Continue to be encouraging and say positive things, they help to balance out the negative. Sometimes it will annoy him, other times he'll just say it does and if you stop, he'll ask you why you don't say it anymore. I remember one time, I started a sentence with his name and he interrupted me and said, "You never say my name." I never realized it. That one question gave me a whole new perspective, he heard alot more than I thought.
I've heard, "I'm not worth it," never run out of the reasons he is. You can't convince him, but he'll slowly (and by slowly, I'm referring to years, and yes, decades) realize that you're in it for the long haul. He'll realize that no matter what he says or does, you're not leaving him. And sometimes, you'll want to, between us, and that's okay because we all get to the point of total frustration. He told me more than a few times that once I get what I want, I'll leave him, like everyone else. the last time he said it, I looked at him, amused, and said, "Yeah? What else IS there? Whatever IT is, just GIVE it to me then!" We both started cracking up. It's been 28 years though.
Just be consistent.