The long and short of it is that there's nothing you can really do. I'm in the same boat, and it's unfortunately an unfixable situation. There are a number of things that can be making her shy: general discomfort of sex, insecurity, anxiety, etc. My fiancee's the exact same.

What can you do? Just continue to reassure her she's safe in terms of sexual activities. Most importantly is to communicate your concerns with her.

"[name], I understand your shyness, but I would appreciate if you would attempt to initiate or show some interest in our sex life. It isn't fair for me to constantly approach you when it's something we should both enjoy together."