My cell-phone has a way to filter incoming calls so that it doesn't ring (audibly) unless the caller is somebody I have already approved: The default ring-tone is silent! When I approve somebody to call me, I configure that person's phone number with a non-silent ring-tone.
After we establish private communication by e-mail, and I say by e-mail that I'd accept a call from you, I tell you my cellphone number, you try to call me but I miss the call because the ringtone was silent, then you send me e-mail saying when you called and what number you called from, then I check the missed-call log to verify that number called at the time you said, then I configure a name and ring-tone for that number, then I tell you it's done and you may call me again and I'll probably answer your call.
If we're talking face-to-face it's simpler: I tell you my number and you dial it immediately, I show you the silent ringing and you verify that's your number, you cancel the call-attempt, I configure name+ringtone, I ask you to re-dial same number, and we listen to it ring together.