If you want to try soldering it do this. You will need rosin flux, small diameter solder (small enough to go through the end hole of the RCA pin), and a low power soldering pencil.
Apply a small amount of rosin flux to the wire and stick the wire into the RCA pin.
Don't pull on the wire when you unplug the connector.
Place small length of the solder into the hole of the RCA pin.
Apply the hot soldering pencil tip to the side of the pin. When the solder melts feed a small amount more of the solder into the hole.
Remove the soldering iron and hold the assembly steady while the solder hardens.