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Power systems in many countries have experienced significant changes in ownership and controlling after power system deregulation and opening of electric markets in recent decades. This has brought transmission systems to confront situations they are not designed to handle, when e.g. number of bilateral transactions has increased and transmission lines are loaded closer to their thermal limits. Reliability of transmission system has been traditionally ensured by deterministic methods like N-1 method. Transmission system has to endure certain faults given by deterministic method, without large scale outages. Transmission limits are evaluated for each line and system component to fulfil these requirements for secure system. These methods do not however take into account the probability of some particular fault. Here is the advantage of probabilistic methods. They consider also the probability of each fault and the question is: could transmission limits be extended if the probability of fault is considered small enough. There is vast research world wide to develop probabilistic methods to analyze power system reliability. This report introduces methods used to analyze the security of power transmission systems. Aim of this report is to examine present situation of probability methods for security assessment of transmission network. This report focuses on transmission systems. It does not cover distribution, production or users of electric energy.