Linux since 3.4 has MADV_DONTDUMP [1], and there also appears to be a /proc filter file you can use to exclude general segments of memory from being dumped [2].
It's hard to blacklist every piece of memory that might be sensitive. It's a much better idea, IMHO, to just put corefiles in a location accessible only to root. That's how Windows, OS X, Ubuntu, Android, and lots of other commercial systems work.
1. http://man7.org/linux/man-pages/man2/madvise.2.html
2. http://man7.org/linux/man-pages/man5/core.5.html