Underwriting insurance plans isn't all that profitable. Managing the float that underwriting insurance plans create can be extremely profitable (see Berkshire Hathaway). My guess is that you'll find a very small difference between the immediate profits firms make off of your insurance premiums. Also, its more likely they make less off the more expensive ones because they're willing to pay more for the extra cash. For a good description of how the insurance industry works check out page 6 of Buffett's
2004 letter to shareholders (page 7 of the pdf). Most of Berkshire's insurance float comes from General Re, a reinsurance firm that underwrites HUGE policies. My guess would be that firms can turn a bigger underwriting gross profit when they're writing smaller, personal insurance plans (however they incur a much bigger SGA cost for thos plans due to volume, overall insurance underwriting really tends to come out to a wash).
It's probably going to be pretty hard to find the information you're looking for. The publicly traded companies that provide health insurance are typically pretty huge. So they're not going to break down their businesses to the extent that you'd need to compare various plans. Also, it all depends on your actuarial estimates. Each firm is going to have its own actuaries so the answers may vary significantly across the idnustry.
Your best bet for finding any of this is loking through 10K's or other SEC filings from public firms. Start with the companies listed
here. You can find all the SEC filings you need
here.