How the hell is Mary Lou Retton not insured? Her net worth is pegged as anywhere between $6-$8M.
Rush Limbaugh always noted that he did not carry health insurance. He paid him medical expenses from his own pocket sadly costs greatly escalated for the last years of his life.
Not insured equals self-insured if you have some money.
Having medical insurance does not mean the insurance company will pay for everything. If the hospital/physicians are not "participating providers" with your insurance company, insurance may pay anywhere from 0-50%. If there is an "unapproved" service or procedure, insurance will pay 0%.