I have a concealed carry permit too. In a world where a 16 year old can drive a car while texting, law abiding citizens carrying guns and geeks carrying swords are the least of our problems.
As far as risks of legally carrying a weapon, certainly no more than not carrying one. The risk of ending up in jail....well, only if you do something illegal. In the hands of a competent person the gun conveys no risk. In the hands of an incompetent or stupid person, same as anything else with incompetent stupid people. They are the ones you need to worry about, not inanimate objects.
As far as risks of legally carrying a weapon, certainly no more than not carrying one. The risk of ending up in jail....well, only if you do something illegal. In the hands of a competent person the gun conveys no risk. In the hands of an incompetent or stupid person, same as anything else with incompetent stupid people. They are the ones you need to worry about, not inanimate objects.