There are no human fatalities recorded in modern history as a meteoroid impact or explosion result. Usually small sized asteroids impact Earth with no significant result on life on Earth. The most significant asteroid impact recorded to date took place in 2013.
On February 15th, 2013 a meteorite exploded over Chelyabinsk Oblast in Russia injuring around 1200 people, mostly from flying glass caused by the shock wave of the explosion.
The chances to be killed by an asteroid are very small; just 1 chance in 700,000. However, considering that the chance to win the lottery is 1 in 14,000,000 then probably you will die killed by an asteroid before winning the lottery.
Scientists calculated that an asteroid bigger than 10 km in diameter (6.2 miles) would kill most of life on Earth but fortunately for us, such an asteroid arrives only once in 100 million years.