If the handle has been loose for a while the metal will be worn away and a new set screw(s) won't hold it.
Other than buying a replacement, one thing that has worked for me is to clean out the inside of the handle (very clean).
Cut a shaft off a junk regulator or latch and brush a good coat of grease on it( Not so thick it fills in the splines). Mix some JB weld epoxy and coat the worn out splines in the handle BELOW the setscrew.
If you get the get up into the groove on the shaft for the set screw and the shaft won't come out.
Press the shaft into place and let it dry overnight. Pull the shaft out and install the handle with a good set screw and set screw lock.
I've had that fix last very well on several vehicles.