SkeletalMesh disappears when the player is getting close to it.

I use now 4.8, I had it in older versions too.
When i have physics asset on the skeletal mesh, it will cease to render when the player is close enough to it.
It just happened to me right now, and other skeletal meshes with physics asset do not suffer from the same problem.
Is it something i miss?

Check to see where the gizmo/pivot point is for the skeletal mesh.
Sometimes the pivot may be too low/high, and when it leaves the viewport, the asset it controls will also disappear. Thats usually the first suspect when this happens.

If this is the case, there are ways to move the pivot point, when and if it won’t interfere with positioning of the asset(s). You can adjust it in engine, or, you can reimport the asset with an adjustment to the pivot in the import settings.

You could also check the following:
in the details/properties panel for the asset, search for bound, and see if any of those tick boxes solve your problem.
For example, you can skip the physics asset and use fixed skeleton bounds etc to see if it is indeed your physics asset causing any problems.