Prudential Financial, Inc. 5.62 (PRS) 10-Q 7 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Document And Entity [Line Items]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Trading Symbol	'PRU	'
Entity Registrant Name	'PRUDENTIAL FINANCIAL INC	'
Entity Central Index Key	'0001137774	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	461,000,000
Entity Well-known Seasoned Issuer	'Yes	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'
Class B Stock [Member]	'	'
Document And Entity [Line Items]	'	'
Entity Common Stock, Shares Outstanding	'	2,000,000

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Position (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
ASSETS	'		'
Fixed maturities, available-for-sale, at fair value (amortized cost: 2013 - $272,399; 2012 - $277,654) (1)	$288,766	[1]	$301,336	[1]
Fixed maturities, held-to-maturity, at amortized cost (fair value: 2013 - $3,872; 2012 - $4,511) (1)	3,629	[1],[2]	4,268	[1]
Trading account assets supporting insurance liabilities, at fair value	21,131	[1]	20,590	[1]
Other trading account assets, at fair value	6,403	[1]	6,328	[1]
Equity Securites, available-for-sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	8,984		8,277
Commercial mortgage and other loans (includes $117 and $162 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, repectively)	39,497	[1],[3]	36,733	[1],[3]
Policy loans	11,863		11,575
Other long-term investments (includes $508 and $465 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, respectively)	9,869	[1]	10,028	[1]
Short-term investments	8,497		6,447
Total investments	398,639		405,582
Cash and cash equivalents	12,650	[1]	18,100	[1]
Accrued investment income	3,157	[1]	3,127	[1]
Deferred policy acquisition costs	16,228		14,100
Value of business acquired	3,837		3,248
Other assets	13,524	[1]	11,887	[1]
Separate account assets	275,091		253,254
Total Assets	723,126		709,298
LIABILITIES	'		'
Future policy benefits	209,177		216,050
Policyholders' account balances	137,573	[1]	134,413	[1]
Policyholders' dividends	5,607		7,507
Securities sold under agreements to repurchase	7,158		5,818
Cash collateral for loaned securities	5,955		3,941
Income taxes	4,943		8,551
Short-term debt	3,118	[4]	2,484	[4]
Long-term debt	23,642		24,729
Notes Of Consolidated Variable Interest Entities (includes $2,330 and $1,406 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, respectively)	2,423	[1]	1,577	[1]
Other liabilities	13,323	[1]	11,683	[1]
Separate account liabilities	275,091		253,254
Total liabilities	688,010		670,007
EQUITY	'		'
Preferred Stock ($.01 par value; 10,000,000 shares authorized; none issued)	0		0
Common Stock	6		6
Additional paid-in capital	24,413		24,380
Common Stock held in treasury, at cost (198,224,292 and 197,077,940 shares at September 30, 2013 and December 31, 2012, respectively)	-12,295		-12,163
Accumulated other comprehensive income (loss)	6,899		10,214
Retained earnings	15,335		16,138
Total Prudential Financial, Inc. equity	34,358		38,575
Noncontrolling interests	758		716
Total equity	35,116		39,291
TOTAL LIABILITIES AND EQUITY	723,126		709,298
Common Stock [Member]	'		'
EQUITY	'		'
Common Stock	6		6
Class B Stock [Member]	'		'
EQUITY	'		'
Common Stock	0		0
Fair Value Option [Member]	'		'
ASSETS	'		'
Commercial mortgage and other loans (includes $117 and $162 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, repectively)	117		162
Other long-term investments (includes $508 and $465 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, respectively)	508		465
LIABILITIES	'		'
Notes Of Consolidated Variable Interest Entities (includes $2,330 and $1,406 measured at fair value under the fair value option at September 30, 2013 and December 31, 2012, respectively)	$2,330		$1,406
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
[3]	Includes loans held at fair value.
[4]	Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.

Consolidated_Statements_of_Fin1

Consolidated Statements of Financial Position (Parenthetical) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Fixed maturities, available for sale, amortized cost	$272,399		$277,654
Fixed maturities, held to maturity, fair value	3,872	[1]	4,511
Available For Sale Equity Securities Amortized Cost Basis	6,684		6,759
Preferred Stock, par value	$0.01		$0.01
Preferred Stock, shares authorized	10,000,000		'
Common Stock held in treasury, shares	198,224,292		197,077,940
Other Long Term Investments	9,869	[2]	10,028	[2]
Total Commercial Mortgage And Other Loans	39,497	[2],[3]	36,733	[2],[3]
Notes Of Consolidated Variable Interest Entities	2,423	[2]	1,577	[2]
Common Stock [Member]	'		'
Common Stock, par value	$0.01		$0.01
Common Stock, shares authorized	1,500,000,000		1,500,000,000
Common Stock, shares issued	660,111,307		660,111,307
Class B Stock [Member]	'		'
Common Stock, par value	$0.01		$0.01
Common Stock, shares authorized	10,000,000		10,000,000
Common Stock, shares issued	2,000,000		2,000,000
Common Stock, shares outstanding	2,000,000		2,000,000
Fair Value Option [Member]	'		'
Other Long Term Investments	508		465
Total Commercial Mortgage And Other Loans	117		162
Notes Of Consolidated Variable Interest Entities	$2,330		$1,406
[1]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
[2]	         (1) See Note 5 for details of balances associated with variable interest entities.
[3]	Includes loans held at fair value.

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
REVENUES	'	'	'	'
Premiums Earned Net	$6,141	$9,027	$20,147	$23,356
Insurance Commissions And Fees	1,257	1,224	3,988	3,335
Net investment income	3,650	3,433	10,999	10,111
Asset management fees and other income	2,405	905	295	3,167
Realized investment gains (losses), net:	'	'	'	'
Other-than-temporary impairments on fixed maturity securities	-359	-426	-847	-1,345
Other-than-temporary impairments on fixed maturity securities transferred to Other Comprehensive Income	316	331	701	1,045
Other realized investment gains (losses), net	-2,067	-1,350	-3,711	-766
Total realized investment gains (losses), net	-2,110	-1,445	-3,857	-1,066
Total revenues	11,343	13,144	31,572	38,903
BENEFITS AND EXPENSES	'	'	'	'
Policyholders' benefits	6,237	9,576	20,480	23,446
Interest credited to policyholders' account balances	759	1,057	2,203	3,270
Dividends to policyholders	582	517	1,587	1,563
Amortization of deferred policy acquisition costs	-452	182	-14	1,194
General and administrative expenses	2,658	2,742	8,068	8,154
Total benefits and expenses	9,784	14,074	32,324	37,627
INCOME FROM CONTINUING OPERATIONS BEFORE INCOME TAXES AND EQUITY IN EARNINGS OF OPERATING JOINT VENTURES	1,559	-930	-752	1,276
IncomeTaxExpense(Benefit)	'	'	'	'
Total income tax expense (benefit) on continuing operations before equity in earnings of operating joint ventures	509	-328	-595	594
INCOME FROM CONTINUING OPERATIONS BEFORE EQUITY IN EARNINGS OF OPERATING JOINT VENTURES	1,050	-602	-157	682
Equity in earnings of operating joint ventures, net of taxes	3	45	57	58
INCOME FROM CONTINUING OPERATIONS	1,053	-557	-100	740
Income from discontinued operations, net of taxes	8	-2	11	12
NET INCOME	1,061	-559	-89	752
Less: Income (loss) attributable to noncontrolling interests	19	25	96	51
NET INCOME ATTRIBUTABLE TO PRUDENTIAL FINANCIAL, INC	$1,042	($584)	($185)	$701
Class B Stock [Member]	'	'	'	'
Earnings Per Share Basic And Diluted [Abstract]	'	'	'	'
Income from continuing operations attributable to Prudential Financial, Inc. per share of Class B Stock	$29.50	$20	$36	$20.50
Income from discontinued operations, net of taxes	$0	($0.50)	$0	($1)
Net income attributable to Prudential Financial, Inc. per share of Class B Stock	$29.50	$19.50	$36	$19.50
Common Stock [Member]	'	'	'	'
Basic:	'	'	'	'
Income from continuing operations attributable to Prudential Financial, Inc. per share of Common Stock	$2.09	($1.34)	($0.59)	$1.38
Income from discontinued operations, net of taxes	$0.02	$0	$0.02	$0.03
Net income attributable to Prudential Financial, Inc. per share of Common Stock	$2.11	($1.34)	($0.57)	$1.41
Diluted:	'	'	'	'
Income from continuing operations attributable to Prudential Financial, Inc. per share of Common Stock	$2.06	($1.34)	($0.59)	$1.37
Income from discontinued operations, net of taxes	$0.01	$0	$0.02	$0.03
Net income attributable to Prudential Financial, Inc. per share of Common Stock	$2.07	($1.34)	($0.57)	$1.40

Consolidated_Statements_of_Oth

Consolidated Statements of Other Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Income and Comprehensive Income [Abstract]	'	'	'	'
Net income	$1,061	($559)	($89)	$752
Foreign Currency Translation Adjustments for the period	224	139	-1,182	236
Other Comprehensive Income Loss Foreign Currency Transaction And Translation Reclassification Adjustment From AOCI Realized Upon Sale Or Liquidation Before Tax	0	0	0	0
Foreign Currency Translation Adjustments	224	139	-1,182	236
Unrealized investment gains (losses) for the period	-2,126	1,740	-2,754	5,909
Reclassification adjustment for (gains) losses included in net income	-541	19	-1,065	168
Net unrealized investment gains (losses)	-2,667	1,759	-3,819	6,077
Impact of foreign currency changes and other	-4	5	26	19
Amortization included in net income	31	24	94	74
Defined benefit pension and postretirement unrecognized net periodic benefit (cost)	27	29	120	93
Other comprehensive income (loss), before tax	-2,416	1,927	-4,881	6,406
Foreign Currency translation adjustments, taxes	73	31	-328	90
Net unrealized invesment gains, taxes	-917	557	-1,259	2,077
Defined benefit pension and postretirement unrecognized net periodic benefit, taxes	10	10	43	25
Other comprehensive income, tax expense (benefit)	-834	598	-1,544	2,192
Other Comprehensive Income, net of taxes	-1,582	1,329	-3,337	4,214
Total comprehensive income (loss)	-521	770	-3,426	4,966
Less: Comprehensive Income (loss) attributable to noncontrolling interests	-13	4	74	63
Comprehensive income attributable to Prudential Financial, Inc.	($508)	$766	($3,500)	$4,903

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (USD $)	Total	Common Stock [Member]		Additional Paid-in Capital [Member]	Retained Earnings [Member]	Common Stock Held in Treasury Stock [Member]	Accumulated Other Comprehensive Income (loss) [Member]	Total Prudential Financial, Inc. Equity	Noncontrolling Interests [Member]
In Millions, unless otherwise specified
Balance at Dec. 31, 2011	$34,841	$6	[1]	$24,293	$16,629	($11,920)	$5,245	$34,253	$588
Common Stock Acquired	-650	'		'	'	-650	'	-650	'
NoncontrollingInterestIncreaseFromSubsidiaryEquityIssuance	2	'		'	'	'	'	'	2
Distributions to noncontrolling interests	-78	'		'	'	'	'	'	-78
Consolidations/deconsolidations of noncontrolling interests	116	'		'	'	'	'	'	116
Dividends Declared Common Stock	0	'		'	'	'	'	'	'
Dividends Declared Class B Stock	0	'		'	'	'	'	'	'
Stock-based compensation programs	227	'		55	-173	345	'	227	'
Comprehensive income:	'	'		'	'	'	'	'	'
Net income	752	'		'	701	'	'	701	51
Other Comprehensive Income, net of taxes	4,214	'		'	'	'	4,202	4,202	12
Total comprehensive income (loss)	4,966	'		'	'	'	'	4,903	63
Balance at Sep. 30, 2012	39,424	6	[1]	24,348	17,157	-12,225	9,447	38,733	691
Balance at Dec. 31, 2012	39,291	6	[1]	24,380	16,138	-12,163	10,214	38,575	716
Common Stock Acquired	-500	'		'	'	-500	'	-500	'
NoncontrollingInterestIncreaseFromSubsidiaryEquityIssuance	1	'		'	'	'	'	0	1
Distributions to noncontrolling interests	-78	'		'	'	'	'	0	-78
Consolidations/deconsolidations of noncontrolling interests	45	'		'	'	'	'	0	45
Dividends Declared Common Stock	-563	'		'	-563	'	'	-563	'
Dividends Declared Class B Stock	-14	'		'	-14	'	'	-14	'
Stock-based compensation programs	360	'		33	-41	368	'	360	'
Comprehensive income:	'	'		'	'	'	'	'	'
Net income	-89	'		'	-185	'	'	-185	96
Other Comprehensive Income, net of taxes	-3,337	'		'	'	'	-3,315	-3,315	-22
Total comprehensive income (loss)	-3,426	'		'	'	'	'	-3,500	74
Balance at Sep. 30, 2013	$35,116	$6	[1]	$24,413	$15,335	($12,295)	$6,899	$34,358	$758
[1]	         (1) Class B Stock is not presented as the amounts are immaterial.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012
CASH FLOWS FROM OPERATING ACTIVITIES	'		'
Net income	($89)		$752
Adjustments to reconcile net income to net cash provided by operating activities:	'		'
Realized investment (gains) losses, net	3,857		1,066
Policy charges and fee income	-1,192		-1,080
Interest credited to policyholders' account balances	2,203		3,269
Depreciation and amortization	338		230
Gains on trading account assets supporting insurance liabilities, net	275		-503
Change in:	'		'
Deferred policy acquisition costs	-2,230		-1,438
Future policy benefits and other insurance liabilities	6,211		11,336
Other trading account assets	-34		4
Income taxes	-1,962		879
Other, net	-1,894		-2,766
Cash flows from (used in) operating activities	5,483		11,749
Proceeds from the sale/maturity/prepayment of:	'		'
Fixed maturities, available for sale	40,389		28,302
Fixed maturities, held to maturity	397		377
Trading account assets supporting insurance liabilities and other trading account assets	16,339		10,230
Equity securities, available for sale	3,472		3,245
Commercial mortgage and other loans	4,700		3,528
Policy loans	1,702		1,698
Other long-term investments	1,312		1,105
Short-term investments	39,449		20,985
Payments for the purchase/origination of:	'		'
Fixed maturities, available for sale	-45,215		-38,848
Fixed maturities, held to maturity	-170		-18
Trading account assets supporting insurance liabilities and other trading account assets	-18,830		-10,190
Equity securities, available for sale	-3,233		-2,897
Commercial mortgage and other loans	-7,068		-5,348
Policy loans	-1,366		-1,527
Other long-term investments	-1,938		-1,316
Short-term investments	-41,437		-20,905
Acquisition of subsidiaries, net of cash acquired.	-488		0
Other, net	-291		167
Cash flows used in investing activities	-12,276		-11,412
CASH FLOWS FROM FINANCING ACTIVITIES	'		'
Policyholders' account deposits	18,588		17,095
Policyholders' account withdrawals	-19,091		-17,935
Net change in securities sold under agreements to repurchase and cash collateral for loaned securities	3,371		2,222
Cash dividends paid on Common Stock	-599		-53
Net change in financing arrangements (maturities of 90 days or less)	269		-74
Common Stock reissued for exercise of stock options	226		117
Proceeds from the issuance of debt (maturities longer than 90 days)	2,695		2,396
Repayments of debt (maturities longer than 90 days)	-3,428		-2,384
Excess tax benefits from share-based payment arrangements	21		53
Common Stock Acquired	-487		-650
Change In Bank Deposits	0		-1,730
Other, net	587		274
Cash flows from (used in) financing activities	2,152		-669
Effect of foreign exchange rate changes on cash balances	-809		-13
NET DECREASE IN CASH AND CASH EQUIVALENTS	-5,450		-345
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	18,100	[1]	14,251
CASH AND CASH EQUIVALENTS, END OF YEAR	12,650	[1]	13,906
NON-CASH TRANSACTIONS DURING THE PERIOD	'		'
Treasury Stock shares issued for stock-based compensation programs	$104		$209
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.

Business_and_Basis_of_Presenta

Business and Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Business and Basis of Presentation [Abstract]	'
Business and Basis of Presentation	'
	1.    BUSINESS AND BASIS OF PRESENTATION
	Prudential Financial, Inc. (“Prudential Financial”) and its subsidiaries (collectively, “Prudential” or the “Company”) provide a wide range of insurance, investment management, and other financial products and services to both individual and institutional customers throughout the United States and in many other countries. Principal products and services provided include life insurance, annuities, retirement-related services, mutual funds, and investment management. The Company has organized its principal operations into the Financial Services Businesses and the Closed Block Business. The Financial Services Businesses operate through three operating divisions: U.S. Retirement Solutions and Investment Management, U.S. Individual Life and Group Insurance, and International Insurance. The Company's businesses that are not sufficiently material to warrant separate disclosure and divested businesses are included in Corporate and Other operations within the Financial Services Businesses. The Closed Block Business, which includes the Closed Block (see Note 6), is managed separately from the Financial Services Businesses. The Closed Block Business was established on the date of demutualization and includes the Company's in force participating insurance and annuity products and assets that are used for the payment of benefits and policyholders' dividends on these products, as well as other assets and equity that support these products and related liabilities. In connection with the demutualization, the Company ceased offering these participating products.
	Basis of Presentation
	The Unaudited Interim Consolidated Financial Statements include the accounts of Prudential Financial, entities over which the Company exercises control, including majority-owned subsidiaries and minority-owned entities such as limited partnerships in which the Company is the general partner, and variable interest entities in which the Company is considered the primary beneficiary. See Note 5 for more information on the Company's consolidated variable interest entities. The Unaudited Interim Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) on a basis consistent with reporting interim financial information in accordance with instructions to Form 10-Q and Article 10 of Regulation S-X of the Securities and Exchange Commission (“SEC”). Intercompany balances and transactions have been eliminated.
	In the opinion of management, all adjustments necessary for a fair statement of the financial position and results of operations have been made including adjustments described below under “Out of Period Adjustments.” Interim results are not necessarily indicative of the results that may be expected for the full year. These financial statements should be read in conjunction with the Company's Audited Consolidated Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012.
	The Company's Gibraltar Life Insurance Company, Ltd. (“Gibraltar Life”) consolidated operations use a November 30 fiscal year end for purposes of inclusion in the Company's Consolidated Financial Statements. Therefore, the Unaudited Interim Consolidated Financial Statements as of September 30, 2013, include the assets and liabilities of Gibraltar Life as of August 31, 2013 and the results of operations for Gibraltar Life for the three and nine months ended August 31, 2013.
	Use of Estimates
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.
	The most significant estimates include those used in determining deferred policy acquisition costs and related amortization; value of business acquired and its amortization; amortization of sales inducements; measurement of goodwill and any related impairment; valuation of investments including derivatives and the recognition of other-than-temporary impairments; future policy benefits including guarantees; pension and other postretirement benefits; provision for income taxes and valuation of deferred tax assets; and reserves for contingent liabilities, including reserves for losses in connection with unresolved legal matters.
	Reclassifications
	Certain amounts in prior periods have been reclassified to conform to the current period presentation.
	Out of Period Adjustments
	In the second quarter of 2012, the Company recorded two out of period adjustments resulting in a decrease of $122 million to “Income from continuing operations before income taxes and equity in earnings of operating joint ventures” for the nine months ended September 30, 2012. These adjustments were related to a decline in the value of a real estate-related investment and an increase in reserves for estimated payments to deceased policy and contract holders. For additional information regarding these out of period adjustments, see Notes 1 and 24 to the Company's Consolidated Financial Statements included in its 2012 Annual Report on Form 10-K.

Significant_Accounting_Policie

Significant Accounting Policies and Pronouncements	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Significant Accounting Policies and Pronouncements	'
	2. SIGNIFICANT ACCOUNTING POLICIES AND PRONOUNCEMENTS
	Investments in Debt and Equity Securities and Commercial Mortgage and Other Loans
	The Company's investments in debt and equity securities include fixed maturities, equity securities and short-term investments. The accounting policies related to these, as well as commercial mortgage and other loans, are as follows:
	Fixed maturities are comprised of bonds, notes and redeemable preferred stock. Fixed maturities classified as “available-for-sale” are carried at fair value. See Note 13 for additional information regarding the determination of fair value. Fixed maturities that the Company has both the positive intent and ability to hold to maturity are carried at amortized cost and classified as “held-to-maturity.” The amortized cost of fixed maturities is adjusted for amortization of premiums and accretion of discounts to maturity. Interest income, as well as the related amortization of premium and accretion of discount, is included in “Net investment income” under the effective yield method. For mortgage-backed and asset-backed securities, the effective yield is based on estimated cash flows, including interest rate and prepayment assumptions based on data from widely accepted third-party data sources or internal estimates. In addition to interest rate and prepayment assumptions, cash flow estimates also vary based on other assumptions regarding the underlying collateral, including default rates and changes in value. These assumptions can significantly impact income recognition and the amount of other-than-temporary impairments recognized in earnings and other comprehensive income. For high credit quality mortgage-backed and asset-backed securities (those rated AA or above), cash flows are provided quarterly, and the amortized cost and effective yield of the security are adjusted as necessary to reflect historical prepayment experience and changes in estimated future prepayments. The adjustments to amortized cost are recorded as a charge or credit to net investment income in accordance with the retrospective method. For mortgage-backed and asset-backed securities rated below AA or those for which an other than temporary impairment has been recorded, the effective yield is adjusted prospectively for any changes in estimated cash flows. See the discussion below on realized investment gains and losses for a description of the accounting for impairments. Unrealized gains and losses on fixed maturities classified as “available-for-sale,” net of tax, and the effect on deferred policy acquisition costs, value of business acquired, deferred sales inducements, future policy benefits and policyholders' dividends that would result from the realization of unrealized gains and losses, are included in “Accumulated other comprehensive income (loss)” (“AOCI”).
	“Trading account assets supporting insurance liabilities, at fair value” includes invested assets that support certain products included in the Retirement segment, as well as certain products included in the International Insurance segment, which are experience rated, meaning that the investment results associated with these products are expected to ultimately accrue to contractholders. Realized and unrealized gains and losses for these investments are reported in “Asset management fees and other income.” Interest and dividend income from these investments is reported in “Net investment income.”
	“Other trading account assets, at fair value” consist primarily of fixed maturities, equity securities, including certain perpetual preferred stock, and certain derivatives. Realized and unrealized gains and losses on these investments are reported in “Asset management fees and other income.” Interest and dividend income from these investments is reported in “Net investment income.” See “Derivative Financial Instruments” below for additional information regarding the accounting for derivatives.
	Equity securities available-for-sale are comprised of common stock, mutual fund shares, non-redeemable preferred stock, and certain perpetual preferred stock, and are carried at fair value. The associated unrealized gains and losses, net of tax, and the effect on deferred policy acquisition costs, value of business acquired, deferred sales inducements, future policy benefits and policyholders' dividends that would result from the realization of unrealized gains and losses, are included in AOCI. The cost of equity securities is written down to fair value when a decline in value is considered to be other-than-temporary. See the discussion below on realized investment gains and losses for a description of the accounting for impairments. Dividends from these investments are recognized in “Net investment income” when earned.
	Commercial mortgage and other loans consist of commercial mortgage loans, agricultural loans, loans backed by residential properties, as well as certain other collateralized and uncollateralized loans. Loans backed by residential properties primarily include recourse loans held by the Company's international insurance businesses. Other collateralized loans primarily include senior loans made by the Company's international insurance businesses and loans made to the Company's former real estate franchisees. Uncollateralized loans primarily represent reverse dual currency loans and corporate loans held by the Company's international insurance businesses.
	Commercial mortgage and other loans originated and held for investment are generally carried at unpaid principal balance, net of unamortized deferred loan origination fees and expenses and net of an allowance for losses. Commercial mortgage loans originated within the Company's commercial mortgage operations include loans held for sale which are reported at the lower of cost or fair value; loans held for investment which are reported at amortized cost net of unamortized deferred loan origination fees and expenses and net of an allowance for losses; and loans reported at fair value under the fair value option. Commercial mortgage and other loans acquired, including those related to the acquisition of a business, are recorded at fair value when purchased, reflecting any premiums or discounts to unpaid principal balances.
	Interest income, as well as prepayment fees and the amortization of the related premiums or discounts, related to commercial mortgage and other loans, are included in “Net investment income.”
	Impaired loans include those loans for which it is probable that amounts due will not all be collected according to the contractual terms of the loan agreement. The Company defines “past due” as principal or interest not collected at least 30 days past the scheduled contractual due date. Interest received on loans that are past due, including impaired and non-impaired loans as well as loans that were previously modified in a troubled debt restructuring, is either applied against the principal or reported as net investment income based on the Company's assessment as to the collectability of the principal. See Note 4 for additional information about the Company's past due loans.
	The Company discontinues accruing interest on loans after the loans become 90 days delinquent as to principal or interest payments, or earlier when the Company has doubts about collectability. When the Company discontinues accruing interest on a loan, any accrued but uncollectible interest on the loan and other loans backed by the same collateral, if any, is charged to interest income in the same period. Generally, a loan is restored to accrual status only after all delinquent interest and principal are brought current and, in the case of loans where the payment of interest has been interrupted for a substantial period, or the loan has been modified, a regular payment performance has been established.
	The Company reviews the performance and credit quality of the commercial mortgage and other loan portfolio on an on-going basis. Loans are placed on watch list status based on a predefined set of criteria and are assigned one of three categories. Loans are placed on “early warning” status in cases where, based on the Company's analysis of the loan's collateral, the financial situation of the borrower or tenants or other market factors, it is believed a loss of principal or interest could occur. Loans are classified as “closely monitored” when it is determined that there is a collateral deficiency or other credit events that may lead to a potential loss of principal or interest. Loans “not in good standing” are those loans where the Company has concluded that there is a high probability of loss of principal, such as when the loan is delinquent or in the process of foreclosure. As described below, in determining the allowance for losses, the Company evaluates each loan on the watch list to determine if it is probable that amounts due will not be collected according to the contractual terms of the loan agreement.
	Loan-to-value and debt service coverage ratios are measures commonly used to assess the quality of commercial mortgage loans. The loan-to-value ratio compares the amount of the loan to the fair value of the underlying property collateralizing the loan, and is commonly expressed as a percentage. Loan-to-value ratios greater than 100% indicate that the loan amount exceeds the collateral value. A smaller loan-to-value ratio indicates a greater excess of collateral value over the loan amount. The debt service coverage ratio compares a property's net operating income to its debt service payments. Debt service coverage ratios less than 1.0 times indicate that property operations do not generate enough income to cover the loan's current debt payments. A larger debt service coverage ratio indicates a greater excess of net operating income over the debt service payments. The values utilized in calculating these ratios are developed as part of the Company's periodic review of the commercial mortgage loan and agricultural loan portfolio, which includes an internal appraisal of the underlying collateral value. The Company's periodic review also includes a quality re-rating process, whereby the internal quality rating originally assigned at underwriting is updated based on current loan, property and market information using a proprietary quality rating system. The loan-to-value ratio is the most significant of several inputs used to establish the internal credit rating of a loan which in turn drives the allowance for losses. Other key factors considered in determining the internal credit rating include debt service coverage ratios, amortization, loan term, estimated market value growth rate and volatility for the property type and region. See Note 4 for additional information related to the loan-to-value ratios and debt service coverage ratios related to the Company's commercial mortgage and agricultural loan portfolios.
	Loans backed by residential properties, other collateralized loans, and uncollateralized loans are also reviewed periodically. Each loan is assigned an internal or external credit rating. Internal credit ratings take into consideration various factors including financial ratios and qualitative assessments based on non-financial information. In cases where there are personal or third party guarantors, the credit quality of the guarantor is also reviewed. These factors are used in developing the allowance for losses. Based on the diversity of the loans in these categories and their immateriality, the Company has not disclosed the credit quality indicators related to these loans in Note 4.
	For those loans not reported at fair value, the allowance for losses includes a loan specific reserve for each impaired loan that has a specifically identified loss and a portfolio reserve for probable incurred but not specifically identified losses. For impaired commercial mortgage and other loans, the allowances for losses are determined based on the present value of expected future cash flows discounted at the loan's effective interest rate, or based upon the fair value of the collateral if the loan is collateral dependent. The portfolio reserves for probable incurred but not specifically identified losses in the commercial mortgage and agricultural loan portfolios consider the current credit composition of the portfolio based on an internal quality rating (as described above). The portfolio reserves are determined using past loan experience, including historical credit migration, loss probability and loss severity factors by property type. These factors are reviewed each quarter and updated as appropriate.
	The allowance for losses on commercial mortgage and other loans can increase or decrease from period to period based on the factors noted above. “Realized investment gains (losses), net” includes changes in the allowance for losses and changes in value for loans accounted for under the fair value option. “Realized investment gains (losses), net” also includes gains and losses on sales, certain restructurings, and foreclosures.
	When a commercial mortgage or other loan is deemed to be uncollectible, any specific valuation allowance associated with the loan is reversed and a direct write down to the carrying amount of the loan is made. The carrying amount of the loan is not adjusted for subsequent recoveries in value.
	Commercial mortgage and other loans are occasionally restructured in a troubled debt restructuring. These restructurings generally include one or more of the following: full or partial payoffs outside of the original contract terms; changes to interest rates; extensions of maturity; or additions or modifications to covenants. Additionally, the Company may accept assets in full or partial satisfaction of the debt as part of a troubled debt restructuring. When restructurings occur, they are evaluated individually to determine whether the restructuring or modification constitutes a "troubled debt restructuring" as defined by authoritative accounting guidance. If the borrower is experiencing financial difficulty and the Company has granted a concession, the restructuring, including those that involve a partial payoff or the receipt of assets in full satisfaction of the debt, is deemed to be a troubled debt restructuring. Based on the Company's credit review process described above, these loans generally would have been deemed impaired prior to the troubled debt restructuring, and specific allowances for losses would have been established prior to the determination that a troubled debt restructuring has occurred.
	In a troubled debt restructuring where the Company receives assets in full satisfaction of the debt, any specific valuation allowance is reversed and a direct write down of the loan is recorded for the amount of the allowance, and any additional loss, net of recoveries, or any gain is recorded for the difference between the fair value of the assets received and the recorded investment in the loan. When assets are received in partial settlement, the same process is followed, and the remaining loan is evaluated prospectively for impairment based on the credit review process noted above. When a loan is restructured in a troubled debt restructuring, the impairment of the loan is remeasured using the modified terms and the loan's original effective yield, and the allowance for loss is adjusted accordingly. Subsequent to the modification, income is recognized prospectively based on the modified terms of the loans in accordance with the income recognition policy noted above. Additionally, the loan continues to be subject to the credit review process noted above.
	In situations where a loan has been restructured in a troubled debt restructuring and the loan has subsequently defaulted, this factor is considered when evaluating the loan for a specific allowance for losses in accordance with the credit review process noted above.
	See Note 4 for additional information about commercial mortgage and other loans that have been restructured in a troubled debt restructuring.
	“Short-term investments” primarily consist of highly liquid debt instruments with a maturity of twelve months or less and greater than three months when purchased, other than those debt instruments meeting this definition that are included in “Trading account assets supporting insurance liabilities, at fair value.” These investments are generally carried at fair value and include certain money market investments, short-term debt securities issued by government sponsored entities and other highly liquid debt instruments. Short-term investments held in the Company's former broker-dealer operations were marked-to-market through “Income from discontinued operations, net of taxes.”
	Realized investment gains (losses) are computed using the specific identification method with the exception of some of the Company's International Insurance businesses' portfolios, where the average cost method is used. Realized investment gains and losses are generated from numerous sources, including the sale of fixed maturity securities, equity securities, investments in joint ventures and limited partnerships and other types of investments, as well as adjustments to the cost basis of investments for net other-than-temporary impairments recognized in earnings. Realized investment gains and losses are also generated from prepayment premiums received on private fixed maturity securities, allowance for losses on commercial mortgage and other loans, fair value changes on commercial mortgage loans carried at fair value, and fair value changes on embedded derivatives and free-standing derivatives that do not qualify for hedge accounting treatment. See “Derivative Financial Instruments” below for additional information regarding the accounting for derivatives.
	The Company's available-for-sale and held-to-maturity securities with unrealized losses are reviewed quarterly to identify other-than-temporary impairments in value. In evaluating whether a decline in value is other-than-temporary, the Company considers several factors including, but not limited to the following: (1) the extent and the duration of the decline; (2) the reasons for the decline in value (credit event, currency or interest-rate related, including general credit spread widening); and (3) the financial condition of and near-term prospects of the issuer. With regard to available-for-sale equity securities, the Company also considers the ability and intent to hold the investment for a period of time to allow for a recovery of value. When it is determined that a decline in value of an equity security is other-than-temporary, the carrying value of the equity security is reduced to its fair value, with a corresponding charge to earnings.
	An other-than-temporary impairment is recognized in earnings for a debt security in an unrealized loss position when the Company either (a) has the intent to sell the debt security or (b) more likely than not will be required to sell the debt security before its anticipated recovery. For all debt securities in unrealized loss positions that do not meet either of these two criteria, the Company analyzes its ability to recover the amortized cost by comparing the net present value of projected future cash flows with the amortized cost of the security. The net present value is calculated by discounting the Company's best estimate of projected future cash flows at the effective interest rate implicit in the debt security prior to impairment. The Company may use the estimated fair value of collateral as a proxy for the net present value if it believes that the security is dependent on the liquidation of collateral for recovery of its investment. If the net present value is less than the amortized cost of the investment, an other-than-temporary impairment is recognized. In addition to the above mentioned circumstances, the Company also recognizes an other-than-temporary impairment in earnings when a non-functional currency denominated security in an unrealized loss position due to currency exchange rates approaches maturity.
	When an other-than-temporary impairment of a debt security has occurred, the amount of the other-than-temporary impairment recognized in earnings depends on whether the Company intends to sell the security or more likely than not will be required to sell the security before recovery of its amortized cost basis. If the debt security meets either of these two criteria or the unrealized losses due to changes in foreign currency exchange rates are not expected to be recovered before maturity, the other-than-temporary impairment recognized in earnings is equal to the entire difference between the security's amortized cost basis and its fair value at the impairment measurement date. For other-than-temporary impairments of debt securities that do not meet these criteria, the net amount recognized in earnings is equal to the difference between the amortized cost of the debt security and its net present value calculated as described above. Any difference between the fair value and the net present value of the debt security at the impairment measurement date is recorded in “Other comprehensive income (loss).” Unrealized gains or losses on securities for which an other-than-temporary impairment has been recognized in earnings is tracked as a separate component of AOCI.
	For debt securities, the split between the amount of an other-than-temporary impairment recognized in other comprehensive income and the net amount recognized in earnings is driven principally by assumptions regarding the amount and timing of projected cash flows. For mortgage-backed and asset-backed securities, cash flow estimates consider the payment terms of the underlying assets backing a particular security, including interest rate and prepayment assumptions, based on data from widely accepted third-party data sources or internal estimates. In addition to interest rate and prepayment assumptions, cash flow estimates also include other assumptions regarding the underlying collateral including default rates and recoveries, which vary based on the asset type and geographic location, as well as the vintage year of the security. For structured securities, the payment priority within the tranche structure is also considered. For all other debt securities, cash flow estimates are driven by assumptions regarding probability of default and estimates regarding timing and amount of recoveries associated with a default. The Company has developed these estimates using information based on its historical experience as well as using market observable data, such as industry analyst reports and forecasts, sector credit ratings and other data relevant to the collectability of a security, such as the general payment terms of the security and the security's position within the capital structure of the issuer.
	The new cost basis of an impaired security is not adjusted for subsequent increases in estimated fair value. In periods subsequent to the recognition of an other-than-temporary impairment, the impaired security is accounted for as if it had been purchased on the measurement date of the impairment. For debt securities, the discount (or reduced premium) based on the new cost basis may be accreted into net investment income in future periods, including increases in cash flow on a prospective basis. In certain cases where there are decreased cash flow expectations, the security is reviewed for further cash flow impairments.
	Derivative Financial Instruments
	Derivatives are financial instruments whose values are derived from interest rates, foreign exchange rates, financial indices, values of securities or commodities, credit spreads, market volatility, expected returns, and liquidity. Values can also be affected by changes in estimates and assumptions, including those related to counterparty behavior and non-performance risk used in valuation models. Derivative financial instruments generally used by the Company include swaps, futures, forwards and options and may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Derivative positions are carried at fair value, generally by obtaining quoted market prices or through the use of valuation models.
	Derivatives are used to manage the interest rate and currency characteristics of assets or liabilities and to mitigate volatility of expected non-U.S. earnings and net investments in foreign operations resulting from changes in currency exchange rates. Additionally, derivatives may be used to seek to reduce exposure to interest rate, credit, foreign currency and equity risks associated with assets held or expected to be purchased or sold, and liabilities incurred or expected to be incurred. As discussed in detail below and in Note 14, all realized and unrealized changes in fair value of derivatives are recorded in current earnings, with the exception of the effective portion of cash flow hedges and effective hedges of net investments in foreign operations. Cash flows from derivatives are reported in the operating, investing, or financing activities sections in the Unaudited Interim Consolidated Statements of Cash Flows based on the nature and purpose of the derivative.
	Derivatives are recorded either as assets, within “Other trading account assets, at fair value” or “Other long-term investments,” or as liabilities, within “Other liabilities,” except for embedded derivatives which are recorded with the associated host contract. The Company nets the fair value of all derivative financial instruments with counterparties for which a master netting arrangement has been executed.
	The Company designates derivatives as either (1) a hedge of the fair value of a recognized asset or liability or unrecognized firm commitment (“fair value” hedge); (2) a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow” hedge); (3) a foreign-currency fair value or cash flow hedge (“foreign currency” hedge); (4) a hedge of a net investment in a foreign operation; or (5) a derivative that does not qualify for hedge accounting.
	To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated risk of the hedged item. Effectiveness of the hedge is formally assessed at inception and throughout the life of the hedging relationship. Even if a derivative qualifies for hedge accounting treatment, there may be an element of ineffectiveness of the hedge. Under such circumstances, the ineffective portion is recorded in “Realized investment gains (losses), net.”
	The Company formally documents at inception all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking various hedge transactions. This process includes linking all derivatives designated as fair value, cash flow, or foreign currency hedges to specific assets and liabilities on the balance sheet or to specific firm commitments or forecasted transactions. Hedges of a net investment in a foreign operation are linked to the specific foreign operation.
	When a derivative is designated as a fair value hedge and is determined to be highly effective, changes in its fair value, along with changes in the fair value of the hedged asset or liability (including losses or gains on firm commitments), are reported on a net basis in the income statement, generally in “Realized investment gains (losses), net.” When swaps are used in hedge accounting relationships, periodic settlements are recorded in the same income statement line as the related settlements of the hedged items.
	When a derivative is designated as a cash flow hedge and is determined to be highly effective, changes in its fair value are recorded in AOCI until earnings are affected by the variability of cash flows being hedged (e.g., when periodic settlements on a variable-rate asset or liability are recorded in earnings). At that time, the related portion of deferred gains or losses on the derivative instrument is reclassified and reported in the income statement line item associated with the hedged item.
	When a derivative is designated as a foreign currency hedge and is determined to be highly effective, changes in its fair value are recorded either in current period earnings if the hedge transaction is a fair value hedge (e.g., a hedge of a recognized foreign currency asset or liability) or in AOCI if the hedge transaction is a cash flow hedge (e.g., a foreign currency denominated forecasted transaction). When a derivative is used as a hedge of a net investment in a foreign operation, its change in fair value, to the extent effective as a hedge, is recorded in the cumulative translation adjustment account within AOCI.
	If it is determined that a derivative no longer qualifies as an effective fair value or cash flow hedge or management removes the hedge designation, the derivative will continue to be carried on the balance sheet at its fair value, with changes in fair value recognized currently in “Realized investment gains (losses), net.” In this scenario, the hedged asset or liability under a fair value hedge will no longer be adjusted for changes in fair value and the existing basis adjustment is amortized to the income statement line associated with the asset or liability. The component of AOCI related to discontinued cash flow hedges is reclassified to the income statement line associated with the hedged cash flows consistent with the earnings impact of the original hedged cash flows.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, or because it is probable that the forecasted transaction will not occur by the end of the specified time period, the derivative will continue to be carried on the balance sheet at its fair value, with changes in fair value recognized currently in “Realized investment gains (losses), net.” Any asset or liability that was recorded pursuant to recognition of the firm commitment is removed from the balance sheet and recognized currently in “Realized investment gains (losses), net.” Gains and losses that were in AOCI pursuant to the hedge of a forecasted transaction are recognized immediately in “Realized investment gains (losses), net.”
	If a derivative does not qualify for hedge accounting, all changes in its fair value, including net receipts and payments, are included in “Realized investment gains (losses), net” without considering changes in the fair value of the economically associated assets or liabilities.
	The Company is a party to financial instruments that contain derivative instruments that are “embedded” in the financial instruments. At inception, the Company assesses whether the economic characteristics of the embedded instrument are clearly and closely related to the economic characteristics of the remaining component of the financial instrument (i.e., the host contract) and whether a separate instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded instrument possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded instrument qualifies as an embedded derivative that is separated from the host contract, carried at fair value, and changes in its fair value are included in “Realized investment gains (losses), net.” For certain financial instruments that contain an embedded derivative that otherwise would need to be bifurcated and reported at fair value, the Company may elect to classify the entire instrument as a trading account asset and report it within “Other trading account assets, at fair value.”
	Adoption of New Accounting Pronouncements
	In December 2011 and January 2013, the Financial Accounting Standards Board (“FASB”) issued updated guidance regarding the disclosure of recognized derivative instruments (including bifurcated embedded derivatives), repurchase agreements and securities borrowing/lending transactions that are offset in the statement of financial position or are subject to an enforceable master netting arrangement or similar agreement (irrespective of whether they are offset in the statement of financial position). This new guidance requires an entity to disclose information on both a gross and net basis about instruments and transactions within the scope of this guidance. This new guidance is effective for interim or annual reporting periods beginning on or after January 1, 2013, and should be applied retrospectively for all comparative periods presented. The disclosures required by this guidance are included in Note 14.
	In February 2013, the FASB issued updated guidance regarding the presentation of comprehensive income. Under the guidance, an entity is required to separately present information about significant items reclassified out of accumulated other comprehensive income by component as well as changes in accumulated other comprehensive income balances by component in either the financial statements or the notes to the financial statements. The guidance does not change the items that are reported in other comprehensive income, does not change when an item of other comprehensive income must be reclassified to net income, and does not amend any existing requirements for reporting net income or other comprehensive income. The guidance is effective for the first interim or annual reporting period beginning after December 15, 2012 and should be applied prospectively. The disclosures required by this guidance are included in Note 7.
	In July 2013, the FASB issued new guidance regarding derivatives. The guidance permits the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) to be used as a U.S. benchmark interest rate for hedge accounting, in addition to the United States Treasury rate and London Inter-Bank Offered Rate (“LIBOR”). The guidance also removes the restriction on using different benchmark rates for similar hedges. The guidance is effective for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013 and should be applied prospectively. Adoption of the guidance did not have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
	Future Adoption of New Accounting Pronouncements
	In March 2013, the FASB issued updated guidance regarding the recognition in net income of the cumulative translation adjustment upon the sale or loss of control of a business or group of assets residing in a foreign subsidiary, or a loss of control of a foreign investment. The guidance is effective for the first interim or annual reporting period beginning after December 15, 2013 and should be applied prospectively. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
	In June 2013, the FASB issued updated guidance clarifying the characteristics of an investment company and requiring new disclosures. Under the guidance, all entities regulated under the Investment Company Act of 1940 automatically qualify as investment companies, while all other entities need to consider both the fundamental and typical characteristics of an investment company in determining whether they qualify as investment companies. This new guidance is effective for interim or annual reporting periods that begin after December 15, 2013, and should be applied prospectively. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
	In July 2013, the FASB issued updated guidance regarding the presentation of unrecognized tax benefits when net operating loss carryforwards, similar tax losses, or tax credit carryforwards exist. This new guidance is effective for interim or annual reporting periods that begin after December 15, 2013, and should be applied prospectively, with early application permitted. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.

