I agree with Gemmaa. Installing some CO detectors is a simple, cheap solution. You can even get the plug-in kind and put it next to your bed. You should explain your anxiety to your parents and tell them it's interfering with your sleep -- sometimes, just talking about it with someone else helps.
Also, you can take some comfort in the fact that all developed countries have laws -- building codes, minimum product safety standards, inspection requirements, etc. -- to drastically mitigate the risk of CO poisoning. Most instances of CO poisoning result from people with home meth labs and other sorts of riskier activities.