The usual method is insurance, or mutual aid societies. Both voluntary, both work just fine.
I'm thinking of it more as a philosophical question. I mean perhaps having a government precludes some peoples definitions of capitalism. The response would be that there will always be a biggest gang and people willing to use aggression which could interfere just as much. So according to that "pure" capitalism is inconsistent with human nature.
That's like saying the existence of rape means that voluntary sex is inconsistent with human nature.
Capitalist is to Capitalism as Rapist is to Rapism
Socialist is to Socialism as Rapist is to Rapism
etc
The analogy doesn't make intuitive sense to me. Rapism isn't commonly accepted to exist, which is why its underlined in red as i'm making this post.