Some uncertainties associated with wind power generators are expressed with probability measures， and the probabilistic load flow is calculated by the combined use of cumulants and Gram-Charlier series. Three risk-controlling strategies， including specifying the smallest acceptable probability for each branch power flow limit not violated， that for the whole system， and the security margin of branch power flows in the whole system， are introduced into the transmission system planning for enhancing the ability of the system against security/reliability risks. A security risk index is then defined by integrating the probability of system power flow limits not violated and the security margin of branch power flows in the whole system. A multi-objective transmission system planning model is next developed with the transmission investment and the security risk index as the objective functions， and in this way the security/reliability and economics associated with transmission system planning schemes could be well compromised. A cost-benefit index is employed to evaluate the performance of transmission system planning schemes. The model developed is solved by the well-established genetic algorithm， and the feasibility and effectiveness are demonstrated by 18-bus and 46-bus test systems.