In this paper, we first sort out the formula of the premium principle and the algorithm of the diffusion model and then study the strategy problem about optimal investment consumption and insurance purchase when investors invest in new developing industries under the risk diffusion model. In real financial markets, there are two types of uncertainty regarding asset prices: normal fluctuations and abnormal shocks. The risk diffusion model is used to plan the optimal investment strategy based on this basis. In the end, three tests are executed, including two numerical simulations and one investment analysis that determines the investor’s age. The computational results show that the optimal strategy in the first set of simulations is the 56% increase in investment volume