Do car dealerships or auto financing companies provide information to insurance companies in case of a theft?

I bought a car approximately three months ago through a dealership, and also did my financing through them. The car was stolen a week ago. Now the insurance company is asking me what the purchase price was, and my down payment, etc. Some friends of mine have advised me to say that I don't remember, or to even give them a higher figure, so that they don't "lowball" me. First of all, is this a good idea? And if so, will my financing company, or the dealership, provide information to my insurance company if they request it. I certainly don't want to get caught lying, and have it look like I am being fraudulent. Thanks so much for any help you can provide me!