It is hard to give a general response to this question, since insecurity can have many root causes. Here are some suggestions, but note that these are not general recipes, but might help in specific situations:
 - working with a mental health professional can help people to discover the causes for their insecurities and work on them.
 - sports has helped a lot of people to improve their self-esteem, which can help in everyday life relationships.
 - being open about insecurities can help people understand the person better and react accordingly.
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