Not enough information.
What does your financial situation look like? Do you have enough liquid assets that you can handle smaller claims? What kinds of insurance do you currently have, what are they insuring and what are your coverages on those assets?
On aggregate, self-insuring is far cheaper than buying insurance. However large claims, while very rare, can ruin all but the wealthiest individuals. Consequentially (and very broadly speaking) choosing high-deductable plans and ones that cover catastrophic losses are generally the most favorable for people with good cash-flows and a fat 'stach.