One is to get the aforementioned very durable high quality safe.....can not help much here but have always wanted this one but am not sure how effective it is lol
The other route is to get really good insurance (this is what i have done) so that if you are robbed, you can just give it away without worrying about (this tho depends on the item in question, like a one-off Adam Elsheimer painting may not work well with this approach lol )
And the third is to "hide in plain sight" so keep it in a hidden, hard-to-reach place that is not super noticeable.....
I have thought of this for a while but haven't taken the plunge so these comments should be taken with a mountain of salt but thought to share regardless.
https://www.doettling.com/antique-safes/legends-no-149