Acquisitions_and_Dispositions

Acquisitions and Dispositions	9 Months Ended
	Sep. 30, 2013
Acquisitions and Dispositions [Abstract]	'
Mergers Acquisitions And Dispositions	'
	3. ACQUISITIONS AND DISPOSITIONS
	Acquisition of The Hartford's Individual Life Insurance Business
	On January 2, 2013, the Company acquired The Hartford's individual life insurance business through a reinsurance transaction. Under the agreement, the Company paid The Hartford cash consideration of $615 million, primarily in the form of a ceding commission to provide reinsurance for approximately 700,000 life insurance policies with net retained face amount in force of approximately $141 billion. The acquisition increases the Company's scale in the U.S. individual life insurance market, particularly universal life products, and provides complementary distribution opportunities through expanded wirehouse and bank distribution channels.
	The assets and liabilities assumed have been included in the Company's Consolidated Financial Statements as of the acquisition date. Total assets assumed were $11.3 billion, which includes $1.3 billion of value of business acquired and $0.1 billion of cash, and total liabilities assumed were $10.7 billion. There is no goodwill, including tax deductible goodwill, associated with the acquisition.
	Acquisition of AIG Star Life Insurance Co., Ltd., AIG Edison Life Insurance Company and Related Entities from AIG
	On February 1, 2011, Prudential Financial completed the acquisition from American International Group, Inc. (“AIG”) of AIG Star Life Insurance Co., Ltd. (“Star”), AIG Edison Life Insurance Company (“Edison”), AIG Financial Assurance Japan K.K., and AIG Edison Service Co., Ltd. (collectively, the “Star and Edison Businesses”) pursuant to the stock purchase agreement dated September 30, 2010 between Prudential Financial and AIG. The total purchase price was $4,709 million, comprised of $4,213 million in cash and $496 million in assumed third party debt, substantially all of which is expected to be repaid, over time, with excess capital of the acquired entities. The acquisition of these businesses included the purchase by the Company of all of the shares of these entities, which became indirect wholly-owned subsidiaries of the Company. All acquired entities were Japanese corporations and their businesses were in Japan, increasing the Company's scale in the Japanese insurance market. On January 1, 2012, Star and Edison were merged into Gibraltar Life.
	Sale of Wealth Management Solutions Business
	In April 2013, the Company signed a definitive agreement to sell its wealth management solutions business to Envestnet Inc. The transaction, which does not have a material impact to the Company's financial results, closed on July 1, 2013. Due to the existence of an ongoing contractual relationship between the Company and these operations, this disposition did not qualify for discontinued operations treatment under U.S. GAAP. See Note 11 for additional information.
	Acquisition of UniAsia Life Assurance
	On August 15, 2013, the Company reached agreement to acquire UniAsia Life Assurance Berhad, an established life insurance company in Malaysia, through the formation of a joint venture with Bank Simpanan Nasional (“BSN”), a bank owned by the Malaysian government. The joint venture will pay cash consideration of approximately $160 million, 70% of which will be provided by Prudential Insurance and 30% of which will be provided by BSN. This acquisition is part of the Company's strategic initiative to further expand its business in Southeast Asian markets. The transaction may close as early as the fourth quarter of 2013, subject to regulatory approvals and customary closing conditions.
	Discontinued Operations
	Income (loss) from discontinued operations, including charges upon disposition, are as follows:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(in millions)
	Real estate investments sold or held for sale(1)			$	13	$	-3	$	15	$	19
	Global commodities business				-1		0		1		0
		Income from discontinued operations before income taxes			12		-3		16		19
			Income tax expense		4		-1		5		7
		Income from discontinued operations, net of taxes		$	8	$	-2	$	11	$	12
	(1) Reflects the income from discontinued real estate investments.
	Charges recorded in connection with the disposals of businesses include estimates that are subject to subsequent adjustment.
	The Company's Unaudited Interim Consolidated Statements of Financial Position include total assets and total liabilities related to discontinued operations as follows:
				30-Sep-13		31-Dec-12
					(in millions)
	Total assets			$	32	$	13
	Total liabilities			$	7	$	0

Investments

Investments	9 Months Ended
	Sep. 30, 2013
Investments [Abstract]	'
Investments	'
	4. INVESTMENTS
	Fixed Maturities and Equity Securities
	The following tables provide information relating to fixed maturities and equity securities (excluding investments classified as trading) as of the dates indicated:
						30-Sep-13
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI (3)
						(in millions)
	Fixed maturities, available-for-sale
	U.S. Treasury securities and obligations of U.S.
		government authorities and agencies				$	11,496		$	1,985		$	154		$	13,327		$	0
	Obligations of U.S. states and their political
		subdivisions					3,511			261			138			3,634			0
	Foreign government bonds						76,007			6,849			298			82,558			1
	Corporate securities						149,942			11,576			4,171			157,347			-6
	Asset-backed securities(1)						11,328			232			374			11,186			-779
	Commercial mortgage-backed securities						13,263			447			166			13,544			0
	Residential mortgage-backed securities(2)						6,852			379			61			7,170			-10
	Total fixed maturities, available-for-sale					$	272,399		$	21,729		$	5,362		$	288,766		$	-794
	Equity securities, available-for-sale					$	6,684		$	2,341		$	41		$	8,984
						30-Sep-13
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI (3)
						(in millions)
	Fixed maturities, held-to-maturity
	Foreign government bonds					$	1,005		$	129		$	0		$	1,134		$	0
	Corporate securities(4)						1,004			43			31			1,016			0
	Asset-backed securities(1)						758			46			1			803			0
	Commercial mortgage-backed securities						219			24			0			243			0
	Residential mortgage-backed securities(2)						643			33			0			676			0
	Total fixed maturities, held-to-maturity(4)					$	3,629		$	275		$	32		$	3,872		$	0
	(1)       Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
	(2)       Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	(3)       Represents the amount of other-than-temporary impairment losses in AOCI which were not included in earnings. Amount excludes $831 million of net unrealized gains on impaired available-for-sale securities relating to changes in the value of such securities subsequent to the impairment measurement date.
	(4)       Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
						31-Dec-12
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI(3)
																		`
						(in millions)
	Fixed maturities, available-for-sale
	U.S. Treasury securities and obligations of U.S.
		government authorities and agencies				$	13,973		$	3,448		$	35		$	17,386		$	0
	Obligations of U.S. states and their political
		subdivisions					2,952			505			5			3,452			0
	Foreign government bonds						81,578			6,778			66			88,290			1
	Corporate securities						146,924			13,996			1,589			159,331			-2
	Asset-backed securities(1)						11,846			221			731			11,336			-964
	Commercial mortgage-backed securities						11,228			726			17			11,937			5
	Residential mortgage-backed securities(2)						9,153			484			33			9,604			-11
	Total fixed maturities, available-for-sale					$	277,654		$	26,158		$	2,476		$	301,336		$	-971
	Equity securities, available-for-sale					$	6,759		$	1,573		$	55		$	8,277
						31-Dec-12
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI(3)
						(in millions)
Fixed maturities, held-to-maturity
Foreign government bonds					$	1,142		$	108		$	0		$	1,250		$	0
Corporate securities(4)						1,065			37			67			1,035			0
Asset-backed securities(1)						1,001			66			0			1,067			0
Commercial mortgage-backed securities						302			49			0			351			0
Residential mortgage-backed securities(2)						758			50			0			808			0
Total fixed maturities, held-to-maturity(4)					$	4,268		$	310		$	67		$	4,511		$	0
Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans, and other asset types.
Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
Represents the amount of other-than-temporary impairment losses in AOCI, which were not included in earnings. Amount excludes $778 million of net unrealized gains on impaired available-for-sale securities and $1 million of net unrealized gains on impaired held-to-maturity securities relating to changes in the value of such securities subsequent to the impairment measurement date.
Excludes notes with amortized cost of $1,500 million (fair value, $1,660 million) which have been offset with the associated payables under a netting agreement.
			The amortized cost and fair value of fixed maturities by contractual maturities at September 30, 2013, are as follows:
					Available-for-Sale						Held-to-Maturity
					Amortized			Fair			Amortized			Fair
					Cost			Value			Cost			Value
					(in millions)
Due in one year or less					$	11,469		$	11,933		$	0		$	0
Due after one year through five years						46,803			50,763			59			60
Due after five years through ten years						58,812			63,160			397			406
Due after ten years(1)						123,872			131,010			1,553			1,684
Asset-backed securities						11,328			11,186			758			803
Commercial mortgage-backed securities						13,263			13,544			219			243
Residential mortgage-backed securities						6,852			7,170			643			676
	Total				$	272,399		$	288,766		$	3,629		$	3,872
Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations. Asset-backed, commercial mortgage-backed, and residential mortgage-backed securities are shown separately in the table above, as they are not due at a single maturity date.
The following table depicts the sources of fixed maturity proceeds and related investment gains (losses), as well as losses on impairments of both fixed maturities and equity securities:
					Three Months Ended						Nine Months Ended
					September 30,						September 30,
					2013			2012			2013			2012
					(in millions)
Fixed maturities, available-for-sale
		Proceeds from sales			$	7,603		$	2,682		$	22,237		$	12,140
		Proceeds from maturities/repayments				5,976			5,509			18,420			15,794
		Gross investment gains from sales, prepayments, and maturities				607			129			1,249			397
		Gross investment losses from sales and maturities				-197			-87			-391			-245
Fixed maturities, held-to-maturity
		Gross investment gains from prepayments			$	0		$	0		$	0		$	0
		Proceeds from maturities/repayments				122			132			395			379
Equity securities, available-for-sale
		Proceeds from sales			$	1,290		$	1,101		$	3,475		$	3,251
		Gross investment gains from sales				222			125			453			339
		Gross investment losses from sales				-22			-61			-72			-222
Fixed maturity and equity security impairments
		Net writedowns for other-than-temporary impairment losses on
			fixed maturities recognized in earnings(1)		$	-43		$	-95		$	-146		$	-300
		Writedowns for impairments on equity securities				-3			-24			-11			-114
Excludes the portion of other-than-temporary impairments recorded in “Other comprehensive income (loss),” representing any difference between the fair value of the impaired debt security and the net present value of its projected future cash flows at the time of impairment.
As discussed in Note 2, a portion of certain other-than-temporary impairment (“OTTI”) losses on fixed maturity securities are recognized in “Other comprehensive income (loss)” (“OCI”). For these securities, the net amount recognized in earnings (“credit loss impairments”) represents the difference between the amortized cost of the security and the net present value of its projected future cash flows discounted at the effective interest rate implicit in the debt security prior to impairment. Any remaining difference between the fair value and amortized cost is recognized in OCI. The following table sets forth the amount of pre-tax credit loss impairments on fixed maturity securities held by the Company as of the dates indicated, for which a portion of the OTTI loss was recognized in OCI, and the corresponding changes in such amounts.
Credit losses recognized in earnings on fixed maturity securities held by the Company for which a portion of
	the OTTI loss was recognized in OCI
				Three Months			Nine Months
				Ended			Ended
				September 30,			September 30,
				2013			2013
				(in millions)
Balance, beginning of period				$	1,080		$	1,166
Credit loss impairments previously recognized on securities which matured, paid down,
	prepaid or were sold during the period				-113			-263
Credit loss impairments previously recognized on securities impaired to fair value during
	the period(1)				-1			-1
Credit loss impairment recognized in the current period on securities not previously impaired					1			9
Additional credit loss impairments recognized in the current period on securities
	previously impaired				27			66
Increases due to the passage of time on previously recorded credit losses					14			40
Accretion of credit loss impairments previously recognized due to an increase in
	cash flows expected to be collected				-3			-12
Balance, end of period				$	1,005		$	1,005
Credit losses recognized in earnings on fixed maturity securities held by the Company for which a portion of
	the OTTI loss was recognized in OCI
				Three Months			Nine Months
				Ended			Ended
				September 30,			September 30,
				2012			2012
				(in millions)
Balance, beginning of period				$	1,433		$	1,475
Credit loss impairments previously recognized on securities which matured, paid down,
	prepaid or were sold during the period				-48			-133
Credit loss impairments previously recognized on securities impaired to fair value during
	the period(1)				-10			-69
Credit loss impairment recognized in the current period on securities not previously impaired					1			31
Additional credit loss impairments recognized in the current period on securities
	previously impaired				22			80
Increases due to the passage of time on previously recorded credit losses					16			45
Accretion of credit loss impairments previously recognized due to an increase in
	cash flows expected to be collected				-8			-23
Balance, end of period				$	1,406		$	1,406
(1)        Represents circumstances where the Company determined in the current period that it intends to sell the security or it is more likely than not that it will be required to sell the security before recovery of the security's amortized cost.
Trading Account Assets Supporting Insurance Liabilities
The following table sets forth the composition of “Trading account assets supporting insurance liabilities” as of the dates indicated:
					30-Sep-13						31-Dec-12
					Amortized			Fair			Amortized			Fair
					Cost			Value			Cost			Value
					(in millions)
Short-term investments and cash equivalents					$	1,119		$	1,119		$	938		$	938
Fixed maturities:
	Corporate securities					11,991			12,566			11,076			12,107
	Commercial mortgage-backed securities					2,382			2,420			2,096			2,229
	Residential mortgage-backed securities(1)					1,731			1,729			1,965			2,026
	Asset-backed securities(2)					1,177			1,187			1,179			1,116
	Foreign government bonds					613			627			683			708
	U.S. government authorities and agencies and obligations
		of U.S. states				308			344			369			426
Total fixed maturities						18,202			18,873			17,368			18,612
Equity securities						899			1,139			943			1,040
			Total trading account assets supporting insurance liabilities		$	20,220		$	21,131		$	19,249		$	20,590
Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
The net change in unrealized gains (losses) from trading account assets supporting insurance liabilities still held at period end, recorded within “Asset management fees and other income”, was $63 million and $288 million during the three months ended September 30, 2013 and 2012, respectively, and ($430) million and $568 million during the nine months ended September 30, 2013 and 2012, respectively.
Other Trading Account Assets
The following table sets forth the composition of the “Other trading account assets” as of the dates indicated:
					30-Sep-13						31-Dec-12
					Amortized			Fair			Amortized			Fair
					Cost			Value			Cost			Value
				(in millions)
Short-term investments and cash equivalents					$	79		$	80		$	42		$	42
Fixed maturities						3,810			3,822			2,196			2,132
Equity securities						1,038			1,146			1,363			1,437
Other						3			7			3			6
	Subtotal					4,930			5,055			3,604			3,617
Derivative instruments									1,348						2,711
		Total other trading account assets			$	4,930		$	6,403		$	3,604		$	6,328
The net change in unrealized gains (losses) from other trading account assets, excluding derivative instruments, still held at period end, recorded within “Asset management fees and other income” was $25 million and $62 million during the three months ended September 30, 2013 and 2012, respectively, and $112 million and $149 million during the nine months ended September 30, 2013 and 2012, respectively.
Concentrations of Financial Instruments
The Company monitors its concentrations of financial instruments on an on-going basis, and mitigates credit risk by maintaining a diversified investment portfolio which limits exposure to any one issuer.
As of both September 30, 2013 and December 31, 2012, the Company's exposure to concentrations of credit risk of single issuers greater than 10% of the Company's stockholders' equity included securities of the U.S. government, certain U.S. government agencies and certain securities guaranteed by the U.S. government, as well as the securities disclosed below.
					30-Sep-13						31-Dec-12
					Amortized			Fair			Amortized			Fair
					Cost			Value			Cost			Value
Investments in Japanese government and government agency					(in millions)
		securities:
Fixed maturities, available-for-sale					$	60,680		$	65,782		$	66,590		$	70,997
Fixed maturities, held-to-maturity						982			1,110			1,118			1,223
Trading account assets supporting insurance liabilities						484			489			513			524
Other trading account assets						39			39			39			40
Short-term investments						0			0			0			0
Cash equivalents						1,243			1,243			1,637			1,637
	Total				$	63,428		$	68,663		$	69,897		$	74,421
					30-Sep-13						31-Dec-12
					Amortized			Fair			Amortized			Fair
					Cost			Value			Cost			Value
Investments in South Korean government and government					(in millions)
		agency securities:
Fixed maturities, available-for-sale					$	6,323		$	7,049		$	5,837		$	6,883
Fixed maturities, held-to-maturity						0			0			0			0
Trading account assets supporting insurance liabilities						62			61			62			63
Other trading account assets						0			0			2			2
Short-term investments						0			0			0			0
Cash equivalents						0			0			0			0
	Total				$	6,385		$	7,110		$	5,901		$	6,948
Commercial Mortgage and Other Loans
The Company's commercial mortgage and other loans are comprised as follows, as of the dates indicated:
					30-Sep-13							31-Dec-12
					Amount			% of				Amount			% of
					(in millions)			Total				(in millions)			Total
Commercial and agricultural mortgage loans by property type:
Office					$	7,841			20.8	%		$	6,890			20.1	%
Retail						8,691			23.1				8,190			23.9
Apartments/Multi-Family						6,555			17.4				5,235			15.3
Industrial						7,467			19.8				7,636			22.3
Hospitality						1,941			5.2				1,322			3.9
Other						2,992			8				2,841			8.3
	Total commercial mortgage loans					35,487			94.3				32,114			93.8
Agricultural property loans						2,139			5.7				2,122			6.2
	Total commercial and agricultural mortgage loans by property type					37,626			100	%			34,236			100	%
Valuation allowance						-187							-229
	Total net commercial and agricultural mortgage loans by
		property type				37,439							34,007
Other loans
Uncollateralized loans						1,439							1,836
Residential property loans						600							790
Other collateralized loans						40							140
	Total other loans					2,079							2,766
Valuation allowance						-21							-40
	Total net other loans					2,058							2,726
	Total commercial mortgage and other loans(1)				$	39,497						$	36,733
Includes loans held at fair value.
The commercial mortgage and agricultural property loans are geographically dispersed throughout the United States, Canada and Asia with the largest concentrations in California (26%), New York (10%), and Texas (9%) at September 30, 2013.
Activity in the allowance for losses for all commercial mortgage and other loans, as of the dates indicated, is as follows:
					30-Sep-13
					Commercial			Agricultural			Residential			Other
					Mortgage			Property			Property			Collateralized			Uncollateralized
					Loans			Loans			Loans			Loans			Loans			Total
					(in millions)
Allowance for losses, beginning of year					$	209		$	20		$	11		$	12		$	17		$	269
Addition to / (release of) allowance of
	losses					2			-6			-3			-10			-2			-19
Charge-offs, net of recoveries						-32			-6			0			0			0			-38
Change in foreign exchange						0			0			-1			0			-3			-4
Total ending balance					$	179		$	8		$	7		$	2		$	12		$	208
					31-Dec-12
					Commercial			Agricultural			Residential			Other
					Mortgage			Property			Property			Collateralized			Uncollateralized
					Loans			Loans			Loans			Loans			Loans			Total
					(in millions)
Allowance for losses, beginning of year					$	294		$	19		$	16		$	18		$	20		$	367
Addition to / (release of) allowance of
	losses					-20			1			-4			-6			-2			-31
Charge-offs, net of recoveries						-65			0			0			0			0			-65
Change in foreign exchange						0			0			-1			0			-1			-2
Total ending balance					$	209		$	20		$	11		$	12		$	17		$	269
The following tables set forth the allowance for credit losses and the recorded investment in commercial mortgage and other loans as of the dates indicated:
					30-Sep-13
					Commercial			Agricultural			Residential			Other
					Mortgage			Property			Property			Collateralized			Uncollateralized
					Loans			Loans			Loans			Loans			Loans			Total
Allowance for Credit Losses:					(in millions)
Ending balance: individually evaluated
	for impairment				$	16		$	0		$	0		$	2		$	0		$	18
Ending balance: collectively evaluated
	for impairment					163			8			7			0			12			190
Ending balance: loans acquired with
	deteriorated credit quality					0			0			0			0			0			0
Total ending balance					$	179		$	8		$	7		$	2		$	12		$	208
Recorded Investment:(1)
Ending balance gross of reserves:
	individually evaluated for impairment				$	482		$	5		$	0		$	8		$	2		$	497
Ending balance gross of reserves:
	collectively evaluated for impairment					35,005			2,134			600			32			1,437			39,208
Ending balance gross of reserves: loans
	acquired with deteriorated credit
	quality					0			0			0			0			0			0
Total ending balance, gross of reserves					$	35,487		$	2,139		$	600		$	40		$	1,439		$	39,705
Recorded investment reflects the balance sheet carrying value gross of related allowance.
					31-Dec-12
					Commercial			Agricultural			Residential			Other
					Mortgage			Property			Property			Collateralized			Uncollateralized
					Loans			Loans			Loans			Loans			Loans			Total
Allowance for Credit Losses:					(in millions)
Ending balance: individually evaluated
	for impairment				$	49		$	12		$	0		$	12		$	0		$	73
Ending balance: collectively evaluated
	for impairment					160			8			11			0			17			196
Ending balance: loans acquired with
	deteriorated credit quality					0			0			0			0			0			0
Total ending balance					$	209		$	20		$	11		$	12		$	17		$	269
Recorded Investment:(1)
Ending balance gross of reserves:
	individually evaluated for impairment				$	1,011		$	49		$	0		$	93		$	3		$	1,156
Ending balance gross of reserves:
	collectively evaluated for impairment					31,103			2,073			790			47			1,833			35,846
Ending balance gross of reserves: loans
	acquired with deteriorated credit
	quality					0			0			0			0			0			0
Total ending balance, gross of reserves					$	32,114		$	2,122		$	790		$	140		$	1,836		$	37,002
Recorded investment reflects the balance sheet carrying value gross of related allowance.
Impaired loans include those loans for which it is probable that all amounts due will not be collected according to the contractual terms of the loan agreement. Impaired commercial mortgage and other loans identified in management's specific review of probable loan losses and the related allowance for losses, as of the dates indicated, are as follows:
					30-Sep-13
															Average
															Recorded
								Unpaid							Investment			Interest
					Recorded			Principal			Related				Before			Income
					Investment (1)			Balance			Allowance				Allowance (2)			Recognized (3)
					(in millions)
With no related allowance recorded:
Commercial mortgage loans					$	27		$	27		$	0		$	30		$	1
Agricultural property loans						5			0			0			1			0
Residential property loans						0			0			0			0			0
Other collateralized loans						0			0			0			0			0
Uncollateralized loans						0			2			0			0			0
		Total with no related allowance			$	32		$	29		$	0		$	31		$	1
With an allowance recorded:
Commercial mortgage loans					$	90		$	90		$	16		$	138		$	2
Agricultural property loans						0			0			0			13			0
Residential property loans						0			0			0			0			0
Other collateralized loans						5			5			2			9			3
Uncollateralized loans						0			0			0			0			0
		Total with related allowance			$	95		$	95		$	18		$	160		$	5
Total:
Commercial mortgage loans					$	117		$	117		$	16		$	168		$	3
Agricultural property loans						5			0			0			14			0
Residential property loans						0			0			0			0			0
Other collateralized loans						5			5			2			9			3
Uncollateralized loans						0			2			0			0			0
		Total			$	127		$	124		$	18		$	191		$	6
Recorded investment reflects the balance sheet carrying value gross of related allowance.
Average recorded investment represents the average of the beginning-of-period and all subsequent quarterly end-of-period balances.
The interest income recognized is for the year-to-date income regardless of when the impairments occurred.
					31-Dec-12
															Average
															Recorded
								Unpaid							Investment			Interest
					Recorded			Principal			Related				Before			Income
					Investment (1)			Balance			Allowance				Allowance (2)			Recognized (3)
					(in millions)
With no related allowance recorded:
Commercial mortgage loans(4)					$	27		$	166		$	0		$	54		$	4
Agricultural property loans						0			0			0			0			0
Residential property loans						0			0			0			0			0
Other collateralized loans						0			0			0			0			0
Uncollateralized loans						0			2			0			4			0
		Total with no related allowance			$	27		$	168		$	0		$	58		$	4
With an allowance recorded:
Commercial mortgage loans					$	185		$	185		$	50		$	351		$	8
Agricultural property loans						17			17			12			16			0
Residential property loans						0			0			0			0			0
Other collateralized loans						17			17			11			19			0
Uncollateralized loans						0			0			0			0			0
		Total with related allowance			$	219		$	219		$	73		$	386		$	8
Total:
Commercial mortgage loans(4)					$	212		$	351		$	50		$	405		$	12
Agricultural property loans						17			17			12			16			0
Residential property loans						0			0			0			0			0
Other collateralized loans						17			17			11			19			0
Uncollateralized loans						0			2			0			4			0
		Total			$	246		$	387		$	73		$	444		$	12
Recorded investment reflects the balance sheet carrying value gross of related allowance.
Average recorded investment represents the average of the beginning-of-period and all subsequent quarterly end-of-period balances.
The interest income recognized is for the year-to-date income regardless of when the impairments occurred.
Includes the impact of loans acquired from the Star Business for which the balance sheet carrying value had been previously written down.
The net carrying value of commercial and other loans held for sale by the Company as of September 30, 2013 and December 31, 2012 was $93 million and $114 million, respectively. In all of these transactions, the Company pre-arranges that it will sell the loan to an investor. As of September 30, 2013 and December 31, 2012, all of the Company's commercial and other loans held for sale were collateralized, with collateral primarily consisting of office buildings, retail properties, apartment complexes and industrial buildings.
The following tables set forth the credit quality indicators as of September 30, 2013, based upon the recorded investment gross of allowance for credit losses.
Commercial mortgage loans
					Debt Service Coverage Ratio― September 30, 2013
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	17,511		$	648		$	243		$	18,402
60%-69.99%						11,009			447			108			11,564
70%-79.99%						3,705			773			228			4,706
Greater than 80%						284			185			346			815
Total commercial mortgage loans					$	32,509		$	2,053		$	925		$	35,487
Agricultural property loans
					Debt Service Coverage Ratio― September 30, 2013
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	1,758		$	176		$	13		$	1,947
60%-69.99%						192			0			0			192
70%-79.99%						0			0			0			0
Greater than 80%						0			0			0			0
Total agricultural property loans					$	1,950		$	176		$	13		$	2,139
Total commercial and agricultural mortgage loans
					Debt Service Coverage Ratio― September 30, 2013
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	19,269		$	824		$	256		$	20,349
60%-69.99%						11,201			447			108			11,756
70%-79.99%						3,705			773			228			4,706
Greater than 80%						284			185			346			815
Total commercial and agricultural mortgage loans					$	34,459		$	2,229		$	938		$	37,626
The following tables set forth the credit quality indicators as of December 31, 2012, based upon the recorded investment gross of allowance for credit losses.
Commercial mortgage loans
					Debt Service Coverage Ratio―December 31, 2012
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	15,089		$	487		$	188		$	15,764
60%-69.99%						9,263			801			36			10,100
70%-79.99%						3,689			776			217			4,682
Greater than 80%						219			770			579			1,568
Total commercial mortgage loans					$	28,260		$	2,834		$	1,020		$	32,114
Agricultural property loans
					Debt Service Coverage Ratio―December 31, 2012
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	1,635		$	186		$	44		$	1,865
60%-69.99%						213			0			0			213
70%-79.99%						0			0			0			0
Greater than 80%						0			0			44			44
Total agricultural property loans					$	1,848		$	186		$	88		$	2,122
Total commercial and agricultural mortgage loans
					Debt Service Coverage Ratio―December 31, 2012
					Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
Loan-to-Value Ratio					(in millions)
0%-59.99%					$	16,724		$	673		$	232		$	17,629
60%-69.99%						9,476			801			36			10,313
70%-79.99%						3,689			776			217			4,682
Greater than 80%						219			770			623			1,612
Total commercial and agricultural mortgage loans					$	30,108		$	3,020		$	1,108		$	34,236
The following tables provide an aging of past due commercial mortgage and other loans as of the dates indicated, based upon the recorded investment gross of allowance for credit losses, as well as the amount of commercial mortgage loans on nonaccrual status as of the dates indicated.
					30-Sep-13
																						Total
														Greater			Greater					Commercial
														Than 90			Than 90					Mortgage		Non
								30-59 Days			60-89 Days			Days -			Days - Not			Total Past		and Other		Accrual
					Current			Past Due			Past Due			Accruing			Accruing			Due		Loans		Status
					(in millions)
Commercial mortgage loans					$	35,448		$	19		$	0		$	0		$	20		$	39	$	35,487	$	113
Agricultural property loans						2,137			0			0			0			2			2		2,139		2
Residential property loans						579			6			2			0			13			21		600		13
Other collateralized loans						38			0			0			0			2			2		40		5
Uncollateralized loans						1,439			0			0			0			0			0		1,439		3
Total					$	39,641		$	25		$	2		$	0		$	37		$	64	$	39,705	$	136
					31-Dec-12
																						Total
														Greater			Greater					Commercial
														Than 90			Than 90					Mortgage		Non
								30-59 Days			60-89 Days			Days -			Days - Not			Total Past		and Other		Accrual
					Current			Past Due			Past Due			Accruing			Accruing			Due		Loans		Status
					(in millions)
Commercial mortgage loans					$	31,943		$	43		$	91		$	0		$	37		$	171	$	32,114	$	190
Agricultural property loans						2,077			0			0			0			45			45		2,122		49
Residential property loans						759			12			5			0			14			31		790		14
Other collateralized loans						139			0			0			0			1			1		140		17
Uncollateralized loans						1,836			0			0			0			0			0		1,836		3
Total					$	36,754		$	55		$	96		$	0		$	97		$	248	$	37,002	$	273
See Note 2 for further discussion regarding nonaccrual status loans.
For the three months ended September 30, 2013 and 2012, there were no commercial mortgage and other loans acquired, other than those through direct origination and no new commercial mortgage and other loans sold, other than those classified as held-for-sale.
The Company's commercial mortgage and other loans may occasionally be involved in a troubled debt restructuring. As of both September 30, 2013 and December 31, 2012, the Company had no significant commitments to fund to borrowers that have been involved in a troubled debt restructuring. During the three months and nine months ended September 30, 2013, there were adjusted pre-modification outstanding recorded investments of $7 million and $107 million, respectively, and post-modification outstanding recorded investments of $8 million and $107 million, respectively, related to commercial mortgage loans. No payment defaults on commercial mortgage and other loans were modified as a troubled debt restructuring within the 12 months preceding each respective period. See Note 2 for additional information relating to the accounting for troubled debt restructurings.
Net Investment Income
Net investment income for the three and nine months ended September 30, 2013 and 2012, was from the following sources:
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
		2013			2012			2013			2012
			(in millions)
Fixed maturities, available-for-sale		$	2,618		$	2,427		$	7,910		$	7,244
Fixed maturities, held-to-maturity			31			34			92			102
Equity securities, available-for-sale			93			85			265			247
Trading account assets			243			215			715			666
Commercial mortgage and other loans			498			516			1,480			1,487
Policy loans			159			148			457			443
Short-term investments and cash equivalents			9			11			30			35
Other long-term investments			145			100			477			211
Gross investment income			3,796			3,536			11,426			10,435
Less: investment expenses			-146			-103			-427			-324
Net investment income		$	3,650		$	3,433		$	10,999		$	10,111
Realized Investment Gains (Losses), Net
Realized investment gains (losses), net, for the three and nine months ended September 30, 2013 and 2012, were from the following sources:
					Three Months Ended						Nine Months Ended
					September 30,						September 30,
					2013			2012			2013			2012
					(in millions)
Fixed maturities					$	368		$	-53		$	712		$	-148
Equity securities						198			40			369			3
Commercial mortgage and other loans						31			28			68			49
Investment real-estate						2			4			2			-63
Joint ventures and limited partnerships						16			-3			10			-1
Derivatives(1)						-2,730			-1,458			-5,030			-903
Other						5			-3			12			-3
Realized investment gains (losses), net					$	-2,110		$	-1,445		$	-3,857		$	-1,066
Includes the offset of hedged items in qualifying effective hedge relationship prior to maturity or termination.
Net Unrealized Gains (Losses) on Investments by Asset Class
The table below presents net unrealized gains (losses) on investments by asset class as of the dates indicated:
					September 30,			December 31,
					2013			2012
					(in millions)
Fixed maturity securities on which an OTTI loss has been recognized					$	37		$	-194
Fixed maturity securities, available-for-sale―all other						16,330			23,876
Equity securities, available-for-sale						2,300			1,518
Derivatives designated as cash flow hedges(1)						-355			-257
Other investments(2)						-11			14
Net unrealized gains (losses) on investments					$	18,301		$	24,957
See Note 14 for more information on cash flow hedges.
As of September 30, 2013, includes $26 million of net unrealized losses on held-to-maturity securities that were previously transferred from available-for-sale. Also includes net unrealized gains on certain joint ventures that are included in “Other assets.”
Duration of Gross Unrealized Loss Positions for Fixed Maturities and Equity Securities
The following table shows the fair value and gross unrealized losses aggregated by investment category and length of time that individual fixed maturity securities and equity securities have been in a continuous unrealized loss position, as of the dates indicated:
				30-Sep-13
				Less than twelve months						Twelve months or more						Total
				Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses
				(in millions)
Fixed maturities(1)
U.S. Treasury securities and obligations of
	U.S. government authorities and agencies			$	1,424		$	141		$	49		$	13		$	1,473		$	154
Obligations of U.S. states and their political
	subdivisions				1,198			135			16			3			1,214			138
Foreign government bonds					5,241			289			54			9			5,295			298
Corporate securities					44,459			3,783			3,882			420			48,341			4,203
Commercial mortgage-backed securities					3,864			164			58			2			3,922			166
Asset-backed securities					2,363			15			2,661			359			5,024			374
Residential mortgage-backed securities					1,825			51			204			10			2,029			61
		Total		$	60,374		$	4,578		$	6,924		$	816		$	67,298		$	5,394
Equity securities, available-for-sale				$	826		$	41		$	1		$	0		$	827		$	41
Includes $233 million of fair value and $32 million of gross unrealized losses at September 30, 2013, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.
				31-Dec-12
				Less than twelve months						Twelve months or more						Total
				Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses
				(in millions)
Fixed maturities(1)
U.S. Treasury securities and obligations of
	U.S. government authorities and agencies			$	2,191		$	33		$	42		$	2		$	2,233		$	35
Obligations of U.S. states and their political
	subdivisions				343			5			5			0			348			5
Foreign government bonds					5,426			55			167			11			5,593			66
Corporate securities					25,051			599			7,961			1,057			33,012			1,656
Commercial mortgage-backed securities					525			3			185			14			710			17
Asset-backed securities					911			11			3,545			720			4,456			731
Residential mortgage-backed securities					773			4			259			29			1,032			33
		Total		$	35,220		$	710		$	12,164		$	1,833		$	47,384		$	2,543
Equity securities, available-for-sale				$	961		$	55		$	0		$	0		$	961		$	55
Includes $526 million of fair value and $67 million of gross unrealized losses at December 31, 2012, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.
The gross unrealized losses at September 30, 2013 and December 31, 2012, are composed of $4,959 million and $1,866 million, respectively, related to high or highest quality securities based on NAIC or equivalent rating and $434 million and $677 million, respectively, related to other than high or highest quality securities based on NAIC or equivalent rating. At September 30, 2013, the $816 million of gross unrealized losses of twelve months or more were concentrated in the utility, finance, and consumer non-cyclical sectors of the Company's corporate securities. At December 31, 2012, the $1,833 million of gross unrealized losses of twelve months or more were concentrated in asset-backed securities, and in the finance, and consumer cyclical sectors of the Company's corporate securities. In accordance with its policy described in Note 2, the Company concluded that an adjustment to earnings for other-than-temporary impairments for these securities was not warranted at September 30, 2013 or December 31, 2012. These conclusions are based on a detailed analysis of the underlying credit and cash flows on each security. The gross unrealized losses are primarily attributable to foreign currency movements, credit spread widening and increased liquidity discounts. At September 30, 2013, the Company does not intend to sell these securities and it is not more likely than not that the Company will be required to sell these securities before the anticipated recovery of their remaining amortized cost bases.
At September 30, 2013, $1 million of the gross unrealized losses represented declines in value of greater than 20%, all of which had been in that position for less than six months. At December 31, 2012, $6 million of the gross unrealized losses represented declines in value of greater than 20%, $4 million of which had been in that position for less than six months. In accordance with its policy described in Note 2, the Company concluded that an adjustment for other-than-temporary impairments for these equity securities was not warranted at September 30, 2013 or December 31, 2012.

