That's a great question particularly if you rent outside of Canada.  
I think rental cars in Canada come with $200k in third party liability which isn't a lot of coverage, particularly once you get into personal injury.  If you own your own car, certain extended insurance may provide additional coverage but you still have to check coverage as some do not cover outside North America.  Home owner's insurance also typically has personal liability coverage.  Barring the above, you likely need to purchase additional third party liability coverage ideally through a local insurance broker or worst case the coverage provided by the rental company which is likely at a a premium.