Abstract: A fuse having a protective jacket is utilized, for example, in petroleum exploration at large depths where the fuse must withstand high temperatures and pressures. The jacket is produced from a shrinkable hose that is shrink-fitted onto the unfinished cord which latter contains an explosive. The hose consists preferably of radiation-crosslinked polyethylene. The use of a shrink-fitted hose eliminates long preparation and curing times for the synthetic resin jacket. The process temperatures required during heat shrinking are no threat to the safety against ignition of the explosive. It is possible in accordance with the process to manufacture, in particular, fuses for high pressures and high ambient temperatures, without any problems.