Fonsini - the immediate survivability depends a lot on your height and speed at the time of failure - a low hover or highspeed, high altitude flight should, in the initial stages, be very survivable. Having said that, it depends on whether you identify the nature of the failure quickly and correctly, especially in the low hover.
Altitude and airspeed are your friends when dealing with a TR failure and you may be able to establish a power/airspeed/sideslip condition to allow you to transit to a safe area for EOL or, on some types, a fast running landing.
The EOL may in itself be an interesting one since you have no yaw control and, as you decay the Nr by pulling pitch at the bottom, the aircraft will want to yaw. The friction of the skids on the ground will help keep you pointing in the right direction and a crosswind can make things easier still.
Low speed, lowish altitude failures are usually the worst - if you can gain speed without spearing yourself into the ground then it may help you regain directional control. The worst condition would be a still air hover at 100 -500'.