Create SECURITY.md (#171)

SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+As of February 2022 (and until this document is updated), the latest version `v4` is supported.
+
+## Reporting a Vulnerability
+
+If you think you found a vulnerability, and even if you are not sure, please report it to [@mfridman](http://github.com/mfridman) or one of the other [golang-jwt maintainers](https://github.com/orgs/golang-jwt/people). Please try be explicit, describe steps to reproduce the security issue with code example(s).
+
+You will receive a response within a timely manner. If the issue is confirmed, we will do our best to release a patch as soon as possible given the complexity of the problem.
+
+## Public Discussions
+
+Please avoid publicly discussing a potential security vulnerability.
+
+Let's take this offline and find a solution first, this limits the potential impact as much as possible.
+
+We appreciate your help!