International train journeys in Europe are covered by the CIV protection rules, a set of rules to make it easier to travel cross-boarder with train. Primarily providing compensation for lost baggage and a guarantee of onward transport.
You can find out if your journey is covered by CIV by checking the tickets. "CIV" should then be printed in a corner.
...there are many cases when these rules does not apply. Therefore All Aboard advise you to have a valid travel insurance before going on your trip. It's never a fun thing either to miss a connection or to loose your luggage, we know, therefore it's very useful to have an insurance where you're fully covered.