Since it sounds like you’ve tried telling him how you feel, but he doesn’t get it, you have to throw subtlety to the wind and see if that works. (It would help for me to know how long you’ve been dating, but I’m going to assume it’s relatively long term.)
Say to him: “Tell me I’m better than all your female friends!” And when he does, reward him with some affection. Then say to him, “Now, tell me how much sexier I am than any other female you know.” And let it be playful — but give him the words to say. He won’t forget them. I promise. When he hears exactly what you want him to say, and doesn’t feel like you’re criticizing him, he may react more positively.
You can also say, “Okay, your turn. What do you want me to say?” And listen to what he wants. You may be surprised!
Let me know if this helps.