Deductions from pension income

80GG- Only those taxpayer who doesn't receive any house rent allowance (HRA) from his employer which is exempt under section 10( 13A).you are eligible for deduction under 80GG.

Conveyance allowance - No,  you can't.though there is not need to furnish any documents or proof of receiving conveyance allowance from your employer. 

Medical insurance- You are allowed to claim a deduction up to Rs. 25,000 per budgetary year for medical insurance premium installments. The premium should be for you, your spouse, and dependent children.