The implementation of Solvency II of Phase II project has put forward higher requirements for insurers' risk management, and the calculation of economic capital has received attention from insurers. Nested stochastic simulation method is the traditional method for calculating economic capital, but most companies cannot afford the time cost and computing power required by this method. A neural network algorithm-based economic capital calculation method was proposed. The results show that the computation time is reduced by about two-thirds compared with the nested stochastic simulation method, and the error rate can be controlled within 3%.