Hi bluz47,
There's no reason why your pick should be falling out of your hand when strumming. You're either picking too hard, or not holding the pick strong enough. Remember, when youre strumming, you want to glide the tip of the pick over the strings, and that's it. Don't overthink it!
It's always good to refresh yourself on the basics, too. Check out this lesson by Lisa on using a pick: https://www.guitartricks.com/lesson.php?input=22136&s_id=1777
If you have any questions, comments, or concerns, please contact us.