who is your provider?
you should just call your company and tell them the phone is lost and they can put a stolen/lost feat on that line so it can not be used/accessed until you call back and have that feature removed. there is no cost for the feature to be added. you can file an ins claim if you took out ins on the phone.
as for the IMEI, you dont need it to place that feature on your act, but if you do want it, your provider has that in the system.