Epistemic uncertainties appear widely in civil engineering practice. There is a clear consensus that these epistemic uncertainties need to be taken into account for a realistic assessment of the performance and reliability of our structures and systems. However, there is no clearly defined procedure to meet this challenge. In this paper we discuss the phenomena that involve epistemic uncertainties in relation to modeling options. Particular attention is paid to set-theoretical approaches and imprecise probabilities. The respective concepts are categorized, and relationships are highlighted.