  In the ferromagnetic insulator with Dzyaloshinskii-Moriya interaction, we
theoretically predict and numerically verify a topological magnon insulator,
where the charge-free magnon is topologically protected to transport along the
edge while it is insulating in the bulk. Within the bulk band gaps, edge states
form a connected loop as a $4\pi$- or $8\pi$-period M\"{o}bius strip in the
wave vector space. As a consequence, the chiral energy current traveling along
the corresponding edge is topologically protected from defects or disorders.
Using the nonequilibrium Green's function method, we demonstrate that the
energy current carried by magnons with energy in the bulk gap localizes at
edges and prefers to travel along one edge in only one direction at
nonequilibrium steady state. Our prediction about topological magnon insulator
could be observed at a wide energy range in the thin film of the insulating
ferromagnet, such as Lu$_2$V$_2$O$_7$.
