Uncertainty and risk are viewed as interdisciplinary phenomena. This calls for philosophical treatment of results provided by the sciences. The paper reflects the author's methodological position of treating uncertainty and risk-related problems in the decision-making context. The method of decision-making in a situation of uncertainty largely depends on the kind of uncertainty faced by the agent. The author considers various types of uncertainty with a special focus on objective uncertainty and offers a typology of uncertainties in decision-making tasks. Quantitative assessment of the probability of possible events allows to draw a fundamental distinction between situations of risk and situations of uncertainty. A situation of risk is a kind of situation of uncertainty in which it is possible to estimate the probability of decision implementation taking into account environmental influences, the actions of partners and adversaries, etc. In a situation of risk it is possible to make a quantitative assessment of the decision's consequences which can't be done in a situation of uncertainty, and this is the key factor in differentiating between risk and uncertainty. The description of this situation requires using of a complex of notions: <Agent, Decision, Probability, Losses>. Risk is a consequence of the decision and is always related to the agent who not only makes a choice but also estimates the probabilities of possible events and related losses. Risk is an integral indicator combining the assessment of both the probabilities of decision implementation and quantitative characteristics of the decision's consequences.
