all,
I am trying to select (and then insert into a table) the following:

select policy_number,max(policy_date_time) as maxdate,policy_form,county,protection_class,constr uction_type,occupancy,
amt_of_ins,liab_amt,med_pay_amt,ded_amt,rc_acv_bld g,rc_acv_contents,protective_device,
primary_loc

from fact_policy_ap
group by policy_number
having max(policy_date_time)

-- and of course, it does not work. What I have is a group of many records per policy_number that I need to just "grab" the record with the maximum policy_date_time..??? Any help\suggestions are appreciated.