In addition to using Delivery Confirmation, you can set up Blocks against bidders without Paypal accounts and with Unpaid Item Strikes.
This will lower the number of scammers bidding on your items.
Or you can, instead of Delivery Confirmation, use a third party insurer like shipinsurance (one-off insurance) or Hugh Wood International (annual contract).
Third party insurance could also include self-insurance, charging a tiny premium on every shipping and handling charge to cover the very occasional claim.
Keep in mind that while the international postal system is very good about delivering in a timely and secure fashion, and the North American/European system is even better, stuff does occasionally get delayed or lost in the mail. So your customer may be honestly annoyed that he has not received the stuff he paid for.
Refund, write it off as a business expense, and with the refund ask the customer to reimburse you when the item does arrive. About half the time, he will, in my experience.