2005/2006 Auto Insurance Database from National Association of Insurance Commissioners. Includes state rankings on the following:

2006 State Average Expenditures and  Average Premiums for Personal Auto Insurance (slides 9-10) 

Average Premiums and Expenditures, Auto Insurance, 2002-2006 (slide 11)

Bodily Injury Liability Earned Premium and Earned Exposure (slide 5)

Bodily Injury Liability Incurred Losses and Incurred Claims (slide 6)

Bodily Injury Liability Pure Premium and Loss Ratio (slide 7)

Bodily Injury Liability Frequency and Severity (slide 8)

State by State Comparisons on Key Auto Insurance Statistics