Variable_Interest_Entities

Variable Interest Entities	9 Months Ended
	Sep. 30, 2013
Variable Interest Entities [Abstract]	'
Variable Interest Entities	'
	5. VARIABLE INTEREST ENTITIES
	In the normal course of its activities, the Company enters into relationships with various special purpose entities and other entities that are deemed to be variable interest entities (“VIEs”). A VIE is an entity that either (1) has equity investors that lack certain essential characteristics of a controlling financial interest (including the ability to control activities of the entity, the obligation to absorb the entity's expected losses and the right to receive the entity's expected residual returns) or (2) lacks sufficient equity to finance its own activities without financial support provided by other entities, which in turn would be expected to absorb at least some of the expected losses of the VIE.
	If the Company determines that it is the VIE's “primary beneficiary,” it consolidates the VIE. There are currently two models for determining whether or not the Company is the “primary beneficiary” of a VIE. The first relates to those VIEs that have the characteristics of an investment company and for which certain other conditions are true. These conditions are that (1) the Company does not have the implicit or explicit obligation to fund losses of the VIE and (2) the VIE is not a securitization entity, asset-backed financing entity or an entity that was formerly considered a qualified special-purpose entity. In this model the Company is the primary beneficiary if it stands to absorb a majority of the VIE's expected losses or to receive a majority of the VIE's expected residual returns and would be required to consolidate the VIE.
	For all other VIEs, the Company is the primary beneficiary if the Company has (1) the power to direct the activities of the VIE that most significantly impact the economic performance of the entity and (2) the obligation to absorb losses of the entity that could be potentially significant to the VIE or the right to receive benefits from the entity that could be potentially significant. If both conditions are present the Company would be required to consolidate the VIE.
	Consolidated Variable Interest Entities for which the Company is the Investment Manager
	The Company is the investment manager of certain asset-backed investment vehicles (commonly referred to as collateralized debt obligations, or “CDOs”) and certain other vehicles for which the Company earns fee income for investment management services, including certain investment structures in which the Company's asset management business invests with other co-investors in investment funds referred to as feeder funds. The Company sells or syndicates investments through these vehicles, principally as part of the strategic investing activity of the Company's asset management businesses. Additionally, the Company may invest in securities issued by these vehicles. CDOs raise capital by issuing debt securities, and use the proceeds to purchase investments, typically interest-bearing financial instruments. The Company analyzes these relationships to determine whether it has (1) the power to direct the activities of the VIE that most significantly impact the economic performance of the entity and (2) the obligation to absorb losses of the entity that could be potentially significant to the VIE or the right to receive benefits from the entity that could be potentially significant and thus is the primary beneficiary. This analysis includes a review of (1) the Company's rights and responsibilities as investment manager, (2) fees received by the Company and (3) other interests (if any) held by the Company. The Company is not required to provide, and has not provided, material financial or other support to any VIE for which it is the investment manager.
	The Company has determined that it is the primary beneficiary of certain VIEs for which it is the investment manager, including certain CDOs and other investment structures, as it meets both conditions listed above. The table below reflects the carrying amount and balance sheet caption in which the assets and liabilities of consolidated VIEs for which the Company is the investment manager are reported. The assets of these VIEs are restricted and must be used first to settle liabilities of the VIE. The creditors of these VIEs do not have recourse to the Company in excess of the assets contained within the VIE.
			September 30,		December 31,
			2013		2012
			(in millions)
	Fixed maturities, available-for-sale		$	81	$	87
	Other trading account assets			2,793		1,409
	Commercial mortgage and other loans			65		127
	Other long-term investments			0		22
	Cash and cash equivalents			150		9
	Accrued investment income			14		0
	Other assets			92		1
		Total assets of consolidated VIEs	$	3,195	$	1,655
	Notes issued by consolidated VIEs		$	2,423	$	1,577
	Other liabilities			208		0
		Total liabilities of consolidated VIEs	$	2,631	$	1,577
	As included in the table above, notes issued by consolidated VIEs are reported on the Consolidated Statements of Financial Position within “Notes issued by consolidated VIEs.” Recourse is limited to the assets of the respective VIE and does not extend to the general credit of Prudential Financial. As of September 30, 2013, the maturities of these obligations were over five years.
	The Company also consolidates a VIE whose beneficial interests are wholly-owned by consolidated subsidiaries. This VIE is not included in the table above and the Company does not currently intend to sell these beneficial interests to third parties.
	Other Consolidated Variable Interest Entities
	The Company is the primary beneficiary of certain VIEs in which the Company has invested, as part of its investment activities. These include structured investments issued by a VIE that manages yen-denominated investments coupled with cross-currency coupon swap agreements thereby creating synthetic dual currency investments. The Company's involvement in the structuring of these investments combined with its economic interest indicates that the Company is the primary beneficiary. The Company has not provided material financial or other support that was not contractually required to these VIEs. The table below reflects the carrying amount and balance sheet caption in which the assets and liabilities of consolidated VIEs for which the Company is not the investment manager are reported. The liabilities primarily comprise obligations under debt instruments issued by the VIEs that are non-recourse to the Company. The creditors of each consolidated VIE have recourse only to the assets of that VIE.
			September 30,		December 31,
			2013		2012
				(in millions)
	Fixed maturities, available-for-sale		$	116	$	115
	Fixed maturities, held-to-maturity			933		1,059
	Trading account assets supporting insurance liabilities			11		8
	Other long-term investments			64		53
	Accrued investment income			4		3
		Total assets of consolidated VIEs	$	1,128	$	1,238
	Other liabilities		$	1	$	1
		Total liabilities of consolidated VIEs	$	1	$	1
	In addition, not reflected in the table above, the Company has created a trust that is a VIE, to facilitate Prudential Insurance's Funding Agreement Notes Issuance Program (“FANIP”). The trust issues medium-term notes secured by funding agreements issued to the trust by Prudential Insurance with the proceeds of such notes. The trust is the beneficiary of an indemnity agreement with the Company that provides that the Company is responsible for costs related to the notes issued with limited exception. As a result, the Company has determined that it is the primary beneficiary of the trust, which is therefore consolidated.
	The funding agreements represent an intercompany transaction that is eliminated upon consolidation. However, in recognition of the security interest in such funding agreements, the trust's medium-term note liability, including accrued interest, of $2,057 million and $1,780 million at September 30, 2013 and December 31, 2012, respectively, is classified within “Policyholders' account balances.” Creditors of the trust have recourse to Prudential Insurance if the trust fails to make contractual payments on the medium-term notes. The Company has not provided material financial or other support to the trust that was not contractually required.
	Unconsolidated Variable Interest Entities
	The Company has determined that it is not the primary beneficiary of certain VIEs for which it is the investment manager, including certain CDOs and other investment structures, as it does not have both (1) the power to direct the activities of the VIE that most significantly impact the economic performance of the entity and (2) the obligation to absorb losses of the entity that could be potentially significant to the VIE or the right to receive benefits from the entity that could be potentially significant. The Company's maximum exposure to loss resulting from its relationship with unconsolidated VIEs for which it is the investment manager is limited to its investment in the VIEs, which was $530 million and $602 million at September 30, 2013 and December 31, 2012, respectively. These investments are reflected in “Fixed maturities, available-for-sale,” “Other trading account assets, at fair value” and “Other long-term investments.” The fair value of assets held within these unconsolidated VIEs was $9,059 million and $9,240 million as of September 30, 2013 and December 31, 2012, respectively. The Company provided a guarantee to an unconsolidated VIE under which it was exposed to potential losses in the amount of $64 million as of December 31, 2012. As of July 10, 2013, the Company is no longer providing this guarantee. There are no liabilities associated with these unconsolidated VIEs on the Company's balance sheet.
	In the normal course of its activities, the Company invests in joint ventures and limited partnerships. These ventures primarily include hedge funds, private equity funds and real estate-related funds and may or may not be VIEs. The Company's maximum exposure to loss on these investments, both VIEs and non-VIEs, is limited to the amount of its investment. The Company has determined that it is not required to consolidate these entities because either (1) it does not control them or (2) it does not have the obligation to absorb losses of the entities that could be potentially significant to the entities or the right to receive benefits from the entities that could be potentially significant. The Company classifies these investments as “Other long-term investments” and its maximum exposure to loss associated with these entities was $6,870 million and $6,873 million as of September 30, 2013 and December 31, 2012, respectively.
	In addition, in the normal course of its activities, the Company will invest in structured investments including VIEs for which it is not the investment manager. These structured investments typically invest in fixed income investments and are managed by third parties and include asset-backed securities, commercial mortgage-backed securities and residential mortgage-backed securities. The Company's maximum exposure to loss on these structured investments, both VIEs and non-VIEs, is limited to the amount of its investment. See Note 4 for details regarding the carrying amounts and classification of these assets. The Company has not provided material financial or other support that was not contractually required to these structures. The Company has determined that it is not the primary beneficiary of these structures due to the fact that it does not control these entities.
	Included among these structured investments are asset-backed securities issued by VIEs that manage investments in the European market. In addition to a stated coupon, each investment provides a return based on the VIE's portfolio of assets and related investment activity. The market value of these VIEs was approximately $2.0 billion and $2.1 billion as of September 30, 2013 and December 31, 2012, respectively, and these VIEs were financed primarily through the issuance of notes similar to those purchased by the Company. The Company generally accounts for these investments as available-for-sale fixed maturities containing embedded derivatives that are bifurcated and marked-to-market through “Realized investment gains (losses), net,” based upon the change in value of the underlying portfolio. The Company's variable interest in each of these VIEs represents less than 50% of the only class of variable interests issued by the VIE. The Company's maximum exposure to loss from these interests was $323 million and $314 million at September 30, 2013 and December 31, 2012, respectively, which includes the fair value of the embedded derivatives.

Closed_Block

Closed Block	9 Months Ended
	Sep. 30, 2013
Closed Block Disclosure [Abstract]	'
Closed Block Note Disclosure [Text Block]	'
	6.    CLOSED BLOCK
	On the date of demutualization, Prudential Insurance established a Closed Block for certain individual life insurance policies and annuities issued by Prudential Insurance in the U.S. The recorded assets and liabilities were allocated to the Closed Block at their historical carrying amounts. The Closed Block forms the principal component of the Closed Block Business.
	The policies included in the Closed Block are specified individual life insurance policies and individual annuity contracts that were in force on the effective date of the Plan of Reorganization and for which Prudential Insurance is currently paying or expects to pay experience-based policy dividends. Assets have been allocated to the Closed Block in an amount that has been determined to produce cash flows which, together with revenues from policies included in the Closed Block, are expected to be sufficient to support obligations and liabilities relating to these policies, including provision for payment of benefits, certain expenses, and taxes and to provide for continuation of the policyholder dividend scales in effect in 2000, assuming experience underlying such scales continues. To the extent that, over time, cash flows from the assets allocated to the Closed Block and claims and other experience related to the Closed Block are, in the aggregate, more or less favorable than what was assumed when the Closed Block was established, total dividends paid to Closed Block policyholders may be greater than or less than the total dividends that would have been paid to these policyholders if the policyholder dividend scales in effect in 2000 had been continued. Any cash flows in excess of amounts assumed will be available for distribution over time to Closed Block policyholders and will not be available to stockholders. If the Closed Block has insufficient funds to make guaranteed policy benefit payments, such payments will be made from assets outside of the Closed Block. The Closed Block will continue in effect as long as any policy in the Closed Block remains in force unless, with the consent of the New Jersey insurance regulator, it is terminated earlier.
	The excess of Closed Block Liabilities over Closed Block Assets at the date of the demutualization (adjusted to eliminate the impact of related amounts in AOCI) represented the estimated maximum future earnings at that date from the Closed Block expected to result from operations attributed to the Closed Block after income taxes. In establishing the Closed Block, the Company developed an actuarial calculation of the timing of such maximum future earnings. If actual cumulative earnings of the Closed Block from inception through the end of any given period are greater than the expected cumulative earnings, only the expected earnings will be recognized in income. Any excess of actual cumulative earnings over expected cumulative earnings will represent undistributed accumulated earnings attributable to policyholders, which are recorded as a policyholder dividend obligation. The policyholder dividend obligation represents amounts to be paid to Closed Block policyholders as an additional policyholder dividend unless otherwise offset by future Closed Block performance that is less favorable than originally expected. If the actual cumulative earnings of the Closed Block from its inception through the end of any given period are less than the expected cumulative earnings of the Closed Block, the Company will recognize only the actual earnings in income. However, the Company may reduce policyholder dividend scales, which would be intended to increase future actual earnings until the actual cumulative earnings equaled the expected cumulative earnings.
	As of September 30, 2013 and December 31, 2012, the Company recognized a policyholder dividend obligation of $955 million and $885 million, respectively, to Closed Block policyholders for the excess of actual cumulative earnings over the expected cumulative earnings. Additionally, accumulated net unrealized investment gains that have arisen subsequent to the establishment of the Closed Block were reflected as a policyholder dividend obligation of $3,641 million and $5,478 million at September 30, 2013 and December 31, 2012, respectively, to be paid to Closed Block policyholders unless offset by future experience, with an offsetting amount reported in AOCI. See the table below for changes in the components of the policyholder dividend obligation for the nine months ended September 30, 2013.
	Closed Block Liabilities and Assets designated to the Closed Block, as well as maximum future earnings to be recognized from Closed Block Liabilities and Closed Block Assets, are as follows:
								September 30,		December 31,
								2013		2012
								(in millions)
	Closed Block Liabilities
		Future policy benefits						$	50,321	$	50,839
		Policyholders' dividends payable							923		887
		Policyholders' dividend obligation							4,596		6,363
		Policyholders' account balances							5,370		5,426
		Other Closed Block liabilities							4,586		3,366
			Total Closed Block Liabilities						65,796		66,881
	Closed Block Assets
		Fixed maturities, available-for-sale, at fair value							39,714		41,980
		Other trading account assets, at fair value							231		224
		Equity securities, available-for-sale, at fair value							3,496		3,225
		Commercial mortgage and other loans							8,874		8,747
		Policy loans							5,036		5,120
		Other long-term investments							2,037		2,094
		Short-term investments							1,993		1,194
			Total investments						61,381		62,584
		Cash and cash equivalents							480		511
		Accrued investment income							576		550
		Other Closed Block assets							411		262
			Total Closed Block Assets						62,848		63,907
	Excess of reported Closed Block Liabilities over Closed Block Assets								2,948		2,974
	Portion of above representing accumulated other comprehensive income:
			Net unrealized investment gains (losses)						3,640		5,467
			Allocated to policyholder dividend obligation						-3,641		-5,478
	Future earnings to be recognized from Closed Block Assets and Closed Block Liabilities							$	2,947	$	2,963
			Information regarding the policyholder dividend obligation is as follows:
									Nine Months Ended
									30-Sep-13
									(in millions)
	Balance, January 1							$	6,363
		Impact from earnings allocable to policyholder dividend obligation							70
		Change in net unrealized investment gains (losses) allocated to policyholder dividend
			obligation						-1,837
	Balance, September 30							$	4,596
			Closed Block revenues and benefits and expenses for the three and nine months ended September 30, 2013 and 2012 were as
	follows:
					Three Months Ended			Nine Months Ended
					September 30,			September 30,
					2013		2012	2013		2012
					(in millions)
	Revenues
		Premiums		$	629	$	646	$	1,987	$	2,060
		Net investment income			678		710		2,099		2,177
		Realized investment gains (losses), net			208		74		284		220
		Other income			25		15		40		14
			Total Closed Block revenues		1,540		1,445		4,410		4,471
	Benefits and Expenses
		Policyholders' benefits			774		776		2,459		2,565
		Interest credited to policyholders' account balances			34		34		102		103
		Dividends to policyholders			557		478		1,468		1,454
		General and administrative expenses			116		122		353		372
			Total Closed Block benefits and expenses		1,481		1,410		4,382		4,494
	Closed Block revenues, net of Closed Block benefits and expenses,
		before income taxes and discontinued operations			59		35		28		-23
Income tax benefit				53		29		12		-36
Closed Block revenues, net of Closed Block benefits and expenses
	and income taxes, before discontinued operations			6		6		16		13
Income (loss) from discontinued operations, net of taxes				0		-1		0		-2
Closed Block revenues, net of Closed Block benefits and
	expenses, income taxes and discontinued operations		$	6	$	5	$	16	$	11

ShortTerm_and_LongTerm_Debt

Short-Term and Long-Term Debt

9 Months Ended

Sep. 30, 2013

Short-Term and Long-Term Debt

'

Short-Term and Long-Term Debt

'

9. SHORT-TERM AND LONG-TERM DEBT

Short-term Debt

The table below presents the Company's short-term debt as of the dates indicated:

September 30,

December 31,

2013

2012

(in millions)

Commercial paper:

Prudential Financial

$

185

$

113

Prudential Funding, LLC

804

359

Subtotal commercial paper

989

472

Other notes payable(1)

100

100

Current portion of long-term debt(2)

2,029

1,912

Total short-term debt(3)

$

3,118

$

2,484

Supplemental short-term debt information:

Portion of commercial paper borrowings due overnight

$

319

$

156

Daily average commercial paper outstanding

$

1,291

$

1,194

Weighted average maturity of outstanding commercial paper, in days

27

21

Weighted average interest rate on outstanding short-term debt(4)

0.19

%

0.28

%

Includes collateralized borrowings from the Federal Home Loan Bank of New York of $100 million at both September 30, 2013 and December 31, 2012, discussed in more detail below.

Includes limited and non-recourse borrowings of Prudential Holdings, LLC attributable to the Closed Block Business of $75 million at both September 30, 2013 and December 31, 2012.

Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.

Excludes the current portion of long-term debt.

Commercial Paper

Prudential Financial has a commercial paper program with an authorized capacity of $3.0 billion. Prudential Financial commercial paper borrowings generally have been used to fund the working capital needs of Prudential Financial and its subsidiaries.

Prudential Funding, LLC (“Prudential Funding”), a wholly-owned subsidiary of Prudential Insurance, has a commercial paper program with an authorized capacity of $7.0 billion. Prudential Funding commercial paper borrowings generally have served as an additional source of financing to meet the working capital needs of Prudential Insurance and its subsidiaries. Prudential Funding also lends to other subsidiaries of Prudential Financial up to limits agreed with the New Jersey Department of Banking and Insurance, or NJDOBI. Prudential Funding maintains a support agreement with Prudential Insurance whereby Prudential Insurance has agreed to maintain Prudential Funding's tangible net worth at a positive level. Additionally, Prudential Financial has issued a subordinated guarantee covering Prudential Funding's commercial paper program.

Federal Home Loan Bank of New York

Prudential Insurance is a member of the Federal Home Loan Bank of New York or FHLBNY. Membership allows Prudential Insurance access to the FHLBNY's financial services, including the ability to obtain collateralized loans and to issue collateralized funding agreements. Under applicable law, the funding agreements issued to the FHLBNY have priority claim status above debt holders of Prudential Insurance. FHLBNY borrowings and funding agreements are collateralized by qualifying mortgage-related assets or U.S. Treasury securities, the fair value of which must be maintained at certain specified levels relative to outstanding borrowings. FHLBNY membership requires Prudential Insurance to own member stock and borrowings require the purchase of activity-based stock in an amount equal to 4.5% of outstanding borrowings. Under FHLBNY guidelines, if Prudential Insurance's financial strength ratings decline below A/A2/A Stable by S&P/Moody's/Fitch, respectively, and the FHLBNY does not receive written assurances from the NJDOBI regarding Prudential Insurance's solvency, new borrowings from the FHLBNY would be limited to a term of 90 days or less. Currently there are no restrictions on the term of borrowings from the FHLBNY.

NJDOBI permits Prudential Insurance to pledge collateral to the FHLBNY in an amount of up to 5% of its prior year-end statutory net admitted assets, excluding separate account assets. Based on Prudential Insurance's statutory net admitted assets as of December 31, 2012, the 5% limitation equates to a maximum amount of pledged assets of $8.1 billion and an estimated maximum borrowing capacity (after taking into account required collateralization levels and purchases of activity-based stock) of approximately $6.7 billion, of which $2.3 billion was outstanding. Nevertheless, FHLBNY borrowings are subject to the FHLBNY's discretion and to the availability of qualifying assets at Prudential Insurance.

As of September 30, 2013, Prudential Insurance had pledged qualifying assets with a fair value of $2.8 billion that supported outstanding collateralized advances and collateralized funding agreements. As of September 30, 2013, $100 million of the FHLBNY outstanding advances is reflected in “Short-term debt” and matures in December 2013 and $280 million is in “Long-term debt” and matures in December 2015. Outstanding collateralized funding agreements, which totaled $1,947 million at September 30, 2013, are included in “Policyholders' account balances.” The fair value of qualifying assets that were available to Prudential Insurance but not pledged amounted to $3.0 billion as of September 30, 2013.

Federal Home Loan Bank of Boston

Prudential Retirement Insurance and Annuity Company, or PRIAC, is a member of the Federal Home Loan Bank of Boston or FHLBB. Membership allows PRIAC access to collateralized advances which will be classified in “Short-term debt” or “Long-term debt,” depending on the maturity date of the obligation. PRIAC's membership in FHLBB requires the ownership of member stock and borrowings from FHLBB require the purchase of activity-based stock in an amount between 3.0% and 4.5% of outstanding borrowings depending on the maturity date of the obligation. As of September 30, 2013, PRIAC had no advances outstanding under the FHLBB facility.

The Connecticut Department of Insurance, or CTDOI, permits PRIAC to pledge up to $2.2 billion in qualifying assets to secure FHLBB borrowings through December 31, 2013. PRIAC must seek re-approval from CTDOI prior to borrowing additional funds after that date. Based on available eligible assets as of September 30, 2013, PRIAC had an estimated maximum borrowing capacity, after taking into consideration required collateralization levels and required purchases of activity-based FHLBB stock, of approximately $1.6 billion.

Credit Facilities

As of September 30, 2013, Prudential Financial and Prudential Funding maintained an aggregate of $3,750 million of unsecured committed credit facilities consisting of a $2,000 million five-year facility expiring in December 2016 that has Prudential Financial as borrower and a $1,750 million three-year facility expiring in December 2014 that has both Prudential Financial and Prudential Funding as borrowers. Each of the facilities may be used for general corporate purposes, including as backup liquidity for the Company's commercial paper programs discussed above. As of September 30, 2013, there were no outstanding borrowings under either credit facility. Prudential Financial expects that it may continue to borrow under the five-year credit facility from time to time to fund its working capital needs and those of its subsidiaries. In addition, up to $300 million of the five-year facility may be drawn in the form of standby letters of credit that can be used to meet the Company's operating needs.

The credit facilities contain representations and warranties, covenants and events of default that are customary for facilities of this type; however, borrowings under the facilities are not contingent on the Company's credit ratings nor subject to material adverse change clauses. Borrowings under the credit facilities are conditioned on the continued satisfaction of other customary conditions, including the maintenance at all times of consolidated net worth, relating to the Company's Financial Services Businesses only, of at least $18.985 billion, which for this purpose is calculated as U.S. GAAP equity, excluding AOCI and excluding equity of noncontrolling interests. As of September 30, 2013, the consolidated net worth of the Company's Financial Services Businesses exceeded the minimum amount required to borrow under the credit facilities.

Long-term Debt

Surplus Notes

During 2011 and 2012, a captive reinsurance subsidiary of Prudential Insurance entered into agreements providing for the issuance and sale of up to $1.5 billion of ten-year fixed rate surplus notes. At September 30, 2013, $1,250 million of surplus notes were outstanding under these agreements, an increase of $250 million from December 31, 2012. Under these agreements, the subsidiary received debt securities, with a principal amounts equal to the surplus notes issued. Because valid rights of set-off exist, interest and principal payments on the surplus notes and on the debt securities are settled on a net basis, and the surplus notes are reflected in the Company's total consolidated borrowings on a net basis.

Senior Notes

Medium-term notes. Prudential Financial maintains a Medium-term Notes, Series D program under its shelf registration statement with an authorized issuance capacity of $20 billion. As of September 30, 2013, the outstanding balance of medium-term notes under this program was $12.7 billion, a decrease of $0.5 billion from December 31, 2012, due to maturities of $1.6 billion offset by $1.1 billion of issuances, as presented in the following table.

Issue Date

Principal Amount

Interest Rate

Maturity Date

(in millions)

15-Aug-13

$

350

2.30%

15-Aug-18

15-Aug-13

$

350

LIBOR + 0.78%

15-Aug-18

15-Aug-13

$

350

5.10%

15-Aug-43

Retail medium-term notes. Prudential Financial maintains a retail medium-term notes program, including the InterNotes® program, under its shelf registration statement with an authorized issuance capacity of $5.0 billion. As of September 30, 2013, the outstanding balance of retail notes was $294 million. This represents a decrease of $613 million from December 31, 2012, primarily due to the Company's redemption of $462 million of notes during the second quarter with an average interest rate of approximately 6.0%.

Junior Subordinated Notes

Prudential Financial's junior subordinated notes outstanding are considered hybrid securities that receive enhanced equity treatment from the rating agencies. Junior subordinated notes outstanding, along with their key terms, are as follows:

Initial

Optional

Interest Rate

Principal

Interest

Investor

Redemption

Subsequent to Optional

Scheduled

Final

Issue Date

Amount

Rate

Type

Date (1)

Redemption Date

Maturity Date

Maturity Date

(in millions)

Jun-08

$

600

8.88%

Institutional

6/15/18

LIBOR + 5.00%

6/15/38

6/15/68

Aug-12

$

1,000

5.88%

Institutional

9/15/22

LIBOR + 4.175%

n/a

9/15/42

Nov-12

$

1,500

5.63%

Institutional

6/15/23

LIBOR + 3.920%

n/a

6/15/43

Dec-12

$

575

5.75%

Retail

12/4/17

5.75%

n/a

12/15/52

Mar-13

$

710

5.70%

Retail

3/15/18

5.70%

n/a

3/15/53

Mar-13

$

500

5.20%

Institutional

3/15/24

LIBOR + 3.040%

n/a

3/15/44

Represents the initial date on which the notes can be redeemed at par solely at the option of the Company, subject in the case of the 8.875% notes to compliance with the replacement capital covenant described below.

Prudential Financial has the right to defer interest payments on these notes for specified periods, typically 5-10 years without resulting in a default, during which time interest will be compounded. On or after the optional redemption dates, Prudential Financial may redeem the notes at par plus accrued and unpaid interest. Prior to those optional redemption dates, redemptions generally are subject to a make-whole price; however, the Company may redeem the notes prior to these dates at par upon the occurrence of certain events, such as, for the notes issued in 2012 and 2013, a future change in the regulatory capital treatment of the notes with respect to the Company. In June 2013, Prudential Financial redeemed all of its $920 million 9.0% Junior Subordinated Notes due 2068.

As of September 30, 2013, the Company was in compliance with all debt covenants related to its short-term and long-term debt.

Equity

Equity	9 Months Ended
	Sep. 30, 2013
Equity	'
Equity	'
	7.   EQUITY
	The Company has outstanding two classes of common stock: the Common Stock and the Class B Stock. The changes in the
	number of shares issued, held in treasury and outstanding are as follows for the periods indicated:
			Common Stock						Class B Stock
					Held In				Issued and
			Issued		Treasury		Outstanding		Outstanding
			(in millions)
	Balance, December 31, 2012		660.1		197.1		463			2
	Common Stock issued		0		0		0			0
	Common Stock acquired		0		7.1		-7.1			0
	Stock-based compensation programs (1)		0		-6		6			0
	Balance, September 30, 2013		660.1		198.2		461.9			2
	Represents net shares issued from treasury pursuant to the Company's stock-based compensation program.
	In June 2012, Prudential Financial's Board of Directors authorized the Company to repurchase at management's discretion up to $1.0 billion of its outstanding Common Stock through June 2013. Under this authorization, 6.6 million shares of the Company's common stock were repurchased at a total cost of $400 million, of which 3.9 million shares were repurchased in the first six months of 2013 at a total cost of $250 million.
	In June 2013, Prudential Financial's Board of Directors authorized the Company to repurchase at management's discretion up to $1.0 billion of its outstanding Common Stock from July 1, 2013 through June 30, 2014. As of September 30, 2013, 3.2 million shares of the Company's Common Stock were repurchased under this authorization at a total cost of $250 million. The timing and amount of share repurchases are determined by management based upon market conditions and other considerations, and repurchases may be effected in the open market, through derivative, accelerated repurchase and other negotiated transactions and through prearranged trading plans complying with Rule 10b5-1(c) under the Exchange Act. Numerous factors could affect the timing and amount of any future repurchases under the share repurchase authorization, including increased capital needs of the Company due to changes in regulatory capital requirements, opportunities for growth and acquisitions, and the effect of adverse market conditions on the segments.
	Accumulated Other Comprehensive Income (Loss)
	The balance of and changes in each component of “Accumulated other comprehensive income (loss) attributable to Prudential Financial, Inc.” for the nine months ended September 30, 2013 and 2012 are as follows:
				Accumulated Other Comprehensive Income (Loss) Attributable to Prudential Financial, Inc.
				Foreign Currency Translation Adjustment			Net Unrealized Investment Gains (Losses) (1)			Pension and Postretirement Unrecognized Net Periodic Benefit (Cost)			Total Accumulated Other Comprehensive Income (Loss)
				(in millions)
	Balance, December 31, 2012			$	928		$	11,402		$	-2,116		$	10,214
	Change in other comprehensive income
		before reclassifications			-1,160			-2,754			26			-3,888
	Amounts reclassified from AOCI				0			-1,065			94			-971
	Income tax benefit (expense)				328			1,259			-43			1,544
	Balance, September 30, 2013			$	96		$	8,842		$	-2,039		$	6,899
				Accumulated Other Comprehensive Income (Loss) Attributable to Prudential Financial, Inc.
				Foreign Currency Translation Adjustment			Net Unrealized Investment Gains (Losses) (1)			Pension and Postretirement Unrecognized Net Periodic Benefit (Cost)			Total Accumulated Other Comprehensive Income (Loss)
				(in millions)
	Balance, December 31, 2011			$	1,107		$	5,805		$	-1,667		$	5,245
	Change in component during period (2)				134			4,000			68			4,202
	Balance, September 30, 2012			$	1,241		$	9,805		$	-1,599		$	9,447
	Includes cash flow hedges of $(355) million and $(257) million as of September 30, 2013 and December 31, 2012, respectively, and $(126) million and $(86) million as of September 30, 2012 and December 31, 2011, respectively.
	Net of taxes.
	Reclassifications out of Accumulated Other Comprehensive Income (Loss)
								Three Months			Nine Months
								Ended			Ended			Affected line item in Consolidated
								30-Sep-13			30-Sep-13			Statements of Operations
								(in millions)
	Amounts reclassified from AOCI (1)(2):
	Foreign currency translation adjustment:
		Foreign currency translation adjustment						$	0		$	0		Realized investment gains (losses), net
		Foreign currency translation adjustment							0			0		Other income
			Total foreign currency translation adjustment						0			0
	Net unrealized investment gains (losses):
		Cash flow hedges - Interest Rate							-6			-18		-3
		Cash flow hedges - Currency/Interest rate							-21			-65		-3
		Net unrealized investment gains (losses)
		on available-for-sale securities							568			1,082
		Net unrealized investment gains (losses) - all other							0			66
			Total net unrealized investment gains (losses)						541			1,065		-4
	Amortization of defined benefit pension items:
		Prior service cost							6			17		-5
		Actuarial gain (loss)							-37			-111		-5
		Transition obligation							0			0		-5
			Total amortization of defined benefit
				pension items					-31			-94
					Total reclassifications for the period			$	510		$	971
	All amounts are shown before tax.
	Positive amounts indicate gains/benefits reclassified out of AOCI. Negative amounts indicate losses/costs reclassified out of AOCI.
	See Note 14 for additional information on cash flow hedges.
	See table below for additional information on unrealized investment gains (losses), including the impact on deferred policy acquisition and other costs, future policy benefits and policyholders' dividends.
	See Note 10 for information on employee benefit plans.
Net Unrealized Investment Gains (Losses)
Net unrealized investment gains and losses on securities classified as available-for-sale and certain other long-term investments and other assets are included in the Company's Unaudited Interim Consolidated Statements of Financial Position as a component of AOCI. Changes in these amounts include reclassification adjustments to exclude from “Other comprehensive income (loss)” those items that are included as part of “Net income” for a period that had been part of “Other comprehensive income (loss)” in earlier periods. The amounts for the periods indicated below, split between amounts related to fixed maturity securities on which an OTTI loss has been recognized, and all other net unrealized investment gains and losses, are as follows:
Net Unrealized Investment Gains and Losses on Fixed Maturity Securities on which an OTTI loss has been recognized
								Deferred
								Policy
								Acquisition										Accumulated
								Costs,										Other
								Deferred										Comprehensive
					Net			Sales										Income (Loss)
					Unrealized			Inducements,								Deferred		Related To Net
					Gains (Losses)			and Value			Future					Income Tax		Unrealized
					on			of Business			Policy			Policyholders'		(Liability)		Investment
					Investments			Acquired			Benefits			Dividends		Benefit		Gains (Losses)
					(in millions)
Balance, December 31, 2012					$	-194		$	3		$	3		$	139	$	18	$	-31
Net investment gains (losses) on
	investments arising during the
	period					192											-67		125
Reclassification adjustment for (gains)
	losses included in net income					46											-16		30
Reclassification adjustment for OTTI
	losses excluded from net income(1)					-7											2		-5
Impact of net unrealized investment
	(gains) losses on deferred policy
	acquisition costs, deferred sales
	inducements and value of
	business acquired								-5								2		-3
Impact of net unrealized investment
	(gains) losses on future policy
	benefits											0					0		0
Impact of net unrealized investment
	(gains) losses on policyholders'
	dividends														-97		34		-63
Balance, September 30, 2013					$	37		$	-2		$	3		$	42	$	-27	$	53
Represents “transfers in” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.
All Other Net Unrealized Investment Gains and Losses in AOCI
								Deferred
								Policy
								Acquisition										Accumulated
								Costs,										Other
								Deferred										Comprehensive
					Net			Sales										Income (Loss)
					Unrealized			Inducements,								Deferred		Related To Net
					Gains (Losses)			and Value			Future					Income Tax		Unrealized
					on			of Business			Policy			Policyholders'		(Liability)		Investment
					Investments(1)			Acquired			Benefits			Dividends		Benefit		Gains (Losses)
					(in millions)
Balance, December 31, 2012					$	25,151		$	-1,228		$	-1,144		$	-5,627	$	-5,719	$	11,433
Net investment gains (losses) on
	investments arising during the
	period					-5,783											1,947		-3,836
Reclassification adjustment for (gains)
	losses included in net income					-1,111											389		-722
Reclassification adjustment for OTTI
	losses excluded from net income(2)					7											-2		5
Impact of net unrealized investment
	(gains) losses on deferred policy
	acquisition costs, deferred sales
	inducements and value of
	business acquired								638								-223		415
Impact of net unrealized investment
	(gains) losses on future policy
	benefits											363					-128		235
Impact of net unrealized investment
	(gains) losses on policyholders'
	dividends														1,936		-677		1,259
Balance, September 30, 2013					$	18,264		$	-590		$	-781		$	-3,691	$	-4,413	$	8,789
Includes cash flow hedges. See Note 14 for information on cash flow hedges.
Represents “transfers out” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.

Earnings_Per_Share

Earnings Per Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share	'
Earnings Per Share	'
	8.    EARNINGS PER SHARE
	The Company has outstanding two separate classes of common stock. The Common Stock reflects the performance of the Financial Services Businesses and the Class B Stock reflects the performance of the Closed Block Business. Accordingly, earnings per share is calculated separately for each of these two classes of common stock.
	Net income for the Financial Services Businesses and the Closed Block Business is determined in accordance with U.S. GAAP and includes general and administrative expenses charged to each of the respective businesses based on the Company's methodology for the allocation of such expenses. Cash flows between the Financial Services Businesses and the Closed Block Business related to administrative expenses are determined by a policy servicing fee arrangement that is based upon insurance and policies in force and statutory cash premiums. To the extent reported administrative expenses vary from these cash flow amounts, the differences are recorded, on an after tax basis, as direct equity adjustments to the equity balances of the businesses.
	The direct equity adjustments modify the earnings available to each of the classes of common stock for earnings per share purposes.
	Common Stock
	A reconciliation of the numerators and denominators of the basic and diluted per share computations is as follows:
			Three Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
				(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses	$	992				$	-601
	Direct equity adjustment			2					4
	Less: Income attributable to noncontrolling
		interests		19					25
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards		9					0
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	966	462.6	$	2.09	$	-622	464.4	$	-1.34
	Effect of dilutive securities and compensation
		programs(1)
	Add: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Basic	$	9				$	0
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Diluted		9					0
	Stock options				3.4					0
	Deferred and long-term compensation programs				0.7					0
	Exchangeable Surplus Notes			4	5.3				0	0
	Diluted earnings per share(1)
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	970	472	$	2.06	$	-622	464.4	$	-1.34
			Nine Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
				(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses	$	-179				$	679
	Direct equity adjustment			7					20
	Less: Income attributable to noncontrolling
		interests		96					51
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards		6					6
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	-274	463.7	$	-0.59	$	642	466.6	$	1.38
	Effect of dilutive securities and compensation
		programs(1) (2)
	Add: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Basic	$	6				$	6
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
	awards - Diluted		6					6
Stock options				0					2.1
Deferred and long-term compensation programs				0					0.5
Exchangeable Surplus Notes			0	0				0	0
Diluted earnings per share(1) (2)
Income (loss) from continuing operations attributable
	to the Financial Services Businesses available to
	holders of Common Stock after direct equity
	adjustment	$	-274	463.7	$	-0.59	$	642	469.2	$	1.37
For the three months ended September 30, 2012 and the nine months ended September 30, 2013, weighted average shares for basic earnings per share is also used for calculating diluted earnings per share because dilutive shares and dilutive earnings per share are not applicable when a loss from continuing operations is reported. As a result of the loss from continuing operations available to holders of Common Stock after direct equity adjustment for the three months ended September 30, 2012 and the nine months ended September 30, 2013, all potential stock options and compensation programs were considered antidilutive.
For the nine months ended September 30, 2012, weighted average shares used for calculating diluted earnings per share excludes the potential shares that would be issued related to the exchangeable surplus notes since the hypothetical impact of these shares was antidilutive. In calculating diluted earnings per share under the if-converted method, the potential shares that would be issued related to the exchangeable surplus notes assuming a hypothetical exchange, weighted for the period the notes are outstanding, is added to the denominator, and interest expense, net of tax, is added to the numerator, if the overall effect is dilutive.
Unvested share-based payment awards that contain nonforfeitable rights to dividends are participating securities and included in the computation of earnings per share pursuant to the two-class method. Under this method, earnings of the Financial Services Businesses attributable to Prudential Financial, Inc. are allocated between Common Stock and the participating awards, as if the awards were a second class of stock. For the three months ended September 30, 2012 and the nine months ended September 30, 2013, undistributed earnings were not allocated to participating unvested share-based payment awards as these awards do not participate in losses. Undistributed earnings allocated to participating unvested share-based payment awards for the three months ended September 30, 2013 were based on 4.4 million and the nine months ended September 30, 2012 were based on 4.7 million of such awards, respectively, weighted for the period they were outstanding. The computation of earnings per share of Common Stock excludes the dilutive impact of participating unvested share-based awards based on the application of the two-class method.
Options and shares related to deferred and long-term compensation programs that are considered antidilutive are excluded from the computation of dilutive earnings per share. For the three months ended September 30, 2013, 2.2 million options, with a weighted average exercise price of $88.63 per share were considered antidilutive. For the nine months ended September 30, 2013, 19.6 million options and 5.2 million shares related to deferred and long-term compensation programs, weighted for the portion of the period they were outstanding, were considered antidilutive, of which 11.4 million options and 5.2 million shares were antidilutive due to the loss from continuing operations available to holders of Common Stock after direct equity adjustment. The remaining 8.2 million options, with a weighted average exercise price of $72.33 per share were considered antidilutive based on application of the treasury stock method. For the three months ended September 30, 2012, 20.1 million options and 5.1 million shares related to deferred and long-term compensation programs, weighted for the portion of the period they were outstanding, were considered antidilutive, of which 6.1 million options and 5.1 million shares are antidilutive due to the loss from continuing operations available to holders of Common Stock after direct equity adjustment. The remaining 14.0 million options, with a weighted average exercise price of $68.97 per share were considered antidilutive based on application of the treasury stock method. For the nine months ended September 30, 2012, 13.1 million options, with a weighted average exercise price of $70.11 per share were considered antidilutive based on application of the treasury stock method.
In September 2009, the Company issued $500 million of surplus notes with an interest rate of 5.36% per annum which are exchangeable at the option of the note holders for shares of Common Stock. The initial exchange rate for the surplus notes was 10.1235 shares of Common Stock per each $1,000 principal amount of surplus notes, which represents an initial exchange price per share of Common Stock of $98.78; however, the exchange rate is subject to customary anti-dilution adjustments. In calculating diluted earnings per share under the if-converted method, the potential shares that would be issued assuming a hypothetical exchange, weighted for the period the notes are outstanding, are added to the denominator, and interest expense, net of tax, is added to the numerator, if the overall effect is dilutive.
Class B Stock
Income from continuing operations per share of Class B Stock for the three and nine months ended September 30 are presented below. There are no potentially dilutive shares associated with the Class B Stock.
		Three Months Ended September 30,
		2013					2012
		Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
		(in millions, except per share amounts)
Basic earnings per share
Income (loss) from continuing operations
	attributable to the Closed Block Business	$	61				$	44
Less: Direct equity adjustment			2					4
Income (loss) from continuing operations
	attributable to the Closed Block Business
	available to holders of Class B Stock after direct
	equity adjustment	$	59	2	$	29.5	$	40	2	$	20
		Nine Months Ended September 30,
		2013					2012
		Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
		(in millions, except per share amounts)
Basic earnings per share
Income (loss) from continuing operations
	attributable to the Closed Block Business	$	79				$	61
Less: Direct equity adjustment			7					20
Income (loss) from continuing operations
	attributable to the Closed Block Business
	available to holders of Class B Stock after direct
	equity adjustment	$	72	2	$	36	$	41	2	$	20.5

Employee_Benefit_Plans

Employee Benefit Plans	9 Months Ended
	Sep. 30, 2013
Employee Benefit Plans	'
Employee Benefit Plans	'
	10.    EMPLOYEE BENEFIT PLANS
	Pension and Other Postretirement Plans
	The Company has funded and non-funded contributory and non-contributory defined benefit pension plans, which cover substantially all of its employees. For some employees, benefits are based on final average earnings and length of service, while benefits for other employees are based on an account balance that takes into consideration age, service and earnings during their career.
	The Company provides certain health care and life insurance benefits for its retired employees, their beneficiaries and covered dependents (“other postretirement benefits”). The health care plan is contributory; the life insurance plan is non-contributory. Substantially all of the Company's U.S. employees may become eligible to receive other postretirement benefits if they retire after age 55 with at least 10 years of service or under certain circumstances after age 50 with at least 20 years of continuous service.
	Net periodic (benefit) cost included in “General and administrative expenses” includes the following components:
		Three Months Ended September 30,
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
			(in millions)
	Components of net periodic (benefit) cost
	Service cost	$	62	$	61	$	4	$	4
	Interest cost		109		118		23		25
	Expected return on plan assets		-192		-203		-22		-22
	Amortization of prior service cost		-3		3		-3		-3
	Amortization of actuarial (gain) loss, net		23		12		14		14
	Special termination benefits		0		5		0		0
	Net periodic (benefit) cost	$	-1	$	-4	$	16	$	18
		Nine Months Ended September 30,
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
			(in millions)
	Service cost	$	189	$	182	$	12	$	11
	Interest cost		328		355		67		76
	Expected return on plan assets		-576		-607		-64		-66
	Amortization of prior service cost		-8		10		-9		-9
	Amortization of actuarial (gain) loss, net		69		34		42		41
	Special termination benefits		2		7		0		0
	Net periodic (benefit) cost	$	4	$	-19	$	48	$	53
	During the nine months ended September 30, 2013, the Company made cash contributions of $160 million to the pension plans and anticipates making an additional $20 million of cash contributions during the remainder of 2013.

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	12.    INCOME TAXES
	The Company's liability for income taxes includes the liability for unrecognized tax benefits, interest and penalties which relate to tax years still subject to review by the Internal Revenue Service (“IRS”) or other taxing authorities. Audit periods remain open for review until the statute of limitations has passed. Generally, for tax years which produce net operating losses, capital losses or tax credit carryforwards (“tax attributes”), the statute of limitations does not close, to the extent of these tax attributes, until the expiration of the statute of limitations for the tax year in which they are fully utilized. The completion of review or the expiration of the statute of limitations for a given audit period could result in an adjustment to the liability for income taxes. The statute of limitations for the 2004 through 2006 tax years will expire in March 2014, unless extended. The statute of limitations for the 2007 through 2009 tax years will expire in December 2014, unless extended. Tax years 2010 through 2012 are still open for IRS examination.
	The Company does not anticipate any significant changes within the next 12 months to its total unrecognized tax benefits related to tax years for which the statute of limitations has not expired.
	The dividends received deduction (“DRD”) reduces the amount of dividend income subject to U.S. tax and is a significant component of the difference between the Company's effective tax rate and the federal statutory tax rate of 35%. The DRD for the current period was estimated using information from 2012, current year results, and was adjusted to take into account the current year's equity market performance. The actual current year DRD can vary from the estimate based on factors such as, but not limited to, changes in the amount of dividends received that are eligible for the DRD, changes in the amount of distributions received from mutual fund investments, changes in the account balances of variable life and annuity contracts, and the Company's taxable income before the DRD.
	In August 2007, the IRS released Revenue Ruling 2007-54, which included, among other items, guidance on the methodology to be followed in calculating the DRD related to variable life insurance and annuity contracts. In September 2007, the IRS released Revenue Ruling 2007-61. Revenue Ruling 2007-61 suspended Revenue Ruling 2007-54 and informed taxpayers that the U.S. Treasury Department and the IRS intend to address through new guidance the issues considered in Revenue Ruling 2007-54, including the methodology to be followed in determining the DRD related to variable life insurance and annuity contracts. In May 2010, the IRS issued an Industry Director Directive (“IDD”) confirming that the methodology for calculating the DRD set forth in Revenue Ruling 2007-54 should not be followed. The IDD also confirmed that the IRS guidance issued before Revenue Ruling 2007-54, which guidance the Company relied upon in calculating its DRD, should be used to determine the DRD. For the last several years, the revenue proposals included in the Obama Administration's budgets included a proposal that would change the method used to determine the amount of the DRD. A change in the DRD, including the possible retroactive or prospective elimination of this deduction through guidance or legislation, could increase actual tax expense and reduce the Company's consolidated net income. These activities had no impact on the Company's results in 2012 or first nine months of 2013.
	For tax years 2007 through 2013, the Company is participating in the IRS's Compliance Assurance Program (“CAP”). Under CAP, the IRS assigns an examination team to review completed transactions contemporaneously during these tax years in order to reach agreement with the Company on how they should be reported in the tax returns. If disagreements arise, accelerated resolutions programs are available to resolve the disagreements in a timely manner before the tax returns are filed. It is management's expectation this program will shorten the time period between the filing of the Company's federal income tax returns and the IRS's completion of its examination of the returns.
	Total income tax expense includes additional tax expense related to the utilization of deferred tax assets recorded in the Statement of Financial Position as of the acquisition date for Prudential Gibraltar Financial Life Insurance Company, Ltd. (“Prudential Gibraltar”) and the Star and Edison Businesses. The balance of additional U.S. GAAP tax expense related to the utilization of opening balance sheet deferred tax assets is as follows:
				Prudential Gibraltar		Star and Edison Businesses		Total
				(in millions)
	Opening balance sheet deferred tax assets after valuation allowance that will result
		in additional tax expense		$	56	$	678	$	734
	Additional tax expense (benefit) recognized in the Statement of Operations:
		2009			13		0		13
		2010			6		0		6
		2011			-29		252		223
		2012			51		333		384
		Nine months 2013			15		93		108
			Subtotal		56		678		734
	Additional tax expense (benefit) recognized in Other Comprehensive Income				0		0		0
	Unrecognized balance of additional tax expense			$	0	$	0	$	0
	On January 1, 2012, the Star and Edison Businesses merged into Gibraltar Life. The majority of additional U.S. tax expense recognized in 2012 is a result of the merger. During 2013, the Company changed its repatriation assumption for Gibraltar Life and Prudential Gibraltar. As a result, the Company recorded an additional U.S. tax expense of $108 million in the first nine months of 2013.

