We study how well halo properties of galaxy clusters, like mass and concentration, are recovered using lensing data. In order to generate a large sample of systems at different redshifts we use the code MOKA. We measure halo mass and concentration using weak lensing data alone (WL), fitting to an NFW profile the reduced tangential shear profile, or by combining weak and strong lensing data, by adding information about the size of the Einstein radius (WL+SL). For different redshifts, we measure the mass and the concentration biases and find that these are mainly caused by the random orientation of the halo ellipsoid with respect to the line-of-sight. Since our simulations account for the presence of a bright central galaxy, we perform mass and concentration measurements using a generalized NFW profile which allows for a free inner slope. This reduces both the mass and the concentration biases. We discuss how the mass function and the concentration mass relation change when using WL and WL+SL estimates. We investigate how selection effects impact the measured concentration-mass relation showing that strong lens clusters may have a concentration 20-30% higher than the average, at fixed mass, considering also the particular case of strong lensing selected samples of relaxed clusters. Finally, we notice that selecting a sample of relaxed galaxy clusters, as is done in some cluster surveys, explain the concentration-mass relation biases. ; Comment: (1) DIFA-UniBO, (2) INAF-OABo, (3) INFN-BO, (4) JPL-Pasadena 18 pages, 19 figures - accepted for publication by MNRAS, two figures added for comparison with SGAS-SDSS and LoCuSS clusters