@indemnifyme - I know health insurance companies definitely do this. For example I had a friend who didn't have health insurance which I guess is considered to be a "lapse" in industry lingo. Now she's practically ineligible to get insurance from anyone! Most of the companies she's tried either won't insure her or want her to pay some ridiculous rate.
I suppose it's because of their risk management processes. Definitely seems unfair to me though.