Oh yikes Libs, thats a tough one. Its so nice to see a family that actually gives a hoot about their grown daughter
You could tell them that the Girlfriend's guide to a woman traveling alone is your new bible, you can promise to call before you leave, and on a specified day during your stay then again when you return home. Honestly, it's a parent's job to worry. I doubt very much that anything you say or do will quell their anxiety. You didn't cause it, you didn't elicit it, thats just the way things are going to be I guess.
Be sure to tell them what a wonderful group of people we are and that you have special friends you'll be visiting with.. and give them jewel's address and phone number.. because you know if there's trouble.. she'll be involved