Only you can answer why you are insecure. The easy answer is you should trust what they say. But that isn't always in the cards, unfortunately insecurity is a powerful thing which can spin in on itself.
There are lots of exercises in confronting your insecurity. The gist of almost all of them is to ask yourself questions
What is your insecurity? Exactly.. Scared of losing, scared of being dumped, etc
What is the absolute worst case scenario of what can happen?
What do the objects of your insecurity say (aka the peope you are involved with)
In the case of relationships, what do you bring to the table that makes this relationship what it is?
What are the positives of being you?
Ideally this allows you to drag the insecurity out, look at it, beat it up and then live with it. Understanding insecurities rarely disappear, but learning how to cope.
There is a potential last part. On Thursday when their anniversary is done, write down the truth of what happened and compare it. Let's you, in the future see the reality of your worries vs the fantasy.
Best of luck..