The modeling of risk and uncertainty gives us the illusion of control. To better understand the complexity of the hazards of our environment, risk managers (researchers, engineers, technicians, operators, managers, designers, politicians, experts, insurers, ...) have created models for risk assessment called formal models. These models consider that the individual assesses the risk in a rational and objective. However, the researches of cognitive psychology have shown that our decisions are often illogical or irrational, as we are convinced otherwise. To develop tools to think risk, we must now include psychological factors in the models of risk and uncertainty. These models must adapt to the complexity of environmental hazards, natural or artificial.