How do I set collision for a Skeletal Mesh?

How can i add per-poly collision to my skeletal mesh ?

I know this question is old but… for the sake of knowledge

In the PhyssicsAsset of your SkeletalMesh go to Asset → Reset Asset. This will reimport the asset. A popup opens and there you can find the option ‘Collision Geometry’. There you can choose ‘Single Convex Hull’ or ‘Multiple Convex Hull’ which makes an asset based on the mesh rather than the bones if I’m not mistaken.

(Version 4.8)