Fair_Value_of_Assets_and_Liabi

Fair Value of Assets and Liabilities	9 Months Ended
	Sep. 30, 2013
Fair Value of Assets and Liabilities [Abstract]	'
Fair Value of Assets and Liabilities	'
	13.    FAIR VALUE OF ASSETS AND LIABILITIES
	Fair Value Measurement–Fair value represents the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The authoritative fair value guidance establishes a framework for measuring fair value that includes a hierarchy used to classify the inputs used in measuring fair value. The level in the fair value hierarchy within which the fair value measurement falls is determined based on the lowest level input that is significant to the fair value measurement. The levels of the fair value hierarchy are as follows:
	Level 1—Fair value is based on unadjusted quoted prices in active markets that are accessible to the Company for identical assets or liabilities. The Company's Level 1 assets and liabilities primarily include certain cash equivalents and short term investments, equity securities and derivative contracts that trade on an active exchange market.
	Level 2—Fair value is based on significant inputs, other than quoted prices included in Level 1, that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability through corroboration with observable market data. Level 2 inputs include quoted market prices in active markets for similar assets and liabilities, quoted market prices in markets that are not active for identical or similar assets or liabilities, and other market observable inputs. The Company's Level 2 assets and liabilities include: fixed maturities (corporate public and private bonds, most government securities, certain asset-backed and mortgage-backed securities, etc.), certain equity securities (mutual funds, which do not actively trade and are priced based on a net asset value), certain commercial mortgage loans, short-term investments and certain cash equivalents (primarily commercial paper), and certain over-the-counter derivatives.
	Level 3—Fair value is based on at least one or more significant unobservable inputs for the asset or liability. The assets and liabilities in this category may require significant judgment or estimation in determining the fair value. The Company's Level 3 assets and liabilities primarily include: certain private fixed maturities and equity securities, certain manually priced public equity securities and fixed maturities, certain highly structured over-the-counter derivative contracts, certain commercial mortgage loans, certain consolidated real estate funds for which the Company is the general partner, and embedded derivatives resulting from certain products with guaranteed benefits.
	Assets and Liabilities by Hierarchy Level - The tables below present the balances of assets and liabilities measured at fair value on a recurring basis, as of the dates indicated.
					As of September 30, 2013
					Level 1			Level 2			Level 3			Netting (1)			Total
					(in millions)
	Fixed maturities, available-for-sale:
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies			$	0		$	13,327		$	0		$			$	13,327
	Obligations of U.S. states and their political subdivisions					0			3,634			0						3,634
	Foreign government bonds					0			82,557			1						82,558
	Corporate securities					0			156,149			1,198						157,347
	Asset-backed securities					0			7,096			4,090						11,186
	Commercial mortgage-backed securities					0			13,380			164						13,544
	Residential mortgage-backed securities					0			7,162			8						7,170
		Subtotal				0			283,305			5,461						288,766
	Trading account assets: (2)
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies				0			465			0						465
	Obligations of U.S. states and their political subdivisions					0			190			0						190
	Foreign government bonds					0			686			0						686
	Corporate securities					0			15,739			85						15,824
	Asset-backed securities					0			844			514						1,358
	Commercial mortgage-backed securities					0			2,439			4						2,443
	Residential mortgage-backed securities					0			1,727			2						1,729
	Equity securities					1,192			215			878						2,285
	All other (3)					862			8,934			8			-7,250			2,554
		Subtotal				2,054			31,239			1,491			-7,250			27,534
	Equity securities, available-for-sale					6,238			2,464			282						8,984
	Commercial mortgage and other loans					0			93			19						112
	Other long-term investments					57			200			1,010			8			1,275
	Short-term investments					5,936			2,008			0						7,944
	Cash equivalents					2,560			3,582			0						6,142
	Other assets					2			248			6						256
		Subtotal excluding separate account assets				16,847			323,139			8,269			-7,242			341,013
	Separate account assets (4)					49,343			203,401			22,347						275,091
		Total assets			$	66,190		$	526,540		$	30,616		$	-7,242		$	616,104
	Future policy benefits				$	0		$	0		$	1,928		$			$	1,928
	Other liabilities					0			8,311			6			-7,187			1,130
	Notes of consolidated VIEs					0			0			2,330						2,330
		Total liabilities			$	0		$	8,311		$	4,264		$	-7,187		$	5,388
					As of December 31, 2012
					Level 1			Level 2			Level 3			Netting (1)			Total
					(in millions)
	Fixed maturities, available-for-sale:
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies			$	0		$	17,386		$	0		$			$	17,386
	Obligations of U.S. states and their political subdivisions					0			3,452			0						3,452
	Foreign government bonds					0			88,290			0						88,290
	Corporate securities					0			157,701			1,630						159,331
	Asset-backed securities					0			7,633			3,703						11,336
	Commercial mortgage-backed securities					0			11,813			124						11,937
	Residential mortgage-backed securities					0			9,593			11						9,604
		Subtotal				0			295,868			5,468						301,336
	Trading account assets: (2)
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies				0			287			0						287
	Obligations of U.S. states and their political subdivisions					0			259			0						259
	Foreign government bonds					2			767			0						769
	Corporate securities					0			13,609			134						13,743
Asset-backed securities					0			923			431						1,354
Commercial mortgage-backed securities					0			2,298			8						2,306
Residential mortgage-backed securities					0			2,024			2						2,026
Equity securities					1,198			181			1,098						2,477
All other (3)					664			13,371			25			-10,363			3,697
	Subtotal				1,864			33,719			1,698			-10,363			26,918
Equity securities, available-for-sale					5,518			2,429			330						8,277
Commercial mortgage and other loans					0			114			48						162
Other long-term investments					-57			141			1,053			246			1,383
Short-term investments					3,519			2,871			0						6,390
Cash equivalents					3,105			10,495			0						13,600
Other assets					78			109			8						195
	Subtotal excluding separate account assets				14,027			345,746			8,605			-10,117			358,261
Separate account assets (4)					39,362			192,760			21,132						253,254
	Total assets			$	53,389		$	538,506		$	29,737		$	-10,117		$	611,515
Future policy benefits				$	0		$	0		$	3,348		$			$	3,348
Other liabilities					0			8,121			0			-8,031			90
Notes of consolidated VIEs					0			0			1,406						1,406
	Total liabilities			$	0		$	8,121		$	4,754		$	-8,031		$	4,844
“Netting” amounts represent cash collateral of $55 million and $2,086 million as of September 30, 2013 and December 31, 2012, respectively, and the impact of offsetting asset and liability positions held with the same counterparty.
Includes Trading Account Assets Supporting Insurance Liabilities and Other Trading Account Assets.
Level 1 represents cash equivalents and short term investments. All other amounts primarily represent derivative assets.
Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account assets classified as Level 3 consist primarily of real estate and real estate investment funds. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company's Unaudited Interim Consolidated Statement of Financial Position.
The methods and assumptions the Company uses to estimate the fair value of assets and liabilities measured at fair value on a recurring basis are summarized below.
Fixed Maturity Securities—The fair values of the Company's public fixed maturity securities are generally based on prices obtained from independent pricing services. Prices for each security are generally sourced from multiple pricing vendors, and a vendor hierarchy is maintained by asset type based on historical pricing experience and vendor expertise. The Company ultimately uses the price from the pricing service highest in the vendor hierarchy based on the respective asset type. Consistent with the fair value hierarchy described above, securities with validated quotes from pricing services are generally reflected within Level 2, as they are primarily based on observable pricing for similar assets and/or other market observable inputs. If the pricing information received from third party pricing services is not reflective of market activity or other inputs observable in the market, the Company may challenge the price through a formal process with the pricing service. If the pricing service updates the price to be more consistent with the presented market observations, the security remains within Level 2.
Internally-developed valuations or indicative broker quotes are also used to determine fair value in circumstances where vendor pricing is not available, or where the Company ultimately concludes that pricing information received from the independent pricing service is not reflective of market activity. If the Company concludes the values from both pricing services and brokers are not reflective of market activity, it may over-ride the information with an internally-developed valuation. As of September 30, 2013 and December 31, 2012, over-rides on a net basis were not material. Pricing service over-rides, internally-developed valuations and indicative broker quotes are generally included in Level 3 in the fair value hierarchy.
The fair value of private fixed maturities, which are comprised of investments in private placement securities, originated by internal private asset managers, are primarily determined using a discounted cash flow model. If the fair value is determined using pricing inputs that are observable in the market, the securities have been reflected within Level 2; otherwise a Level 3 classification is used.
Private fixed maturities also include debt investments in funds that pay a stated coupon and a return based upon the results of the underlying portfolios. The fair values of these securities are determined by reference to the funds' net asset value (“NAV”). Since the NAV at which the funds trade can be observed by redemption and subscription transactions between third parties, the fair values of these investments have been reflected within Level 2 in the fair value hierarchy.
Trading Account Assets—Trading account assets consist primarily of fixed maturity securities, equity securities and derivatives whose fair values are determined consistent with similar instruments described above under “Fixed Maturity Securities” and below under “Equity Securities” and “Derivative Instruments.”
Equity Securities—Equity securities consist principally of investments in common and preferred stock of publicly traded companies, perpetual preferred stock, privately traded securities, as well as mutual fund shares. The fair values of most publicly traded equity securities are based on quoted market prices in active markets for identical assets and are classified within Level 1 in the fair value hierarchy. Estimated fair values for most privately traded equity securities are determined using discounted cash flow, earnings multiple and other valuation models that require a substantial level of judgment around inputs and, therefore, are classified within Level 3. The fair values of mutual fund shares that transact regularly (but do not trade in active markets because they are not publicly available) are based on transaction prices of identical fund shares and are classified within Level 2 in the fair value hierarchy. The fair values of perpetual preferred stock are based on inputs obtained from independent pricing services that are primarily based on indicative broker quotes. As a result, the fair values of perpetual preferred stock are classified as Level 3.
Commercial Mortgage and Other Loans—The fair value of commercial mortgage loans held for investment and accounted for using the fair value option are determined based on the present value of the expected future cash flows discounted at the appropriate U.S. Treasury rate, adjusted for the current market spread for similar quality loans. The quality ratings for these loans, a primary determinant of the appropriate credit spread and a significant component of the pricing input, are based on internally-developed estimates. As a result, these loans are included in Level 3 in the fair value hierarchy.
The fair value of other loans held and accounted for using the fair value option is determined utilizing pricing indicators from the whole loan market, where investors are committed to purchase these loans at a pre-determined price, which is considered the principal exit market for these loans. The Company has evaluated the valuation inputs used for these assets, including the existence of pre-determined exit prices, the terms of the loans, prevailing interest rates and credit risk, and deemed that the primary pricing inputs are Level 2 inputs in the fair value hierarchy.
Other Long-Term Investments—Other long-term investments include limited partnerships which are consolidated because the Company is either deemed to exercise control or considered the primary beneficiary of a variable interest entity. These entities are considered investment companies and follow specialized industry accounting whereby their assets are carried at fair value. The investments held by these entities include various feeder fund investments in underlying master funds (whose underlying holdings generally include public fixed maturities, equity securities and mutual funds), as well as wholly-owned real estate held within other investment funds. The fair value is determined by reference to the underlying direct investments, with publicly traded equity securities based on quoted prices in active markets reflected in Level 1, and public fixed maturities and mutual funds priced via quotes from pricing services or observable data reflected in Level 2. The fair value of investments in funds that are subject to significant liquidity restrictions are reflected in Level 3.
The fair value of real estate held in consolidated investment funds is determined through an independent appraisal process. The appraisals generally utilize a discounted cash flow model, supplemented with replacement cost estimates and comparable recent sales data when available. These appraisals and the related assumptions are updated at least annually. Since many of the assumptions utilized are unobservable and are considered to be significant inputs to the valuation, the real estate investments within other long-term investments have been reflected within Level 3 in the fair value hierarchy.
The fair value of fund investments, where the fair value option has been elected, is primarily determined by the fund managers. Since the valuations may be based on unobservable market inputs and cannot be validated by the Company, these investments have been included within Level 3 in the fair value hierarchy.
Derivative Instruments—Derivatives are recorded at fair value either as assets, within “Other trading account assets,” or “Other long-term investments,” or as liabilities, within “Other liabilities,” except for embedded derivatives which are recorded with the associated host contract. The fair values of derivative contracts can be affected by changes in interest rates, foreign exchange rates, commodity prices, credit spreads, market volatility, expected returns, non-performance risk, liquidity and other factors. Liquidity valuation adjustments are made to reflect the cost of exiting significant risk positions, and consider the bid-ask spread, maturity, complexity, and other specific attributes of the underlying derivative position.
The Company's exchange-traded futures and options include Treasury futures, Eurodollar futures, commodity futures, Eurodollar options and commodity options. Exchange-traded futures and options are valued using quoted prices in active markets and are classified within Level 1 in the fair value hierarchy.
The majority of the Company's derivative positions are traded in the over-the-counter (“OTC”) derivative market and are classified within Level 2 in the fair value hierarchy. OTC derivatives classified within Level 2 are valued using models that utilize actively quoted or observable market input values from external market data providers, third-party pricing vendors and/or recent trading activity. The Company's policy is to use mid-market pricing in determining its best estimate of fair value. The fair values of most OTC derivatives, including interest rate and cross currency swaps, currency forward contracts, commodity swaps, commodity forward contracts, single name credit default swaps, loan commitments held for sale and to-be-announced (or TBA) forward contracts on highly rated mortgage-backed securities issued by U.S. government sponsored entities are determined using discounted cash flow models. The fair values of European style option contracts are determined using Black-Scholes option pricing models. These models' key inputs include the contractual terms of the respective contract, along with significant observable inputs, including interest rates, currency rates, credit spreads, equity prices, index dividend yields, non-performance risk, volatility and other factors.
The Company's cleared interest rate swaps and credit derivatives linked to an index are valued using models that utilize actively quoted or observable market inputs obtained from external market data providers, third-party pricing vendors and/or recent trading activity. These derivatives are classified as Level 2 in the fair value hierarchy.
The vast majority of the Company's derivative agreements are with highly rated major international financial institutions. To reflect the market's perception of its own and the counterparty's non-performance risk, the Company incorporates additional spreads over LIBOR into the discount rate used in determining the fair value of OTC derivative assets and liabilities that are not otherwise collateralized.
Derivatives classified as Level 3 include look-back equity options and other structured products. These derivatives are valued based upon models, such as Monte Carlo simulation models and other techniques, that utilize significant unobservable inputs. Level 3 methodologies are validated through periodic comparison of the Company's fair values to external broker-dealer values.
Cash Equivalents and Short-Term Investments—Cash equivalents and short-term investments include money market instruments, commercial paper and other highly liquid debt instruments. Certain money market instruments are valued using unadjusted quoted prices in active markets that are accessible for identical assets and are primarily classified as Level 1. The remaining instruments in this category are generally fair valued based on market observable inputs and these investments have primarily been classified within Level 2.
Separate Account Assets—Separate Account Assets include fixed maturity securities, treasuries, equity securities and real estate investments for which values are determined consistent with similar instruments described above under “Fixed Maturity Securities,” “Equity Securities” and “Other Long-Term Investments.”
Notes of Consolidated VIEs—The fair values of these notes are based on broker quotes and classified within Level 3. See Note 5 and the Fair Value Option section below for additional information.
Other Liabilities—Other liabilities include certain derivative instruments, the fair values of which are determined consistent with similar derivative instruments described above under “Derivative Instruments.”
Future Policy Benefits—The liability for future policy benefits primarily includes general account liabilities for the optional living benefit features of the Company's variable annuity contracts, including guaranteed minimum accumulation benefits (“GMAB”), guaranteed minimum withdrawal benefits (“GMWB”) and guaranteed minimum income and withdrawal benefits (“GMIWB”), accounted for as embedded derivatives. The fair values of the GMAB, GMWB and GMIWB liabilities are calculated as the present value of future expected benefit payments to customers less the present value of assessed rider fees attributable to the embedded derivative feature. This methodology could result in either a liability or contra-liability balance, given changing capital market conditions and various policyholder behavior assumptions. Since there is no observable active market for the transfer of these obligations, the valuations are calculated using internally-developed models with option pricing techniques. The models are based on a risk neutral valuation framework and incorporate premiums for risks inherent in valuation techniques, inputs, and the general uncertainty around the timing and amount of future cash flows. The determination of these risk premiums requires the use of management judgment.
The significant inputs to the valuation models for these embedded derivatives include capital market assumptions, such as interest rate and implied volatility assumptions, the Company's market-perceived risk of its own non-performance (“NPR”), as well as actuarially determined assumptions, including contractholder behavior, such as lapse rates, benefit utilization rates, withdrawal rates, and mortality rates. Since many of these assumptions are unobservable and are considered to be significant inputs to the liability valuation, the liability included in future policy benefits has been reflected within Level 3 in the fair value hierarchy.
Capital market inputs and actual policyholders' account values are updated each quarter based on capital market conditions as of the end of the quarter, including interest rates, equity markets and implied volatility. In the risk neutral valuation, interest rates are used to both grow the policyholders' account values and discount all projected future cash flows. The Company's discount rate assumption is based on the LIBOR swap curve adjusted for an additional spread over LIBOR to reflect NPR.
Actuarial assumptions, including contractholder behavior and mortality, are reviewed at least annually, and updated based upon emerging experience, future expectations and other data, including any observable market data, such as available industry studies or market transactions such as acquisitions and reinsurance transactions. These assumptions are generally updated in the third quarter of each year unless a material change that the Company feels is indicative of a long term trend is observed in an interim period.
Transfers between Levels 1 and 2—Periodically there are transfers between Level 1 and Level 2 for foreign common stocks held in the Company's Separate Account. In certain periods, an adjustment may be made to the fair value of these assets to reflect events that occurred between the close of foreign trading markets and the close of U.S. trading markets for the respective day. During the three months ended September 30, 2013, $1.3 billion were transferred from Level 2 to Level 1. During the nine months ended September 30, 2013, $0.1 billion were transferred from Level 1 to Level 2 and $3.6 billion were transferred from Level 2 to Level 1. During the three months ended September 30, 2012, there were no transfers of separate account assets from Level 1 to Level 2 and $2.1 billion were transferred from Level 2 to Level 1. During the nine months ended September 30, 2012, $2.9 billion of separate account assets were transferred from Level 1 to Level 2 and $2.1 billion were transferred from Level 2 to Level 1.
Level 3 Assets and Liabilities by Price Source—The table below presents the balances of Level 3 assets and liabilities measured at fair value with their corresponding pricing sources.
				As of September 30, 2013
				Internal (1)			External (2)			Total
				(in millions)
Foreign government bonds				$	0		$	1		$	1
Corporate securities					564			719			1,283
Asset-backed securities					282			4,322			4,604
Commercial mortgage-backed securities					17			151			168
Residential mortgage-backed securities					3			7			10
Equity securities					114			1,046			1,160
Commercial mortgage and other loans					19			0			19
Other long-term investments					10			1,000			1,010
Other assets					14			0			14
	Subtotal excluding separate account assets (3)				1,023			7,246			8,269
Separate account assets					21,402			945			22,347
	Total assets			$	22,425		$	8,191		$	30,616
Future policy benefits				$	1,928		$	0		$	1,928
Other liabilities					0			6			6
Notes of consolidated VIEs					0			2,330			2,330
	Total liabilities			$	1,928		$	2,336		$	4,264
				As of December 31, 2012
				Internal (1)			External (2)			Total
				(in millions)
Corporate securities				$	889		$	875		$	1,764
Asset-backed securities					338			3,796			4,134
Commercial mortgage-backed securities					68			64			132
Residential mortgage-backed securities					3			10			13
Equity securities					101			1,327			1,428
Commercial mortgage and other loans					48			0			48
Other long-term investments					9			1,044			1,053
Other assets					33			0			33
	Subtotal excluding separate account assets (3)				1,489			7,116			8,605
Separate account assets					20,422			710			21,132
	Total assets			$	21,911		$	7,826		$	29,737
Future policy benefits				$	3,348		$	0		$	3,348
Notes of consolidated VIEs					0			1,406			1,406
	Total liabilities			$	3,348		$	1,406		$	4,754
Represents valuations which could incorporate internally-derived and market inputs. See below for additional information related to internally-developed valuation for significant items in the above table.
Represents unadjusted prices from independent pricing services and independent non-binding broker quotes where pricing inputs are not readily available.
Includes assets classified as fixed maturities available-for-sale, trading account assets supporting insurance liabilities and other trading account assets.
Quantitative Information Regarding Internally-Priced Level 3 Assets and Liabilities – The table below represents quantitative information on significant internally-priced Level 3 assets and liabilities.
				As of September 30, 2013
				Fair Value			Valuation Techniques		Unobservable Inputs		Minimum		Maximum		Weighted Average	Impact of Increase in Input on Fair Value (1)
				(in millions)
Assets:
Corporate securities				$	564		Discounted cash flow		Discount rate		1.30%	-	15%		7.71%	Decrease
							Market comparables		EBITDA multiples (2)		5.0X	-	8.0X		5.96X	Increase
							Liquidation		Liquidation value		21.85%	-	100.00%		62.94%	Increase
Asset-backed securities				$	282		Discounted cash flow		Prepayment rate (3)		2.82%	-	27.41%		9.62%	Increase
									Default rate (3)		0.49%	-	28.51%		2.82%	Decrease
									Loss severity (3)		15.96%	-	45.00%		32.76%	Decrease
									Liquidity premium		1.00%	-	2.00%		1.86%	Decrease
									Average life (years)		0.64	-	14.53		5.4	Increase
									Comparable spreads		0.17%	-	24.87%		3.47%	Decrease
									Comparable security yields		4.21%	-	12.34%		7.13%	Decrease
Liabilities:
Future policy
benefits(4)				$	1,928		Discounted cash flow		Lapse rate (5)		0%	-	11%			Decrease
									NPR spread (6)		0.08%	-	1.32%			Decrease
									Utilization rate (7)		70%	-	94%			Increase
									Withdrawal rate (8)		86%	-	100%			Increase
									Mortality rate (9)		0%	-	13%			Decrease
									Equity volatility curve		16%	-	28%			Increase
				As of December 31, 2012
				Fair Value			Valuation Techniques		Unobservable Inputs		Minimum		Maximum		Weighted Average	Impact of Increase in Input on Fair Value (1)
				(in millions)
Assets:
Corporate securities				$	889		Discounted cash flow		Discount rate		1.70%	-	17.50%		9.92%	Decrease
							Market comparables		EBITDA multiples (2)		5.0X	-	8.5X		6.2X	Increase
							Cap at call price		Call price		100%	-	101%		100.24%	Increase
							Liquidation		Liquidation value		49%	-	100.00%		83.06%	Increase
Asset-backed securities				$	338		Discounted cash flow		Prepayment rate (3)		2.80%	-	29.00%		9.84%	Increase
									Default rate (3)		0.50%	-	2.52%		0.84%	Decrease
									Loss severity (3)		35%	-	43.88%		35.76%	Decrease
									Liquidity premium		1.00%	-	2.50%		1.83%	Decrease
									Average life (years)		0.1	-	15		5.61	Increase
									Comparable spreads		0.10%	-	20%		2.81%	Decrease
									Comparable security yields		0.40%	-	15%		7.59%	Decrease
Liabilities:
Future policy
benefits(4)				$	3,348		Discounted cash flow		Lapse rate (5)		0%	-	14%			Decrease
									NPR spread (6)		0.20%	-	1.60%			Decrease
									Utilization rate (7)		70%	-	94%			Increase
									Withdrawal rate (8)		85%	-	100%			Increase
									Mortality rate (9)		0%	-	13%			Decrease
									Equity volatility curve		19%	-	34%			Increase
Conversely, the impact of a decrease in input would have the opposite impact for the fair value as that presented in the table.
EBITDA multiples represent multiples of earnings before interest, taxes, depreciation and amortization, and are amounts used when the reporting entity has determined that market participants would use such multiples when pricing the investments.
In isolation, an increase in prepayment rate or a decrease in default rate or loss severity would generally result in an increase in fair value, although the interrelationships between these inputs depend on specific market conditions.
Future policy benefits primarily represent general account liabilities for the optional living benefit features of the Company's variable annuity contracts which are accounted for as embedded derivatives. Since the valuation methodology for these liabilities uses a range of inputs that vary at the contract level over the cash flow projection period, presenting a range, rather than weighted average, is a more meaningful representation of the unobservable inputs used in the valuation.
Base lapse rates are adjusted at the contract level based on a comparison of the benefit amount and the current policyholder account value as well as other factors, such as the applicability of any surrender charges. A dynamic lapse adjustment reduces the base lapse rate when the benefit amount is greater than the account value, as in-the-money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower for the period where surrender charges apply.
To reflect NPR, the Company incorporates an additional spread over LIBOR into the discount rate used in the valuation of individual living benefit contracts in a liability position and generally not to those in a contra-liability position. In determining the NPR spread, the Company reflects the financial strength ratings of the Company's insurance subsidiaries as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined by utilizing the credit spreads associated with issuing funding agreements, adjusted for any illiquidity risk premium.
The utilization rate assumption estimates the percentage of contracts that will utilize the benefit during the contract duration, and begin lifetime withdrawals at various time intervals from contract inception. The remaining contractholders are assumed to either begin lifetime withdrawals immediately or never utilizing the benefit. These assumptions vary based on the product type, the age of the contractholder and the age of the contract. The impact of changes in these assumptions is highly dependent on the contract type and age of the contractholder at the time of the sale and the timing of the first lifetime income withdrawal.
The withdrawal rate assumption estimates the magnitude of annual contractholder withdrawals relative to the maximum allowable amount under the contract. The fair value of the liability will generally increase the closer the withdrawal rate is to 100%.
Range reflects the mortality rate for the vast majority of business with living benefits, with policyholders ranging from 35 to 90 years old. While the majority of living benefits have a minimum age requirement, certain benefits do not have an age restriction. This results in contractholders for certain benefits with mortality rates approaching 0%. Based on historical experience, the Company applies a set of age and duration specific mortality rate adjustments compared to standard industry tables. A mortality improvement assumption is also incorporated into the overall mortality table.
Interrelationships Between Unobservable Inputs—In addition to the sensitivities of fair value measurements to changes in each unobservable input in isolation, as reflected in the table above, interrelationships between these inputs may also exist, such that a change in one unobservable input may give rise to a change in another, or multiple inputs. Examples of such interrelationships for significant internally-priced Level 3 assets and liabilities are as follows:
Corporate Securities—The rate used to discount future cash flows reflects current risk-free rates plus credit and liquidity spread requirements that market participants would use to value an asset. The discount rate may be influenced by many factors, including market cycles, expectations of default, collateral, term, and asset complexity. Each of these factors can influence discount rates, either in isolation, or in response to other factors.
Asset-Backed Securities—Interrelationships may exist between the prepayment rate, the default rate and/or loss severity, depending on specific market conditions. In stronger business cycles, prepayment rates are generally driven by overall market interest rates, and accompanied by lower default rates and loss severity. During weaker cycles, prepayments may decline, as default rates and loss severity increase. Additionally, the impact of these factors on average life varies with the structure and subordination.
Future Policy Benefits—The unobservable contractholder behavior inputs related to the liability for the optional living benefit features of the Company's variable annuity contracts included in future policy benefits are generally based on emerging experience, future expectations and other data. While experience for these products is still emerging, the Company expects efficient benefit utilization and withdrawal rates to generally be correlated with lapse rates. However, behavior is generally highly dependent on the facts and circumstances surrounding the individual contractholder, such as their liquidity needs or tax situation, which could drive lapse behavior independent of other contractholder behavior assumptions. The dynamic lapse adjustment assumes lower lapses when the benefit amount is greater than the account value, as in-the-money contracts are less likely to lapse. Therefore, to the extent more efficient contractholder behavior results in greater in-the-moneyness at the contract level, the dynamic lapse function will reduce lapse rates for those contracts. Similarly, to the extent that increases in equity volatility are correlated with overall declines in the capital markets, the dynamic lapse function will lower overall lapse rates as contracts become more in-the-money.
Separate Account Assets—In addition to the significant internally-priced Level 3 assets and liabilities presented and described above, the Company also has internally-priced separate account assets reported within Level 3. Changes in the fair value of separate account assets are borne by customers and thus are offset by changes in separate account liabilities on the Company's Consolidated Statement of Financial Position. As a result, changes in value associated with these investments do not impact the Company's Consolidated Statement of Operations. In addition, fees earned by the Company related to the management of most separate account assets classified as Level 3 do not change due to changes in the fair value of these investments. Quantitative information about significant internally-priced Level 3 separate account assets is as follows:
Real Estate and Other Invested Assets—Separate account assets include $20,559 million and $19,518 million of investments in real estate as of September 30, 2013 and December 31, 2012, respectively, that are classified as Level 3 and reported at fair value. In general, these fair value estimates are based on property appraisal reports prepared by independent real estate appraisers. Key inputs and assumptions to the appraisal process include rental income and expense amounts, related growth rates, discount rates and capitalization rates. In cases where real estate investments are made through indirect investments, fair value is generally determined by the Company's equity in net assets of the entities. The debt associated with real estate, other invested assets and the Company's equity position in entities are externally valued. Because of the subjective nature of inputs and the judgment involved in the appraisal process, real estate investments and their corresponding debt are typically included in the Level 3 classification. Key unobservable inputs to real estate valuation include capitalization rates, which ranged from 4.50% to 11.0% (6.41% weighted average) as of September 30, 2013 and 4.75% to 10.5% (6.49% weighted average) as of December 31, 2012 and discount rates, which ranged from 6.25% to 11.25% (7.83% weighted average) as of September 30, 2013 and 6.25% to 15.0% (7.92% weighted average) as of December 31, 2012. Key unobservable inputs to real estate debt valuation include yield to maturity, which ranged from 1.24% to 6.84% (4.33% weighted average) as of September 30, 2013 and 3.59% to 7.62% (4.74% weighted average) as of December 31, 2012 and market spread over base rate, which ranged from 1.75% to 2.80% (2.18% weighted average) as of September 30, 2013 and 1.67% to 4.48% (3.22% weighted average) as of December 31, 2012.
Commercial Mortgage Loans—Separate account assets include $791 million and $833 million of commercial mortgage loans as of September 30, 2013 and December 31, 2012 respectively that are classified as Level 3 and reported at fair value. Commercial mortgage loans are primarily valued internally using discounted cash flow techniques, as described further under “Fair Value of Financial Instruments.” The primary unobservable input used is the spread to discount cash flows, which ranged from 1.50% to 2.06% (1.63% weighted average) as of September 30, 2013 and 1.65% to 4.15% (1.87% weighted average) as of December 31, 2012. In isolation, an increase (decrease) in the value of this input would result in a lower (higher) fair value measurement.
Valuation Process for Fair Value Measurements Categorized within Level 3 - The Company has established an internal control infrastructure over the valuation of financial instruments that requires ongoing oversight by its various Business Groups. These management control functions are segregated from the trading and investing functions. For invested assets, the Company has established oversight teams, often in the form of Pricing Committees within each asset management group. The teams, which typically include representation from investment, accounting, operations, legal and other disciplines are responsible for overseeing and monitoring the pricing of the Company's investments and performing periodic due diligence reviews of independent pricing services. An actuarial valuation team oversees the valuation of optional living benefit features of the Company's variable annuity contracts.
The Company has also established policies and guidelines that require the establishment of valuation methodologies and consistent application of such methodologies. These policies and guidelines govern the use of inputs and price source hierarchies and provide controls around the valuation processes. These controls include appropriate review and analysis of investment prices against market activity or indicators of reasonableness, approval of price source changes, price overrides, methodology changes and classification of fair value hierarchy levels. For optional living benefit features of the Company's variable annuity products, the actuarial valuation unit periodically performs baseline testing of contract input data and actuarial assumptions are reviewed at least annually, and updated based upon emerging experience, future expectations and other data, including any observable market data, such as available industry studies. The valuation policies and guidelines are reviewed and updated as appropriate.
Within the trading and investing functions, the Company has established policies and procedures that relate to the approval of all new transaction types, transaction pricing sources and fair value hierarchy coding within the financial reporting system. For variable annuity product changes or new launches of optional living benefit features, the actuarial valuation unit validates input logic and new product features and agrees new input data directly to source documents.
Changes in Level 3 assets and liabilities – The following tables provide summaries of the changes in fair values of Level 3 assets and liabilities as of the dates indicated, as well as the portion of gains or losses included in income attributable to unrealized gains or losses related to those assets and liabilities still held at the end of their respective periods.
						Three Months Ended September 30, 2013
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	0		$	0		$	13		$	1,383		$	4,009		$	243		$	11
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			-11			9			35			0
		Included in other comprehensive income (loss)					0			0			0			-20			-4			-16			0
	Net investment income						0			0			0			-6			7			0			0
	Purchases						0			0			1			91			515			91			0
	Sales						0			0			0			-12			-80			-34			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			0			-1			-158			-251			-7			-3
	Foreign currency translation						0			0			0			15			13			1			0
	Other(1)						0			0			0			0			-84			0			0
	Transfers into Level 3(2)						0			0			0			69			2			0			0
	Transfers out of Level 3(2)						0			0			-12			-153			-46			-149			0
Fair Value, end of period						$	0		$	0		$	1		$	1,198		$	4,090		$	164		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	7		$	0		$	0
						Three Months Ended September 30, 2013
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	0		$	90		$	424		$	54		$	2		$	884		$	14
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			0			-3
			Asset management fees and other income				0			-2			-1			-1			0			5			1
	Net investment income						0			0			2			0			0			0			0
	Purchases						0			17			156			0			0			7			0
	Sales						0			-6			-1			0			0			-5			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			-8			-44			0			0			-30			-4
	Foreign currency translation						0			0			1			0			0			17			0
	Other(1)						0			0			-19			0			0			0			0
	Transfers into Level 3(2)						0			0			2			0			0			0			0
	Transfers out of Level 3(2)						0			-6			-6			-49			0			0			0
Fair Value, end of period						$	0		$	85		$	514		$	4		$	2		$	878		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-2
			Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	9		$	1
															Three Months Ended September 30, 2013
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Other Assets
															(in millions)
Fair Value, beginning of period															$	292		$	21		$	1,082		$	6
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													10			-2			-1			0
			Asset management fees and other income													0			0			19			0
		Included in other comprehensive income (loss)														2			0			0			0
	Net investment income															0			0			1			0
	Purchases															8			0			27			0
	Sales															-38			0			0			0
	Issuances															0			0			0			0
	Settlements															0			0			-23			0
	Foreign currency translation															7			0			-27			0
	Other(1)															0			0			-68			0
	Transfers into Level 3(2)															1			0			0			0
	Transfers out of Level 3(2)															0			0			0			0
Fair Value, end of period															$	282		$	19		$	1,010		$	6
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Asset management fees and other income												$	0		$	0		$	20		$	0
															Three Months Ended September 30, 2013
															Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period															$	21,672		$	-365		$	-6		$	-2,055
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													0			-1,351			1			30
			Interest credited to policyholders' account balances													736			0			0			0
	Purchases															528			0			0			0
	Sales															-166			0			0			0
	Issuances															0			-212			0			-292
	Settlements															-372			0			0			-13
	Other(1)															0			0			-1			0
	Transfers into Level 3(2)															3			0			0			0
	Transfers out of Level 3(2)															-54			0			0			0
Fair Value, end of period															$	22,347		$	-1,928		$	-6		$	-2,330
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	-1,359		$	0		$	29
			Interest credited to policyholders' account												$	464		$	0		$	0		$	0
						Nine Months Ended September 30, 2013
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	0		$	0		$	0		$	1,630		$	3,703		$	124		$	11
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			-5			20			36			0
		Included in other comprehensive income (loss)					0			0			-1			-8			-5			-17			0
	Net investment income						0			0			0			-4			28			0			0
	Purchases						0			0			5			393			1,898			328			0
	Sales						0			0			-1			-72			-306			-37			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			0			-3			-555			-1,036			-38			-3
	Foreign currency translation						0			0			0			-96			-92			-8			0
	Other(1)						0			0			0			0			-84			0			0
	Transfers into Level 3(2)						0			0			13			302			10			0			0
	Transfers out of Level 3(2)						0			0			-12			-387			-46			-224			0
Fair Value, end of period						$	0		$	0		$	1		$	1,198		$	4,090		$	164		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	12		$	0		$	0
						Nine Months Ended September 30, 2013
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	0		$	134		$	430		$	8		$	2		$	1,098		$	25
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			-1			-15
			Asset management fees and other income				0			-3			7			-1			0			45			2
	Net investment income						0			0			4			0			0			0			0
	Purchases						0			20			321			76			0			10			0
	Sales						0			-11			-2			-1			0			-108			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			-48			-216			-1			0			-43			-4
	Foreign currency translation						0			0			-7			-1			0			-123			0
	Other(1)						0			0			-19			0			0			0			0
	Transfers into Level 3(2)						0			3			4			0			0			0			0
	Transfers out of Level 3(2)						0			-10			-8			-76			0			0			0
Fair Value, end of period						$	0		$	85		$	514		$	4		$	2		$	878		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-15
			Asset management fees and other income			$	0		$	-3		$	8		$	1		$	0		$	41		$	2
															Nine Months Ended September 30, 2013
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Other Assets
															(in millions)
Fair Value, beginning of period															$	330		$	48		$	1,053		$	8
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													11			0			0			-2
			Asset management fees and other income													0			0			103			0
		Included in other comprehensive income (loss)														45			0			0			0
	Net investment income															0			0			-1			0
	Purchases															20			0			86			0
	Sales															-61			0			0			0
	Issuances															0			0			6			0
	Settlements															-3			-29			-121			0
	Foreign currency translation															-44			0			-8			0
	Other(1)															-18			0			-108			0
	Transfers into Level 3(2)															2			0			0			0
	Transfers out of Level 3(2)															0			0			0			0
Fair Value, end of period															$	282		$	19		$	1,010		$	6
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	0		$	-3		$	-2
			Asset management fees and other income												$	0		$	0		$	103		$	0
															Nine Months Ended September 30, 2013
															Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period															$	21,132		$	-3,348		$	0		$	-1,406
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													0			2,037			-3			32
			Interest credited to policyholders' account balances													1,884			0			0			0
	Purchases															1,309			0			0			0
	Sales															-483			0			0			0
	Issuances															0			-619			0			-932
	Settlements															-1,593			0			0			-24
	Foreign currency translation															0			2			0			0
	Other(1)															140			0			-3			0
	Transfers into Level 3(2)															62			0			0			0
	Transfers out of Level 3(2)															-104			0			0			0
Fair Value, end of period															$	22,347		$	-1,928		$	-6		$	-2,330
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	1,970		$	-3		$	32
			Interest credited to policyholders' account												$	1,135		$	0		$	0		$	0
						Three Months Ended September 30, 2012
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	66		$	0		$	21		$	1,635		$	3,069		$	186		$	13
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			10			2			0
		Included in other comprehensive income (loss)					0			0			0			46			22			7			0
	Net investment income						0			0			0			2			7			1			0
	Purchases						0			0			0			100			793			10			0
	Sales						0			0			0			-91			-381			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			0			0			-42			-105			-7			-2
	Foreign currency translation						0			0			0			3			2			0			0
	Other(1)						0			0			-5			5			0			0			0
	Transfers into Level 3(2)						0			0			0			59			35			0			0
	Transfers out of Level 3(2)						0			0			-13			-41			-253			-14			0
Fair Value, end of period						$	66		$	0		$	3		$	1,676		$	3,199		$	183		$	11
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	3		$	0		$	0
						Three Months Ended September 30, 2012
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	9		$	140		$	444		$	68		$	3		$	1,241		$	45
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			1			-16
			Asset management fees and other income				0			0			8			1			0			20			1
	Net investment income						0			0			1			0			0			0			0
	Purchases						0			-1			0			2			0			0			0
	Sales						0			-2			-6			-2			0			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			-5			-21			-2			0			-32			2
	Foreign currency translation						0			0			0			0			0			7			0
	Other(1)						0			0			1			0			-1			0			0
	Transfers into Level 3(2)						0			2			3			43			0			33			0
	Transfers out of Level 3(2)						0			0			-31			-17			0			0			0
Fair Value, end of period						$	9		$	134		$	399		$	93		$	2		$	1,268		$	32
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-16
			Asset management fees and other income			$	0		$	-3		$	7		$	0		$	0		$	22		$	1
															Three Months Ended September 30, 2012
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Short-term Investments
															(in millions)
Fair Value, beginning of period															$	355		$	37		$	1,042		$	5
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													-1			2			3			-5
			Asset management fees and other income													0			0			5			0
		Included in other comprehensive income (loss)														-6			0			0			0
	Net investment income															0			0			-1			0
	Purchases															6			0			44			0
	Sales															-9			0			-3			0
	Issuances															0			0			0			0
	Settlements															0			29			-45			0
	Foreign currency translation															1			0			0			0
	Other(1)															0			0			11			0
	Transfers into Level 3(2)															0			0			0			0
	Transfers out of Level 3(2)															0			0			-42			0
Fair Value, end of period															$	346		$	68		$	1,014		$	0
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	2		$	0		$	-5
			Asset management fees and other income												$	0		$	0		$	20		$	0
												Three Months Ended September 30, 2012
												Other Assets			Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period												$	8		$	20,698		$	-3,054		$	-2		$	-296
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net										0			0			-408			-5			-3
			Interest credited to policyholders' account balances										0			303			0			0			0
	Purchases												0			310			0			0			0
	Sales												0			-184			0			0			0
	Issuances												0			0			-176			0			-390
	Settlements												0			-592			0			6			295
	Transfers into Level 3(2)												0			29			0			0			0
	Transfers out of Level 3(2)												0			-225			0			0			0
Fair Value, end of period												$	8		$	20,339		$	-3,638		$	-1		$	-394
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net									$	0		$	0		$	-448		$	-6		$	0
			Interest credited to policyholders' account									$	0		$	146		$	0		$	0		$	0
						Nine Months Ended September 30, 2012
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	66		$	0		$	25		$	1,450		$	2,528		$	145		$	16
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			-25			18			2			0
		Included in other comprehensive income (loss)					0			0			0			176			52			18			0
	Net investment income						0			0			0			6			22			-2			1
	Purchases						0			10			0			321			1,964			43			0
	Sales						0			0			0			-130			-425			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						-2			0			0			-228			-450			-11			-6
	Foreign currency translation						0			0			0			-3			-8			-1			0
	Other(1)						2			0			-5			3			0			0			0
	Transfers into Level 3(2)						0			0			7			276			35			37			0
	Transfers out of Level 3(2)						0			-10			-24			-170			-537			-46			0
Fair Value, end of period						$	66		$	0		$	3		$	1,676		$	3,199		$	183		$	11
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	-1		$	9		$	0		$	0
						Nine Months Ended September 30, 2012
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	9		$	148		$	416		$	35		$	4		$	1,296		$	93
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			0			-65
			Asset management fees and other income				0			-5			13			1			1			54			1
	Net investment income						0			0			5			1			0			0			0
	Purchases						0			17			128			18			0			13			0
	Sales						0			-10			-9			-4			-1			-31			0
	Issuances						0			0			0			0			0			0			0
	Settlements						-2			-15			-90			-3			-1			-88			6
	Foreign currency translation						0			0			-1			0			0			-11			0
	Other(1)						2			-2			1			0			-1			3			-3
	Transfers into Level 3(2)						0			5			3			82			0			33			0
	Transfers out of Level 3(2)						0			-4			-67			-37			0			-1			0
Fair Value, end of period						$	9		$	134		$	399		$	93		$	2		$	1,268		$	32
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	-1		$	-65
			Asset management fees and other income			$	0		$	-10		$	11		$	1		$	0		$	54		$	1
															Nine Months Ended September 30, 2012
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Short-term Investments
															(in millions)
Fair Value, beginning of period															$	360		$	86		$	1,110		$	0
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													1			2			6			-9
			Asset management fees and other income													0			0			73			0
		Included in other comprehensive income (loss)														21			0			0			0
	Net investment income															0			0			5			0
	Purchases															68			0			159			9
	Sales															-17			0			-23			0
	Issuances															0			0			0			0
	Settlements															0			-20			-261			0
	Foreign currency translation															-2			0			2			0
	Other(1)															0			0			7			0
	Transfers into Level 3(2)															5			0			0			0
	Transfers out of Level 3(2)															-90			0			-64			0
Fair Value, end of period															$	346		$	68		$	1,014		$	0
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	1		$	1		$	-9
			Asset management fees and other income												$	0		$	0		$	40		$	0
												Nine Months Ended September 30, 2012
												Other Assets			Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
												(in millions)
Fair Value, beginning of period												$	9		$	19,358		$	-2,886		$	-3		$	-282
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net										0			0			-255			-22			-3
			Asset management fees and other income										2			0			0			0			0
			Interest credited to policyholders' account balances										0			1,518			0			0			0
	Purchases												0			2,154			0			0			0
	Sales												-3			-647			0			0			0
	Issuances												0			0			-497			0			-401
	Settlements												0			-1,617			0			24			295
	Other(1)												0			0			0			0			-3
	Transfers into Level 3(2)												0			245			0			0			0
	Transfers out of Level 3(2)												0			-672			0			0			0
Fair Value, end of period												$	8		$	20,339		$	-3,638		$	-1		$	-394
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net									$	0		$	0		$	-340		$	-22		$	-3
			Asset management fees and other income									$	2		$	0		$	0		$	0		$	0
			Interest credited to policyholders' account									$	0		$	902		$	0		$	0		$	0
Other primarily represents reclasses of certain assets between reporting categories.
Transfers into or out of Level 3 are generally reported as the value as of the beginning of the quarter in which the transfer occurs.
Unrealized gains or losses related to assets still held at the end of the period do not include amortization or accretion of premiums and discounts.
Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company's Unaudited Interim Consolidated Statement of Financial Position.
Transfers – Transfers into Level 3 are generally the result of unobservable inputs utilized within valuation methodologies and the use of indicative broker quotes for assets that were previously valued using observable inputs. Transfers out of Level 3 are generally due to the use of observable inputs in valuation methodologies as well as the utilization of pricing service information for certain assets that the Company is able to validate.
For the nine months ended September 30, 2012, the majority of the Equity Securities Available-for-Sale transfers out of Level 3 were due to the determination that the pricing inputs for certain equity securities did not have a material liquidity discount and therefore, should be classified as Level 1, not Level 3.
Derivative Fair Value Information
The following tables present the balance of derivative assets and liabilities measured at fair value on a recurring basis, as of the date indicated, by primary underlying. These tables exclude embedded derivatives which are typically recorded with the associated host contract. The derivative assets and liabilities shown below are included in “Other trading account assets,” “Other long-term investments” or “Other liabilities” in the tables presented previously in this note, under the headings “Assets and Liabilities by Hierarchy Level” and “Changes in Level 3 Assets and Liabilities.”
				As of September 30, 2013
				Level 1			Level 2			Level 3				Netting (1)		Total
				(in millions)
Derivative assets:
	Interest Rate			$	4		$	7,185		$	7		$			$	7,196
	Currency				0			511			0						511
	Credit				0			6			0						6
	Currency/Interest Rate				0			457			0						457
	Equity				50			482			1						533
	Netting (1)													-7,242			-7,242
		Total derivative assets		$	54		$	8,641		$	8		$	-7,242		$	1,461
Derivative liabilities:
	Interest Rate			$	1		$	7,173		$	6		$			$	7,180
	Currency				0			199			0						199
	Credit				0			66			0						66
	Currency/Interest Rate				0			649			0						649
	Equity				0			200			0						200
	Netting (1)													-7,187			-7,187
		Total derivative liabilities		$	1		$	8,287		$	6		$	-7,187		$	1,107
				As of December 31, 2012
				Level 1			Level 2			Level 3				Netting (1)		Total
				(in millions)
Derivative assets:
	Interest Rate			$	11		$	11,675		$	5		$			$	11,691
	Currency				0			432			0						432
	Credit				0			19			0						19
	Currency/Interest Rate				0			450			0						450
	Equity				63			518			19						600
	Netting (1)													-10,117			-10,117
		Total derivative assets		$	74		$	13,094		$	24		$	-10,117		$	3,075
Derivative liabilities:
	Interest Rate			$	11		$	6,783		$	2		$			$	6,796
	Currency				0			517			0						517
	Credit				0			84			0						84
	Currency/Interest Rate				0			578			0						578
	Equity				165			198			0						363
	Netting (1)													-8,031			-8,031
		Total derivative liabilities		$	176		$	8,160		$	2		$	-8,031		$	307
“Netting” amounts represent cash collateral and the impact of offsetting asset and liability positions held with the same counterparty.
Changes in Level 3 derivative assets and liabilities - The following tables provide a summary of the changes in fair value of Level 3 derivative assets and liabilities for the three and nine months ended September 30, 2013, as well as the portion of gains or losses included in income for the three and nine months ended September 30, 2013, attributable to unrealized gains or losses related to those assets and liabilities still held at September 30, 2013.
						Three Months Ended September 30, 2013									Nine Months Ended September 30, 2013
						Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate			Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate
						(in millions)
Fair Value, beginning of period						$	8		$	0		$	2		$	19		$	0		$	3
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				-3			0			-1			-14			0			-2
			Asset management fees and other income				0			0			0			0			0			0
	Purchases						0			0			0			0			0			0
	Sales						0			0			0			0			0			0
	Issuances						0			0			0			0			0			0
	Settlements						-4			0			0			-4			0			0
	Transfers into Level 3(1)						0			0			0			0			0			0
	Transfers out of Level 3(1)						0			0			0			0			0			0
Fair Value, end of period						$	1		$	0		$	1		$	1		$	0		$	1
Unrealized gains (losses) for the period relating to those
level 3 assets that were still held at the end of the period:
		Included in earnings:
			Realized investment gains (losses), net			$	-3		$	0		$	-1		$	-14		$	0		$	-2
			Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	0
						Three Months Ended September 30, 2012									Nine Months Ended September 30, 2012
						Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate			Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate
						(in millions)
Fair Value, beginning of period						$	40		$	0		$	2		$	83		$	1		$	-1
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				-15			0			5			-63			-1			8
			Asset management fees and other income				0			0			0			0			0			0
	Purchases						1			0			0			6			0			0
	Sales						0			0			0			0			0			0
	Issuances						0			0			0			0			0			0
	Settlements						0			0			0			0			0			0
	Transfers into Level 3(1)						0			0			0			0			0			0
	Transfers out of Level 3(1)						0			0			0			0			0			0
Fair Value, end of period						$	26		$	0		$	7		$	26		$	0		$	7
Unrealized gains (losses) for the period relating to those
level 3 assets that were still held at the end of the period:
		Included in earnings:
			Realized investment gains (losses), net			$	-15		$	0		$	5		$	-63		$	-1		$	8
			Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	0
Transfers into or out of Level 3 are generally reported as the value as of the beginning of the quarter in which the transfer occurs.
Nonrecurring Fair Value Measurements – Certain assets and liabilities are measured at fair value on a nonrecurring basis. Commercial mortgage loan reserve adjustments of $0 million and $2 million in net gains were recorded for the three and nine months ended September 30, 2012, respectively. The reserve adjustments were based on discounted cash flows utilizing market rates and were classified as Level 3 in the hierarchy. There were no nonrecurring fair value reserve adjustments for the three and nine months ended September 30, 2013.
For real estate and property and equipment related investments, no impairments were recorded for the three months ended September 30, 2013. Impairments of $20 million were recorded for the three months ended September 30, 2012. There were $0 million and $91 million of impairments recorded for the nine months ended September 30, 2013 and 2012, respectively, for real estate and property and equipment related investments classified as Level 3 in the valuation hierarchy. These impairments were based primarily on appraised value. For certain cost method investments, impairments of $6 million and $1 million were recorded for the three months ended September 30, 2013 and 2012, respectively, and $15 million and $3 million for the nine months ended September 30, 2013 and 2012, respectively., The methodologies utilized were primarily discounted estimated future cash flows and, where appropriate, valuations provided by the general partners taking into consideration deal and management fee expenses. These cost method investments are classified as Level 3 in the valuation hierarchy. For mortgage servicing rights, impairment recoveries which resulted in a gain of $6 million and $5 million were recorded for the three months and nine months ended September 30, 2013. Similarly an impairment of $5 million and $12 million were recorded for the three months and nine months ended 2012, for mortgage servicing rights. Mortgage servicing rights are valued based on internal models and classified as Level 3 in the hierarchy.
There were no impairments related to intangible assets for the three and nine months ended September 30, 2013. An impairment of $29 million was recorded for the three and nine months ended September 30, 2012 related to the write-off of an intangible asset resulting from an acquired business. The method utilized was primarily discounted cash flows based on assumptions and inputs specific to the Company, and are therefore classified as Level 3 in the hierarchy.
Fair Value Option - The following table presents information regarding changes in fair values recorded in earnings for commercial mortgage loans, other long-term investments and notes issued by consolidated variable interest entities where the fair value option has been elected.
				Three Months Ended September 30,						Nine Months Ended September 30,
				2013			2012			2013			2012
				(in millions)
Assets:
	Commercial mortgage loans:
		Changes in instrument-specific credit risk		$	0		$	0		$	0		$	-1
		Other changes in fair value		$	1		$	0		$	3		$	0
	Other long-term investments:
		Changes in fair value		$	8		$	18		$	39		$	30
Liabilities:
	Notes issued by consolidated variable interest entities:
		Changes in fair value		$	-30		$	2		$	-32		$	-1
Changes in fair value are reflected in “Realized investment gains (losses), net” for commercial mortgage loans and “Asset management fees and other income” for other long-term investments and other liabilities. Changes in fair value due to instrument-specific credit risk are estimated based on changes in credit spreads and quality ratings for the period reported.
Interest income on commercial mortgage loans is included in net investment income. The Company recorded $4 million for both the three months ended September 30, 2013 and 2012, respectively, and $9 million for both the nine months ended September 30, 2013 and 2012, respectively, of interest income on fair value option loans. Interest income on these loans is recorded based on the effective interest rates as determined at the closing of the loan.
The fair values and aggregate contractual principal amounts of commercial mortgage loans, for which the fair value option has been elected, were $117 million and $109 million, respectively, as of September 30, 2013, and $162 million and $156 million, respectively, as of December 31, 2012. As of September 30, 2013, there were no loans in nonaccrual status and none of the loans are more than 90 days past due and still accruing.
The fair value of other long-term investments was $508 million as of September 30, 2013 and $465 million as of December 31, 2012.
The fair value and aggregate contractual principal amounts of limited recourse notes issued by consolidated variable interest entities, for which the fair value option has been elected, were $2,330 million and $2,364 million, respectively, as of September 30, 2013, and $1,406 million and $1,422 million, respectively as of December 31, 2012. Interest expense recorded for these liabilities was $29 million and $69 million, respectively, for the three and nine months ended September 30, 2013, respectively.
Fair Value of Financial Instruments
The table below presents the carrying amount and fair value by fair value hierarchy level of certain financial instruments that are not reported at fair value. However, in some cases, as described below, the carrying amount equals or approximates fair value.
				30-Sep-13															31-Dec-12
				Fair Value												Carrying Amount (1)			Fair Value			Carrying Amount
				Level 1			Level 2			Level 3			Total			Total			Total			Total
				(in millions)
Assets:
	Fixed maturities, held-to-maturity			$	0		$	2,256		$	1,616		$	3,872		$	3,629		$	4,511		$	4,268
	Commercial mortgage and other loans				0			626			40,375			41,001			39,385			39,554			36,570
	Policy loans				0			0			14,219			14,219			11,863			14,592			11,575
	Short-term investments				0			553			0			553			553			57			57
	Cash and cash equivalents				4,431			2,077			0			6,508			6,508			4,500			4,500
	Accrued investment income				0			3,157			0			3,157			3,157			3,127			3,127
	Other assets				59			2,252			322			2,633			2,633			2,601			2,601
		Total assets		$	4,490		$	10,921		$	56,532		$	71,943		$	67,728		$	68,942		$	62,698
Liabilities:
	Policyholders' account balances
	-investment contracts			$	0		$	39,648		$	58,177		$	97,825		$	96,360		$	104,200		$	101,232
	Securities sold under agreements
	to repurchase				0			7,158			0			7,158			7,158			5,818			5,818
	Cash collateral for loaned securities				0			5,955			0			5,955			5,955			3,941			3,941
	Short-term debt				0			3,181			0			3,181			3,118			2,506			2,484
	Long-term debt				1,106			19,469			4,943			25,518			23,642			27,497			24,729
	Notes of consolidated VIEs				0			0			80			80			93			149			171
	Other liabilities				0			5,554			337			5,891			5,891			6,356			6,356
	Separate account liabilities
	-investment contracts				0			81,028			22,052			103,080			103,080			96,561			96,561
		Total liabilities		$	1,106		$	161,993		$	85,589		$	248,688		$	245,297		$	247,028		$	241,292
Carrying values presented herein differ from those in the Company's Unaudited Interim Consolidated Statement of Financial Position because certain items within the respective financial statement captions are not considered financial instruments or out of scope under authoritative guidance relating to disclosures of the fair value of financial instruments. Financial statement captions excluded from the above table are not considered financial instruments.
The fair values presented above have been determined by using available market information and by applying market valuation methodologies, as described in more detail below.
Fixed Maturities, Held-to-Maturity
The fair values of public fixed maturity securities are generally based on prices from third-party pricing services, which are reviewed to validate reasonableness. However, for certain public fixed maturity securities and investments in private placement fixed maturity securities; this information is either not available or not reliable. For these public fixed maturity securities, the fair value is based on indicative broker quotes, if available, or determined using a discounted cash flow model or internally-developed values. For private fixed maturities, fair value is determined using a discounted cash flow model. In determining the fair value of certain fixed maturity securities, the discounted cash flow model may also use unobservable inputs, which reflect the Company's own assumptions about the inputs market participants would use in pricing the security.
Commercial Mortgage and Other Loans
The fair value of most commercial mortgage loans is based upon the present value of the expected future cash flows discounted at the appropriate U.S. Treasury rate or foreign government bond rate (for non-U.S. dollar-denominated loans) plus an appropriate credit spread for similar quality loans. The quality ratings for these loans, a primary determinant of the credit spreads and a significant component of the pricing process, are based on an internally-developed methodology.
Certain commercial mortgage loans are valued incorporating other factors, including the terms of the loans, the principal exit strategies for the loans, prevailing interest rates and credit risk. Other loan valuations are primarily based upon the present value of the expected future cash flows discounted at the appropriate Japanese government bond rate and local market swap rates or credit default swap spreads, plus an appropriate credit spread and liquidity premium. The credit spread and liquidity premium are a significant component of the pricing inputs, and are based upon an internally-developed methodology, which takes into account, among other factors, the credit quality of the loans, the property type of the collateral, the weighted average coupon and the weighted average life of the loans.
Policy Loans
The fair value of U.S. insurance policy loans is calculated using a discounted cash flow model based upon current U.S. Treasury rates and historical loan repayment patterns, while Japanese insurance policy loans use the risk-free proxy based on the yen LIBOR. For group corporate-, bank- and trust-owned life insurance contracts and group universal life contracts, the fair value of the policy loans is the amount due, excluding interest, as of the reporting date.
Short-Term Investments, Cash and Cash Equivalents, Accrued Investment Income and Other Assets
The Company believes that due to the short-term nature of certain assets, the carrying value approximates fair value. These assets include: certain short-term investments which are not securities, are recorded at amortized cost and include quality loans; cash and cash equivalent instruments; accrued investment income; and other assets that meet the definition of financial instruments, including receivables, such as reinsurance recoverables, unsettled trades, accounts receivable and restricted cash.
Policyholders' Account Balances – Investment Contracts
Only the portion of policyholders' account balances related to products that are investment contracts (those without significant mortality or morbidity risk) are reflected in the table above. For fixed deferred annuities, single premium endowments, payout annuities and other similar contracts without life contingencies, fair values are derived using discounted projected cash flows based on interest rates that are representative of the Company's financial strength ratings, and hence reflect the Company's own non-performance risk. For guaranteed investment contracts, funding agreements, structured settlements without life contingencies and other similar products, fair values are derived using discounted projected cash flows based on interest rates being offered for similar contracts with maturities consistent with those of the contracts being valued. For those balances that can be withdrawn by the customer at any time without prior notice or penalty, the fair value is the amount estimated to be payable to the customer as of the reporting date, which is generally the carrying value. For defined contribution and defined benefit contracts and certain other products, the fair value is the market value of the assets supporting the liabilities.
Securities Sold Under Agreements to Repurchase
The Company receives collateral for selling securities under agreements to repurchase, or pledges collateral under agreements to resell. Repurchase and resale agreements are also generally short-term in nature, and therefore, the carrying amounts of these instruments approximate fair value.
Cash Collateral for Loaned Securities
Cash collateral for loaned securities represents the collateral received or paid in connection with loaning or borrowing securities, similar to the securities sold under agreement to repurchase above. For these transactions, the carrying value of the related asset or liability approximates fair value, as they equal the amount of cash collateral received/paid.
Debt
The fair value of short-term and long-term debt, as well as notes issued by consolidated VIEs, is generally determined by either prices obtained from independent pricing services, which are validated by the Company, or discounted cash flow models. With the exception of the notes issued by consolidated VIEs for which recourse is limited to the assets of the respective VIE and does not extend to the general credit of the Company, the fair values of these instruments consider the Company's own non-performance risk. Discounted cash flow models predominately use market observable inputs such as the borrowing rates currently available to the Company for debt and financial instruments with similar terms and remaining maturities. For commercial paper issuances and other debt with a maturity of less than 90 days, the carrying value approximates fair value.
A portion of the senior secured notes issued by Prudential Holdings, LLC (the "IHC debt") is insured by a third-party financial guarantee insurance policy. The effect of the third-party credit enhancement is not included in the fair value measurement of the IHC debt and the methodologies used to determine fair value consider the Company's own non-performance risk.
Other Liabilities
Other liabilities are primarily payables, such as reinsurance payables, unsettled trades, drafts and accrued expense payables. Due to the short term until settlement of most of these liabilities, the Company believes that carrying value approximates fair value.
Separate Account Liabilities–Investment Contracts
Only the portion of separate account liabilities related to products that are investments contracts are reflected in the table above. Separate account liabilities are recorded at the amount credited to the contractholder, which reflects the change in fair value of the corresponding separate account assets including contractholder deposits less withdrawals and fees. Therefore, carrying value approximates fair value.

