That is ALWAYS a tough one. Fortunately, both my school district and the camp he goes to tries to stop bullying.
It depends on what type of bullying. There are some things your child can do that might help.
1) Ignore and/or walk away
2) smile, slap the knee and say 'wow, good one - I wish I'd thought of that' and walk away. (try to make it sound really sarcastic)
3) Say with as much disdain in your voice as possible 'oh, grow up'
4) give it right back to them
If this doesn't stop the teasing, then probably a talk with the principal or camp director is in order. I find a lot of times that when the kid complains about another kid, it's 'tattling'. When an adult calls up the principal and says 'so and so has been bullying my kid. It needs to stop. ' it is usually more effective.
Another idea could be to actually start documenting the incidences and mail a letter to the principal, keeping one on file for yourself. That way, the bullying and teasing is documented. Columbine, although a terrible, terrible tragedy did make adults much more aware of bullying and what it does.
Good luck - it's a tough one to stop once it starts.
My daughter was being bullied at the bus stop last year. Shes was 11, in the 5th grade. We had her try everything you mentioned and then some. When it became apparent that it wasn't working & I could tell she was ready for some more hands on help, my husband and I went to the principal. Oh we also took my daughter & a friend who had witnessed it & the crossing guard, who had also witnessed it. The principal & the school guidance counsellor talked to the girls & their parents. They had been bullying other kids as well & were on the verge of being suspended.The bullying stopped. My daughter did not act afraid of them after that. She held her head up high. One of the girls even became a bit of a friend by the end of the year. If it's physical, then pull your kid from the school ASAP! I had an experience