A great amount of information is necessary to assess the risk of urban natural hazards. However, there is not enough information in many cases. If we use pure probabilistic methods to analyze the risk, unreliable results must be obtained. Therefore, we must employ fuzzy methods to study the risk. In this article we give an overview over advanced method to calculate the risk of release, exposure and consequence assessment. We present a case calculation to earthquake where we discuss particularly the way to calculate fuzzy risk of earthquake, site intensity, entity response, and losses of a city.