Derivative_Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2013
Derivative Instruments	'
Derivative Instruments	'
	14. DERIVATIVE INSTRUMENTS
	Types of Derivative Instruments and Derivative Strategies
	Interest Rate Contracts
	Interest rate swaps, options, and futures are used by the Company to reduce risks from changes in interest rates, manage interest rate exposures arising from mismatches between assets and liabilities (including duration mismatches) and to hedge against changes in the value of assets it owns or anticipates acquiring or selling.
	Swaps may be attributed to specific assets or liabilities or may be used on a portfolio basis. Under interest rate swaps, the Company agrees with other parties to exchange, at specified intervals, the difference between fixed-rate and floating-rate interest amounts calculated by reference to an agreed upon notional principal amount.
	The Company also uses swaptions, interest rate caps, and interest rate floors to manage interest rate risk. A swaption is an option to enter into a swap with a forward starting effective date. The Company pays a premium for purchased swaptions and receives a premium for written swaptions. In an interest rate cap, the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. Similarly, in an interest rate floor, the buyer receives payments at the end of each period in which the interest rate is below the agreed strike price. Swaptions and interest rate caps and floors are included in interest rate options.
	In exchange-traded interest rate futures transactions, the Company purchases or sells a specified number of contracts, the values of which are determined by the values of underlying referenced investments, and posts variation margins on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission's merchants who are members of a trading exchange.
	Equity Contracts
	Equity index options are contracts which will settle in cash based on differentials in the underlying indices at the time of exercise and the strike price. The Company uses combinations of purchases and sales of equity index options to hedge the effects of adverse changes in equity indices within a predetermined range.
	Foreign Exchange Contracts
	Currency derivatives, including currency futures, options, forwards, and swaps, are used by the Company to reduce risks from changes in currency exchange rates with respect to investments denominated in foreign currencies that the Company either holds or intends to acquire or sell, and to hedge the currency risk associated with net investments in foreign operations and anticipated earnings of its foreign operations.
	Under currency forwards, the Company agrees with other parties to deliver a specified amount of an identified currency at a specified future date. Typically, the price is agreed upon at the time of the contract and payment for such a contract is made at the specified future date. As noted above, the Company uses currency forwards to mitigate the impact of changes in currency exchange rates on U.S. dollar equivalent earnings generated by certain of its non-U.S. businesses, primarily its international insurance and investments operations. The Company executes forward sales of the hedged currency in exchange for U.S. dollars at a specified exchange rate. The maturities of these forwards correspond with the future periods in which the non-U.S. dollar-denominated earnings are expected to be generated. These earnings hedges do not qualify for hedge accounting.
	Under currency swaps, the Company agrees with other parties to exchange, at specified intervals, the difference between one currency and another at an exchange rate and calculated by reference to an agreed principal amount. Generally, the principal amount of each currency is exchanged at the beginning and termination of the currency swap by each party.
	Credit Contracts
	The Company writes credit default swaps for which it receives a premium to insure credit risk. These are used by the Company to enhance the return on the Company's investment portfolio by creating credit exposure similar to an investment in public fixed maturity cash instruments. With these derivatives, the Company sells credit protection on an identified name, or an index of names, and in return receives a quarterly premium. This premium or credit spread generally corresponds to the difference between the yield on the referenced name's (or index reference names') public fixed maturity cash instruments and swap rates, at the time the agreement is executed. If there is an event of default by the referenced name or one of the referenced names in the index, as defined by the agreement, then the Company is obligated to pay the referenced amount of the contract to the counterparty and receive in return the referenced defaulted security or similar security or (in the case of a credit default index) pay the referenced amount less the auction recovery rate. See credit derivatives written section for further discussion of guarantees. In addition to selling credit protection the Company has purchased credit protection using credit derivatives in order to hedge specific credit exposures in the Company's investment portfolio.
	Other Contracts
	TBAs. The Company uses “to be announced” (“TBA”) forward contracts to gain exposure to the investment risk and return of mortgage-backed securities. TBA transactions can help the Company enhance the return on its investment portfolio, and can provide a more liquid and cost effective method of achieving these goals than purchasing or selling individual mortgage-backed pools. Typically, the price is agreed upon at the time of the contract and payment for such a contract is made at a specified future date. Additionally, pursuant to the Company's mortgage dollar roll program, TBAs or mortgage-backed securities are transferred to counterparties with a corresponding agreement to repurchase them at a future date. These transactions do not qualify as secured borrowings and are accounted for as derivatives.
	Loan Commitments. In its mortgage operations, the Company enters into commitments to fund commercial mortgage loans at specified interest rates and other applicable terms within specified periods of time. These commitments are legally binding agreements to extend credit to a counterparty. Loan commitments for loans that will be held for sale are recognized as derivatives and recorded at fair value. The determination of the fair value of loan commitments accounted for as derivatives considers various factors including, among others, terms of the related loan, the intended exit strategy for the loans based upon either securitization valuation models or investor purchase commitments, prevailing interest rates, origination income or expense, and the value of service rights. Loan commitments that relate to the origination of mortgage loans that will be held for investment are not accounted for as derivatives and accordingly are not recognized in the Company's financial statements. See Note 15 for a further discussion of these loan commitments.
	Embedded Derivatives. The Company sells variable annuity products, which may include guaranteed benefit features that are accounted for as embedded derivatives. These embedded derivatives are marked to market through “Realized investment gains (losses), net” based on the change in value of the underlying contractual guarantees, which are determined using valuation models. The Company maintains a portfolio of derivative instruments that is intended to economically hedge the risks related to the above products' features. The derivatives may include, but are not limited to equity options, total return swaps, interest rate swaptions, caps, floors, and other instruments.
	The Company invests in fixed maturities that, in addition to a stated coupon, provide a return based upon the results of an underlying portfolio of fixed income investments and related investment activity. The Company accounts for these investments as available-for-sale fixed maturities containing embedded derivatives. Such embedded derivatives are marked to market through “Realized investment gains (losses), net,” based upon the change in value of the underlying portfolio.
	Synthetic Guarantees. The Company sells synthetic guaranteed investment contracts, through both full service and investment-only sales channels, to qualified pension plans. The assets are owned by the trustees of such plans, who invest the assets according to the contract terms agreed to with the Company. The contracts contain a guarantee of a minimum rate of return on participant balances supported by the underlying assets, and a guarantee of liquidity to meet certain participant-initiated withdrawals from the contract. Under U.S. GAAP, these contracts are accounted for as derivatives and recorded at fair value.
	The table below provides a summary of the gross notional amount and fair value of derivatives contracts used in a non-broker-dealer capacity by the primary underlying, excluding embedded derivatives which are recorded with the associated host. Many derivative instruments contain multiple underlyings. The fair value amounts below represent the gross fair value of derivative contracts prior to taking into account the netting effects of master netting agreements and cash collateral held with the same counterparty. This netting impact results in total derivative assets of $1,461 million and $3,075 million as of September 30, 2013 and December 31, 2012, respectively, and total derivative liabilities of $1,107 million and $307 million as of September 30, 2013 and December 31, 2012, respectively, reflected in the Unaudited Interim Consolidated Statement of Financial Position.
							30-Sep-13								31-Dec-12
	Primary Underlying/								Gross Fair Value							Gross Fair Value
	Instrument Type						Notional		Assets			Liabilities			Notional	Assets			Liabilities
						(in millions)
	Derivatives Designated as Hedge
	Accounting Instruments:
		Interest Rate
			Interest Rate Swaps			$	2,475		$	9		$	-265	$	3,374	$	26		$	-396
		Foreign Currency
			Foreign Currency Forwards				579			6			-60		639		1			-35
		Currency/Interest Rate
			Foreign Currency Swaps				7,879			132			-389		6,373		128			-342
			Total Qualifying Derivatives			$	10,933		$	147		$	-714	$	10,386	$	155		$	-773
	Derivatives Not Qualifying as
	Hedge Accounting Instruments:
		Interest Rate
			Interest Rate Swaps			$	112,333		$	4,565		$	-4,490	$	108,581	$	7,779		$	-3,301
			Interest Rate Futures				6,116			3			-1		6,749		11			-12
			Interest Rate Options				25,181			480			-245		25,250		895			-141
			Interest Rate Forwards				1,304			9			0		660		0			0
		Foreign Currency
			Foreign Currency Forwards				13,925			497			-129		14,638		371			-397
			Foreign Currency Options				77			8			0		92		13			0
		Currency/Interest Rate
			Foreign Currency Swaps				6,609			270			-211		5,304		239			-152
		Credit
			Credit Default Swaps				1,992			6			-65		3,250		19			-84
		Equity
			Equity Futures				601			3			0		6,518		0			-165
			Equity Options				51,600			492			-25		42,757		603			-40
			Total Return Swaps				10,760			81			-181		5,779		8			-158
		Synthetic GICs					71,417			7			0		64,359		6			0
			Total Non-Qualifying Derivatives(1)			$	301,915		$	6,421		$	-5,347	$	283,937	$	9,944		$	-4,450
			Total Derivatives (2)			$	312,848		$	6,568		$	-6,061	$	294,323	$	10,099		$	-5,223
	Based on notional amounts, most of the Company's derivatives do not qualify for hedge accounting as follows: i) derivatives that economically hedge embedded derivatives do not qualify for hedge accounting because changes in the fair value of the embedded derivatives are already recorded in net income, ii) derivatives that are utilized as macro hedges of the Company's exposure to various risks typically do not qualify for hedge accounting because they do not meet the criteria required under portfolio hedge accounting rules, and iii) synthetic guaranteed investment contracts (GIC's), which are product standalone derivatives do not qualify as hedging instruments under hedge accounting rules.
	Excludes embedded derivatives which contain multiple underlyings. The fair value of these embedded derivatives was a net liability of $2,030 million as of September 30, 2013 and a net liability of $3,438 million as of December 31, 2012, included in “Future policy benefits” and “Fixed maturities, available-for-sale.”
	Offsetting Assets and Liabilities
	The following table presents recognized derivative instruments (including bifurcated embedded derivatives), and repurchase and reverse repurchase agreements that are offset in the balance sheet, and/or are subject to an enforceable master netting arrangement or similar agreement, irrespective of whether they are offset in the balance sheet.
						30-Sep-13
									Gross			Net
						Gross			Amounts			Amounts
					Amounts of			Offset in the			Presented in
					Recognized			Statement of			the Statement		Financial
					Financial			Financial			of Financial		Instruments/		Net
					Instruments			Position			Position		Collateral		Amount
					(in millions)
Offsetting of Financial Assets:
Derivatives					$	8,671		$	-7,242		$	1,429	$	-1,238	$	191
Securities purchased under agreement to resell						750			0			750		-750		0
Total Assets					$	9,421		$	-7,242		$	2,179	$	-1,988	$	191
Offsetting of Financial Liabilities:
Derivatives					$	8,288		$	-7,187		$	1,101	$	-1,251	$	-150
Securities sold under agreement to repurchase						7,158			0			7,158		-7,158		0
Total Liabilities					$	15,446		$	-7,187		$	8,259	$	-8,409	$	-150
					31-Dec-12
								Gross			Net
					Gross			Amounts			Amounts
					Amounts of			Offset in the			Presented in
					Recognized			Statement of			the Statement		Financial
					Financial			Financial			of Financial		Instruments/		Net
					Instruments			Position			Position		Collateral		Amount
					(in millions)
Offsetting of Financial Assets:
Derivatives					$	13,167		$	-10,117		$	3,050	$	-2,891	$	159
Securities purchased under agreement to resell						990			0			990		-990		0
Total Assets					$	14,157		$	-10,117		$	4,040	$	-3,881	$	159
Offsetting of Financial Liabilities:
Derivatives					$	8,329		$	-8,031		$	298	$	-63	$	235
Securities sold under agreement to repurchase						5,818			0			5,818		-5,818		0
Total Liabilities					$	14,147		$	-8,031		$	6,116	$	-5,881	$	235
For information regarding the rights of offset associated with the derivative assets and liabilities in the table above see “—Credit Risk” below. For securities purchased under agreements to resell and securities sold under agreements to repurchase, the Company monitors the value of the securities and maintains collateral, as appropriate, to protect against credit exposure. Where the Company has entered into repurchase and resale agreements with the same counterparty, in the event of default, the Company would generally be permitted to exercise rights of offset. For additional information on the Company's accounting policy for securities repurchase and resale agreements, see Note 2 to the Company's Consolidated Financial Statements included in its 2012 Annual Report on Form 10-K.
Cash Flow, Fair Value and Net Investment Hedges
The primary derivative instruments used by the Company in its fair value, cash flow, and net investment hedge accounting relationships are interest rate swaps, currency swaps and currency forwards. These instruments are only designated for hedge accounting in instances where the appropriate criteria are met. The Company does not use futures, options, credit, equity or embedded derivatives in any of its fair value, cash flow or net investment hedge accounting relationships.
The following table provides the financial statement classification and impact of derivatives used in qualifying and non-qualifying hedge relationships, excluding the offset of the hedged item in an effective hedge relationship.
					Three Months Ended September 30, 2013
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	8		$	-17		$	0	$	0	$	6		$	0
	Currency					-6			0			0		0		0			0
	Total fair value hedges					2			-17			0		0		6			0
Cash flow hedges
	Interest Rate					0			0			0		-6		0			3
	Currency/Interest Rate					0			1			-24		0		0			-260
	Total cash flow hedges					0			1			-24		-6		0			-257
Net investment hedges
	Currency(2)					0			0			-4		0		0			0
	Currency/Interest Rate					0			0			0		0		0			-3
		Total net investment hedges				0			0			-4		0		0			-3
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					-540			0			0		0		0			0
	Currency					62			0			0		0		0			0
	Currency/Interest Rate					-215			0			-2		0		0			0
	Credit					-1			0			0		0		0			0
	Equity					-706			0			0		0		0			0
	Embedded Derivatives					-1,322			0			0		0		0			0
	Total non-qualifying hedges					-2,722			0			-2		0		0			0
Total					$	-2,720		$	-16		$	-30	$	-6	$	6		$	-260
					Nine Months Ended September 30, 2013
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	80		$	-56		$	0	$	0	$	17		$	0
	Currency					-54			0			0		0		0			0
	Total fair value hedges					26			-56			0		0		17			0
Cash flow hedges
	Interest Rate					0			0			0		-17		0			20
	Currency/Interest Rate					0			0			-60		0		0			-118
	Total cash flow hedges					0			0			-60		-17		0			-98
Net investment hedges
	Currency(2)					0			0			-4		0		0			7
	Currency/Interest Rate					0			0			0		0		0			154
	Total net investment hedges					0			0			-4		0		0			161
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					-4,071			0			0		0		0			0
	Currency					-513			0			0		0		0			0
	Currency/Interest Rate					84			0			0		0		0			0
	Credit					-11			0			0		0		0			0
	Equity					-2,515			0			0		0		0			0
	Embedded Derivatives					2,025			0			0		0		0			0
	Total non-qualifying hedges					-5,001			0			0		0		0			0
Total					$	-4,975		$	-56		$	-64	$	-17	$	17		$	63
					Three Months Ended September 30, 2012
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	6		$	-23		$	0	$	1	$	5		$	0
	Currency					0			-1			0		0		0			0
	Total fair value hedges					6			-24			0		1		5			0
Cash flow hedges
	Interest Rate					0			0			0		-5		0			2
	Currency/Interest Rate					0			-1			-3		0		0			-119
	Total cash flow hedges					0			-1			-3		-5		0			-117
Net investment hedges
	Currency(2)					0			0			0		0		0			-6
	Currency/Interest Rate					0			0			0		0		0			-10
		Total net investment hedges				0			0			0		0		0			-16
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					86			0			0		0		0			0
	Currency					-119			0			0		0		0			0
	Currency/Interest Rate					-19			0			0		0		0			0
	Credit					-8			0			0		0		0			0
	Equity					-983			0			0		0		0			0
	Embedded Derivatives					-418			0			0		0		0			0
	Total non-qualifying hedges					-1,461			0			0		0		0			0
Total					$	-1,455		$	-25		$	-3	$	-4	$	5		$	-133
					Nine Months Ended September 30, 2012
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	-6		$	-71		$	0	$	4	$	26		$	0
	Currency					2			-3			0		0		0			0
	Total fair value hedges					-4			-74			0		4		26			0
Cash flow hedges
	Interest Rate					0			0			0		-14		0			8
	Currency/Interest Rate					0			-4			-5		0		0			-47
	Total cash flow hedges					0			-4			-5		-14		0			-39
Net investment hedges
	Currency(2)					0			0			0		0		0			-8
	Currency/Interest Rate					0			0			0		0		0			78
	Total net investment hedges					0			0			0		0		0			70
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					1,303			0			0		0		0			0
	Currency					-46			0			0		0		0			0
	Currency/Interest Rate					97			0			1		0		0			0
	Credit					-36			0			0		0		0			0
	Equity					-1,983			0			0		0		0			0
	Embedded Derivatives					-241			0			0		0		0			0
	Total non-qualifying hedges					-906			0			1		0		0			0
Total					$	-910		$	-78		$	-4	$	-10	$	26		$	31
Amounts deferred in “Accumulated other comprehensive income (loss).”
Relates to the sale of equity method investments.
For the three and nine months ended September 30, 2013, the ineffective portion of derivatives accounted for using hedge accounting was not material to the Company's results of operations and there were no material amounts reclassified into earnings relating to instances in which the Company discontinued cash flow hedge accounting because the forecasted transaction did not occur by the anticipated date or within the additional time period permitted by the authoritative guidance for the accounting for derivatives and hedging. In addition, there were no instances in which the Company discontinued fair value hedge accounting due to a hedged firm commitment no longer qualifying as a fair value hedge.
Presented below is a roll forward of current period cash flow hedges in “Accumulated other comprehensive income (loss)” before taxes:
					(in millions)
Balance, December 31, 2012					$	-257
Net deferred gains/(losses) on cash flow hedges from January 1 to September 30, 2013						-181
Amount reclassified into current period earnings						83
Balance, September 30, 2013					$	-355
Using September 30, 2013 values, it is anticipated that a pre-tax loss of approximately $16 million will be reclassified from “Accumulated other comprehensive income (loss)” to earnings during the subsequent twelve months ending September 30, 2014, offset by amounts pertaining to the hedged items. As of September 30, 2013, the Company does not have any qualifying cash flow hedges of forecasted transactions other than those related to the variability of the payment or receipt of interest or foreign currency amounts on existing financial instruments. The maximum length of time for which these variable cash flows are hedged is 20 years. Income amounts deferred in “Accumulated other comprehensive income (loss)” as a result of cash flow hedges are included in “Net unrealized investment gains (losses)” in the Consolidated Statements of Equity.
For effective net investment hedges, the amounts, before applicable taxes, recorded in the cumulative translation adjustment account within “Accumulated other comprehensive income (loss)” was $277 million and $117 million as of September 30, 2013 and December 31, 2012.
Credit Derivatives Written
The following table sets forth the Company's exposure from credit derivatives where the Company has written credit protection, by NAIC rating of the underlying credits as of September 30, 2013 and December 31, 2012. The Company's maximum amount at risk under these credit derivatives listed below assumes the value of the underlying referenced securities become worthless. These credit derivatives have maturities of less than 3 years. The table excludes a credit derivative related to surplus notes issued by a subsidiary of Prudential Insurance and embedded derivatives contained in externally-managed investments in the European market.
			30-Sep-13
			Single Name							Credit Default Index						Total
	NAIC Designation		Notional			Fair Value				Notional			Fair Value			Notional			Fair Value
			(in millions)
	1		$	0		$	0			$	0		$	0		$	0		$	0
	2			5			0				0			0			5			0
	Subtotal			5			0				0			0			5			0
	3			0			0				0			0			0			0
	4			0			0				0			0			0			0
	5			0			0				0			0			0			0
	6			0			0				0			0			0			0
	Subtotal			0			0				0			0			0			0
	Total		$	5		$	0			$	0		$	0		$	5		$	0
			31-Dec-12
			Single Name							Credit Default Index						Total
	NAIC Designation		Notional			Fair Value				Notional			Fair Value			Notional			Fair Value
			(in millions)
	1		$	275		$	0			$	0		$	0		$	275		$	0
	2			45			0				0			0			45			0
	Subtotal			320			0				0			0			320			0
	3			0			0				750			2			750			2
	4			0			0				0			0			0			0
	5			0			0				0			0			0			0
	6			0			0				0			0			0			0
	Subtotal			0			0				750			2			750			2
	Total		$	320		$	0			$	750		$	2		$	1,070		$	2
The following table sets forth the composition of the Company's credit derivatives where the Company has written credit protection by industry category as of the dates indicated.
					30-Sep-13						31-Dec-12
Industry					Notional			Fair Value			Notional		Fair Value
					(in millions)
Corporate Securities:
	Consumer Non-cyclical				$	0		$	0		$	120	$	0
	Capital Goods					0			0			90		0
	Basic Industry					0			0			40		0
	Transportation					0			0			25		0
	Consumer Cyclical					0			0			20		0
	Energy					0			0			20		0
	Communication					5			0			5		0
	Finance					0			0			0		0
	Other (1)					0			0			750		2
Total Credit Derivatives					$	5		$	0		$	1,070	$	2
Includes Credit Default Index derivative with various industry categories.
In addition to the above, the Company entered into a credit derivative that will require the Company to make certain payments in the event of deterioration in the value of the surplus notes issued by a subsidiary of Prudential Insurance. The notional amount of this credit derivative is $500 million and the fair value as of September 30, 2013 and December 31, 2012 was a liability of $22 million and $32 million, respectively. No collateral was pledged in either period.
In addition to writing credit protection, the Company has purchased credit protection using credit derivatives in order to hedge specific credit exposures in the Company's investment portfolio. As of September 30, 2013 and December 31, 2012, the Company had $1,487 million and $1,680 million of outstanding notional amounts, respectively, reported at fair value as a liability of $37 million and $35 million, respectively.
The Company holds certain externally-managed investments in the European market which contain embedded derivatives whose fair values are primarily driven by changes in credit spreads. These investments are medium-term notes that are collateralized by investment portfolios primarily consisting of investment grade European fixed income securities, including corporate bonds and asset-backed securities, and derivatives, as well as varying degrees of leverage. The notes have a stated coupon and provide a return based on the performance of the underlying portfolios and the level of leverage. The Company invests in these notes to earn a coupon through maturity, consistent with its investment purpose for other debt securities. The notes are accounted for under U.S. GAAP as available-for-sale fixed maturity securities with bifurcated embedded derivatives (total return swaps). Changes in the value of the fixed maturity securities are reported in Equity under the heading “Accumulated Other Comprehensive Income (Loss)” and changes in the market value of the embedded total return swaps are included in current period earnings in “Realized investment gains (losses), net.” The Company's maximum exposure to loss from these investments was $323 million and $314 million at September 30, 2013 and December 31, 2012, respectively.
Counterparty Credit Risk
The Company is exposed to credit-related losses in the event of non-performance by counterparties to financial derivative transactions. The Company manages credit risk by entering into derivative transactions with highly rated major international financial institutions and other creditworthy counterparties, and by obtaining collateral where appropriate. Additionally, limits are set on single party credit exposures which are subject to periodic management review.
The credit exposure of the Company's OTC derivative transactions is represented by the contracts with a positive fair value (market value) at the reporting date. To reduce credit exposures, the Company seeks to (i) enter into OTC derivative transactions pursuant to master agreements that provide for a netting of payments and receipts with a single counterparty, and (ii) enter into agreements that allow the use of credit support annexes, which are bilateral rating-sensitive agreements that require collateral postings at established threshold levels. Cleared derivatives are bilateral transactions between the Company and a counterparty where the transactions are cleared through a clearinghouse, such that each derivative counterparty is only exposed to the default of the clearinghouse. These cleared transactions require initial and daily variation margin collateral postings and include certain interest rate swaps and credit default swaps entered into on or after June 10, 2013, related to new guidelines implemented under the Dodd-Frank Wall Street Reform and Consumer Protection Act. Also, the Company enters into exchange-traded futures and certain options transactions through regulated exchanges and these transactions are settled on a daily basis, thereby reducing credit risk exposure in the event of non-performance by counterparties to such financial instruments.
Under fair value measurements, the Company incorporates the market's perception of its own and the counterparty's non-performance risk in determining the fair value of the portion of its OTC derivative assets and liabilities that are uncollateralized. Credit spreads are applied to the derivative fair values on a net basis by counterparty. To reflect the Company's own credit spread a proxy based on relevant debt spreads is applied to OTC derivative net liability positions. Similarly, the Company's counterparty's credit spread is applied to OTC derivative net asset positions.
Certain of the Company's derivative agreements with some of its counterparties contain credit-rating related triggers. If the Company's credit rating were to fall below a certain level, the counterparties to the derivative instruments could request termination at the then fair value of the derivative or demand immediate full collateralization on derivative instruments in net liability positions. If a downgrade occurred and the derivative positions were terminated, the Company anticipates it would be able to replace the derivative positions with other counterparties in the normal course of business. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position were $323 million as of September 30, 2013. In the normal course of business the Company has posted collateral related to these instruments of $330 million as of September 30, 2013. If the credit-risk-related contingent features underlying these agreements had been triggered on September 30, 2013, the Company estimates that it would be required to post a maximum of $8 million of additional collateral to its counterparties.

