Found a solution. It consists in using ContentValues:
Intent intent = new Intent(Intent.ACTION_INSERT);
intent.setType(ContactsContract.Contacts.CONTENT_TYPE);
ArrayList<ContentValues> data = new ArrayList<ContentValues>();
// Filling data with phone numbers
for (int i = 0; i < numberOfPhones; i++) {
ContentValues row = new ContentValues();
row.put(Data.MIMETYPE, Phone.CONTENT_ITEM_TYPE);
row.put(Phone.NUMBER, PhonesNumberList.get(i));
// Setting the type of this phone number to be of Phone.TYPE_WORK
row.put(Phone.TYPE, Phone.TYPE_WORK);
data.add(row);
}
intent.putExtra(ContactsContract.Intents.Insert.NAME, mName);
intent.putParcelableArrayListExtra(ContactsContract.Intents.Insert.DATA, data);
startActivity(contactIntent);