This actually is presented in Buddhism too, which was where I first encountered it before re-discovering similar principles in stoicism and Ellis's Rational Emotive Behavior Therapy. See this sutta: http://www.accesstoinsight.org/tipitaka/sn/sn36/sn36.006.tha...
Quote:
"When touched with a feeling of pain, the uninstructed run-of-the-mill person sorrows, grieves, & laments, beats his breast, becomes distraught. So he feels two pains, physical & mental. Just as if they were to shoot a man with an arrow and, right afterward, were to shoot him with another one, so that he would feel the pains of two arrows; in the same way, when touched with a feeling of pain, the uninstructed run-of-the-mill person sorrows, grieves, & laments, beats his breast, becomes distraught. So he feels two pains, physical & mental."
But what is nice about Buddhism is that there is a practical skill-training that comes along with the theory. When disagreeable events happen to you, mindfulness training teaches you not to grasp on to the events automatically and start your own narrative about it, but instead, observe them mindfully. This gives you the opportunity to skillfully deal with the situation. REBT in addition implores you to consider the situation rationally.
These are troubling times (especially where I live in India), and I think a little bit of stoic + Buddhist teachings can go a long way in maintaining our composure even as we engage with the world. I still struggle with this from time to time, but I would have been completely lost without these teachings.