The federally run health insurance marketplace that will begin operation October 1 in Nebraska will likely have at least 4 insurers. The companies are Blue Cross and Blue Shield of Nebraska, which already has the biggest share of the state’s health insurance market; Coventry Health Care of Bethesda, Md., which already competes in Nebraska; CoOportunity, the cooperative health care provider in Iowa and Nebraska that was created with financing from the federal government; and Health Alliance Midwest Inc., a managed care company from Urbana, Ill.