If too scared then nowhere is completely safe, there'll always be risks. If not thugs, can get run over by cars, motorbikes, etc. Sometimes it's just an excuse. But I guess tht's the case nowadays. Ppl got robbed, beaten up, raped  & murdered while running... 

Well, after 4 years of running this is my tips on running safety:
1. Do not run in isolated areas, poorly lit areas, remote areas.
2. Run facing the traffic, if possible even when Ur running on a running/bike path (like the ones in Putrajaya)
3. Dun bring or wear valuables or blings when U run. Only bring what is necessary. Heck, I dun even bring my phone when I run.
4. Always let ppl (Ur spouse, housemate, etc) where Ur running for tht session. In case anything happen they'll know where to look.
5. Wear bright-colored clothing, especially when running on the road.
6. Face up & always anticipate.

Good luck.