Frank - I had the same problem with State Farm, they finally said if I wanted to pay an absured price they would cover the collectoin but the deductable was way to high, I just went out and bought a real good 2 hour fire rated safe that has plenty of room and only paid around $500 for the safe, that was a few years ago but a good 2 hour safe should still cost less then the cost of an insurance policy.
This way as Jeff said you can have peace of mind and still have the collection at home with you.
Walt

PS My safe also has plenty of room for my hand guns etc and is bolted in place so I don't worry about it going away.