Re: Be careful of $5 wrench attacks! Also, of thieves armed with Toblerone bars!
So if you don't already have a gun, buy one (or get smashed to death by a toblerone). Glock is the best life insurance 
AFAIK, some countries don't even give out licenses or permits to ordinary citizens who'd like to purchase guns for protection... An easier solution that doesn't involve violence from our side is to have passphrase-protected wallets [multi-sig setups can also be another alternative].The problem is when the attacker knows how much you have by somehow getting your wallet address, Monero solves this by encrypting amounts.
But even with Monero, you can be tortured to death, even if you actually don't have any money but they think you are lying to them.
I don't know what country do you live but in most European countries there is no problem getting a gun license.