Bad Astronomy talks about the odds of getting killed by one as 1:700,000.
I thought that 700,000 number looked suspiciously low, but when allowing for a "humanity extinct" situation, the large population cancels out the small chance to some extent. I wonder what problems we spend an inordinate amount of resources on that are less of a threat. Intuitively, once every 100,000,000 years seems like nothing to worry about, but the damage is unimaginable. It seems like the inverse at the other end of the scale from the "don't worry about driving but afraid to get on a plane" thing.