I haven't seen any statistics on that. And I think you would be hard put to find such statistics. I cannot give you any guarantees, just good practice.
Protection of the antenna starts with proper grounding of the antenna mast, and the coax shield where it enters the building. They need to be properly bonded to the ground for the electrical system. In the USA, the typical requirements can be found in the National Electrical Code (NEC). Antenna manufacturers typically list similar requirements in the documentation that comes with the antenna. A good gas tube based coaxial surge suppressor will start conducting before the voltage exceeds the insulation rating of the coaxial cable and then essentially act as a dead short (ionized gas) until the surge is gone. The inexpensive ones used on most residential installations in the USA are rated for 5000A. IIWY I would go with one rated 20KA.
If you have a direct strike to the antenna, I am pretty sure you are going to have induced voltages on all the wiring in the house because of the electromagnetic field of the lightning. How significant that is, and how to deal with it, is way beyond my knowledge.
If you have a high probability of a direct hit, you may also need to consider lightning air terminals.