Well I have mixed views on this.
I don't see anything wrong with recording your own selves per say. Assuming he is NOT showing it to anyone and keeps it VERY safe so no one can access it. Its not forbidden in marriage and spicing things up is always fun for those who actually are into that.
Though I will ask some questions. Do you not want him to do it because of maybe a body image issue/its uncomfortable or are you more afraid of the video ending up in someone elses hands? To be honest even if he says no one would see it, it doesn't mean accidents don't happen. Especially if hes doing with a device like a smartphone, camcorder....etc. Trust me as someone who works with technology, anything with a hard drive/storage in it, it can be accessed even if you think you deleted it. And when it comes to me repairing phones/PCs, sometimes I run across somethings on accident (like when they ask me to restore missing files). They are embarrassed because they forgot about things they had deleted. Or even may still have on the device but forgot about.
I won't get into my situation with my wife (we aren't into that stuff anyways really) but when we were away for a year after the honeymoon) waiting on a visa, we had things and I had to store them on something secured with a password in a locked safe that also had a password. And when we finally were together I not only deleted what was on the device, I smashed it into millions of pieces.
In other words theres really no reason to have that stuff if your together. I mean why look at something when you have the actual person with you? Again, unless someones into that stuff.
Again he should respect your view on it. And I'd ask him why is it he wants to record it anyways? Is it to watch with you? Or alone (which means hes doing stuff without you...if you know what I mean)? Because unless he is wanting to watch it with you, why else record it? Unless he does have terrible intentions to share it with someone else.
If he insists on recording it then I'd just not have sex anymore. Granted I don't believe in refusing something like sex but if you can't trust him then you don't really have a choice. Though you could try counseling.
Also, not that I want to make you paranoid but I'd look for cameras in your bedroom. Here are is just a TINY idea of what hidden cams look like today. If you see a tiny hole in anything shine a light into it, if it reflects then its a lens. There should be no holes really unless its for a screw, nail...etc.
