i did the quest and then stole it off lucans desk afterward when he was sleeping

so then i was just chilling and one day i decide to check my inventory and my golden claw had vanished. i am terribly upset i wanted to collect every dragon claw

Mines gone too and i think theres only one

As far as I know, the only way to keep it is to never take the quest from Lucan Valerius. You'll still find the claw when Farengar sends you in there, and you probably won't have to give it to Lucan unless you talk to him about it.

But then again, I haven't done this myself, so I don't really know for sure.