At "Insane" difficulty, your AI is free to use every dirty trick in the book in order to win the game. AI Cheating is almost certainly required. The human who chose "Insane" wants the fiercest possible ally or opponent in that player slot.
Use all the skills of a seasoned MP gamer
Use all the tricks of a dirty cheater
Basically, be as despicable and evil as possible. Even the Warzone game engine lends a hand:
All your derricks produce twice as much oil (in Warzone 3.2 and above)
Fewer buildings are removed based on the baseType setting.