Some states permit "pools" of ER's who wish to be self insured, but not stand alone. Groups/pools can be formed.
Usually ER's in the same line of business...general contractors, defense cont, etc. Just depends on the amount of exposure they may face, or the premium costs.
Being self insured lets an ER continue to use the money they would otherwise pay a carrier for the liability coverage.
Depending on the claims experience, this could potentially save a huge amount of money over any given period of time.