You could always try a mohair wig, what I've done in the past is to make a skull cap template of the scalp area to cover.
Then trace round that on to the rear leather of the mohair. Then cut that out from the back, snipping at only the leather (make sure the nap of the hair is lying the right way!) Then you have a wig you can glue into place.
What I usually do is if I'm using a resin sculpt. I draw on the hairline PRIOR to making the wig.
Then I carefully Dremel away along the hairline to the depth that the wig is (usually Imm max) When the hair is glued onthe two should be level. It takes a little practice.