We know that society is the sum of human relations. Similarly, in the insurance industry, we should also consider the impact of various factors on the decision-making of the insurance company. The main purpose of this paper is to obtain the optimal investment-reinsurance strategy of the insurer when it is closer to the real economic environment and considering the relationship between insurance market and financial market. In addition, this paper assumes that the risk model considered by the insurance company is uncertain. So based on the risk model of ambiguity aversion, the optimal problem is found and the corresponding HJB equation is derived by using the relevant knowledge and theories of mathematics, actuarial science, economics and probability theory. Finally, this paper will give some suggestions on how to make the company more satisfied with reinsurance and investment strategy.