"In rare cases, investigators may be devoured. The player
immediately discards all of his cards (except unspent
trophies) and shuffles his investigator sheet in with the
unused investigator sheets. The player then draws a new
investigator at random and sets up the investigator as if
he were starting a new game (as described in “Game
Setup” earlier in these rules)." (p. 17)
There's a rule quote for ya
.

