Scorpions: 1000 deaths per year, most of them in northern Mexico / southwest USA; and most of the rest in the Middle East / North Africa:

http://www.biodiversityexplorer.org/arachnids/scorpions/stings_and_venoms.htm

Mosquitos: millions of deaths per year, in all continents and most countries:

http://www.who.int/whr/1996/media_centre/executive_summary1/en/index9.html

I'd be far more afraid of a mosquito than a scorpion.