One of the insurance companies that specialize in insuring jewelry lists among the various things that they cover (loss, theft, damage etc) mysterious disappearance . This alone is worth something! If you like adventure, mystery novels, secret societies — what have you — there is nothing better than getting up close and personal with mysterious disappearances. And you would have the proof of it in writing!
And of course, if your wedding ring (engraved or not) mysteriously disappears having it insured may be the best way to get it back, at least as an exact copy. Other than that, at least keep a copy of the inscription (if it is particularly elaborate) in your heart or in any other safe location 🙂