If you answer and tell them that person isn't at this number/this person has never been associated with the number, they should stop calling you. If they don't and you are in the US you may have consumer protections against harassing telephone solicitations if they do not stop calling you. Fair Debt Collection Practices states that, if a debt collection calls you and you inform them that the person they seek is not located at this number, they cannot contact you again (unless they have good reason to suspect you are being untruthful). i believe you can seek financial penalties if they continue to contact you
I took your advice and called them back. The response was, "sigh That figures. I'll remove your number from our records." Thanks for spurring me on to actually take action. It was really simple in the end.