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With rapid development of information technology, the information system has been widely applying in government, national defense and economic sphere. The security problem of information system is more and more related to the economic development. Therefore, evaluating risk effectively, selecting effective defense measures and defending information threats actively are the key points of resolving security problems of information system. In this paper, we integrate the research results of AHP, Fuzzy mathematics, and artificial neural network method to apply them in information security risk assessment. Firstly, we start with the key problems during the process of risk assessment of information security. And then study the quantitative methods of risk assessment on information security. Finally, test these methods by means of case analysis to provide theoretical and technical supporting for risk assessment of information security.