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In recent years, the “Belt and Road” has aroused great attention of international society. It not only produces opportunities for China but also brings challenges: when Chinese investors invest to other countries, they will analyze the present situation of alternative countries and then assess the investment risk of these countries. Hence, how to assess the risk level of alternative countries correctly is pivotal. Moreover, affected by many factors such as decision makers (DMs)’ lacking of knowledge and the complexity of decision making problems, the DMs usually cannot use precise numbers to describe their preference information. Therefore, the use of linguistic variables is practical. As a type of linguistic term set, the probabilistic linguistic term set (PLTS) can reflect different importance degrees or weights of all possible evaluation values of a specific object. What’s more, when the DMs use linguistic variables to express …