Exhibit B JOINT FILING AGREEMENT
Exhibit B
The undersigned hereby agree that the statement on Schedule 13G filed herewith and any amendments
thereto, relating to the common stock, $0.10 par value, of Argonaut Group, Inc., is, or will be,
filed jointly with the Securities and Exchange Commission pursuant to Rule 13d-1(k)(1) under the
Securities Exchange Act of 1934, as amended, on behalf of each such person.
IN WITNESS WHEREOF, the undersigned have executed this Joint Filing Agreement.
Dated: February 14, 2006
| HCC Insurance Holdings, Inc. |
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| Executive Vice President | ||||
| Houston Casualty Company |
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| U.S. Specialty Insurance Company |
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| HCC Life Insurance Company |
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| Avemco Insurance Company |
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