I don't know if you could simply state that you are more likely to get hurt skateboarding. It all depends what level/kind of stuff you are doing, for either sport. Both have a serious risk for head injuries.
I mean, helmets are basically shunned in skateboarding, and the result is a lot of head injuries, which are no doubt gnarly, but if as many skaters wore helmets as skiers, then the risk of serious, life-threatening injury is pretty slim. (No inverts and far less forces/speed). Sure you'll get busted up, but you won't die.
In skiing, helmets are widely accepted. Many people wear them, and so I would assume that this cuts out a lot of the potential head injuries, whereas skateboarders COULD all but eliminate head injuries, they don't, so I see head injuries as a grey area when comparing the two sports.
Skiers on the other hand, go a lot bigger than skaters and go upside down, sometimes multiple times, which increases the risk of breaking your neck/back. Throw in the natural dangers out there such as avalanches (if you are in the BC) and skiing seems to have a higher chance of death than skateboarding, IMO, assuming that both skaters and skiers are wearing helmets.