Do you have a thin plain ring that's a closer fit that you can wear in front of it as a 'keeper'?

Alternatively, wrap some clear tape around the shank, at the back, to make it fit a little snugger. It might be slightly uncomfortable but it'll stop it moving around your finger.

I'd also suggest, as a permanent solution, having it made half a size smaller, or you'll be forever worrying about losing it.

The problem with making it permanently smaller is that in warm weather, my fingers swell slightly, and the fit is perfect. I'm concerned that it won't fit at all if it's smaller.

Or maybe I just need two rings - one for winter, one for summer. I think that's how I'll present it to my fiancé. :P

You might try a bit of wax on the inside of the hoop. It's not permanent, won't damage the ring, and it comes off without a struggle.

My jeweler had clear gummy rings you could fit around the inside of the band to add a millimeter or two. Don't know what they're called.

Yarn. 6 to 10 wraps on the underside should do it.

The canonical quick fix for this, I thought, was a band-aid. It's flesh-colored and comfortable and creates some friction for the ring.