Looking at the model from a CBT perspective, there are three areas on which to focus.
The misinterpretation of the threat is the thought, the anxiety is the feeling, and the avoidant coping or reassurance seeking is the behavior. Because it is almost impossible to change a feeling without first doing anything else, we will not want to start there (just tell yourself to never be stressed again and see if it works).
It is a bit easier to help a person change the way he or she thinks about things, but that is also rather difficult to do and takes some time (try convincing White Sox fans that the Cubs might actually win the World Series someday, and see if they will ever believe you). So we are left with the behavior, which is actually the easiest place to intervene, a person does not have to feel that things are fine or think that everything will turn out all right in order to still perform a behavior. Once the behaviors are changed, hopefully the thoughts and feelings will follow.
Consider this example. Chris, Tony, and Rob all go to the carnival. Chris and Tony ride the roller coasters (situation). Rob does not want to ride the roller coasters because he thinks they are dangerous; if he gets on the roller coaster, it might break (misinterpretation of a threat), which makes him afraid (anxiety), so he does not ride them (avoidant coping).
Even though his friends are teasing him, he is convinced that he is safe because he’s not on a roller coaster (absence of a corrective experience). Soon, however, Courtney comes up to Rob and asks him to ride the roller coaster. Rob has had a crush on Courtney for years, and he now finds himself in a bind: he thinks the roller coaster is dangerous, and he is anxious, but he does not want to appear afraid in front of Courtney, so, to hopefully win her heart, he rides the roller coaster with her, and he actually enjoys it.
The only thing he changed was his behavior, but by doing that, he had a corrective experience, he learned that there is not a 100 percent likelihood that riding on a roller coaster will harm him. Therefore, he will now have to change the way he thinks about roller coasters, and his anxiety will therefore decrease.
He will have to do this behavior several times to get the full effect and to avoid seeing this one instance of safety as just pure luck, but once he does more of these exposures to what he fears, he will be able to see a decrease in both his threatening thoughts and the resulting anxiety.