First of all, we don't have "pure" capitalism right now in the US, nor have I ever advocated that we be more "pure".
Secondly, I already have expressed the opinion multiple times that I would favor regulation of the health care (and especially) the insurance industry. IMO, the latter should be non-profit - that is not answerable to a board of directors or shareholders.
Insurance should also be portable by law - across state lines, and you should be able to buy insurance in any state.