Use a small centerpunch or a 1/4" or so chisel (flatblade screwdriver) and peen a dent into the cable end on both sides of the terminal. Do as many, or hit it as hard as necessary to push the metal of the connector inward toward the battery terminal. DO NOT hit it hard - you could crack the battery case.

It's also pretty OK to peen into the battery post to peen in reverse - outward against the terminal.