As consumers have become more comfortable signing up for insurance online or over the phone, direct auto insurers have stolen market share from agencies, and none have grown as fast as Berkshire Hathaway Inc. (NYSE:BRK.A) (NYSE:BRK.B)’s GEICO. With a bigger marketing budget than any of its competitors, GEICO now has 10.3% market share, recently surpassing The Allstate Corporation (NYSE:ALL) to become the second largest auto insurance company in America (State Farm has 19% of the market). GEICO combines best in class expense ratio with aggressive marketing In addition to its aggressive marketing strategy, GEICO is often able to offer lower…