A director of the shipping owning company (my first employer) always called himself 'Captain Brown', and accorded with the respect due to his assumed maritime expertise. After it was discovered that he had been actually an army captain in the catering corps, and had never seen active duty at all, he looked rather silly. His nickname was ever after 'Captain', but with laughter and without the respect. On the other hand, my father, who earned his MC in 1943 and promotion to Major in 1944,) was later given an official letter authorising him to keep the military title, but he never ever used it. (though his Daily Telegraph obituary did)