How do you stop people from teasing you?

I recently came home from college to spend some time with my family. Unfortunately, the whole weekend was filled with teasing from my three brother's and my sister and her boyfriend. They poked me, pulled my hair ties out, pushed me, punched me, teased me with their words, and threw me in the lake, This wouldn't be that bad if I knew how to retaliate but Punching them back doesn't hurt them at all. Where as one of their "friendly" slaps on the back, hurt tremendously. Furthermore, when I tell them that they are being mean or try and get my parents to interceed, they just say, "Oh they just missed you or stop being such a baby." If I have to be the brunt of 5 people's jokes for this entire summer its going to be miserable. How do I get them all to stop?