if you don't know why the first engine has failed and you have any suspicion that there may be collateral damage to the second (or maintenance issues or a host of other reasons) then you would not be exercising your airmanship and captaincy fully if you did not at least consider placing yourself in a flight regime that allowed a safe (if scary) outcome should the second one let go.
...in this case captaincy might also suggest, flight conditions permitting, a (powered) landing anywhere when first coasting in, rather than waiting several minutes for an airfield?