Get some peg paste from a violin shop or online.
http://www.amazon.co.uk/Hidersine-30H-Hindersine-Hiderpaste-Violins/dp/B000WB2K28/ref=sr_1_1?ie=UTF8&qid=1400834142&sr=8-1&keywords=violin+peg+drops
Hopeully that will stop the pegs slipping, otherwise you may have to get some new pegs.