The correct preposition to fill in the blank is of. The sentence should read:

He has assured me of safety.

The word "assure" means to make someone feel confident or certain about something. In this sentence, the speaker is saying that the person they are speaking to has made them feel confident that they will be safe. The preposition "of" is used to indicate the thing that the person is being made to feel confident about, in this case, safety.

The other prepositions, "with," "at," and "for," do not make sense in this context.

• "With" is used to indicate the means by which something is done. For example, you might say that someone was assured with a promise.
• "At" is used to indicate a location. For example, you might say that someone was assured at a meeting.
• "For" is used to indicate a purpose.