AMD say that it isn't possible to tell that their re-map has been done and only you and they will ever know, so really it is up to you whether you take a chance on not telling the insurers, or if you play it straight and tell them.
I don't see how the Insurance could fail to pay out a claim if they can only suspect something may have been done, and a power increase of 20/30 bhp isn't exactly going to turn the car into a dragster but at the same time, you really should tell your insurer every time you change anything on the car so it depends on how you want to play it.
May be worth ringing a few people who specialise in modified cars to see how much they would charge if you do have to change from your current insurer after the re-map, before you actually put it to them. I think there are a few suggestions for chip-friendly companies in this Insurance Forum.