  The `beta' is one of the key quantities in the capital asset pricing model
(CAPM). In statistical language, the beta can be viewed as the slope of the
regression line fitted to financial returns on the market against the returns
on the asset under consideration. The insurance counterpart of CAPM, called the
weighted insurance pricing model (WIPM), gives rise to the so-called
weighted-Gini beta. The aforementioned two betas may or may not coincide,
depending on the form of the underlying regression function, and this has
profound implications when designing portfolios and allocating risk capital. To
facilitate these tasks, in this paper we develop large-sample statistical
inference results that, in a straightforward fashion, imply confidence
intervals for, and hypothesis tests about, the equality of the two betas.
