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Difficulties in interpreting probabilities can impede the progress of risk analyses and impair the communication of risk information to stakeholders. This review examines how people have problems in interpreting probability information, leading to several strategies for improved understanding. The inconsistent translation of probability terms to numerical expressions, and the biases that influence their interpretation, highlight the need to improve the communication of probabilities wherever possible. Current probability communication strategies from medicine and behavioural science, such as natural frequencies and systematic ovals, are reviewed. Practical complications presented by large-scale risk analyses may be solved by conveying key probabilities graphically, providing recurrent guide material throughout documentation, or using stakeholder workshops. While various disciplines can guide the development of improved communication tools for probabilities, research specific to their use in risk management applications needs to be conducted.