Prican, captains almost always ask what you did before coming to the regional (part of getting to know you small talk I guess) and some ask how many hours you have. If you are a good pilot, he will SEE it through your actions. Just let your skills do the talking. If he asks before you guys set foot in the cockpit and you tell him honestly and simply, "200 hrs" (or whatever you have) I'm sure most any captain will be cursing silently, but if you ARE good, he will be pleasantly surprised during the flight, and actually more so because he had such low expectations of you. dont be apologetic, but dont act like you have a god-given right to sit in that seat either. it does feel really nice when they ask you how many hours you have and they tell you that you are actually better than some 1500 hr guys they've flown with obviously you dont wanna reinforce their perceptions about 200 hrs wonders!
I don't know why people should be bothered that their captains judge and get upset at them for being low timers... I mean what do they expect?! but the captains wont care once they see your skills. (and obviously will remain annoyed if you are a horrible 200 hr FO... in which case it's the FO's own damn fault and he deserves to feel insecure.)
and about being "too modest"..I don't think there's such thing as being "too modest", I mean you dont want to be TIMID, but anybody would rather work with someone who is "too modest" than with an arrogant cocky SOB. I dont think you need to do anything to SHOW how confident you are, except do your job well and THAT will show your confidence. plus confidence grows with time and experience, you cant try too hard with it right now cuz it will show