Having read a lot of the accident reports, it appears that it is not the engine failure that seems to kill as much as not getting the lever down and thereby losing rotor speed and in the case of the R22 the main rotor striking the tail rotor.
Also reading the reports, a large percentage of engine failures appear to occur on just 1 type due to carb iceing.
I have a lot of confidence in my 1 donkey but I am alway's ready for it to go pear shaped (said touching wood!).