You can purchase car insurance directly from the rental car agency. You may also be covered by your credit car company - though we suggest you check with them first and be aware that most rental car companies will require that you purchase insurance from them if you do not have your own.
That being said, did you know you don't have to purchase this insurance directly from the rental car company?
There are some insurance agencies that allow you to purchase insurance for your car rental saving possibly saving you a few bucks. You can purchase the policy and take the certificate of coverage with you when you pick up the car. One company to try is Travel Guard.