I only have two personal anecdotes, one 3x and one > 4x. Both for people in their 20s, and I don't know the math but I can imagine that in group plans where rates are flat, young people cost more to insure than individually and older people cost less.

Couldn't find any good data but here's a post representative of the top few google hits for COBRA vs. private:

http://www.mymoneyblog.com/unemployed-cobra-vs-individual-he...