Segment_Information

Segment Information	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Segment Information	'
	11.    SEGMENT INFORMATION
	Segments
	The Company has organized its principal operations into the Financial Services Businesses and the Closed Block Business. Within the Financial Services Businesses, the Company operates through three divisions, which together encompass six reportable segments. Businesses that are not sufficiently material to warrant separate disclosure and divested businesses are included in Corporate and Other operations within the Financial Services Businesses. Collectively, the businesses that comprise the three operating divisions and Corporate and Other are referred to as the Financial Services Businesses.
	Adjusted Operating Income
	In managing the Financial Services Businesses, the Company analyzes the operating performance of each segment using “adjusted operating income.” Adjusted operating income does not equate to “income (loss) from continuing operations before income taxes and equity in earnings of operating joint ventures” or “net income” as determined in accordance with U.S. GAAP but is the measure of segment profit or loss used by the Company to evaluate segment performance and allocate resources, and consistent with authoritative guidance, is the measure of segment performance presented below. Adjusted operating income is calculated by adjusting each segment's “income (loss) from continuing operations before income taxes and equity in earnings of operating joint ventures” for the following items, which are described in greater detail below:
	realized investment gains (losses), net, and related charges and adjustments;
	net investment gains and losses on trading account assets supporting insurance liabilities and changes in experience-rated contractholder liabilities due to asset value changes;
	the contribution to income/loss of divested businesses that have been or will be sold or exited, including businesses that have been placed in wind down status, but that did not qualify for “discontinued operations” accounting treatment under U.S. GAAP; and
	equity in earnings of operating joint ventures and earnings attributable to noncontrolling interests.
	These items are important to an understanding of overall results of operations. Adjusted operating income is not a substitute for income determined in accordance with U.S. GAAP, and the Company's definition of adjusted operating income may differ from that used by other companies. However, the Company believes that the presentation of adjusted operating income as measured for management purposes enhances the understanding of results of operations by highlighting the results from ongoing operations and the underlying profitability factors of the Financial Services Businesses.
	As discussed in Note 1, the Company recorded out of period adjustments in the second quarter of 2012 that resulted in a decrease in adjusted operating income of $61 million to the Asset Management segment and $45 million to Corporate and Other operations for the nine months ended September 30, 2012. For additional information regarding these out of period adjustments, see Notes 1 and 24 to the Company's Consolidated Financial Statements included in its 2012 Annual Report on Form 10-K
	Realized investment gains (losses), net, and related charges and adjustments
	Realized investment gains (losses), net
	Adjusted operating income excludes “Realized investment gains (losses), net,” except for certain items described below. Significant activity excluded from adjusted operating income includes impairments and credit-related gains and losses from sales of securities, the timing of which depends largely on market credit cycles and can vary considerably across periods, and interest rate-related gains and losses from sales of securities, which are largely subject to the Company's discretion and influenced by market opportunities, as well as the Company's tax and capital profile. Additionally, certain gains and losses pertaining to derivative contracts that do not qualify for hedge accounting treatment are also excluded from adjusted operating income. Trends in the underlying profitability of the Company's businesses can be more clearly identified without the fluctuating effects of these transactions.
	The following table sets forth the components of “Realized investment gains (losses), net” that are included in adjusted operating income and, as a result, are reflected as adjustments to “Realized investment gains (losses), net” for purposes of calculating adjusted operating income:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
	Net gains (losses) from:			(in millions)
		Terminated hedges of foreign currency earnings		$	72	$	-20	$	175	$	-68
		Current period yield adjustments		$	118	$	85	$	323	$	231
		Principal source of earnings		$	27	$	30	$	96	$	7
	Terminated Hedges of Foreign Currency Earnings. The amounts shown in the table above primarily reflect the impact of an intercompany arrangement between Corporate and Other operations and the International Insurance segment, pursuant to which the non-U.S. dollar-denominated earnings in all countries for a particular year, including its interim reporting periods, are translated at fixed currency exchange rates. The fixed rates are determined in connection with a currency hedging program designed to mitigate the risk that unfavorable rate changes will reduce the segment's U.S. dollar equivalent earnings. Pursuant to this program, the Company's Corporate and Other operations may execute forward currency contracts with third parties to sell the net exposure of projected earnings from the hedged currency in exchange for U.S. dollars at a specified exchange rate. The maturities of these contracts correspond with the future periods in which the identified non-U.S. dollar-denominated earnings are expected to be generated. These contracts do not qualify for hedge accounting under U.S. GAAP, so the resulting profits or losses are recorded in “Realized investment gains (losses), net.” When the contracts are terminated in the same period that the expected earnings emerge, the resulting positive or negative cash flow effect is included in adjusted operating income.
	Current Period Yield Adjustments. The Company uses interest rate and currency swaps and other derivatives to manage interest and currency exchange rate exposures arising from mismatches between assets and liabilities, including duration mismatches. For derivative contracts that do not qualify for hedge accounting treatment, the periodic swap settlements, as well as certain other derivative related yield adjustments are recorded in “Realized investment gains (losses), net”, and are included in adjusted operating income to reflect the after-hedge yield of the underlying instruments. In certain instances, when these derivative contracts are terminated or offset before their final maturity, the resulting realized gains or losses are recognized in adjusted operating income over periods that generally approximate the expected terms of the derivatives or underlying instruments in order for adjusted operating income to reflect the after-hedge yield of the underlying instruments. Included in the amounts shown in the table above are gains on certain derivatives contracts that were terminated or offset in prior periods of $18 million and $16 million for the three months ended September 30, 2013 and 2012, respectively, and $54 million and $46 million for the nine months ended September 30, 2013 and 2012, respectively. Additionally, as of September 30, 2013, there was a $521 million deferred net gain related to certain derivative contracts that were terminated or offset in prior periods, primarily in the International Insurance segment.
	Principal Source of Earnings. The Company conducts certain activities for which realized investment gains and losses are a principal source of earnings for its businesses and therefore included in adjusted operating income, particularly within the Company's Asset Management segment. For example, Asset Management's strategic investing business makes investments for sale or syndication to other investors or for placement or co-investment in the Company's managed funds and structured products. The realized investment gains and losses associated with the sale of these strategic investments, as well as related derivative results, are a principal activity for this business and included in adjusted operating income. In addition, the realized investment gains and losses associated with loans originated by the Company's commercial mortgage operations, as well as related derivative results and retained mortgage servicing rights, are a principal activity for this business and included in adjusted operating income.
	Other items reflected as adjustments to Realized investment gains (losses), net
	The following table sets forth certain other items excluded from adjusted operating income and reflected as an adjustment to “Realized investment gains (losses), net” for purposes of calculating adjusted operating income:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
	Net gains (losses) from:			(in millions)
		Other trading account assets		$	36	$	26	$	121	$	59
		Foreign currency exchange movements		$	1,169	$	-347	$	-2,856	$	-223
		Other activities		$	24	$	-8	$	136	$	30
	Other Trading Account Assets. The Company has certain investments in its general account portfolios that are classified as trading. These trading investments are carried at fair value and included in “Other trading account assets, at fair value” on the Company's statements of financial position. Realized and unrealized gains and losses for these investments are recorded in “Asset management fees and other income.” Consistent with the exclusion of realized investment gains and losses with respect to other investments managed on a consistent basis, the net gains or losses on these investments are excluded from adjusted operating income.
	Foreign Currency Exchange Movements. The Company has certain assets and liabilities for which, under U.S. GAAP, the changes in value, including those associated with changes in foreign currency exchange rates during the period, are recorded in “Asset management fees and other income.” To the extent the foreign currency exposure on these assets and liabilities is economically hedged or considered part of the Company's capital funding strategies for its international subsidiaries, the change in value included in “Asset management fees and other income” is excluded from adjusted operating income. The amounts in the table above are largely driven by non-yen denominated insurance liabilities in the Company's Japanese insurance operations. The insurance liabilities are supported by investments denominated in corresponding currencies, including a significant portion designated as available-for-sale. While these non-yen denominated assets and liabilities are economically hedged, under U.S. GAAP, unrealized gains and losses on available-for-sale investments, including those arising from foreign currency exchange rate movements, are recorded in “Accumulated other comprehensive income (loss),” while the non-yen denominated liabilities are re-measured for foreign currency exchange rate movements, and the related change in value is recorded in earnings within “Asset management fees and other income.” Due to this non-economic volatility that is reflected in U.S. GAAP earnings, the change in value recorded within “Asset management fee and other income” is excluded from adjusted operating income.
	Other Activities. The Company excludes certain other items from adjusted operating income that are consistent with similar adjustments described above. The significant items within other activities shown in the table above included the following:
	In connection with disputes arising out of the Chapter 11 bankruptcy petition filed by Lehman Brothers Holdings Inc., the Company previously recorded losses related to a portion of its counterparty exposure on derivative transactions it had previously held with Lehman Brothers and its affiliates. The Company recorded estimated recoveries related to this matter of $19 million and $136 million in the three and nine months ended September 30, 2013, respectively, and $12 million in the nine months ended September 30, 2012. These recoveries are recorded within “Asset management fees and other income” within the Company's Corporate and Other operations. Consistent with the exclusion of credit-related losses recorded in “Realized investment gains (losses), net”, the impact of this estimated recovery is excluded from adjusted operating income.”
	The Company records an adjustment for non-performance risk that relates to the uncollateralized portion of certain derivative contracts between a subsidiary of the Company and third parties. These adjustments are recorded within “Asset management fees and other income.” Consistent with the exclusion of the mark-to-market on derivatives recorded in “Realized investment gains (losses), net”, the impact of the non-performance risk is excluded from adjusted operating income. The net impact of the non-performance risk was to exclude from adjusted operating income net gains of $7 million and net losses of $2 million for the three months ended September 30, 2013 and 2012, respectively, and net gains of $9 million and $32 million for the nine months ended September 30, 2013 and 2012, respectively.
	Related charges
	Charges that relate to realized investment gains and losses are also excluded from adjusted operating income, and include the following:
	The portion of the amortization of deferred policy acquisition costs, value of business acquired, unearned revenue reserves and deferred sales inducements for certain products that is related to net realized investment gains and losses.
	Policyholder dividends and interest credited to policyholders' account balances that relate to certain life policies that pass back certain realized investment gains and losses to the policyholder, and reserves for future policy benefits for certain policies where cash flows are affected by net realized investment gains and losses.
	Market value adjustments paid or received upon a contractholder's surrender of certain of the Company's annuity products as these amounts mitigate the net realized investment gains or losses incurred upon the disposition of the underlying invested assets.
	Investment gains and losses on trading account assets supporting insurance liabilities and changes in experience-rated contractholder liabilities due to asset value changes
	Certain products included in the Retirement and International Insurance segments are experience-rated in that investment results associated with these products are expected to ultimately accrue to contractholders. The majority of investments supporting these experience-rated products are classified as trading and are carried at fair value, with realized and unrealized gains and losses reported in “Asset management fees and other income.” To a lesser extent, these experience-rated products are also supported by derivatives and commercial mortgage and other loans. The derivatives are carried at fair value, with realized and unrealized gains and losses reported in “Realized investment gains (losses), net.” The commercial mortgage and other loans are carried at unpaid principal, net of unamortized discounts and an allowance for losses, with gains and losses on sales and changes in the valuation allowance for commercial mortgage and other loans reported in “Realized investment gains (losses), net.”
	Adjusted operating income excludes net investment gains and losses on trading account assets supporting insurance liabilities, which is consistent with the exclusion of realized investment gains and losses with respect to other investments supporting insurance liabilities managed on a consistent basis. In addition, to be consistent with the historical treatment of charges related to realized investment gains and losses on investments, adjusted operating income also excludes the change in contractholder liabilities due to asset value changes in the pool of investments (including changes in the fair value of commercial mortgage and other loans) supporting these experience-rated contracts, which are reflected in “Interest credited to policyholders' account balances.” These adjustments are in addition to the exclusion from adjusted operating income of net investment gains and losses on the related derivatives and commercial mortgage and other loans through “Realized investment gains (losses), net, and related charges and adjustments,” as discussed above. The result of this approach is that adjusted operating income for these products includes net fee revenue and interest spread the Company earns on these experience-rated contracts, and excludes changes in fair value of the pool of investments, both realized and unrealized, that are expected to ultimately accrue to the contractholders.
	Divested businesses
	The contribution to income/loss of divested businesses that have been or will be sold or exited, including businesses that have been placed in wind down, but that did not qualify for “discontinued operations” accounting treatment under U.S. GAAP, are excluded from adjusted operating income as the results of divested businesses are not relevant to understanding the Company's ongoing operating results.
	On July 1, 2013, the Company sold its wealth management solutions business to Envestnet Inc. Due to the existence of an ongoing contractual relationship between the Company and these operations, this disposition did not qualify for discontinued operations treatment under U.S. GAAP. As a result, the Company has classified the results of these operations, previously reported in the Asset Management segment, as a "divested business" and excluded the results from adjusted operating income.
	Equity in earnings of operating joint ventures and earnings attributable to noncontrolling interests
	Equity in earnings of operating joint ventures, on a pre-tax basis, are included in adjusted operating income as these results are a principal source of earnings. These earnings are reflected on a U.S. GAAP basis on an after-tax basis as a separate line on the Company's Unaudited Interim Consolidated Statements of Operations.
	Earnings attributable to noncontrolling interests are excluded from adjusted operating income. Earnings attributable to noncontrolling interests represents the portion of earnings from consolidated entities that relates to the equity interests of minority investors, and are reflected on a U.S. GAAP basis as a separate line on the Company's Unaudited Interim Consolidated Statements of Operations.
	The summary below reconciles adjusted operating income before income taxes for the Financial Services Businesses to income from continuing operations before income taxes and equity in earnings of operating joint ventures:
						Three Months Ended September 30,				Nine Months Ended September 30,
						2013		2012		2013		2012
						(in millions)
	Adjusted Operating Income before income taxes for Financial Services Businesses by Segment:
		Individual Annuities				$	821	$	207	$	1,593	$	735
		Retirement					237		110		744		413
		Asset Management					200		189		547		373
					Total U.S. Retirement Solutions and Investment Management Division		1,258		506		2,884		1,521
		Individual Life					148		112		426		285
	Group Insurance					68		35		99		28
				Total U.S. Individual Life and Group Insurance Division		216		147		525		313
	International Insurance					778		782		2,505		2,057
				Total International Insurance Division		778		782		2,505		2,057
	Corporate Operations					-312		-414		-973		-966
				Total Corporate and Other		-312		-414		-973		-966
	Adjusted Operating Income before income taxes for Financial Services Businesses					1,940		1,021		4,941		2,925
		Reconciling items:
		Realized investment gains (losses), net, and related adjustments				-1,319		-1,951		-7,322		-1,609
		Charges related to realized investment gains (losses), net				763		648		1,533		498
		Investment gains (losses) on trading account assets supporting insurance liabilities, net				103		264		-273		502
		Change in experience-rated contractholder liabilities due to asset value changes				-73		-254		255		-446
		Divested businesses				43		-687		-12		-664
		Equity in earnings of operating joint ventures and earnings attributable to noncontrolling
			interests			17		-40		18		-27
Income (loss) from continuing operations before income taxes and equity in earnings of
	operating joint ventures for Financial Services Businesses					1,474		-999		-860		1,179
Income from continuing operations before income taxes and equity in earnings of operating
	joint ventures for Closed Block Business					85		69		108		97
Income (loss) from continuing operations before income taxes and equity in earnings of
	operating joint ventures				$	1,559	$	-930	$	-752	$	1,276
The U.S. Retirement Solutions and Investment Management Division and U.S. Individual Life and Group Insurance Division results reflect deferred policy acquisition costs as if the individual annuity business and group insurance business were stand-alone operations. The elimination of intersegment costs capitalized in accordance with this policy is included in consolidating adjustments within Corporate and Other operations.
The summary below presents revenues and total assets for the Company's reportable segments for the periods or as of the dates indicated:
					Revenue									Total Assets
					Three Months Ended September 30,				Nine Months Ended September 30,					September 30,		December 31,
					2013		2012		2013		2012			2013		2012
					(in millions)
Financial Services Businesses:
	Individual Annuities				$	1,120	$	1,018	$	3,307	$	2,944	$	156,314	$	146,893
	Retirement					1,525		1,162		4,382		3,511		169,836		168,262
	Asset Management					682		641		2,007		1,687		43,878		41,909
		Total U.S. Retirement Solutions and Investment
			Management Division			3,327		2,821		9,696		8,142		370,028		357,064
	Individual Life					1,041		948		3,408		2,527		62,500		47,371
	Group Insurance					1,342		1,420		4,143		4,203		37,763		38,754
		Total U.S. Individual Life and Group Insurance Division				2,383		2,368		7,551		6,730		100,263		86,125
	International Insurance					5,259		8,154		17,549		20,377		170,952		183,794
		Total International Insurance Division				5,259		8,154		17,549		20,377		170,952		183,794
	Corporate Operations					-153		-106		-439		-301		12,991		12,325
		Total Corporate and Other				-153		-106		-439		-301		12,991		12,325
			Total			10,816		13,237		34,357		34,948		654,234		639,308
Reconciling items:
	Realized investment gains (losses), net, and related
		adjustments				-1,320		-1,954		-7,325		-1,613
	Charges related to realized investment gains (losses), net					-27		-27		-181		-79
	Investment gains (losses) on trading account assets
		supporting insurance liabilities, net				103		264		-273		502
	Divested businesses					179		185		495		566
	Equity in earnings of operating joint ventures and earnings
		attributable to noncontrolling interests				-3		-65		-79		-78
			Total Financial Services Businesses			9,748		11,640		26,994		34,246		654,234		639,308
Closed Block Business						1,595		1,504		4,578		4,657		68,892		69,990
Total per Unaudited Interim Consolidated Financial Statements					$	11,343	$	13,144	$	31,572	$	38,903	$	723,126	$	709,298
The Asset Management segment revenues include intersegment revenues primarily consisting of asset-based management and administration fees as follows:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013	2012			2013	2012
				(in millions)
Asset Management segment intersegment revenues			$	151	$	139	$	454	$	405
Management has determined the intersegment revenues with reference to market rates. Intersegment revenues are eliminated in consolidation in Corporate and Other.

Commitments_and_Guarantees_Con

Commitments and Guarantees, Contingent Liabilities and Litigation and Regulatory Matters	9 Months Ended
	Sep. 30, 2013
Commitments And Guarantees And Contingent Liabilities [Abstract]	'
Commitments and Guarantees, Contingent Liabilities and Litigation and Regulatory Matters	'
	15. COMMITMENTS AND GUARANTEES, CONTINGENT LIABILITIES AND LITIGATION AND REGULATORY MATTERS
	Commitments and Guarantees
	Commercial Mortgage Loan Commitments
				September 30,			December 31,
				2013			2012
				(in millions)
	Total outstanding mortgage loan commitments			$	3,038		$	2,552
	Portion of commitment where prearrangement to sell to investor exists			$	793		$	897
	In connection with the Company's commercial mortgage operations, it originates commercial mortgage loans. Commitments for loans that will be held for sale are recognized as derivatives and recorded at fair value. In certain of these transactions, the Company pre-arranges that it will sell the loan to an investor, including to governmental sponsored entities as discussed below, after the Company funds the loan.
	Commitments to Purchase Investments (excluding Commercial Mortgage Loans)
					September 30,			December 31,
					2013			2012
					(in millions)
	Expected to be funded from the general account and other operations outside the
			separate accounts (1)		$	5,001		$	3,410
	Expected to be funded from separate accounts				$	749		$	757
	Portion of separate account commitments with recourse to Prudential Insurance				$	0		$	7
	(1) Includes a remaining commitment of $64 million and $200 million at September 30, 2013 and December 31, 2012, respectively, related to the Company's agreement to co-invest with the Fosun Group (Fosun) in a private equity fund, managed by Fosun, for the Chinese marketplace.
	The Company has other commitments to purchase or fund investments, some of which are contingent upon events or circumstances not under the Company's control, including those at the discretion of the Company's counterparties. The Company anticipates a portion of these commitments will ultimately be funded from its separate accounts. Some of the separate account commitments have recourse to Prudential Insurance if the separate accounts are unable to fund the amounts when due.
	Guarantees of Investee Debt
				September 30,			December 31,
				2013			2012
				(in millions)
	Total guarantees of debt issued by entities in which the separate accounts have invested			$	2,533		$	2,178
	Amount of above guarantee that is limited to separate account assets			$	2,533		$	2,167
	Accrued liability associated with guarantee			$	0		$	0
	A number of guarantees provided by the Company relate to real estate investments held in its separate accounts, in which entities that the separate account has invested in have borrowed funds, and the Company has guaranteed their obligations. The Company provides these guarantees to assist these entities in obtaining financing. The Company's maximum potential exposure under these guarantees is mostly limited to the assets of the separate account. The exposure that is not limited to the separate account assets relates mostly to guarantees limited to fraud, criminal activity or other bad acts. These guarantees generally expire at various times over the next twelve years. At September 30, 2013, the Company's assessment is that it is unlikely payments will be required. Any payments that may become required under these guarantees would either first be reduced by proceeds received by the creditor on a sale of the underlying collateral, or would provide rights to obtain the underlying collateral.
	Indemnification of Securities Lending Transactions
					September 30,			December 31,
					2013			2012
					(in millions)
	Indemnification provided to mutual fund and separate account clients for securities
			lending		$	15,952		$	15,454
	Fair value of related collateral associated with above indemnifications				$	16,405		$	15,730
	Accrued liability associated with guarantee				$	0		$	0
	In the normal course of business, the Company may facilitate securities lending transactions on behalf of mutual funds and separate accounts for which the Company is the investment advisor and/or the asset manager. In certain of these arrangements, the Company has provided an indemnification to the mutual funds or separate accounts to hold them harmless against losses caused by counterparty (i.e., borrower) defaults associated with the securities lending activity facilitated by the Company. Collateral is provided by the counterparty to the mutual fund or separate account at the inception of the loan equal to or greater than 102% of the fair value of the loaned securities and the collateral is maintained daily at 102% or greater of the fair value of the loaned securities. The Company is only at risk if the counterparty to the securities lending transaction defaults and the value of the collateral held is less than the value of the securities loaned to such counterparty. The Company believes the possibility of any payments under these indemnities is remote.
	Credit Derivatives Written
	As discussed further in Note 14, the Company writes credit derivatives under which the Company is obligated to pay the counterparty the referenced amount of the contract and receive in return the defaulted security or similar security.
	Guarantees of Asset Values
				September 30,			December 31,
				2013			2012
				(in millions)
	Guaranteed value of third parties' assets			$	75,512		$	64,424
	Fair value of collateral supporting these assets			$	76,915		$	67,555
	Asset associated with guarantee, carried at fair value			$	7		$	5
	Certain contracts underwritten by the Retirement segment include guarantees related to financial assets owned by the guaranteed party. These contracts are accounted for as derivatives and carried at fair value. The collateral supporting these guarantees is not reflected on the Company's balance sheet.
	Guarantees of Credit Enhancements
					September 30,			December 31,
					2013			2012
					(in millions)
	Guarantees of credit enhancements of debt instruments associated with commercial
			real estate assets		$	166		$	172
	Fair value of properties and associated tax credits that secure the guarantee				$	226		$	215
	Accrued liability associated with guarantee				$	0		$	0
	The Company arranges for credit enhancements of certain debt instruments that provide financing primarily for affordable multi-family real estate assets, including certain tax-exempt bond financings. The credit enhancements provide assurances to the debt holders as to the timely payment of amounts due under the debt instruments. The remaining contractual maturities for these guarantees are up to fifteen years. The Company's obligations to reimburse required credit enhancement payments are secured by mortgages on the related real estate. The Company receives certain ongoing fees for providing these enhancement arrangements and anticipates the extinguishment of its obligation under these enhancements prior to maturity through the aggregation and transfer of its positions to a substitute enhancement provider.
	Indemnification of Serviced Mortgage Loans
					September 30,			December 31,
					2013			2012
					(in millions)
	Maximum exposure under indemnification agreements for mortgage loans serviced
		by the Company			$	1,205		$	1,147
	First-loss exposure portion of above				$	380		$	369
	Accrued liability associated with guarantees				$	17		$	19
As part of the commercial mortgage activities of the Company's Asset Management segment, the Company provides commercial mortgage origination, underwriting and servicing for certain government sponsored entities, such as Fannie Mae and Freddie Mac. The Company has agreed to indemnify the government sponsored entities for a portion of the credit risk associated with certain of the mortgages it services through a delegated authority arrangement. Under these arrangements, the Company originates multi-family mortgages for sale to the government sponsored entities based on underwriting standards they specify, and makes payments to them for a specified percentage share of losses they incur on certain loans serviced by the Company. The Company's percentage share of losses incurred generally varies from 2% to 20% of the loan balance, and is typically based on a first-loss exposure for a stated percentage of the loan balance, plus a shared exposure with the government sponsored entity for any losses in excess of the stated first-loss percentage, subject to a contractually specified maximum percentage. The Company services $9,043 million of mortgages subject to these loss-sharing arrangements as of September 30, 2013, all of which are collateralized by first priority liens on the underlying multi-family residential properties. As of September 30, 2013, these mortgages had an average debt service coverage ratio of 1.80 times and an average loan-to-value ratio of 61%. The Company's total share of losses related to indemnifications that were settled was $0.4 million and $2.2 million, for the nine months ended September 30, 2013 and 2012, respectively.
Contingent Consideration
			September 30,			December 31,
			2013			2012
			(in millions)
Maximum potential contingent consideration associated with acquisitions			$	0		$	52
In connection with the Company's initial investment in an operating joint venture, the Company agreed to pay additional consideration in future periods, contingent upon the attainment of defined operating objectives. The arrangement was resolved in 2013 and no additional consideration is required as the joint venture did not attain the defined operating objectives.
Other Guarantees
			September 30,			December 31,
			2013			2012
			(in millions)
Other guarantees where amount can be determined			$	400		$	530
Accrued liability for other guarantees and indemnifications			$	8		$	8
The Company is also subject to other financial guarantees and indemnity arrangements. The Company has provided indemnities and guarantees related to acquisitions, dispositions, investments and other transactions that are triggered by, among other things, breaches of representations, warranties or covenants provided by the Company. These obligations are typically subject to various time limitations, defined by the contract or by operation of law, such as statutes of limitation. In some cases, the maximum potential obligation is subject to contractual limitations, while in other cases such limitations are not specified or applicable. Included above are $318 million and $299 million as of September 30, 2013 and December 31, 2012, respectively, of yield maintenance guarantees related to certain investments the Company sold. The Company does not expect to make any payments on these guarantees and is not carrying any liabilities associated with these guarantees.
Since certain of these obligations are not subject to limitations, it is not possible to determine the maximum potential amount due under these guarantees. The accrued liabilities identified above do not include retained liabilities associated with sold businesses.
Contingent Liabilities
On an ongoing basis, the Company's internal supervisory and control functions review the quality of sales, marketing and other customer interface procedures and practices and may recommend modifications or enhancements. From time to time, this review process results in the discovery of product administration, servicing or other errors, including errors relating to the timing or amount of payments or contract values due to customers. In certain cases, if appropriate, the Company may offer customers remediation and may incur charges, including the cost of such remediation, administrative costs and regulatory fines.
The Company is subject to the laws and regulations of states and other jurisdictions concerning the identification, reporting and escheatment of unclaimed or abandoned funds, and is subject to audit and examination for compliance with these requirements. For additional discussion of these matters, see “Litigation and Regulatory Matters” below.
It is possible that the results of operations or the cash flow of the Company in a particular quarterly or annual period could be materially affected as a result of payments in connection with the matters discussed above or other matters depending, in part, upon the results of operations or cash flow for such period. Management believes, however, that ultimate payments in connection with these matters, after consideration of applicable reserves and rights to indemnification, should not have a material adverse effect on the Company's financial position.
Litigation and Regulatory Matters
The Company is subject to legal and regulatory actions in the ordinary course of its businesses. Pending legal and regulatory actions include proceedings relating to aspects of the Company's businesses and operations that are specific to it and proceedings that are typical of the businesses in which it operates, including in both cases businesses that have been either divested or placed in wind-down status. Some of these proceedings have been brought on behalf of various alleged classes of complainants. In certain of these matters, the plaintiffs are seeking large and/or indeterminate amounts, including punitive or exemplary damages. The outcome of litigation or a regulatory matter, and the amount or range of potential loss at any particular time, is often inherently uncertain.
The Company establishes accruals for litigation and regulatory matters when it is probable that a loss has been incurred and the amount of that loss can be reasonably estimated. For litigation and regulatory matters where a loss may be reasonably possible, but not probable, or is probable but not reasonably estimable, no accrual is established but the matter, if material, is disclosed, including matters discussed below. The Company estimates that as of September 30, 2013, the aggregate range of reasonably possible losses in excess of accruals established for those litigation and regulatory matters for which such an estimate currently can be made is $0 to approximately $175 million. This estimate is not an indication of expected loss, if any, or the Company's maximum possible loss exposure on such matters. The Company reviews relevant information with respect to its litigation and regulatory matters on a quarterly and annual basis and updates its accruals, disclosures and estimates of reasonably possible loss based on such reviews.
Individual Annuities, Individual Life and Group Insurance
In January 2013, a qui tam action on behalf of the State of Florida, Total Asset Recovery Services v. Met Life Inc., et al., Manulife Financial Corporation, et. al., Prudential Financial, Inc., The Prudential Insurance Company of America, and Prudential Insurance Agency, LLC. filed in the Circuit Court of Leon County, Florida, was served on the Company. The complaint alleges that the Company failed to escheat life insurance proceeds to the State of Florida in violation of the Florida False Claims Act and seeks injunctive relief, compensatory damages, civil penalties, treble damages, prejudgment interest, attorneys' fees and costs. In March 2013, the Company filed a motion to dismiss the complaint. In August 2013, the court dismissed the complaint with prejudice. In September 2013, plaintiff filed an appeal with Florida's Circuit Court of the Second Judicial Circuit in Leon County.
In September 2012, the State of West Virginia, through its State Treasurer, filed a lawsuit, State of West Virginia ex. Rel. John D. Perdue v. Prudential Insurance Company of America, in the Circuit Court of Putnam County, West Virginia. The complaint alleges violations of the West Virginia Uniform Unclaimed Property Fund Act by failing to properly identify and report all unclaimed insurance policy proceeds which should either be paid to beneficiaries or escheated to West Virginia. The complaint seeks to examine the records of Prudential Insurance to determine compliance with the West Virginia Uniform Unclaimed Property Fund Act, and to assess penalties and costs in an undetermined amount. In October 2012, the State of West Virginia commenced a second action, State of West Virginia ex. Rel. John D. Perdue v. Pruco Life Insurance Company making the same allegations stated in the action against Prudential Insurance. In April 2013, the Company filed motions to dismiss the complaints in both of the West Virginia actions.
In January 2012, a Global Resolution Agreement entered into by the Company and a third party auditor became effective upon its acceptance by the unclaimed property departments of 20 states and jurisdictions. Under the terms of the Global Resolution Agreement, the third party auditor acting on behalf of the signatory states will compare expanded matching criteria to the Social Security Master Death File (“SSMDF”) to identify deceased insureds and contract holders where a valid claim has not been made. In February 2012, a Regulatory Settlement Agreement entered into by the Company to resolve a multi-state market conduct examination regarding its adherence to state claim settlement practices became effective upon its acceptance by the insurance departments of 20 states and jurisdictions. The Regulatory Settlement Agreement applies prospectively and requires the Company to adopt and implement additional procedures comparing its records to the SSMDF to identify unclaimed death benefits and prescribes procedures for identifying and locating beneficiaries once deaths are identified. Other jurisdictions that are not signatories to the Regulatory Settlement Agreement are considering proposals that would apply prospectively and require life insurance companies to take additional steps to identify unreported deceased policy and contract holders. These prospective changes and any escheatable property identified as a result of the audits and inquiries could result in: (1) additional payments of previously unclaimed death benefits; (2) the payment of abandoned funds to U.S. jurisdictions; and (3) changes in the Company's practices and procedures for the identification of escheatable funds and beneficiaries, which would impact claim payments and reserves, among other consequences.
The Company is one of several companies subpoenaed by the New York Attorney General regarding its unclaimed property procedures. Additionally, the New York State Department of Financial Services (“NYDFS”) has requested that 172 life insurers (including the Company) provide data to the NYDFS regarding use of the SSMDF. The New York Office of Unclaimed Funds is conducting an audit of the Company's compliance with New York's unclaimed property laws. In February 2012, the Massachusetts Office of the Attorney General requested information regarding the Company's unclaimed property procedures. In May 2013, the Company entered into a settlement agreement with the Minnesota Department of Commerce, Insurance Division, which requires the Company to take additional steps to identify deceased insureds and contract holders where a valid claim has not been made.
From July 2010 to December 2010, four purported nationwide class actions were filed challenging the use of retained asset accounts to settle death benefit claims of beneficiaries of a group life insurance contract owned by the United States Department of Veterans Affairs that covers the lives of members and veterans of the U.S. armed forces. In 2011, the cases were consolidated in the United States District Court for the District of Massachusetts by the Judicial Panel for Multi-District Litigation as In re Prudential Insurance Company of America SGLI/VGLI Contract Litigation. The consolidated complaint alleges that the use of the retained assets accounts that earn interest and are available to be withdrawn by the beneficiary, in whole or in part, at any time, to settle death benefit claims is in violation of federal law, and asserts claims of breach of contract, breaches of fiduciary duty and the duty of good faith and fair dealing, fraud and unjust enrichment and seeks compensatory and punitive damages, disgorgement of profits, equitable relief and pre and post-judgment interest. In March 2011, the motion to dismiss was denied. In January 2012, plaintiffs filed a motion to certify the class. In August 2012, the court denied plaintiffs' class certification motion without prejudice pending the filing of summary judgment motions on the issue of whether plaintiffs sustained an actual injury. In October 2012, the parties filed motions for summary judgment.
In September 2010, Huffman v. The Prudential Insurance Company, a purported nationwide class action brought on behalf of beneficiaries of group life insurance contracts owned by ERISA-governed employee welfare benefit plans was filed in the United States District Court for the Eastern District of Pennsylvania, challenging the use of retained asset accounts in employee welfare benefit plans to settle death benefit claims as a violation of ERISA and seeking injunctive relief and disgorgement of profits. In July 2011, the Company's motion for judgment on the pleadings was denied. In February 2012, plaintiffs filed a motion to certify the class. In April 2012, the Court stayed the case pending the outcome of a case involving another insurer that is on appeal to the Third Circuit Court of Appeals.
In January 2011, a purported state-wide class action, Garcia v. The Prudential Insurance Company of America was dismissed by the Second Judicial District Court, Washoe County, Nevada. The complaint was brought on behalf of Nevada beneficiaries of individual life insurance policies for which, unless the beneficiaries elected another settlement method, death benefits were placed in retained asset accounts. The complaint alleges that by failing to disclose material information about the accounts, the Company wrongfully delayed payment and improperly retained undisclosed profits, and seeks damages, injunctive relief, attorneys' fees and pre and post-judgment interest. In February 2011, plaintiff appealed the dismissal to the Nevada Supreme Court. As previously reported, in December 2009, an earlier purported nationwide class action raising substantially similar allegations brought by the same plaintiff in the United States District Court for the District of New Jersey, Garcia v. Prudential Insurance Company of America, was dismissed. In December 2011, plaintiff appealed the dismissal. In January 2013, the Nevada Supreme Court affirmed the dismissal of the complaint. In May 2013, the time for the plaintiffs to appeal the dismissal expired.
In December 2010, a purported state-wide class action complaint, Phillips v. Prudential Financial, Inc., was filed in state court and removed to the United States District Court for the Southern District of Illinois. The complaint makes allegations under Illinois law, substantially similar to the Garcia cases, on behalf of a class of Illinois residents whose death benefit claims were settled by retained assets accounts. In March 2011, the complaint was amended to drop the Company as a defendant and add Pruco Life Insurance Company as a defendant and is now captioned Phillips v. Prudential Insurance and Pruco Life Insurance Company. In November 2011, the complaint was dismissed. In December 2011, plaintiff appealed the dismissal. In May 2013, the United States Court of Appeals for the Seventh Circuit affirmed the dismissal of plaintiff's putative class action complaint. In August 2013, plaintiff's time to appeal the dismissal expired.
In July 2010, the Company, along with other life insurance industry participants, received a formal request for information from the State of New York Attorney General's Office in connection with its investigation into industry practices relating to the use of retained asset accounts. In August 2010, the Company received a similar request for information from the State of Connecticut Attorney General's Office. The Company is cooperating with these investigations. The Company has also been contacted by state insurance regulators and other governmental entities, including the U.S. Department of Veterans Affairs and Congressional committees regarding retained asset accounts. These matters may result in additional investigations, information requests, claims, hearings, litigation, adverse publicity and potential changes to business practices.
In February 2011, a fifth amended complaint was filed in the United States District Court for the District of New Jersey in Clark v. Prudential Insurance Company. The complaint brought on behalf of a purported class of California, Indiana, Ohio and Texas residents who purchased individual health insurance policies alleges that Prudential Insurance failed to disclose that it had ceased selling this type of policy in 1981 and that, as a result, premiums would increase significantly. The complaint alleges claims of fraudulent misrepresentation and omission, breach of the duty of good faith and fair dealing, and California's Unfair Competition Law and seeks compensatory and punitive damages. The matter was originally filed in 2008 and certain of the claims in the first four complaints were dismissed. In February 2012, plaintiffs filed a motion for class certification. In July 2012, Prudential Insurance moved for summary judgment on certain of plaintiffs' claims. In February 2013, the Court denied plaintiffs' motion for class certification, granted the motion by Prudential Insurance for summary judgment against two of the named plaintiffs, and denied summary judgment against two other plaintiffs. In April 2013, the Court denied plaintiffs' motions: (i) for reconsideration of the Court's order denying class certification and granting the Company partial summary judgment; and (ii) to alter or amend the order denying class certification by redefining the class and bifurcating liability and damages issues.
From November 2002 to March 2005, eleven separate complaints were filed against the Company and the law firm of Leeds Morelli & Brown in New Jersey state court and in the New Jersey Superior Court, Essex County as Lederman v. Prudential Financial, Inc., et al. The complaints allege that an alternative dispute resolution agreement entered into among Prudential Insurance, over 235 claimants who are current and former Prudential Insurance employees, and Leeds Morelli & Brown (the law firm representing the claimants) was illegal and that Prudential Insurance conspired with Leeds Morelli & Brown to commit fraud, malpractice, breach of contract, and violate racketeering laws by advancing legal fees to the law firm with the purpose of limiting Prudential's liability to the claimants. In February 2010, the New Jersey Supreme Court assigned the cases for centralized case management to the Superior Court, Bergen County. The Company participated in a court-ordered mediation that resulted in a settlement involving 193 of the remaining 235 plaintiffs. The amounts paid to the 193 plaintiffs were within existing reserves for this matter. The remaining plaintiffs continue to pursue their individual lawsuits, and have not amended the offers of judgment that they filed in January 2012 totaling approximately $90 million. In February 2012, the court granted summary judgment against two of the remaining plaintiffs. In June 2012, the court granted summary judgment against an additional plaintiff reducing to 39 the number of plaintiffs asserting claims against the Company. These rulings, which remain subject to appeal, have not caused the remaining plaintiffs to modify their offers of judgment.
Other Matters
In October 2012, a shareholder derivative lawsuit, Stephen Silverman, Derivatively on Behalf of Prudential Financial, Inc. v. John R. Strangfeld, et. al., was filed in the United States District Court for the District of New Jersey, alleging breaches of fiduciary duties, waste of corporate assets and unjust enrichment by certain senior officers and directors. The complaint names as defendants the Company's Chief Executive Officer, the Chief Financial Officer, the Principal Accounting Officer, certain members of the Company's Board of Directors and a former Director. The complaint alleges that the defendants made false and misleading statements regarding the Company's current and future financial condition based on, among other things, the alleged failure to disclose: (i) potential liability for benefits that should either have been paid to policyholders or their beneficiaries, or escheated to applicable states; and (ii) the extent of the Company's exposure for alleged state and federal law violations concerning the settlement of claims and the escheatment of unclaimed property. The complaint seeks an undetermined amount of damages, attorneys' fees and costs, and equitable relief including a direction for the Company to reform and to improve its corporate governance and internal procedures to comply with applicable laws.
In October 2012, the Board of Directors received a shareholder demand letter (the “Demand”), containing allegations of wrongdoing similar to those alleged in the Silverman complaint. The Demand alleges that the Company's Senior Management: (i) breached their fiduciary duties of loyalty and good faith in connection with the management, operation and oversight of the Company's business; (ii) breached their fiduciary duty of good faith to establish and maintain adequate internal controls; and (iii) breached their fiduciary duties by disseminating false, misleading and/or incomplete information, all in connection with the Company's alleged failure to use the SSDMF and to pay beneficiaries and escheat funds to states. The Demand requests that the Board of Directors: (a) undertake an independent internal investigation into Senior Management's violations of New Jersey and/or federal law; and (b) commence a civil action against each member of Senior Management to recover for the benefit of the Company the amount of damages sustained by the Company as a result of the alleged breaches described above. In response to the Demand, the Board of Directors formed a Special Litigation Committee that has retained an outside law firm to investigate the Demand's allegations. In September 2013, before the conclusion of the Special Litigation Committee's investigation, the shareholder who submitted the Demand filed a shareholder derivative lawsuit, Paul Memo, Derivatively on Behalf of Prudential Financial, Inc. v. John R. Strangfeld, Jr. et. al., in New Jersey Superior Court, Essex County. The complaint names as defendants the Company's Chief Executive Officer, the Vice Chairman, a former Chief Financial Officer, the Principal Accounting Officer, certain members of the Company's Board of Directors and a former Director. The complaint repeats the allegations in the Demand and seeks an undetermined amount of damages, attorneys' fees and costs, and equitable relief including a direction for the Company to reform and to improve its corporate governance and internal procedures to comply with applicable laws.
In August 2012, a purported class action lawsuit, City of Sterling Heights General Employees' Retirement System v. Prudential Financial, Inc., et al., was filed in the United States District Court for the District of New Jersey, alleging violations of federal securities law. The complaint names as defendants the Company's Chief Executive Officer, the Chief Financial Officer, the Principal Accounting Officer and certain members of the Company's Board of Directors. The complaint alleges that knowingly false and misleading statements were made regarding the Company's current and future financial condition based on, among other things, the alleged failure to disclose: (i) potential liability for benefits that should either have been paid to policyholders or their beneficiaries, or escheated to applicable states; and (ii) the extent of the Company's exposure for alleged state and federal law violations concerning the settlement of claims and the escheatment of unclaimed property. The complaint seeks an undetermined amount of damages, interest, attorneys' fees and costs. In May 2013, the complaint was amended to add three additional putative institutional investors as lead plaintiffs: National Shopmen Pension Fund, The Heavy & General Laborers' Locals 472 & 172 Pension & Annuity Funds, and Roofers Local No. 149 Pension Fund. In June 2013, the Company moved to dismiss the amended complaint.
In October 2006, a purported class action lawsuit, Bouder v. Prudential Financial, Inc. and Prudential Insurance Company of America, was filed in the United States District Court for the District of New Jersey, claiming that Prudential failed to pay overtime to insurance agents in violation of federal and Pennsylvania law, and that improper deductions were made from these agents' wages in violation of state law. The complaint sought back overtime pay and statutory damages, recovery of improper deductions, interest, and attorneys' fees. In March 2008, the court conditionally certified a nationwide class on the federal overtime claim. Separately, in March 2008, a purported nationwide class action lawsuit was filed in the United States District Court for the Southern District of California, Wang v. Prudential Financial, Inc. and Prudential Insurance, claiming that the Company failed to pay its agents overtime and provide other benefits in violation of California and federal law and seeking compensatory and punitive damages in unspecified amounts. In September 2008, Wang was transferred to the United States District Court for the District of New Jersey and consolidated with the Bouder matter. Subsequent amendments to the complaint resulted in additional allegations involving purported violations of an additional nine states' overtime and wage payment laws. In February 2010, Prudential moved to decertify the federal overtime class that had been conditionally certified in March 2008 and moved for summary judgment on the federal overtime claims of the named plaintiffs. In July 2010, plaintiffs filed a motion for class certification of the state law claims. In August 2010, the district court granted Prudential's motion for summary judgment, dismissing the federal overtime claims. In January 2013, the Court denied plaintiffs' motion for class certification in its entirety. In July 2013, the Court granted plaintiffs' motion for reconsideration, permitting plaintiffs to file a motion to certify a class of employee insurance agents seeking recovery under state wage and hour laws. In September 2013, plaintiffs filed a renewed motion for class certification.
Since April 2012, the Company has filed ten actions seeking to recover damages attributable to investments in residential mortgage-backed securities ("RMBS"). Eight actions were filed in New Jersey state court, captioned The Prudential Insurance Company of America, et al. v. JP Morgan Chase, et al.; The Prudential Insurance Company of America, et al. v. Morgan Stanley, et al.; The Prudential Insurance Company of America, et al. v. Nomura Securities International, Inc., et al.; The Prudential Insurance Company of America, et al. v. Barclays Bank PLC, et al.; The Prudential Insurance Company of America, et al. v. Goldman Sachs & Company, et al.;The Prudential Insurance Company of America, et al. v. RBS Financial Products, Inc., et al.; The Prudential Insurance Company of America, et al. v. Countrywide Financial Corp., et al.; and The Prudential Insurance Company of America, et al. v. UBS Securities LLC. et al. Additionally, two actions were filed in the United States District Court for the District of New Jersey: The Prudential Insurance Company of America v. Credit Suisse Securities (USA) LLC, et al. and The Prudential Insurance Company of America v. Bank of America National Association and Merrill Lynch & Co., Inc., et al. Among other allegations stemming from the defendants' origination, underwriting and sales of RMBS, the complaints assert claims of common law fraud, negligent misrepresentation, and breaches of the New Jersey Civil RICO statute. The complaints seek unspecified damages.
Seven of the defendants (J.P. Morgan, Barclays, Nomura, RBS, Goldman Sachs, Countrywide, and UBS) removed the lawsuits from New Jersey state court to the United States District Court for the District of New Jersey. The Countrywide defendants also made an application to the Judicial Panel on Multi-District Litigation to transfer that case to the United States District Court for the Central District of California. In August 2013, that application was granted. Except for the Nomura and Goldman Sachs actions, the Company filed motions to remand the lawsuit to New Jersey state court. The J.P. Morgan and Barclays lawsuits were remanded to New Jersey state court. The motions to remand in RBS and UBS remain pending.
Each of the Goldman Sachs, Morgan Stanley, Nomura, Credit Suisse, Barclays, Bank of America/Merrill Lynch and J.P. Morgan defendants filed motions to dismiss the complaints against them. The motions to dismiss filed by Goldman Sachs, J.P. Morgan, Morgan Stanley, and Credit Suisse have been denied, and the motions to dismiss filed by Nomura, Barclays, and Bank of America/Merrill Lynch are pending.
Summary
The Company's litigation and regulatory matters are subject to many uncertainties, and given their complexity and scope, their outcome cannot be predicted. It is possible that the Company's results of operations or cash flow in a particular quarterly or annual period could be materially affected by an ultimate unfavorable resolution of pending litigation and regulatory matters depending, in part, upon the results of operations or cash flow for such period. In light of the unpredictability of the Company's litigation and regulatory matters, it is also possible that in certain cases an ultimate unfavorable resolution of one or more pending litigation or regulatory matters could have a material adverse effect on the Company's financial position. Management believes, however, that, based on information currently known to it, the ultimate outcome of all pending litigation and regulatory matters, after consideration of applicable reserves and rights to indemnification, is not likely to have a material adverse effect on the Company's financial position.

