Lambert fielded both players in defeat to Newcastle United on Saturday.
He said: "You have to keep Christian on his toes. As soon as you don't look over your shoulder as a footballer you become complacent.
"I have to keep Christian playing with that little bit of fear that somebody might come in and take his place.
"The two of them (Kozak and Benteke) can play with each other, no problem. They would be a handful. He gives us options."
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