If this first party benefits coverage is optional in your state, and you choose to go without, then to have your medical expenses paid for you when you are at-fault in an accident, or the at-fault party cannot cover your injuries, you will need to have coverage such as medical payments or personal injury protection on your policy, or you may end up paying out-of-pocket for your medical bills. First Party Beneifits under Pennsylvania Motor Vehicle Financial Responsiblity Law Posted Colm Kenny pa auto insurance first party benefits. In Pennsylvania, the benefits offered by auto insurance policies can be broken into a number of categories, two of which are first-party benefits and third-party benefits. Third-party benefits are those benefits that are paid out to the injured party from the insured party. First-party benefits are benefits that the injured party receives from his or her own insurance policy.