Business_and_Basis_of_Presenta1

Business and Basis of Presentation (Policy)	9 Months Ended
	Sep. 30, 2013
Business and Basis of Presentation [Abstract]	'
Basis of Presentation, Policy	'
	Basis of Presentation
	The Unaudited Interim Consolidated Financial Statements include the accounts of Prudential Financial, entities over which the Company exercises control, including majority-owned subsidiaries and minority-owned entities such as limited partnerships in which the Company is the general partner, and variable interest entities in which the Company is considered the primary beneficiary. See Note 5 for more information on the Company's consolidated variable interest entities. The Unaudited Interim Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) on a basis consistent with reporting interim financial information in accordance with instructions to Form 10-Q and Article 10 of Regulation S-X of the Securities and Exchange Commission (“SEC”). Intercompany balances and transactions have been eliminated.
	In the opinion of management, all adjustments necessary for a fair statement of the financial position and results of operations have been made including adjustments described below under “Out of Period Adjustments.” Interim results are not necessarily indicative of the results that may be expected for the full year. These financial statements should be read in conjunction with the Company's Audited Consolidated Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012.
	The Company's Gibraltar Life Insurance Company, Ltd. (“Gibraltar Life”) consolidated operations use a November 30 fiscal year end for purposes of inclusion in the Company's Consolidated Financial Statements. Therefore, the Unaudited Interim Consolidated Financial Statements as of September 30, 2013, include the assets and liabilities of Gibraltar Life as of August 31, 2013 and the results of operations for Gibraltar Life for the three and nine months ended August 31, 2013.
Use of Estimates, Policy	'
	Use of Estimates
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.
	The most significant estimates include those used in determining deferred policy acquisition costs and related amortization; value of business acquired and its amortization; amortization of sales inducements; measurement of goodwill and any related impairment; valuation of investments including derivatives and the recognition of other-than-temporary impairments; future policy benefits including guarantees; pension and other postretirement benefits; provision for income taxes and valuation of deferred tax assets; and reserves for contingent liabilities, including reserves for losses in connection with unresolved legal matters.
Reclassifications, Policy	'
	Reclassifications
	Certain amounts in prior periods have been reclassified to conform to the current period presentation.
Out of Period Adjustment, Policy	'
	Out of Period Adjustments
	In the second quarter of 2012, the Company recorded two out of period adjustments resulting in a decrease of $122 million to “Income from continuing operations before income taxes and equity in earnings of operating joint ventures” for the nine months ended September 30, 2012. These adjustments were related to a decline in the value of a real estate-related investment and an increase in reserves for estimated payments to deceased policy and contract holders. For additional information regarding these out of period adjustments, see Notes 1 and 24 to the Company's Consolidated Financial Statements included in its 2012 Annual Report on Form 10-K.

Significant_Accounting_Policie1

Significant Accounting Policies and Pronouncements (Policy)	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Investments in Debt, Equity Securities, and Commercial Mortgage and Other Loans	'
	Investments in Debt and Equity Securities and Commercial Mortgage and Other Loans
	The Company's investments in debt and equity securities include fixed maturities, equity securities and short-term investments. The accounting policies related to these, as well as commercial mortgage and other loans, are as follows:
	Fixed maturities are comprised of bonds, notes and redeemable preferred stock. Fixed maturities classified as “available-for-sale” are carried at fair value. See Note 13 for additional information regarding the determination of fair value. Fixed maturities that the Company has both the positive intent and ability to hold to maturity are carried at amortized cost and classified as “held-to-maturity.” The amortized cost of fixed maturities is adjusted for amortization of premiums and accretion of discounts to maturity. Interest income, as well as the related amortization of premium and accretion of discount, is included in “Net investment income” under the effective yield method. For mortgage-backed and asset-backed securities, the effective yield is based on estimated cash flows, including interest rate and prepayment assumptions based on data from widely accepted third-party data sources or internal estimates. In addition to interest rate and prepayment assumptions, cash flow estimates also vary based on other assumptions regarding the underlying collateral, including default rates and changes in value. These assumptions can significantly impact income recognition and the amount of other-than-temporary impairments recognized in earnings and other comprehensive income. For high credit quality mortgage-backed and asset-backed securities (those rated AA or above), cash flows are provided quarterly, and the amortized cost and effective yield of the security are adjusted as necessary to reflect historical prepayment experience and changes in estimated future prepayments. The adjustments to amortized cost are recorded as a charge or credit to net investment income in accordance with the retrospective method. For mortgage-backed and asset-backed securities rated below AA or those for which an other than temporary impairment has been recorded, the effective yield is adjusted prospectively for any changes in estimated cash flows. See the discussion below on realized investment gains and losses for a description of the accounting for impairments. Unrealized gains and losses on fixed maturities classified as “available-for-sale,” net of tax, and the effect on deferred policy acquisition costs, value of business acquired, deferred sales inducements, future policy benefits and policyholders' dividends that would result from the realization of unrealized gains and losses, are included in “Accumulated other comprehensive income (loss)” (“AOCI”).
	“Trading account assets supporting insurance liabilities, at fair value” includes invested assets that support certain products included in the Retirement segment, as well as certain products included in the International Insurance segment, which are experience rated, meaning that the investment results associated with these products are expected to ultimately accrue to contractholders. Realized and unrealized gains and losses for these investments are reported in “Asset management fees and other income.” Interest and dividend income from these investments is reported in “Net investment income.”
	“Other trading account assets, at fair value” consist primarily of fixed maturities, equity securities, including certain perpetual preferred stock, and certain derivatives. Realized and unrealized gains and losses on these investments are reported in “Asset management fees and other income.” Interest and dividend income from these investments is reported in “Net investment income.” See “Derivative Financial Instruments” below for additional information regarding the accounting for derivatives.
	Equity securities available-for-sale are comprised of common stock, mutual fund shares, non-redeemable preferred stock, and certain perpetual preferred stock, and are carried at fair value. The associated unrealized gains and losses, net of tax, and the effect on deferred policy acquisition costs, value of business acquired, deferred sales inducements, future policy benefits and policyholders' dividends that would result from the realization of unrealized gains and losses, are included in AOCI. The cost of equity securities is written down to fair value when a decline in value is considered to be other-than-temporary. See the discussion below on realized investment gains and losses for a description of the accounting for impairments. Dividends from these investments are recognized in “Net investment income” when earned.
	Commercial mortgage and other loans consist of commercial mortgage loans, agricultural loans, loans backed by residential properties, as well as certain other collateralized and uncollateralized loans. Loans backed by residential properties primarily include recourse loans held by the Company's international insurance businesses. Other collateralized loans primarily include senior loans made by the Company's international insurance businesses and loans made to the Company's former real estate franchisees. Uncollateralized loans primarily represent reverse dual currency loans and corporate loans held by the Company's international insurance businesses.
	Commercial mortgage and other loans originated and held for investment are generally carried at unpaid principal balance, net of unamortized deferred loan origination fees and expenses and net of an allowance for losses. Commercial mortgage loans originated within the Company's commercial mortgage operations include loans held for sale which are reported at the lower of cost or fair value; loans held for investment which are reported at amortized cost net of unamortized deferred loan origination fees and expenses and net of an allowance for losses; and loans reported at fair value under the fair value option. Commercial mortgage and other loans acquired, including those related to the acquisition of a business, are recorded at fair value when purchased, reflecting any premiums or discounts to unpaid principal balances.
	Interest income, as well as prepayment fees and the amortization of the related premiums or discounts, related to commercial mortgage and other loans, are included in “Net investment income.”
	Impaired loans include those loans for which it is probable that amounts due will not all be collected according to the contractual terms of the loan agreement. The Company defines “past due” as principal or interest not collected at least 30 days past the scheduled contractual due date. Interest received on loans that are past due, including impaired and non-impaired loans as well as loans that were previously modified in a troubled debt restructuring, is either applied against the principal or reported as net investment income based on the Company's assessment as to the collectability of the principal. See Note 4 for additional information about the Company's past due loans.
	The Company discontinues accruing interest on loans after the loans become 90 days delinquent as to principal or interest payments, or earlier when the Company has doubts about collectability. When the Company discontinues accruing interest on a loan, any accrued but uncollectible interest on the loan and other loans backed by the same collateral, if any, is charged to interest income in the same period. Generally, a loan is restored to accrual status only after all delinquent interest and principal are brought current and, in the case of loans where the payment of interest has been interrupted for a substantial period, or the loan has been modified, a regular payment performance has been established.
	The Company reviews the performance and credit quality of the commercial mortgage and other loan portfolio on an on-going basis. Loans are placed on watch list status based on a predefined set of criteria and are assigned one of three categories. Loans are placed on “early warning” status in cases where, based on the Company's analysis of the loan's collateral, the financial situation of the borrower or tenants or other market factors, it is believed a loss of principal or interest could occur. Loans are classified as “closely monitored” when it is determined that there is a collateral deficiency or other credit events that may lead to a potential loss of principal or interest. Loans “not in good standing” are those loans where the Company has concluded that there is a high probability of loss of principal, such as when the loan is delinquent or in the process of foreclosure. As described below, in determining the allowance for losses, the Company evaluates each loan on the watch list to determine if it is probable that amounts due will not be collected according to the contractual terms of the loan agreement.
	Loan-to-value and debt service coverage ratios are measures commonly used to assess the quality of commercial mortgage loans. The loan-to-value ratio compares the amount of the loan to the fair value of the underlying property collateralizing the loan, and is commonly expressed as a percentage. Loan-to-value ratios greater than 100% indicate that the loan amount exceeds the collateral value. A smaller loan-to-value ratio indicates a greater excess of collateral value over the loan amount. The debt service coverage ratio compares a property's net operating income to its debt service payments. Debt service coverage ratios less than 1.0 times indicate that property operations do not generate enough income to cover the loan's current debt payments. A larger debt service coverage ratio indicates a greater excess of net operating income over the debt service payments. The values utilized in calculating these ratios are developed as part of the Company's periodic review of the commercial mortgage loan and agricultural loan portfolio, which includes an internal appraisal of the underlying collateral value. The Company's periodic review also includes a quality re-rating process, whereby the internal quality rating originally assigned at underwriting is updated based on current loan, property and market information using a proprietary quality rating system. The loan-to-value ratio is the most significant of several inputs used to establish the internal credit rating of a loan which in turn drives the allowance for losses. Other key factors considered in determining the internal credit rating include debt service coverage ratios, amortization, loan term, estimated market value growth rate and volatility for the property type and region. See Note 4 for additional information related to the loan-to-value ratios and debt service coverage ratios related to the Company's commercial mortgage and agricultural loan portfolios.
	Loans backed by residential properties, other collateralized loans, and uncollateralized loans are also reviewed periodically. Each loan is assigned an internal or external credit rating. Internal credit ratings take into consideration various factors including financial ratios and qualitative assessments based on non-financial information. In cases where there are personal or third party guarantors, the credit quality of the guarantor is also reviewed. These factors are used in developing the allowance for losses. Based on the diversity of the loans in these categories and their immateriality, the Company has not disclosed the credit quality indicators related to these loans in Note 4.
	For those loans not reported at fair value, the allowance for losses includes a loan specific reserve for each impaired loan that has a specifically identified loss and a portfolio reserve for probable incurred but not specifically identified losses. For impaired commercial mortgage and other loans, the allowances for losses are determined based on the present value of expected future cash flows discounted at the loan's effective interest rate, or based upon the fair value of the collateral if the loan is collateral dependent. The portfolio reserves for probable incurred but not specifically identified losses in the commercial mortgage and agricultural loan portfolios consider the current credit composition of the portfolio based on an internal quality rating (as described above). The portfolio reserves are determined using past loan experience, including historical credit migration, loss probability and loss severity factors by property type. These factors are reviewed each quarter and updated as appropriate.
	The allowance for losses on commercial mortgage and other loans can increase or decrease from period to period based on the factors noted above. “Realized investment gains (losses), net” includes changes in the allowance for losses and changes in value for loans accounted for under the fair value option. “Realized investment gains (losses), net” also includes gains and losses on sales, certain restructurings, and foreclosures.
	When a commercial mortgage or other loan is deemed to be uncollectible, any specific valuation allowance associated with the loan is reversed and a direct write down to the carrying amount of the loan is made. The carrying amount of the loan is not adjusted for subsequent recoveries in value.
	Commercial mortgage and other loans are occasionally restructured in a troubled debt restructuring. These restructurings generally include one or more of the following: full or partial payoffs outside of the original contract terms; changes to interest rates; extensions of maturity; or additions or modifications to covenants. Additionally, the Company may accept assets in full or partial satisfaction of the debt as part of a troubled debt restructuring. When restructurings occur, they are evaluated individually to determine whether the restructuring or modification constitutes a "troubled debt restructuring" as defined by authoritative accounting guidance. If the borrower is experiencing financial difficulty and the Company has granted a concession, the restructuring, including those that involve a partial payoff or the receipt of assets in full satisfaction of the debt, is deemed to be a troubled debt restructuring. Based on the Company's credit review process described above, these loans generally would have been deemed impaired prior to the troubled debt restructuring, and specific allowances for losses would have been established prior to the determination that a troubled debt restructuring has occurred.
	In a troubled debt restructuring where the Company receives assets in full satisfaction of the debt, any specific valuation allowance is reversed and a direct write down of the loan is recorded for the amount of the allowance, and any additional loss, net of recoveries, or any gain is recorded for the difference between the fair value of the assets received and the recorded investment in the loan. When assets are received in partial settlement, the same process is followed, and the remaining loan is evaluated prospectively for impairment based on the credit review process noted above. When a loan is restructured in a troubled debt restructuring, the impairment of the loan is remeasured using the modified terms and the loan's original effective yield, and the allowance for loss is adjusted accordingly. Subsequent to the modification, income is recognized prospectively based on the modified terms of the loans in accordance with the income recognition policy noted above. Additionally, the loan continues to be subject to the credit review process noted above.
	In situations where a loan has been restructured in a troubled debt restructuring and the loan has subsequently defaulted, this factor is considered when evaluating the loan for a specific allowance for losses in accordance with the credit review process noted above.
	See Note 4 for additional information about commercial mortgage and other loans that have been restructured in a troubled debt restructuring.
	“Short-term investments” primarily consist of highly liquid debt instruments with a maturity of twelve months or less and greater than three months when purchased, other than those debt instruments meeting this definition that are included in “Trading account assets supporting insurance liabilities, at fair value.” These investments are generally carried at fair value and include certain money market investments, short-term debt securities issued by government sponsored entities and other highly liquid debt instruments. Short-term investments held in the Company's former broker-dealer operations were marked-to-market through “Income from discontinued operations, net of taxes.”
	Realized investment gains (losses) are computed using the specific identification method with the exception of some of the Company's International Insurance businesses' portfolios, where the average cost method is used. Realized investment gains and losses are generated from numerous sources, including the sale of fixed maturity securities, equity securities, investments in joint ventures and limited partnerships and other types of investments, as well as adjustments to the cost basis of investments for net other-than-temporary impairments recognized in earnings. Realized investment gains and losses are also generated from prepayment premiums received on private fixed maturity securities, allowance for losses on commercial mortgage and other loans, fair value changes on commercial mortgage loans carried at fair value, and fair value changes on embedded derivatives and free-standing derivatives that do not qualify for hedge accounting treatment. See “Derivative Financial Instruments” below for additional information regarding the accounting for derivatives.
	The Company's available-for-sale and held-to-maturity securities with unrealized losses are reviewed quarterly to identify other-than-temporary impairments in value. In evaluating whether a decline in value is other-than-temporary, the Company considers several factors including, but not limited to the following: (1) the extent and the duration of the decline; (2) the reasons for the decline in value (credit event, currency or interest-rate related, including general credit spread widening); and (3) the financial condition of and near-term prospects of the issuer. With regard to available-for-sale equity securities, the Company also considers the ability and intent to hold the investment for a period of time to allow for a recovery of value. When it is determined that a decline in value of an equity security is other-than-temporary, the carrying value of the equity security is reduced to its fair value, with a corresponding charge to earnings.
	An other-than-temporary impairment is recognized in earnings for a debt security in an unrealized loss position when the Company either (a) has the intent to sell the debt security or (b) more likely than not will be required to sell the debt security before its anticipated recovery. For all debt securities in unrealized loss positions that do not meet either of these two criteria, the Company analyzes its ability to recover the amortized cost by comparing the net present value of projected future cash flows with the amortized cost of the security. The net present value is calculated by discounting the Company's best estimate of projected future cash flows at the effective interest rate implicit in the debt security prior to impairment. The Company may use the estimated fair value of collateral as a proxy for the net present value if it believes that the security is dependent on the liquidation of collateral for recovery of its investment. If the net present value is less than the amortized cost of the investment, an other-than-temporary impairment is recognized. In addition to the above mentioned circumstances, the Company also recognizes an other-than-temporary impairment in earnings when a non-functional currency denominated security in an unrealized loss position due to currency exchange rates approaches maturity.
	When an other-than-temporary impairment of a debt security has occurred, the amount of the other-than-temporary impairment recognized in earnings depends on whether the Company intends to sell the security or more likely than not will be required to sell the security before recovery of its amortized cost basis. If the debt security meets either of these two criteria or the unrealized losses due to changes in foreign currency exchange rates are not expected to be recovered before maturity, the other-than-temporary impairment recognized in earnings is equal to the entire difference between the security's amortized cost basis and its fair value at the impairment measurement date. For other-than-temporary impairments of debt securities that do not meet these criteria, the net amount recognized in earnings is equal to the difference between the amortized cost of the debt security and its net present value calculated as described above. Any difference between the fair value and the net present value of the debt security at the impairment measurement date is recorded in “Other comprehensive income (loss).” Unrealized gains or losses on securities for which an other-than-temporary impairment has been recognized in earnings is tracked as a separate component of AOCI.
	For debt securities, the split between the amount of an other-than-temporary impairment recognized in other comprehensive income and the net amount recognized in earnings is driven principally by assumptions regarding the amount and timing of projected cash flows. For mortgage-backed and asset-backed securities, cash flow estimates consider the payment terms of the underlying assets backing a particular security, including interest rate and prepayment assumptions, based on data from widely accepted third-party data sources or internal estimates. In addition to interest rate and prepayment assumptions, cash flow estimates also include other assumptions regarding the underlying collateral including default rates and recoveries, which vary based on the asset type and geographic location, as well as the vintage year of the security. For structured securities, the payment priority within the tranche structure is also considered. For all other debt securities, cash flow estimates are driven by assumptions regarding probability of default and estimates regarding timing and amount of recoveries associated with a default. The Company has developed these estimates using information based on its historical experience as well as using market observable data, such as industry analyst reports and forecasts, sector credit ratings and other data relevant to the collectability of a security, such as the general payment terms of the security and the security's position within the capital structure of the issuer.
	The new cost basis of an impaired security is not adjusted for subsequent increases in estimated fair value. In periods subsequent to the recognition of an other-than-temporary impairment, the impaired security is accounted for as if it had been purchased on the measurement date of the impairment. For debt securities, the discount (or reduced premium) based on the new cost basis may be accreted into net investment income in future periods, including increases in cash flow on a prospective basis. In certain cases where there are decreased cash flow expectations, the security is reviewed for further cash flow impairments.
Derivative Financial Instruments	'
	Derivative Financial Instruments
	Derivatives are financial instruments whose values are derived from interest rates, foreign exchange rates, financial indices, values of securities or commodities, credit spreads, market volatility, expected returns, and liquidity. Values can also be affected by changes in estimates and assumptions, including those related to counterparty behavior and non-performance risk used in valuation models. Derivative financial instruments generally used by the Company include swaps, futures, forwards and options and may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Derivative positions are carried at fair value, generally by obtaining quoted market prices or through the use of valuation models.
	Derivatives are used to manage the interest rate and currency characteristics of assets or liabilities and to mitigate volatility of expected non-U.S. earnings and net investments in foreign operations resulting from changes in currency exchange rates. Additionally, derivatives may be used to seek to reduce exposure to interest rate, credit, foreign currency and equity risks associated with assets held or expected to be purchased or sold, and liabilities incurred or expected to be incurred. As discussed in detail below and in Note 14, all realized and unrealized changes in fair value of derivatives are recorded in current earnings, with the exception of the effective portion of cash flow hedges and effective hedges of net investments in foreign operations. Cash flows from derivatives are reported in the operating, investing, or financing activities sections in the Unaudited Interim Consolidated Statements of Cash Flows based on the nature and purpose of the derivative.
	Derivatives are recorded either as assets, within “Other trading account assets, at fair value” or “Other long-term investments,” or as liabilities, within “Other liabilities,” except for embedded derivatives which are recorded with the associated host contract. The Company nets the fair value of all derivative financial instruments with counterparties for which a master netting arrangement has been executed.
	The Company designates derivatives as either (1) a hedge of the fair value of a recognized asset or liability or unrecognized firm commitment (“fair value” hedge); (2) a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow” hedge); (3) a foreign-currency fair value or cash flow hedge (“foreign currency” hedge); (4) a hedge of a net investment in a foreign operation; or (5) a derivative that does not qualify for hedge accounting.
	To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated risk of the hedged item. Effectiveness of the hedge is formally assessed at inception and throughout the life of the hedging relationship. Even if a derivative qualifies for hedge accounting treatment, there may be an element of ineffectiveness of the hedge. Under such circumstances, the ineffective portion is recorded in “Realized investment gains (losses), net.”
	The Company formally documents at inception all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking various hedge transactions. This process includes linking all derivatives designated as fair value, cash flow, or foreign currency hedges to specific assets and liabilities on the balance sheet or to specific firm commitments or forecasted transactions. Hedges of a net investment in a foreign operation are linked to the specific foreign operation.
	When a derivative is designated as a fair value hedge and is determined to be highly effective, changes in its fair value, along with changes in the fair value of the hedged asset or liability (including losses or gains on firm commitments), are reported on a net basis in the income statement, generally in “Realized investment gains (losses), net.” When swaps are used in hedge accounting relationships, periodic settlements are recorded in the same income statement line as the related settlements of the hedged items.
	When a derivative is designated as a cash flow hedge and is determined to be highly effective, changes in its fair value are recorded in AOCI until earnings are affected by the variability of cash flows being hedged (e.g., when periodic settlements on a variable-rate asset or liability are recorded in earnings). At that time, the related portion of deferred gains or losses on the derivative instrument is reclassified and reported in the income statement line item associated with the hedged item.
	When a derivative is designated as a foreign currency hedge and is determined to be highly effective, changes in its fair value are recorded either in current period earnings if the hedge transaction is a fair value hedge (e.g., a hedge of a recognized foreign currency asset or liability) or in AOCI if the hedge transaction is a cash flow hedge (e.g., a foreign currency denominated forecasted transaction). When a derivative is used as a hedge of a net investment in a foreign operation, its change in fair value, to the extent effective as a hedge, is recorded in the cumulative translation adjustment account within AOCI.
	If it is determined that a derivative no longer qualifies as an effective fair value or cash flow hedge or management removes the hedge designation, the derivative will continue to be carried on the balance sheet at its fair value, with changes in fair value recognized currently in “Realized investment gains (losses), net.” In this scenario, the hedged asset or liability under a fair value hedge will no longer be adjusted for changes in fair value and the existing basis adjustment is amortized to the income statement line associated with the asset or liability. The component of AOCI related to discontinued cash flow hedges is reclassified to the income statement line associated with the hedged cash flows consistent with the earnings impact of the original hedged cash flows.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, or because it is probable that the forecasted transaction will not occur by the end of the specified time period, the derivative will continue to be carried on the balance sheet at its fair value, with changes in fair value recognized currently in “Realized investment gains (losses), net.” Any asset or liability that was recorded pursuant to recognition of the firm commitment is removed from the balance sheet and recognized currently in “Realized investment gains (losses), net.” Gains and losses that were in AOCI pursuant to the hedge of a forecasted transaction are recognized immediately in “Realized investment gains (losses), net.”
	If a derivative does not qualify for hedge accounting, all changes in its fair value, including net receipts and payments, are included in “Realized investment gains (losses), net” without considering changes in the fair value of the economically associated assets or liabilities.
	The Company is a party to financial instruments that contain derivative instruments that are “embedded” in the financial instruments. At inception, the Company assesses whether the economic characteristics of the embedded instrument are clearly and closely related to the economic characteristics of the remaining component of the financial instrument (i.e., the host contract) and whether a separate instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded instrument possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded instrument qualifies as an embedded derivative that is separated from the host contract, carried at fair value, and changes in its fair value are included in “Realized investment gains (losses), net.” For certain financial instruments that contain an embedded derivative that otherwise would need to be bifurcated and reported at fair value, the Company may elect to classify the entire instrument as a trading account asset and report it within “Other trading account assets, at fair value.”
Impact of Adoption of New Accounting Pronouncements	'
	Adoption of New Accounting Pronouncements
	In December 2011 and January 2013, the Financial Accounting Standards Board (“FASB”) issued updated guidance regarding the disclosure of recognized derivative instruments (including bifurcated embedded derivatives), repurchase agreements and securities borrowing/lending transactions that are offset in the statement of financial position or are subject to an enforceable master netting arrangement or similar agreement (irrespective of whether they are offset in the statement of financial position). This new guidance requires an entity to disclose information on both a gross and net basis about instruments and transactions within the scope of this guidance. This new guidance is effective for interim or annual reporting periods beginning on or after January 1, 2013, and should be applied retrospectively for all comparative periods presented. The disclosures required by this guidance are included in Note 14.
	In February 2013, the FASB issued updated guidance regarding the presentation of comprehensive income. Under the guidance, an entity is required to separately present information about significant items reclassified out of accumulated other comprehensive income by component as well as changes in accumulated other comprehensive income balances by component in either the financial statements or the notes to the financial statements. The guidance does not change the items that are reported in other comprehensive income, does not change when an item of other comprehensive income must be reclassified to net income, and does not amend any existing requirements for reporting net income or other comprehensive income. The guidance is effective for the first interim or annual reporting period beginning after December 15, 2012 and should be applied prospectively. The disclosures required by this guidance are included in Note 7.
	In July 2013, the FASB issued new guidance regarding derivatives. The guidance permits the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) to be used as a U.S. benchmark interest rate for hedge accounting, in addition to the United States Treasury rate and London Inter-Bank Offered Rate (“LIBOR”). The guidance also removes the restriction on using different benchmark rates for similar hedges. The guidance is effective for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013 and should be applied prospectively. Adoption of the guidance did not have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
Future Adoption of New Accounting Pronouncements	'
	Future Adoption of New Accounting Pronouncements
	In March 2013, the FASB issued updated guidance regarding the recognition in net income of the cumulative translation adjustment upon the sale or loss of control of a business or group of assets residing in a foreign subsidiary, or a loss of control of a foreign investment. The guidance is effective for the first interim or annual reporting period beginning after December 15, 2013 and should be applied prospectively. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
	In June 2013, the FASB issued updated guidance clarifying the characteristics of an investment company and requiring new disclosures. Under the guidance, all entities regulated under the Investment Company Act of 1940 automatically qualify as investment companies, while all other entities need to consider both the fundamental and typical characteristics of an investment company in determining whether they qualify as investment companies. This new guidance is effective for interim or annual reporting periods that begin after December 15, 2013, and should be applied prospectively. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.
	In July 2013, the FASB issued updated guidance regarding the presentation of unrecognized tax benefits when net operating loss carryforwards, similar tax losses, or tax credit carryforwards exist. This new guidance is effective for interim or annual reporting periods that begin after December 15, 2013, and should be applied prospectively, with early application permitted. This guidance is not expected to have a significant effect on the Company's consolidated financial position, results of operations, and financial statement disclosures.

