Jesus also says that not everyone who says Lord, Lord will not inherit God's kingdom.
We can claim all want but it is up to Jesus whether one is saved or not.
Arrogance is not such good thing to possess.
Arrogance is what people who believe salvation is by works are about. See Ephesians 2:8-9 NASB.
Ephesians 2:8-10 NASB - 8 For by grace you have been saved through faith; and that not of yourselves, it is the gift of God;
9 not as a result of works, so that no one may boast. 10 For we are His workmanship, created in Christ Jesus for good works, which God prepared beforehand so that we would walk in them.
Is this the arrogance you are talking about, this boasting, or was it something else? I am actually opposed to this boasting, and attempting to show this to you. In that it is in agreement with the false idea of salvation by works.