New York insurance regulators are sifting through information submitted by private mortgage insurance companies for anything that might suggest impropriety or illegal dealings in the companies’ use of captive reinsurance and other similar arrangements. The New York Insurance Department said it is reviewing information submitted by MI companies, including Mortgage Guaranty Insurance Corp., PMI Mortgage Insurance, Radian Guaranty and Genworth Financial, all of which reported the department’s request in their second quarter filings with…