Driven Mad by Insecurity

I have been with my fiance for nearly two and a half years.  We are very much in love and usually get along pretty well.  But he has this compelling need to keep discussing past girlfriends.  I have told him that I feel uncomfortable when he does this, but although he may stop for awhile, he generally does it again.  Worse, he keeps telling the same stories over and over. If he were sharing what he had actually learned from past relationships, or even using these stories to tell me what he appreciates about our present situation, I could better understand it.  I have asked him if he is still in love with any of these women, and he says no.  I have asked him if he has closure with them and he was not sure.  But I really get upset when we are lying in bed together and he starts talking about them.  Once he said that they would always have a place in his heart.  Another time when I protested he said that he had a right to his memories.  I told him I had a right not to be forced to listen to them.  I don't mind when he tells me stories about his childhood or something but I really hate it when I have to hear about these women. I already suffer from extreme jealousy and insecurity issues which I work hard to suppress and deal with in a mature manner, but he has a way of rubbing salt into old wounds.  I feel like I am sharing my man with ghosts from the past and he doesn't even mind it! I honestly don't understand what he gets out of this.  I feel like I am not good enough when he does this.  I am getting really tired of this and wonder how I can get him to realize that it hurts so that he will stop it once and for all!

I am the first woman he has got engaged to, and he assures me that I am loved.  But I don't feel so special when he starts reminiscing about the past so much.