You are not the first to be worried about your collection, and there have been plenty of animals stolen in the past several years.
You need to protect yourself and your collection by doing whatever you can. A Camera is good, bolting the doors and windows is also good.
The biggest issue that you brought up is insurance. I don't know how many people bring it up, but there is only one place I can think of that will insure your animals, and I believe they also insured someones legs for $500K. (Problem is, I can't find the name of the place)
It may fit under home owners insurance, but that is also a double-edged sword. Some people had their home owners insurance REVOKED because they have "dangerous animals" in the house.
So, bottom line is this. Do your research, protect your assets as much as you can, and good luck!!