I have been there too, I would go even a step further to being OBSESSED with my fiancé's exes. I would constantly look at their facebook profiles and pictures and oh god what if one was private -panic panic panic-.
After lots and lots of counseling and getting myself stabilized on the proper medication I have realized that I do not need to compare myself to his exes, or ANYONE for that matter. I look in the mirror every morning when I wake up and every night before I go to bed and do self affirmations. It can become so easy to doubt ourselves, especially when we are used to unhealthy relationships, but if you continue to work on yourself you will get there! If I am really having a rough day I tell myself "IF HE WANTED HER HE WOULD BE WITH HER NOT YOU GET IT TOGETHER ADELINE".
Everyone has insecurities and if someone says they do not then they are not telling the truth. But you can't let yourself be held back by the thoughts that go round and round in your head. YOU ARE WORTH IT, YOU ARE AMAZING, YOU ARE INTELLIGENT, YOU HAVE SO MUCH POTENTIAL, YOU ARE AN AMAZING MOM, HE IS FORTUNATE TO HAVE YOU!
It also sounds like he really believes in you, maybe if you are honest with him about your worries he will be a support system for you.