Asteroids can be quite dangerous, even in solo. E.g. sometimes combat is so heated, that you do not see the rock you are turning into.
Definitely. I haven't YET been killed by an asteroid, but I've had some very close calls while bounty hunting. RES hunting is NOT a profession one should assume is safe, even if one considers the enemies not to be a threat (and I can tell you from experience, that isn't wise, either. Getting hostile to a faction and having them sic multiple Anacondas on you can get dicey really fast!)
Really, there is nothing in the game that should be considered "safe". Safety is an illusion. Never, ever, ever fly without enough to cover your rebuy.
EDIT: Actually, let me take that a step farther and say this: The most deadly thing in this whole game is not griefers or pirates or asteroids or station lasers or NPC's or overzealous authority ships.
It's
complacency.
Complacency kills.
If you let your guard down. If you let yourself believe that something bad cannot happen. If you let yourself believe success is assured. If you let yourself believe that you are invincible. If you simply stop paying attention to the little things you need to do to survive and succeed... you will pay the price. It happens to everyone eventually, but it happens a lot more to those who are careless.
Flying without insurance is an unnecessary risk. Taking unnecessary risks can and will bite you.
That's not to say one should never take an unnecessary risk. There are times when taking an unnecessary risk may be worthwhile because of some perceived benefit.
But if you take an unnecessary risk and it bites you? That's on you. No matter how it happened.