EXHIBIT 11.1 THE PMI GROUP, INC. AND SUBSIDIARIES COMPUTATION OF NET INCOME PER SHARE THREE MONTHS NINE MONTHS ENDED SEPTEMBER 30, ENDED SEPTEMBER 30, -------------------- ------------------- (In thousands, except per share data) 1997 1996 1997 1996 --------- --------- --------- -------- PRIMARY NET INCOME PER SHARE Adjusted shares outstanding: Average common shares outstanding.................... 33,180 35,011 33,671 35,011 Net shares to be issued upon exercise of dilutive stock options after applying treasury stock method.............................. 119 89 112 90 ------- ------- -------- -------- Average shares outstanding........................... 33,299 35,100 33,783 35,101 ======= ======= ======== ======== Net income................................................ $41,913 $41,280 $133,364 $119,490 ======= ======= ======== ======== Primary net income per share.............................. $ 1.26 $ 1.18 $ 3.95 $ 3.40 ======= ======= ======== ======== FULLY DILUTED NET INCOME PER SHARE Adjusted shares outstanding: Average common shares outstanding.................... 33,180 35,011 33,671 35,011 Net shares to be issued upon exercise of dilutive stock options after applying treasury stock method.............................. 119 117 124 117 ------- ------- -------- -------- Average shares outstanding........................... 33,299 35,128 33,795 35,128 ======= ======= ======== ======== Net income................................................ $41,193 $41,280 $133,364 $119,490 ======= ======= ======== ======== Fully diluted net income per share........................ $ 1.26 $ 1.18 $ 3.95 $ 3.40 ======= ======= ======== ========