I have quite a few elastic belts for this purpose - the elastic fabric of the belt grips really well to a skirt waistband. I hardly ever wear a non-elastic belt in this situation.
That said, my skirts are nearly all A-line, full, flared or pleated. This means that when I sit down or bend, the skirt does not ride down from the waist at the back (i.e. the skirt is not being pulled downwards). Fitted or pencil skirts all pull down at the back during bending or sitting (unless you are going to hitch the skirt up every time you sit down, which could create other *ahem* problems :). So if your skirt is a narrow design, I do not think there is any way you can wear a belt over when there are no waistband loops.
Unless... you could ask a tailor to take an inch off the edge of the hem of the skirt, rehem the skirt, then use the offcut strip to make belt loops. You would have to decide whether the skirt was worth the cost (I would imagine the quote to be double or more the cost of a simple rehem job).