Personally, I would have a thorough look at the area behind the bumper OP, to check that there really is no damage. If you don't feel confident to do this yourself, get someone who takes an interest in cars, like your DH, partner, etc. to do it for you. Sorry, I know I'm stereotyping here, but let's face it, not too many of us women are that interested in the bodywork of a car, or how it works.
The reason I say this, is that one day on my way to work, I was about to turn out of our road, when my wet shoe slipped off of the pedal as I was about to pull away, and I stalled, by the time I'd restarted it to pull away, the guy in the car behind me, who had assumed I was going to pull away, and so started to accelerate himself, unfortunately ran into me, albeit pretty gently. We got out of the cars to look for damage, but I couldn't see anything, and as I was in good business clothes, I couldn't exactly get on my hands and knees to have a proper look behind the bumper, so I asked the guy for his insurance details just in case there was any damage spotted later, but he refused, saying there was no damage. However, I did take his name and registration number. When I got home and told DH what had happened, he went out, and got down on his knees to have a proper look, and lo and behold there WAS some damage behind the bumper. I called my insurer, and said that the guy had refused to give me any insurance information, but had given me his name and I'd got the registration details. They were able to find him from that, and claim for the damage from his insurer, so long story short, it is ALWAYS worth checking properly. Only report to your insurer if you find any damage, because, as has been pointed out already, they will put your premium up if they know what happened, even if you don't need to claim.