All claims under sections 48-192 to 48-1,109 shall be filed with the Risk Manager. The Risk Manager shall immediately advise the Attorney General of the filing of any claim. It shall be the duty of the Attorney General to cause a complete investigation to be made of all such claims. Whenever any state agency receives notice or has knowledge of any alleged injury under the Nebraska Workers’ Compensation Act, such state agency shall immediately file a first report of such alleged injury with the Nebraska Workers’ Compensation Court and the Risk Manager and shall file such other forms as may be required by such court or the Risk Manager.