These last years, more and more enterprises and industrial sectors have been touched by an increased competition, a speed of the technological progress and by the necessity to vary their offers to meet the requirements of the customers. Otherwise an awareness of the management of the risk, the importance of the concept security begins to be drawn owing to the repercussions on the productivity, the image of mark and the profitability of the enterprises. For this reason the management of the risk became not only for numerous organizations, a major preoccupation and an essential element not only to the success of their projects but also to their development, or even to their survival. Ethics, the morals, the law, the quality and the picture of the enterprise are as many reasons that push the industrials currently and especially the engineers in safety of working to grant an important place to the component crucial security. But when in respect of the enterprise, direct ties don't exist between the setting in work of the protective measures and/or prevention, in order to assure a "good" level of security and the tangible profits. The expenses dedicated to these measures appear like an unproductive investment that can hinder the main objective of all enterprise that is merely the creation of the value. Then how can we anticipate and master these risks? To what level shall we invest to assure an acceptable security level? To bring an element of answer to all these questions, the present work proposes a survey of the economic aspect of the security and a methodological approach of management of the risk of the industrial systems and more specifically of the oil sector, following an analysis of the land and to several interviews with persons responsible in an oil society. This generic approach of theoretical order offers a conceptual and methodological setting in order to surround the risks and it continues currently in order to apply it in other sectors in order to show its feasibility and it’s founded well.