What do you do when someone robs you?

I was wondering the same exact scenario!! My brother comes to my house alot and i notice some of my things missing afterwards. I confronted him and he easily comes forward about it. I always tell him to bring it back but i think he "beats around the bush". I dont know what to do. He is my brother and i dont want to call the cops about it but i am tired of being taken advantage of. this happens to me on runescape and its just not right im never playing rs again