I wouldn't inform the insurance company unless u plan on using them, can't see the police doing much either.
....On the question of informing the Police, the chance that the vandals get caught and brought to justice may be very small but, for example, in my neck of the woods a number of people reported their cars being vandalised to the local Police recently and the scumbags eventually got caught. I think it's always a good idea to alert the Police over any crime and then be realistic about the outcome.
If anyone is hurt in an accident/incident, you
MUST inform the Police.