Methods for risk engineering is a bundle of engineering tools including fundamental concepts and approaches of soft computing with application to real issues of risk management. In this talk fundamental concepts and soft computing approaches of risk engineering will be introduced. As the term of risk implies both advantageous and hazardous uncertainty in its origins, a fundamental theory to describe uncertainties is introduced that includes traditional probability and statistical models, fuzzy systems, as well as less popular modal logic. In particular, modal logic capabilities to express various kinds of uncertainties are emphasized and relations with rough sets and evidence theory are described. Another topic is data mining related to problems in risk management. Some risk mining techniques including fuzzy clustering are introduced and a recently developed algorithm is overviewed. A numerical example is shown.