One of the problems with any physical sport is that you are likely to have to deal with an injury at some point. It can be small, it can be big, but any injury has the possibility of taking you out for a period of time, and that period no matter how small can have major ramifications later on. As such you need to find a way to deal with the risk ahead of time so that any potential injury will not put you too far behind where you want to be, and that does not pertain solely to insurance.
First, you should always have some sort of insurance and savings if at all possible. No matter how good you are at your sport or what precautions you take odds are good that any injury can sideline you. In that regard it can only help to have some sort of fallback plan in place should an injury happen and insurance is usually the best plan. By the same token having some savings in the bank can only help should the injury be severe enough that you are forced into bed rest or other minimal activity in order to deal with the injury. At the very least those precautions should take a lot of the sting out of the accident.
That said, keep in mind that health care is more than just dealing with an injury but also injury prevention as well. This means that making sure that you take as few risks as possible, and that if you do need to take risks then minimize the danger as much as possible. This can mean something as simple as wearing the right kind of clothes when working out to making sure that you use wraps as necessary. It also means keeping a very close eye on your body as well and listening to what it says; if you are feeling faint then you need to take a step back and figure out why as quickly as possible. It also means that you should not over-exert yourself when possible.
As even the slightest accident can take out a number of people it pays to not let it happen in the first place. After all, sometimes others will need to make sure that you are okay, and that responsibility can fall to friends and family who need to take time out of their schedule in order to make sure that you are taken care of. As such you need to take care of yourself in order to both avoid injury to yourself as well as forcing others to deal with the injury, and you need to keep that in mind. Physical activity can lead to risk, and you should do your best to limit the effects of that risk.