According to the most recent data gathered by the United States Parachute Association, of the 3.3 million skydives that were completed, there were 15 skydiving fatalities. Based on this data, that is a 0.00045% chance of dying on a skydive. The statistics for dying on a tandem skydive are even less.
However we believe the statistic of dying in a car or moto accident are far more probable than during skydiving. This is due to a very strict safety rules and regulations obligatory in this sport.