Well I've actually had a knife to my throat, I gave up my stuff right away and felt unphased. Then it settled in when I got home and cried for an hour(was 13, but I'm pretty sure if it happened for the first time now, I'd still cry).
The feeling sucks, and I think its much different than when you're in a fight. I just try to make myself feel as if I'm in a sparring match, and like the incident before, what happens doesn't settle in until much later, when you replay the incident 100 times in your head. I actually like the uneasiness, since the nervousness seems to be a painkiller(first time playing paintball, didn't feel a thing until i saw my purple tan).
P.S. What happens, happens. This is what I'm basically thinking 24/7 and it helps out alot. Sry if the post is rather unorganized and sloppy.