This is why websites should be held legally liable for the third party content they choose to include on their pages. The excuse "oh but it was a third party advert that screwed you over" should simply not be tolerated. Whilst the websites can claim that their active inclusion of untrusted third party content isn't their responsibility there is no incentive to clean up the cesspit that is the online advertising market.
Once a couple of good lawsuits bring down a few major websites caught including dodgy adds there will be calls to do something about the dodgy adds that the add brokers simply will not be able to ignore. Websites will start using add platforms that offer financial guarantees, and/or indemnity against lawsuits. This will force the add platforms to vet the adds they include or face bankruptcy when a dodgy add hits the wrong person.