I keep airguns in a dedicated safe. And I have a special supplementary insurance plan (above & beyond regular home owners) kind of like a fine arts or jewelry supplemental.
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Get a good safe and do not get one with an electric digital lock!! My good friend is a locksmith, the digital locks can be opened with a 9 volt battery and a couple wires. Get a good mechanical lock and make sure the bolts in the doors have over center locking! I had a local safe company build a safe to my own specs, I made the mechanism for the locking bolts so they cant be driven open. It would take C4 to blow the heavy door hinges to get into my safe. Also bolted to solid concrete wall so it cant be moved unless blown up. I hate the thought of ever having to move it!!
Seen enough crime movies to know that a strong door an excellent lock means nothing, your safe is only as strong as its weakest link. How strong is the other five sides of your safe?