Why are people jealous?

According to Dr. Daniel Goleman, an expert on emotional intelligence, jealousy is considered to be a secondary emotion (comprised of Anger, Fear and Sadness), that emereges when a relationship is being comprimised by a rival. 

In biology, jealousy is thought to ensure the survival of the individual. Think of a pup showing signs of jealousy when it's mother feeds it's siblings, in order to get food as well. 

You should be careful to distinguish between jealousy and envy. While both are a realtively negative emotion, jealousy is considered to be constructive and benefecial in the long run, as it promotes improvement. Envy, on the other hand, is Jealousy times 10, where the individual is so Jealous, he almost prefers for his rival to lose it all, then for him to gain. Anger plays a much more vital role in Envy.

Read more here.

I would have to say we each have our own borders and limits. Try and think whether your (or anyone else's) jealousy is productive or not. Being jealous of someone else's success, and then pursuing your goals because of it, is obviously more efficient than being spiteful to that person (Envy). Does that help at all?

Because they don't love themselves.

Because they are insecure.