Simple as that,you must finish the game at least once.After finishing the game don't load another chapter,your checkpoint will be overwritten and we don't want this to happen.If your checkpoint has been overwritten by another chapter then replay the last chapter of the game.When you are done,close the game.

The savefile can be found in the following path:
My Documents->My Games->Afterfall Insanity->RascalGame->Savedata.
Copy and paste the file somewhere else.We need this savefile for later.

Don't worry,you dont have to play the new game,you start a new game because you want the game to change the difficulty to Insane.After watching the intro movie,return to main menu and close the game.

Go again in the folder where the game saves your progress.Paste here again your old savefile that you backed up in the 1st step.

Now you will be able to continue from the last checkpoint of the campaign on Insane difficulty.You must defeat the last Boss of the game and the achievement will be yours.

I assume that if you complete the game in easy difficulty then you can use this tactic to get the achievements for medium,hard and insane difficulty too.I have personally completed the game in hard difficulty and i used this trick for the achievement for the insane difficulty.This guide is in no way intended for cheating,no game files are being modified,this is just a simple guide for the people who don't want to replay the whole game just because the developers don't let us choose insane difficulty from the start.Thx for reading,every feedback is appreciated.