Options. 

*Work out together. 
*become a dom and "show him" what you think of his body.
* keep it up. Its his own issue. He will have to work on it himself. Dont be excessive with the compliments. Continue to have sex. Afterwards tell him what you enjoyed. What position, where he "kissed", his dirty talk. Reinforce (why cant i spell this word) the fact through actions and praise. Do NOT try directly correcting the issue. When you have self confidence issues the last thing you want is for someone to praise you like that. It just makes the compliments seem fake. I know Ive been there.