My modem from Cox keeps getting hacked and it shows it in the logs how many times they try till they get past the modem firewall set on high security & then they DMZ & break in our house and steal stuff. I’ve gone through 10 modems

My modem from Cox keeps getting hacked and it shows it in the logs how many times they try till they get past the modem firewall set on high security & then they DMZ & break in our house and steal stuff. I’ve gone through 10 modems in 6 months and Cox can’t help. What can I do to secure my Cox modem???? Cops won’t do anything till they are busted on cameras but they steal the cameras when internet is disabled & even the wired ones & dvd box.