The first time I we called the agent and they sent us the statements without asking any questions.
The second time we only needed a statement about the auto insurance, and we requested that online. I wanted to tell you exactly where you can find it online, but their website won't show me this option any more, since we recently switched insurance companies.
If I were you I would find another agent. They have to give you a statement. Try to ask them to send you a claim history (I think this is what we requested online). It will have the date from which you have insurance with them and also if there were any claims until the present. If they refuse to give you a claim history, than run and find another agent!