Jesus the Good Shepherd
We Catholics believe in moral assurance of salvation and not in absolute assurance of salvation. It means that as long as we are in the state of grace when we die, then we can be assured that we will be saved. But it’s not absolute because even if we are in the state of grace at the current, we can loss this grace by committing a mortal sin. That’s why it is greatly advised to ask the grace from God to receive the gift of Final Perseverance. That is, to persevere in God’s grace at the hour of our death.
Let me add a few comments here. Rodney correctly states that as long as we are in the state of grace when we die then we can be assured that we will be saved. However, as the Council of Trent teaches that no one can know with absolute certitude that he has attained the grace of justification except by a special revelation from God. Thus we cannot have an absolute assurance that we are in the state of grace which is a necessary precondition of entering heaven. What we have is a moral certitude inspired by the divine virtue of hope by which we firmly trust that God will give us all the graces we need to get to heaven. Thus if anyone is lost, God is not to blame. It is the person’s fault for not cooperating with God’s grace.