A physical threat of violence

My cousin 'Deano' (by my mothers marriage to a big family) came into my room and threatened me today. He was some what drunk which tends to bring out the belligerence in him. He's never done that to me before but has shown anger to others in the household. Worse in some ways is he lied to my aunt in saying that I was saying contemptuous things about my aunt in an attempt to create some bad feelings. My aunt and I get along well so I don't see anything coming from that.

I do not like being threatened. I am certain the threats might potentially lead to some dangerous confrontation. If you don't count him standing over me waving a glass beer bottle at me while being belligerent. He wasn't interested in listening to me, but I told him if he kept it up I would call the police and have him arrested. I tried to use a firm calm voice that would get through his beer fog. I'm not in good health and would really like to avoid any attacks coming from him. I'm really not sure how I should handle this going forward since we both live in the same house. I'm going to be locking my bedroom door more often in the future. I would not live under such conditions if I had the financial ability to do otherwise. I may have to change my living conditions anyway which would be difficult.

It's very disappointing. I'm going to wait to see if this just blows over.

UPDATE: I talked to the cops. They said they couldn't do anything because nobody was physically hurt. Then, I went over to my aunts daughter, the only cousin I trust, to compare some notes after she got home from work and fed her kids. Between us we discovered another important point. Deano has been playing Wormtongue with my aunt for at least the past month concerning the both of us in different situations. She hasn't been coming by as often as she used to and Deano turns out to be the reason why.

I've considered leaving, but it would be better for both my aunt and her daughter if Deano leaves. He thinks of himself as a chess player, but he just made a huge blunder last night. In this civilized world, perhaps a person can't defend themselves, but if I do end up in the hospital I can make damned sure the cops do their job.