AFAIK, there is no separate database for skydiving accidents. The NTSB accident database may contain skydiving related accidents. Although no aircraft is directly involved, the N# of the jump aircraft is usually included in the report. You could do a detailed search with keywords such as "skydiving" or "parachute" etc...

In addition, FAA investigations are documented on FAA Form 8020-23. It might be possible to obtain a copy of the report via FOIA request. See FAA.GOV for details on how to make a FOIA request.

V/R