What's the best way to handle concurrency issues when using thread-safe collections in Java?

This may be naive to me, but I always thought the following code sample would always work and not crash with NullPointerException when using thread safe collections in Java. Unfortunately, thread t2 seems to be able to remove the item from the list between the calls to the containsKey() and get() methods below the two thread declarations. The commented section shows a way to handle this without getting a NullPointerException, since it's just a test to see if the result of get() is null.

My question is, what is the correct way to handle this in Java using thread safe collections? Sure, I could use mutexes or synchronized blocks, but wouldn't this failure destroy many of the benefits and ease of use that thread-safe collections bring? If I have to use mutexes or synchronized blocks, can't I just use non-thread-safe collections? Also, I've always heard (in academia) that checking code for nulls is bad programming practice. Am I just crazy? Is there an easy answer to this question? Thank you in advance.

package test;

import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

public class Test {
    public static void main(String[] args) {
        final Map<Integer, Integer> test = new ConcurrentHashMap<>();

        Thread t1 = new Thread(new Runnable() {
            @Override
            public void run() {
                while(true) {
                    test.put(0, 0);
                    Thread.yield();
                }
            }           
        });

        Thread t2 = new Thread(new Runnable() {
            @Override
            public void run() {
                while(true) {
                    test.remove(0);
                    Thread.yield();
                }
            }           
        });

        t1.start();
        t2.start();

        while(true) {
            if (test.containsKey(0)) {
                Integer value = test.get(0);
                System.out.println(value);
            }
            Thread.yield();
        }   

        // OR
//      while(true) {
//          Integer value = test.get(0);
//          if (value != null) {
//              System.out.println(value);
//          }
//          Thread.yield();
//      }           
    }
}