Hi,
The paper may be a little less than elegant but it works
Seriously though there are really only a couple of reasons that the caps don't stay on,:
1) there is a build up of ink crud in the cap stopping it going home properly, not likely but has happened,
2) wear on the two mating surfaces
3) deformation ofthe materials of one part or the other.
A band of transparent tape, not sellotape but the see through 'invisible; matt tape, inside the cap lip and trimmed so that it doesn't show when the pen is capped will solve the problem in the short term but it vcan make posting a bit tricky but it is a case of swings and roundabouts, Ok so this is only slightly more elegant than the paper but it works.
For a longer term sloution you need to make the surfaces fit better, quite often the cap from one pen will fit another pen better than the original one from which it came as it has not worn or polished in quite the same way. A gentle reaming of the inside of the cap can let it sit further down onto the pen but this really is a last resort and should only be done if you are very precise with tools and have made sure that the correct profile can be achieved, the caps can be very fragile and crack very easily indeed.
Best of luck.
John