Don't let becoming a good improviser keep you from becoming a great improviser.  Believing in your ability is good; being open to your weakness in committing to constant betterment is great.  Finding a personal understanding of what works for you on stage is good; staying receptive to the ideas of even the greenest improviser is great.

Confidence is not bulletproof.  Confidence is not brash, is not loud, is not immovable.  Confidence is a personal calm.

Vulnerability is not weakness.  Vulnerability is not meek, is not afraid to speak, is not constantly acquiescing.  Vulnerability is accessibility.

Practice makes perfect it's said.  Through experience in improv a player grows to bring calm into the chaos and remain open to the moment's possibilities.  The greatest players exude this accessible calm; they expose themselves on stage without fear.  It makes the audience root for them before they've said a word. Seek to emulate the classic Dead Head: Accepting who they are without shame and accepting who you are without judgment.

Yes, with practice confident vulnerability will come.  It also doesn't hurt to practice confident vulnerability until what you fake you feel.

If this Weakness is identified, the following posts may prove helpful in coaching to the Opportunity:
* Get confident, stupid
* The Path to Unconscious Competence