My nine-year-old daughter recently started threatening other kids with bodily harm when she is teased. With all the zero tolerance rules, she's been suspended and eventually expelled. I'm pretty sure she's witnessing the same threatening behavior from me, as I've become aware of how often I use threats to get my way. I made a deal with my daughter that if I won't threaten, then she won't threaten. I know I need to set a better example -- what else can I do to help her stop this behavior, and maybe tolerate teasing better? Also, my daughter is a twin, but I'm not experiencing these problems with her sister.
It is admirable that you have recognized your daughter's behavior in yourself. Setting a good example for your daughter is a great start, but you and your entire family would benefit from counseling to help you achieve your goals.
Talk with the school counselor or with your pediatrician. Either of them can refer you to a therapist in your community who works with families. Even though your other daughter is not exhibiting the aggressive behaviors you describe, she is being affected by them and would benefit from family counseling.
It sounds as if teasing is a problem at your daughter's school. The counselor may be able to provide classroom lessons on reducing such mean behaviors and on how children can appropriately handle teasing when they are the targets.