<PAGE>

                                 CERTIFICATIONS                       EXHIBIT 31

I, Robert M. Zak, certify that:

      1.    I have reviewed this annual report on Form 10-K of Merchants Group,
            Inc.

      2.    Based on my knowledge, this report does not contain any untrue
            statement of a material fact or omit to state a material fact
            necessary to make the statements made, in light of the circumstances
            under which such statements were made, not misleading with respect
            to the period covered by the report;

      3.    Based on my knowledge, the financial statements, and other financial
            information included in this report, fairly present in all material
            respects the financial condition, results of operations and cash
            flows of the registrant as of, and for, the periods presented in
            this report;

      4.    The registrant's other certifying officers and I are responsible for
            establishing and maintaining disclosure controls and procedures (as
            defined in Exchange Act Rules 13a-15(e) and 15d-15(e) for the
            registrant and have:

            a.    designed such disclosure controls and procedures, or caused
                  such disclosure controls to be designed under our supervision,
                  to insure that material information relating to the
                  registrant, including its consolidated subsidiaries, is made
                  known to us by others within those entities, particularly
                  during the period in which this report is being prepared;

            b.    evaluated the effectiveness of the registrant's disclosure
                  controls and procedures and presented in this report our
                  conclusions about the effectiveness of the disclosure controls
                  and procedures, as of the end of the period covered by this
                  report based on such evaluation; and

            c.    disclosed in this report any change in the registrant's
                  internal control over financial reporting that occurred during
                  the registrant's most recent fiscal quarter (the registrant's
                  fourth fiscal quarter in the case of an annual report) that
                  has materially affected, or is reasonably likely to materially
                  affect the registrant's internal control over financial
                  reporting; and

      5.    The registrant's other certifying officers and I have disclosed,
            based on our most recent evaluation of internal control over
            financial reporting to the registrant's auditors and the audit
            committee of registrant's board of directors (or persons performing
            the equivalent function):

            a.    all significant deficiencies and material weaknesses in the
                  design or operation of internal control over financial
                  reporting which are reasonably likely to adversely affect the
                  registrant's ability to record, process, summarize and report
                  financial information; and

            b.    any fraud, whether or not material, that involves management
                  or other employees who have a significant role in the
                  registrant's internal control over financial reporting.

Date: March 30, 2005                    By:/s/ Robert M. Zak
                                        ----------------------------------------
                                        Robert M. Zak, Senior Vice President and
                                        Chief Operating Officer
                                        (principal executive officer)
<PAGE>

                                 CERTIFICATIONS                       EXHIBIT 31

I, Kenneth J. Wilson, certify that:

      1.    I have reviewed this annual report on Form 10-K of Merchants Group,
            Inc.

      2.    Based on my knowledge, this report does not contain any untrue
            statement of a material fact or omit to state a material fact
            necessary to make the statements made, in light of the circumstances
            under which such statements were made, not misleading with respect
            to the period covered by the report;

      3.    Based on my knowledge, the financial statements, and other financial
            information included in this report, fairly present in all material
            respects the financial condition, results of operations and cash
            flows of the registrant as of, and for, the periods presented in
            this report;

      4.    The registrant's other certifying officers and I are responsible for
            establishing and maintaining disclosure controls and procedures (as
            defined in Exchange Act Rules 13a-15(e) and 15d-15(e) for the
            registrant and have:

            a.    designed such disclosure controls and procedures, or caused
                  such disclosure controls to be designed under our supervision,
                  to insure that material information relating to the
                  registrant, including its consolidated subsidiaries, is made
                  known to us by others within those entities, particularly
                  during the period in which this report is being prepared;

            b.    evaluated the effectiveness of the registrant's disclosure
                  controls and procedures and presented in this report our
                  conclusions about the effectiveness of the disclosure controls
                  and procedures, as of the end of the period covered by this
                  report based on such evaluation; and

            c.    disclosed in this report any change in the registrant's
                  internal control over financial reporting that occurred during
                  the registrant's most recent fiscal quarter (the registrant's
                  fourth fiscal quarter in the case of an annual report) that
                  has materially affected, or is reasonably likely to materially
                  affect the registrant's internal control over financial
                  reporting; and

      5.    The registrant's other certifying officers and I have disclosed,
            based on our most recent evaluation of internal control over
            financial reporting to the registrant's auditors and the audit
            committee of registrant's board of directors (or persons performing
            the equivalent function):

            a.    all significant deficiencies and material weaknesses in the
                  design or operation of internal control over financial
                  reporting which are reasonably likely to adversely affect the
                  registrant's ability to record, process, summarize and report
                  financial information; and

            b.    any fraud, whether or not material, that involves management
                  or other employees who have a significant role in the
                  registrant's internal control over financial reporting.

Date: March 30, 2005                  By:/s/ Kenneth J. Wilson
                                      ------------------------------------------
                                      Kenneth J. Wilson
                                      Vice President and Chief Financial Officer
                                      (principal financial officer)