Acquisitions_and_Dispositions_

Acquisitions and Dispositions (Tables)	9 Months Ended
	Sep. 30, 2013
Acquisitions And Dispositions [Line Items]	'
Income (Loss) from Discontinued Businesses, Including Charges upon Disposition	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(in millions)
	Real estate investments sold or held for sale(1)			$	13	$	-3	$	15	$	19
	Global commodities business				-1		0		1		0
		Income from discontinued operations before income taxes			12		-3		16		19
			Income tax expense		4		-1		5		7
		Income from discontinued operations, net of taxes		$	8	$	-2	$	11	$	12
	(1) Reflects the income from discontinued real estate investments
Total assets and total liabilities related to discontinued businesses included in Statements of Financial Position	'
				30-Sep-13		31-Dec-12
					(in millions)
	Total assets			$	32	$	13
	Total liabilities			$	7	$	0

Investments_Tables

Investments (Tables)	9 Months Ended
	Sep. 30, 2013
Investments [Abstract]	'
Fixed Maturities and Equity Securities, Available-for-sale Securities	'
						30-Sep-13
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI (3)
						(in millions)
	Fixed maturities, available-for-sale
	U.S. Treasury securities and obligations of U.S.
		government authorities and agencies				$	11,496		$	1,985		$	154		$	13,327		$	0
	Obligations of U.S. states and their political
		subdivisions					3,511			261			138			3,634			0
	Foreign government bonds						76,007			6,849			298			82,558			1
	Corporate securities						149,942			11,576			4,171			157,347			-6
	Asset-backed securities(1)						11,328			232			374			11,186			-779
	Commercial mortgage-backed securities						13,263			447			166			13,544			0
	Residential mortgage-backed securities(2)						6,852			379			61			7,170			-10
	Total fixed maturities, available-for-sale					$	272,399		$	21,729		$	5,362		$	288,766		$	-794
	Equity securities, available-for-sale					$	6,684		$	2,341		$	41		$	8,984
	(1)       Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
	(2)       Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	(3)       Represents the amount of other-than-temporary impairment losses in AOCI which were not included in earnings. Amount excludes $831 million of net unrealized gains on impaired available-for-sale securities relating to changes in the value of such securities subsequent to the impairment measurement date.
						31-Dec-12
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI(3)
																		`
						(in millions)
	Fixed maturities, available-for-sale
	U.S. Treasury securities and obligations of U.S.
		government authorities and agencies				$	13,973		$	3,448		$	35		$	17,386		$	0
	Obligations of U.S. states and their political
		subdivisions					2,952			505			5			3,452			0
	Foreign government bonds						81,578			6,778			66			88,290			1
	Corporate securities						146,924			13,996			1,589			159,331			-2
	Asset-backed securities(1)						11,846			221			731			11,336			-964
	Commercial mortgage-backed securities						11,228			726			17			11,937			5
	Residential mortgage-backed securities(2)						9,153			484			33			9,604			-11
	Total fixed maturities, available-for-sale					$	277,654		$	26,158		$	2,476		$	301,336		$	-971
	Equity securities, available-for-sale					$	6,759		$	1,573		$	55		$	8,277
	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans, and other asset types.
	Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	Represents the amount of other-than-temporary impairment losses in AOCI, which were not included in earnings. Amount excludes $778 million of net unrealized gains on impaired available-for-sale securities and $1 million of net unrealized gains on impaired held-to-maturity securities relating to changes in the value of such securities subsequent to the impairment measurement date.
Fixed Maturities, Held-to-maturity Securities	'
						30-Sep-13
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI (3)
						(in millions)
	Fixed maturities, held-to-maturity
	Foreign government bonds					$	1,005		$	129		$	0		$	1,134		$	0
	Corporate securities(4)						1,004			43			31			1,016			0
	Asset-backed securities(1)						758			46			1			803			0
	Commercial mortgage-backed securities						219			24			0			243			0
	Residential mortgage-backed securities(2)						643			33			0			676			0
	Total fixed maturities, held-to-maturity(4)					$	3,629		$	275		$	32		$	3,872		$	0
	(1)       Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
	(2)       Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	(3)       Represents the amount of other-than-temporary impairment losses in AOCI which were not included in earnings. Amount excludes $831 million of net unrealized gains on impaired available-for-sale securities relating to changes in the value of such securities subsequent to the impairment measurement date.
	(4)       Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
						31-Dec-12
																		Other-than-
									Gross			Gross						temporary
						Amortized			Unrealized			Unrealized			Fair			Impairments
						Cost			Gains			Losses			Value			in AOCI(3)
						(in millions)
	Fixed maturities, held-to-maturity
	Foreign government bonds					$	1,142		$	108		$	0		$	1,250		$	0
	Corporate securities(4)						1,065			37			67			1,035			0
	Asset-backed securities(1)						1,001			66			0			1,067			0
	Commercial mortgage-backed securities						302			49			0			351			0
	Residential mortgage-backed securities(2)						758			50			0			808			0
	Total fixed maturities, held-to-maturity(4)					$	4,268		$	310		$	67		$	4,511		$	0
	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans, and other asset types.
	Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	Represents the amount of other-than-temporary impairment losses in AOCI, which were not included in earnings. Amount excludes $778 million of net unrealized gains on impaired available-for-sale securities and $1 million of net unrealized gains on impaired held-to-maturity securities relating to changes in the value of such securities subsequent to the impairment measurement date.
	Excludes notes with amortized cost of $1,500 million (fair value, $1,660 million) which have been offset with the associated payables under a netting agreement.
Investments Classified by Contractual Maturity Date	'
				The amortized cost and fair value of fixed maturities by contractual maturities at September 30, 2013, are as follows:
						Available-for-Sale						Held-to-Maturity
						Amortized			Fair			Amortized			Fair
						Cost			Value			Cost			Value
						(in millions)
	Due in one year or less					$	11,469		$	11,933		$	0		$	0
	Due after one year through five years						46,803			50,763			59			60
	Due after five years through ten years						58,812			63,160			397			406
	Due after ten years(1)						123,872			131,010			1,553			1,684
	Asset-backed securities						11,328			11,186			758			803
	Commercial mortgage-backed securities						13,263			13,544			219			243
	Residential mortgage-backed securities						6,852			7,170			643			676
		Total				$	272,399		$	288,766		$	3,629		$	3,872
	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
Sources of Fixed Maturity Proceeds, Related Investment Gains (Losses), and Losses on Impairments of Fixed Maturities and Equity Securities	'
						Three Months Ended						Nine Months Ended
						September 30,						September 30,
						2013			2012			2013			2012
						(in millions)
	Fixed maturities, available-for-sale
			Proceeds from sales			$	7,603		$	2,682		$	22,237		$	12,140
			Proceeds from maturities/repayments				5,976			5,509			18,420			15,794
			Gross investment gains from sales, prepayments, and maturities				607			129			1,249			397
			Gross investment losses from sales and maturities				-197			-87			-391			-245
	Fixed maturities, held-to-maturity
			Gross investment gains from prepayments			$	0		$	0		$	0		$	0
			Proceeds from maturities/repayments				122			132			395			379
	Equity securities, available-for-sale
			Proceeds from sales			$	1,290		$	1,101		$	3,475		$	3,251
			Gross investment gains from sales				222			125			453			339
			Gross investment losses from sales				-22			-61			-72			-222
	Fixed maturity and equity security impairments
			Net writedowns for other-than-temporary impairment losses on
				fixed maturities recognized in earnings(1)		$	-43		$	-95		$	-146		$	-300
			Writedowns for impairments on equity securities				-3			-24			-11			-114
Credit Losses Recognized in Earnings on Fixed Maturity Securities Held by the Company for which a Portion of the OTTI Loss was Recognized in OCI	'
	Credit losses recognized in earnings on fixed maturity securities held by the Company for which a portion of
		the OTTI loss was recognized in OCI
					Three Months			Nine Months
					Ended			Ended
					September 30,			September 30,
					2013			2013
					(in millions)
	Balance, beginning of period				$	1,080		$	1,166
	Credit loss impairments previously recognized on securities which matured, paid down,
		prepaid or were sold during the period				-113			-263
	Credit loss impairments previously recognized on securities impaired to fair value during
		the period(1)				-1			-1
	Credit loss impairment recognized in the current period on securities not previously impaired					1			9
	Additional credit loss impairments recognized in the current period on securities
		previously impaired				27			66
	Increases due to the passage of time on previously recorded credit losses					14			40
	Accretion of credit loss impairments previously recognized due to an increase in
		cash flows expected to be collected				-3			-12
	Balance, end of period				$	1,005		$	1,005
	Credit losses recognized in earnings on fixed maturity securities held by the Company for which a portion of
		the OTTI loss was recognized in OCI
					Three Months			Nine Months
					Ended			Ended
					September 30,			September 30,
					2012			2012
					(in millions)
	Balance, beginning of period				$	1,433		$	1,475
	Credit loss impairments previously recognized on securities which matured, paid down,
		prepaid or were sold during the period				-48			-133
	Credit loss impairments previously recognized on securities impaired to fair value during
		the period(1)				-10			-69
	Credit loss impairment recognized in the current period on securities not previously impaired					1			31
	Additional credit loss impairments recognized in the current period on securities
		previously impaired				22			80
	Increases due to the passage of time on previously recorded credit losses					16			45
	Accretion of credit loss impairments previously recognized due to an increase in
		cash flows expected to be collected				-8			-23
	Balance, end of period				$	1,406		$	1,406
	(1)        Represents circumstances where the Company determined in the current period that it intends to sell the security or it is more likely than not that it will be required to sell the security before recovery of the security's amortized cost.
Investments in Debt and Marketable Equity Securities (and Certain Trading Assets) Disclosure	'
						30-Sep-13						31-Dec-12
						Amortized			Fair			Amortized			Fair
						Cost			Value			Cost			Value
						(in millions)
	Short-term investments and cash equivalents					$	1,119		$	1,119		$	938		$	938
	Fixed maturities:
		Corporate securities					11,991			12,566			11,076			12,107
		Commercial mortgage-backed securities					2,382			2,420			2,096			2,229
		Residential mortgage-backed securities(1)					1,731			1,729			1,965			2,026
		Asset-backed securities(2)					1,177			1,187			1,179			1,116
		Foreign government bonds					613			627			683			708
		U.S. government authorities and agencies and obligations
			of U.S. states				308			344			369			426
	Total fixed maturities						18,202			18,873			17,368			18,612
	Equity securities						899			1,139			943			1,040
				Total trading account assets supporting insurance liabilities		$	20,220		$	21,131		$	19,249		$	20,590
	Includes publicly traded agency pass-through securities and collateralized mortgage obligations.
	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
Other Trading Account Assets Disclosure	'
						30-Sep-13						31-Dec-12
						Amortized			Fair			Amortized			Fair
						Cost			Value			Cost			Value
					(in millions)
	Short-term investments and cash equivalents					$	79		$	80		$	42		$	42
	Fixed maturities						3,810			3,822			2,196			2,132
	Equity securities						1,038			1,146			1,363			1,437
	Other						3			7			3			6
		Subtotal					4,930			5,055			3,604			3,617
	Derivative instruments									1,348						2,711
			Total other trading account assets			$	4,930		$	6,403		$	3,604		$	6,328
Investments Securities Disclosure	'
						30-Sep-13						31-Dec-12
						Amortized			Fair			Amortized			Fair
						Cost			Value			Cost			Value
	Investments in Japanese government and government agency					(in millions)
			securities:
	Fixed maturities, available-for-sale					$	60,680		$	65,782		$	66,590		$	70,997
	Fixed maturities, held-to-maturity						982			1,110			1,118			1,223
	Trading account assets supporting insurance liabilities						484			489			513			524
	Other trading account assets						39			39			39			40
	Short-term investments						0			0			0			0
	Cash equivalents						1,243			1,243			1,637			1,637
		Total				$	63,428		$	68,663		$	69,897		$	74,421
						30-Sep-13						31-Dec-12
						Amortized			Fair			Amortized			Fair
						Cost			Value			Cost			Value
	Investments in South Korean government and government					(in millions)
			agency securities:
	Fixed maturities, available-for-sale					$	6,323		$	7,049		$	5,837		$	6,883
	Fixed maturities, held-to-maturity						0			0			0			0
	Trading account assets supporting insurance liabilities						62			61			62			63
	Other trading account assets						0			0			2			2
	Short-term investments						0			0			0			0
	Cash equivalents						0			0			0			0
		Total				$	6,385		$	7,110		$	5,901		$	6,948
Commercial Mortgage and Other Loans	'
						30-Sep-13							31-Dec-12
						Amount			% of				Amount			% of
						(in millions)			Total				(in millions)			Total
	Commercial and agricultural mortgage loans by property type:
	Office					$	7,841			20.8	%		$	6,890			20.1	%
	Retail						8,691			23.1				8,190			23.9
	Apartments/Multi-Family						6,555			17.4				5,235			15.3
	Industrial						7,467			19.8				7,636			22.3
	Hospitality						1,941			5.2				1,322			3.9
	Other						2,992			8				2,841			8.3
		Total commercial mortgage loans					35,487			94.3				32,114			93.8
	Agricultural property loans						2,139			5.7				2,122			6.2
		Total commercial and agricultural mortgage loans by property type					37,626			100	%			34,236			100	%
	Valuation allowance						-187							-229
		Total net commercial and agricultural mortgage loans by
			property type				37,439							34,007
	Other loans
	Uncollateralized loans						1,439							1,836
	Residential property loans						600							790
	Other collateralized loans						40							140
		Total other loans					2,079							2,766
	Valuation allowance						-21							-40
		Total net other loans					2,058							2,726
		Total commercial mortgage and other loans(1)				$	39,497						$	36,733
	Includes loans held at fair value.
Allowance for Losses	'
						30-Sep-13
						Commercial			Agricultural			Residential			Other
						Mortgage			Property			Property			Collateralized			Uncollateralized
						Loans			Loans			Loans			Loans			Loans			Total
						(in millions)
	Allowance for losses, beginning of year					$	209		$	20		$	11		$	12		$	17		$	269
	Addition to / (release of) allowance of
		losses					2			-6			-3			-10			-2			-19
	Charge-offs, net of recoveries						-32			-6			0			0			0			-38
	Change in foreign exchange						0			0			-1			0			-3			-4
	Total ending balance					$	179		$	8		$	7		$	2		$	12		$	208
						31-Dec-12
						Commercial			Agricultural			Residential			Other
						Mortgage			Property			Property			Collateralized			Uncollateralized
						Loans			Loans			Loans			Loans			Loans			Total
						(in millions)
	Allowance for losses, beginning of year					$	294		$	19		$	16		$	18		$	20		$	367
	Addition to / (release of) allowance of
		losses					-20			1			-4			-6			-2			-31
	Charge-offs, net of recoveries						-65			0			0			0			0			-65
	Change in foreign exchange						0			0			-1			0			-1			-2
	Total ending balance					$	209		$	20		$	11		$	12		$	17		$	269
Allowance for Credit Losses and Recorded Investment in Commercial Mortgage and Other Loans	'
						30-Sep-13
						Commercial			Agricultural			Residential			Other
						Mortgage			Property			Property			Collateralized			Uncollateralized
						Loans			Loans			Loans			Loans			Loans			Total
	Allowance for Credit Losses:					(in millions)
	Ending balance: individually evaluated
		for impairment				$	16		$	0		$	0		$	2		$	0		$	18
	Ending balance: collectively evaluated
		for impairment					163			8			7			0			12			190
	Ending balance: loans acquired with
		deteriorated credit quality					0			0			0			0			0			0
	Total ending balance					$	179		$	8		$	7		$	2		$	12		$	208
	Recorded Investment:(1)
	Ending balance gross of reserves:
		individually evaluated for impairment				$	482		$	5		$	0		$	8		$	2		$	497
	Ending balance gross of reserves:
		collectively evaluated for impairment					35,005			2,134			600			32			1,437			39,208
	Ending balance gross of reserves: loans
		acquired with deteriorated credit
		quality					0			0			0			0			0			0
	Total ending balance, gross of reserves					$	35,487		$	2,139		$	600		$	40		$	1,439		$	39,705
	Recorded investment reflects the balance sheet carrying value gross of related allowance.
						31-Dec-12
						Commercial			Agricultural			Residential			Other
						Mortgage			Property			Property			Collateralized			Uncollateralized
						Loans			Loans			Loans			Loans			Loans			Total
	Allowance for Credit Losses:					(in millions)
	Ending balance: individually evaluated
		for impairment				$	49		$	12		$	0		$	12		$	0		$	73
	Ending balance: collectively evaluated
		for impairment					160			8			11			0			17			196
	Ending balance: loans acquired with
		deteriorated credit quality					0			0			0			0			0			0
	Total ending balance					$	209		$	20		$	11		$	12		$	17		$	269
	Recorded Investment:(1)
	Ending balance gross of reserves:
		individually evaluated for impairment				$	1,011		$	49		$	0		$	93		$	3		$	1,156
	Ending balance gross of reserves:
		collectively evaluated for impairment					31,103			2,073			790			47			1,833			35,846
	Ending balance gross of reserves: loans
		acquired with deteriorated credit
		quality					0			0			0			0			0			0
	Total ending balance, gross of reserves					$	32,114		$	2,122		$	790		$	140		$	1,836		$	37,002
	Recorded investment reflects the balance sheet carrying value gross of related allowance.
Impaired Financing Receivables	'
						30-Sep-13
																Average
																Recorded
									Unpaid							Investment			Interest
						Recorded			Principal			Related				Before			Income
						Investment (1)			Balance			Allowance				Allowance (2)			Recognized (3)
						(in millions)
	With no related allowance recorded:
	Commercial mortgage loans					$	27		$	27		$	0		$	30		$	1
	Agricultural property loans						5			0			0			1			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						0			0			0			0			0
	Uncollateralized loans						0			2			0			0			0
			Total with no related allowance			$	32		$	29		$	0		$	31		$	1
	With an allowance recorded:
	Commercial mortgage loans					$	90		$	90		$	16		$	138		$	2
	Agricultural property loans						0			0			0			13			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						5			5			2			9			3
	Uncollateralized loans						0			0			0			0			0
			Total with related allowance			$	95		$	95		$	18		$	160		$	5
	Total:
	Commercial mortgage loans					$	117		$	117		$	16		$	168		$	3
	Agricultural property loans						5			0			0			14			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						5			5			2			9			3
	Uncollateralized loans						0			2			0			0			0
			Total			$	127		$	124		$	18		$	191		$	6
	Recorded investment reflects the balance sheet carrying value gross of related allowance.
	Average recorded investment represents the average of the beginning-of-period and all subsequent quarterly end-of-period balances.
	The interest income recognized is for the year-to-date income regardless of when the impairments occurred.
						31-Dec-12
																Average
																Recorded
									Unpaid							Investment			Interest
						Recorded			Principal			Related				Before			Income
						Investment (1)			Balance			Allowance				Allowance (2)			Recognized (3)
						(in millions)
	With no related allowance recorded:
	Commercial mortgage loans(4)					$	27		$	166		$	0		$	54		$	4
	Agricultural property loans						0			0			0			0			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						0			0			0			0			0
	Uncollateralized loans						0			2			0			4			0
			Total with no related allowance			$	27		$	168		$	0		$	58		$	4
	With an allowance recorded:
	Commercial mortgage loans					$	185		$	185		$	50		$	351		$	8
	Agricultural property loans						17			17			12			16			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						17			17			11			19			0
	Uncollateralized loans						0			0			0			0			0
			Total with related allowance			$	219		$	219		$	73		$	386		$	8
	Total:
	Commercial mortgage loans(4)					$	212		$	351		$	50		$	405		$	12
	Agricultural property loans						17			17			12			16			0
	Residential property loans						0			0			0			0			0
	Other collateralized loans						17			17			11			19			0
	Uncollateralized loans						0			2			0			4			0
			Total			$	246		$	387		$	73		$	444		$	12
	Recorded investment reflects the balance sheet carrying value gross of related allowance.
	Average recorded investment represents the average of the beginning-of-period and all subsequent quarterly end-of-period balances.
	The interest income recognized is for the year-to-date income regardless of when the impairments occurred.
	Includes the impact of loans acquired from the Star Business for which the balance sheet carrying value had been previously written down.
Financing Receivable Credit Quality Indicators	'
	Commercial mortgage loans
						Debt Service Coverage Ratio― September 30, 2013
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	17,511		$	648		$	243		$	18,402
	60%-69.99%						11,009			447			108			11,564
	70%-79.99%						3,705			773			228			4,706
	Greater than 80%						284			185			346			815
	Total commercial mortgage loans					$	32,509		$	2,053		$	925		$	35,487
	Agricultural property loans
						Debt Service Coverage Ratio― September 30, 2013
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	1,758		$	176		$	13		$	1,947
	60%-69.99%						192			0			0			192
	70%-79.99%						0			0			0			0
	Greater than 80%						0			0			0			0
	Total agricultural property loans					$	1,950		$	176		$	13		$	2,139
	Total commercial and agricultural mortgage loans
						Debt Service Coverage Ratio― September 30, 2013
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	19,269		$	824		$	256		$	20,349
	60%-69.99%						11,201			447			108			11,756
	70%-79.99%						3,705			773			228			4,706
	Greater than 80%						284			185			346			815
	Total commercial and agricultural mortgage loans					$	34,459		$	2,229		$	938		$	37,626
	Commercial mortgage loans
						Debt Service Coverage Ratio―December 31, 2012
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	15,089		$	487		$	188		$	15,764
	60%-69.99%						9,263			801			36			10,100
	70%-79.99%						3,689			776			217			4,682
	Greater than 80%						219			770			579			1,568
	Total commercial mortgage loans					$	28,260		$	2,834		$	1,020		$	32,114
	Agricultural property loans
						Debt Service Coverage Ratio―December 31, 2012
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	1,635		$	186		$	44		$	1,865
	60%-69.99%						213			0			0			213
	70%-79.99%						0			0			0			0
	Greater than 80%						0			0			44			44
	Total agricultural property loans					$	1,848		$	186		$	88		$	2,122
	Total commercial and agricultural mortgage loans
						Debt Service Coverage Ratio―December 31, 2012
						Greater than 1.2X			1.0X to <1.2X			Less than 1.0X			Total
	Loan-to-Value Ratio					(in millions)
	0%-59.99%					$	16,724		$	673		$	232		$	17,629
	60%-69.99%						9,476			801			36			10,313
	70%-79.99%						3,689			776			217			4,682
	Greater than 80%						219			770			623			1,612
	Total commercial and agricultural mortgage loans					$	30,108		$	3,020		$	1,108		$	34,236
Aging of Past Due Commercial Mortgage and Other Loans and Nonaccrual Status	'
						30-Sep-13
																							Total
															Greater			Greater					Commercial
															Than 90			Than 90					Mortgage		Non
									30-59 Days			60-89 Days			Days -			Days - Not			Total Past		and Other		Accrual
						Current			Past Due			Past Due			Accruing			Accruing			Due		Loans		Status
						(in millions)
	Commercial mortgage loans					$	35,448		$	19		$	0		$	0		$	20		$	39	$	35,487	$	113
	Agricultural property loans						2,137			0			0			0			2			2		2,139		2
	Residential property loans						579			6			2			0			13			21		600		13
	Other collateralized loans						38			0			0			0			2			2		40		5
	Uncollateralized loans						1,439			0			0			0			0			0		1,439		3
	Total					$	39,641		$	25		$	2		$	0		$	37		$	64	$	39,705	$	136
						31-Dec-12
																							Total
															Greater			Greater					Commercial
															Than 90			Than 90					Mortgage		Non
									30-59 Days			60-89 Days			Days -			Days - Not			Total Past		and Other		Accrual
						Current			Past Due			Past Due			Accruing			Accruing			Due		Loans		Status
						(in millions)
	Commercial mortgage loans					$	31,943		$	43		$	91		$	0		$	37		$	171	$	32,114	$	190
	Agricultural property loans						2,077			0			0			0			45			45		2,122		49
	Residential property loans						759			12			5			0			14			31		790		14
	Other collateralized loans						139			0			0			0			1			1		140		17
	Uncollateralized loans						1,836			0			0			0			0			0		1,836		3
	Total					$	36,754		$	55		$	96		$	0		$	97		$	248	$	37,002	$	273
Net Investment Income	'
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
			2013			2012			2013			2012
				(in millions)
	Fixed maturities, available-for-sale		$	2,618		$	2,427		$	7,910		$	7,244
	Fixed maturities, held-to-maturity			31			34			92			102
	Equity securities, available-for-sale			93			85			265			247
	Trading account assets			243			215			715			666
	Commercial mortgage and other loans			498			516			1,480			1,487
	Policy loans			159			148			457			443
	Short-term investments and cash equivalents			9			11			30			35
	Other long-term investments			145			100			477			211
	Gross investment income			3,796			3,536			11,426			10,435
	Less: investment expenses			-146			-103			-427			-324
	Net investment income		$	3,650		$	3,433		$	10,999		$	10,111
Realized Gain (Loss) on Investments	'
						Three Months Ended						Nine Months Ended
						September 30,						September 30,
						2013			2012			2013			2012
						(in millions)
	Fixed maturities					$	368		$	-53		$	712		$	-148
	Equity securities						198			40			369			3
	Commercial mortgage and other loans						31			28			68			49
	Investment real-estate						2			4			2			-63
	Joint ventures and limited partnerships						16			-3			10			-1
	Derivatives(1)						-2,730			-1,458			-5,030			-903
	Other						5			-3			12			-3
	Realized investment gains (losses), net					$	-2,110		$	-1,445		$	-3,857		$	-1,066
	Includes the offset of hedged items in qualifying effective hedge relationship prior to maturity or termination.
Unrealized Gains and (Losses) on Investments	'
						September 30,			December 31,
						2013			2012
						(in millions)
	Fixed maturity securities on which an OTTI loss has been recognized					$	37		$	-194
	Fixed maturity securities, available-for-sale―all other						16,330			23,876
	Equity securities, available-for-sale						2,300			1,518
	Derivatives designated as cash flow hedges(1)						-355			-257
	Other investments(2)						-11			14
	Net unrealized gains (losses) on investments					$	18,301		$	24,957
	See Note 14 for more information on cash flow hedges.
	As of September 30, 2013, includes $26 million of net unrealized losses on held-to-maturity securities that were previously transferred from available-for-sale. Also includes net unrealized gains on certain joint ventures that are included in “Other assets.”
Duration Of Gross Unrealized Losses On Fixed Maturity and Equity Securities [Text Block]	'
					30-Sep-13
					Less than twelve months						Twelve months or more						Total
					Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses
					(in millions)
	Fixed maturities(1)
	U.S. Treasury securities and obligations of
		U.S. government authorities and agencies			$	1,424		$	141		$	49		$	13		$	1,473		$	154
	Obligations of U.S. states and their political
		subdivisions				1,198			135			16			3			1,214			138
	Foreign government bonds					5,241			289			54			9			5,295			298
	Corporate securities					44,459			3,783			3,882			420			48,341			4,203
	Commercial mortgage-backed securities					3,864			164			58			2			3,922			166
	Asset-backed securities					2,363			15			2,661			359			5,024			374
	Residential mortgage-backed securities					1,825			51			204			10			2,029			61
			Total		$	60,374		$	4,578		$	6,924		$	816		$	67,298		$	5,394
	Equity securities, available-for-sale				$	826		$	41		$	1		$	0		$	827		$	41
	Includes $233 million of fair value and $32 million of gross unrealized losses at September 30, 2013, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.
					31-Dec-12
					Less than twelve months						Twelve months or more						Total
					Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses			Fair Value			Gross Unrealized Losses
					(in millions)
	Fixed maturities(1)
	U.S. Treasury securities and obligations of
		U.S. government authorities and agencies			$	2,191		$	33		$	42		$	2		$	2,233		$	35
	Obligations of U.S. states and their political
		subdivisions				343			5			5			0			348			5
	Foreign government bonds					5,426			55			167			11			5,593			66
	Corporate securities					25,051			599			7,961			1,057			33,012			1,656
	Commercial mortgage-backed securities					525			3			185			14			710			17
	Asset-backed securities					911			11			3,545			720			4,456			731
	Residential mortgage-backed securities					773			4			259			29			1,032			33
			Total		$	35,220		$	710		$	12,164		$	1,833		$	47,384		$	2,543
	Equity securities, available-for-sale				$	961		$	55		$	0		$	0		$	961		$	55
	Includes $526 million of fair value and $67 million of gross unrealized losses at December 31, 2012, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2013
Variable Interest Entities Investment Manager [Member]	'
Schedule of Qualified Special Purpose Entities and Variable Interest Entities	'
			September 30,		December 31,
			2013		2012
			(in millions)
	Fixed maturities, available-for-sale		$	81	$	87
	Other trading account assets			2,793		1,409
	Commercial mortgage and other loans			65		127
	Other long-term investments			0		22
	Cash and cash equivalents			150		9
	Accrued investment income			14		0
	Other assets			92		1
		Total assets of consolidated VIEs	$	3,195	$	1,655
	Notes issued by consolidated VIEs		$	2,423	$	1,577
	Other liabilities			208		0
		Total liabilities of consolidated VIEs	$	2,631	$	1,577
Variable Interest Entities Not Investment Manager [Member]	'
Schedule of Qualified Special Purpose Entities and Variable Interest Entities	'
			September 30,		December 31,
			2013		2012
				(in millions)
	Fixed maturities, available-for-sale		$	116	$	115
	Fixed maturities, held-to-maturity			933		1,059
	Trading account assets supporting insurance liabilities			11		8
	Other long-term investments			64		53
	Accrued investment income			4		3
		Total assets of consolidated VIEs	$	1,128	$	1,238
	Other liabilities		$	1	$	1
		Total liabilities of consolidated VIEs	$	1	$	1

Closed_Block_Tables

Closed Block (Tables)	9 Months Ended
	Sep. 30, 2013
Closed Block Disclosure [Abstract]	'
Schedule of Closed Block Liabilities and Assets	'
								September 30,		December 31,
								2013		2012
								(in millions)
	Closed Block Liabilities
		Future policy benefits						$	50,321	$	50,839
		Policyholders' dividends payable							923		887
		Policyholders' dividend obligation							4,596		6,363
		Policyholders' account balances							5,370		5,426
		Other Closed Block liabilities							4,586		3,366
			Total Closed Block Liabilities						65,796		66,881
	Closed Block Assets
		Fixed maturities, available-for-sale, at fair value							39,714		41,980
		Other trading account assets, at fair value							231		224
		Equity securities, available-for-sale, at fair value							3,496		3,225
		Commercial mortgage and other loans							8,874		8,747
		Policy loans							5,036		5,120
		Other long-term investments							2,037		2,094
		Short-term investments							1,993		1,194
			Total investments						61,381		62,584
		Cash and cash equivalents							480		511
		Accrued investment income							576		550
		Other Closed Block assets							411		262
			Total Closed Block Assets						62,848		63,907
	Excess of reported Closed Block Liabilities over Closed Block Assets								2,948		2,974
	Portion of above representing accumulated other comprehensive income:
			Net unrealized investment gains (losses)						3,640		5,467
			Allocated to policyholder dividend obligation						-3,641		-5,478
	Future earnings to be recognized from Closed Block Assets and Closed Block Liabilities							$	2,947	$	2,963
Schedule of Closed Block Dividend Obligation	'
			Information regarding the policyholder dividend obligation is as follows:
									Nine Months Ended
									30-Sep-13
									(in millions)
	Balance, January 1							$	6,363
		Impact from earnings allocable to policyholder dividend obligation							70
		Change in net unrealized investment gains (losses) allocated to policyholder dividend
			obligation						-1,837
	Balance, September 30							$	4,596
Schedule of Closed Block Revenues Benefits Expenses	'
			Closed Block revenues and benefits and expenses for the three and nine months ended September 30, 2013 and 2012 were as
	follows:
					Three Months Ended			Nine Months Ended
					September 30,			September 30,
					2013		2012	2013		2012
					(in millions)
	Revenues
		Premiums		$	629	$	646	$	1,987	$	2,060
		Net investment income			678		710		2,099		2,177
		Realized investment gains (losses), net			208		74		284		220
		Other income			25		15		40		14
			Total Closed Block revenues		1,540		1,445		4,410		4,471
	Benefits and Expenses
		Policyholders' benefits			774		776		2,459		2,565
		Interest credited to policyholders' account balances			34		34		102		103
		Dividends to policyholders			557		478		1,468		1,454
		General and administrative expenses			116		122		353		372
			Total Closed Block benefits and expenses		1,481		1,410		4,382		4,494
	Closed Block revenues, net of Closed Block benefits and expenses,
		before income taxes and discontinued operations			59		35		28		-23
	Income tax benefit				53		29		12		-36
	Closed Block revenues, net of Closed Block benefits and expenses
		and income taxes, before discontinued operations			6		6		16		13
	Income (loss) from discontinued operations, net of taxes				0		-1		0		-2
	Closed Block revenues, net of Closed Block benefits and
		expenses, income taxes and discontinued operations		$	6	$	5	$	16	$	11

ShortTerm_and_LongTerm_Debt_Ta

Short-Term and Long-Term Debt (Tables)

9 Months Ended

Sep. 30, 2013

Short-Term and Long-Term Debt

'

Short-term Debt

'

September 30,

December 31,

2013

2012

(in millions)

Commercial paper:

Prudential Financial

$

185

$

113

Prudential Funding, LLC

804

359

Subtotal commercial paper

989

472

Other notes payable(1)

100

100

Current portion of long-term debt(2)

2,029

1,912

Total short-term debt(3)

$

3,118

$

2,484

Supplemental short-term debt information:

Portion of commercial paper borrowings due overnight

$

319

$

156

Daily average commercial paper outstanding

$

1,291

$

1,194

Weighted average maturity of outstanding commercial paper, in days

27

21

Weighted average interest rate on outstanding short-term debt(4)

0.19

%

0.28

%

Includes collateralized borrowings from the Federal Home Loan Bank of New York of $100 million at both September 30, 2013 and December 31, 2012, discussed in more detail below.

Includes limited and non-recourse borrowings of Prudential Holdings, LLC attributable to the Closed Block Business of $75 million at both September 30, 2013 and December 31, 2012.

Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.

Excludes the current portion of long-term debt.

Junior Subordinated Notes

'

Initial

Optional

Interest Rate

Principal

Interest

Investor

Redemption

Subsequent to Optional

Scheduled

Final

Issue Date

Amount

Rate

Type

Date (1)

Redemption Date

Maturity Date

Maturity Date

(in millions)

Jun-08

$

600

8.88%

Institutional

6/15/18

LIBOR + 5.00%

6/15/38

6/15/68

Aug-12

$

1,000

5.88%

Institutional

9/15/22

LIBOR + 4.175%

n/a

9/15/42

Nov-12

$

1,500

5.63%

Institutional

6/15/23

LIBOR + 3.920%

n/a

6/15/43

Dec-12

$

575

5.75%

Retail

12/4/17

5.75%

n/a

12/15/52

Mar-13

$

710

5.70%

Retail

3/15/18

5.70%

n/a

3/15/53

Mar-13

$

500

5.20%

Institutional

3/15/24

LIBOR + 3.040%

n/a

3/15/44

Represents the initial date on which the notes can be redeemed at par solely at the option of the Company, subject in the case of the 8.875% notes to compliance with the replacement capital covenant described below.

Medium Term Notes

'

Issue Date

Principal Amount

Interest Rate

Maturity Date

(in millions)

15-Aug-13

$

350

2.30%

15-Aug-18

15-Aug-13

$

350

LIBOR + 0.78%

15-Aug-18

15-Aug-13

$

350

5.10%

15-Aug-43

Equity_Tables

Equity (Tables)	9 Months Ended
	Sep. 30, 2013
Equity	'
Common Stock Disclosure	'
	7.   EQUITY
	The Company has outstanding two classes of common stock: the Common Stock and the Class B Stock. The changes in the
	number of shares issued, held in treasury and outstanding are as follows for the periods indicated:
			Common Stock						Class B Stock
					Held In				Issued and
			Issued		Treasury		Outstanding		Outstanding
			(in millions)
	Balance, December 31, 2012		660.1		197.1		463			2
	Common Stock issued		0		0		0			0
	Common Stock acquired		0		7.1		-7.1			0
	Stock-based compensation programs (1)		0		-6		6			0
	Balance, September 30, 2013		660.1		198.2		461.9			2
	Represents net shares issued from treasury pursuant to the Company's stock-based compensation program.
Components of Accumulated Other Comprehensive Income	'
				Accumulated Other Comprehensive Income (Loss) Attributable to Prudential Financial, Inc.
				Foreign Currency Translation Adjustment			Net Unrealized Investment Gains (Losses) (1)			Pension and Postretirement Unrecognized Net Periodic Benefit (Cost)			Total Accumulated Other Comprehensive Income (Loss)
				(in millions)
	Balance, December 31, 2012			$	928		$	11,402		$	-2,116		$	10,214
	Change in other comprehensive income
		before reclassifications			-1,160			-2,754			26			-3,888
	Amounts reclassified from AOCI				0			-1,065			94			-971
	Income tax benefit (expense)				328			1,259			-43			1,544
	Balance, September 30, 2013			$	96		$	8,842		$	-2,039		$	6,899
				Accumulated Other Comprehensive Income (Loss) Attributable to Prudential Financial, Inc.
				Foreign Currency Translation Adjustment			Net Unrealized Investment Gains (Losses) (1)			Pension and Postretirement Unrecognized Net Periodic Benefit (Cost)			Total Accumulated Other Comprehensive Income (Loss)
				(in millions)
	Balance, December 31, 2011			$	1,107		$	5,805		$	-1,667		$	5,245
	Change in component during period (2)				134			4,000			68			4,202
	Balance, September 30, 2012			$	1,241		$	9,805		$	-1,599		$	9,447
	Includes cash flow hedges of $(355) million and $(257) million as of September 30, 2013 and December 31, 2012, respectively, and $(126) million and $(86) million as of September 30, 2012 and December 31, 2011, respectively.
	Net of taxes.
Reclassification Out Of Accumulated Other Comprehensive Income	'
								Three Months			Nine Months
								Ended			Ended			Affected line item in Consolidated
								30-Sep-13			30-Sep-13			Statements of Operations
								(in millions)
	Amounts reclassified from AOCI (1)(2):
	Foreign currency translation adjustment:
		Foreign currency translation adjustment						$	0		$	0		Realized investment gains (losses), net
		Foreign currency translation adjustment							0			0		Other income
			Total foreign currency translation adjustment						0			0
	Net unrealized investment gains (losses):
		Cash flow hedges - Interest Rate							-6			-18		-3
		Cash flow hedges - Currency/Interest rate							-21			-65		-3
		Net unrealized investment gains (losses)
		on available-for-sale securities							568			1,082
		Net unrealized investment gains (losses) - all other							0			66
			Total net unrealized investment gains (losses)						541			1,065		-4
	Amortization of defined benefit pension items:
		Prior service cost							6			17		-5
		Actuarial gain (loss)							-37			-111		-5
		Transition obligation							0			0		-5
			Total amortization of defined benefit
				pension items					-31			-94
					Total reclassifications for the period			$	510		$	971
	All amounts are shown before tax.
	Positive amounts indicate gains/benefits reclassified out of AOCI. Negative amounts indicate losses/costs reclassified out of AOCI.
	See Note 14 for additional information on cash flow hedges.
	See table below for additional information on unrealized investment gains (losses), including the impact on deferred policy acquisition and other costs, future policy benefits and policyholders' dividends.
	See Note 10 for information on employee benefit plans.
Net Unrealized Investment Gain (Loss) AOCI Rollforward	'
									Deferred
									Policy
									Acquisition										Accumulated
									Costs,										Other
									Deferred										Comprehensive
						Net			Sales										Income (Loss)
						Unrealized			Inducements,								Deferred		Related To Net
						Gains (Losses)			and Value			Future					Income Tax		Unrealized
						on			of Business			Policy			Policyholders'		(Liability)		Investment
						Investments			Acquired			Benefits			Dividends		Benefit		Gains (Losses)
						(in millions)
	Balance, December 31, 2012					$	-194		$	3		$	3		$	139	$	18	$	-31
	Net investment gains (losses) on
		investments arising during the
		period					192											-67		125
	Reclassification adjustment for (gains)
		losses included in net income					46											-16		30
	Reclassification adjustment for OTTI
		losses excluded from net income(1)					-7											2		-5
	Impact of net unrealized investment
		(gains) losses on deferred policy
		acquisition costs, deferred sales
		inducements and value of
		business acquired								-5								2		-3
	Impact of net unrealized investment
		(gains) losses on future policy
		benefits											0					0		0
	Impact of net unrealized investment
		(gains) losses on policyholders'
		dividends														-97		34		-63
	Balance, September 30, 2013					$	37		$	-2		$	3		$	42	$	-27	$	53
	Represents “transfers in” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.
All Other Net Unrealized Investment Gain (Loss) AOCI Rollforward	'
									Deferred
									Policy
									Acquisition										Accumulated
									Costs,										Other
									Deferred										Comprehensive
						Net			Sales										Income (Loss)
						Unrealized			Inducements,								Deferred		Related To Net
						Gains (Losses)			and Value			Future					Income Tax		Unrealized
						on			of Business			Policy			Policyholders'		(Liability)		Investment
						Investments(1)			Acquired			Benefits			Dividends		Benefit		Gains (Losses)
						(in millions)
	Balance, December 31, 2012					$	25,151		$	-1,228		$	-1,144		$	-5,627	$	-5,719	$	11,433
	Net investment gains (losses) on
		investments arising during the
		period					-5,783											1,947		-3,836
	Reclassification adjustment for (gains)
		losses included in net income					-1,111											389		-722
	Reclassification adjustment for OTTI
		losses excluded from net income(2)					7											-2		5
	Impact of net unrealized investment
		(gains) losses on deferred policy
		acquisition costs, deferred sales
		inducements and value of
		business acquired								638								-223		415
	Impact of net unrealized investment
		(gains) losses on future policy
		benefits											363					-128		235
	Impact of net unrealized investment
		(gains) losses on policyholders'
		dividends														1,936		-677		1,259
	Balance, September 30, 2013					$	18,264		$	-590		$	-781		$	-3,691	$	-4,413	$	8,789
	Includes cash flow hedges. See Note 14 for information on cash flow hedges.
	Represents “transfers out” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share	'
Reconciliation of Earnings Per Share	'
			Three Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
				(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses	$	992				$	-601
	Direct equity adjustment			2					4
	Less: Income attributable to noncontrolling
		interests		19					25
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards		9					0
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	966	462.6	$	2.09	$	-622	464.4	$	-1.34
	Effect of dilutive securities and compensation
		programs(1)
	Add: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Basic	$	9				$	0
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Diluted		9					0
	Stock options				3.4					0
	Deferred and long-term compensation programs				0.7					0
	Exchangeable Surplus Notes			4	5.3				0	0
	Diluted earnings per share(1)
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	970	472	$	2.06	$	-622	464.4	$	-1.34
			Nine Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
				(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses	$	-179				$	679
	Direct equity adjustment			7					20
	Less: Income attributable to noncontrolling
		interests		96					51
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards		6					6
	Income (loss) from continuing operations attributable
		to the Financial Services Businesses available to
		holders of Common Stock after direct equity
		adjustment	$	-274	463.7	$	-0.59	$	642	466.6	$	1.38
	Effect of dilutive securities and compensation
		programs(1) (2)
	Add: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Basic	$	6				$	6
	Less: Dividends and undistributed earnings allocated
		to participating unvested share-based payment
		awards - Diluted		6					6
	Stock options				0					2.1
	Deferred and long-term compensation programs				0					0.5
	Exchangeable Surplus Notes			0	0				0	0
	Diluted earnings per share(1) (2)
	Income (loss) from continuing operations attributable
	to the Financial Services Businesses available to
	holders of Common Stock after direct equity
	adjustment	$	-274	463.7	$	-0.59	$	642	469.2	$	1.37
For the three months ended September 30, 2012 and the nine months ended September 30, 2013, weighted average shares for basic earnings per share is also used for calculating diluted earnings per share because dilutive shares and dilutive earnings per share are not applicable when a loss from continuing operations is reported. As a result of the loss from continuing operations available to holders of Common Stock after direct equity adjustment for the three months ended September 30, 2012 and the nine months ended September 30, 2013, all potential stock options and compensation programs were considered antidilutive.
For the nine months ended September 30, 2012, weighted average shares used for calculating diluted earnings per share excludes the potential shares that would be issued related to the exchangeable surplus notes since the hypothetical impact of these shares was antidilutive. In calculating diluted earnings per share under the if-converted method, the potential shares that would be issued related to the exchangeable surplus notes assuming a hypothetical exchange, weighted for the period the notes are outstanding, is added to the denominator, and interest expense, net of tax, is added to the numerator, if the overall effect is dilutive.
Earnings Per Share Computation	'
			Three Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
			(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations
		attributable to the Closed Block Business	$	61				$	44
	Less: Direct equity adjustment			2					4
	Income (loss) from continuing operations
		attributable to the Closed Block Business
		available to holders of Class B Stock after direct
		equity adjustment	$	59	2	$	29.5	$	40	2	$	20
			Nine Months Ended September 30,
			2013					2012
			Income		Weighted Average Shares		Per Share Amount	Income		Weighted Average Shares		Per Share Amount
			(in millions, except per share amounts)
	Basic earnings per share
	Income (loss) from continuing operations
		attributable to the Closed Block Business	$	79				$	61
	Less: Direct equity adjustment			7					20
	Income (loss) from continuing operations
		attributable to the Closed Block Business
		available to holders of Class B Stock after direct
		equity adjustment	$	72	2	$	36	$	41	2	$	20.5

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Employee Benefit Plans	'
Schedule of Net Benefit Costs [Table Text Block]	'
		Three Months Ended September 30,
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
			(in millions)
	Components of net periodic (benefit) cost
	Service cost	$	62	$	61	$	4	$	4
	Interest cost		109		118		23		25
	Expected return on plan assets		-192		-203		-22		-22
	Amortization of prior service cost		-3		3		-3		-3
	Amortization of actuarial (gain) loss, net		23		12		14		14
	Special termination benefits		0		5		0		0
	Net periodic (benefit) cost	$	-1	$	-4	$	16	$	18
		Nine Months Ended September 30,
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
			(in millions)
	Service cost	$	189	$	182	$	12	$	11
	Interest cost		328		355		67		76
	Expected return on plan assets		-576		-607		-64		-66
	Amortization of prior service cost		-8		10		-9		-9
	Amortization of actuarial (gain) loss, net		69		34		42		41
	Special termination benefits		2		7		0		0
	Net periodic (benefit) cost	$	4	$	-19	$	48	$	53

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]	'
Utilization Of Opening Balance Sheet Deferred Tax Assets [Table Text Block]	'
				Prudential Gibraltar		Star and Edison Businesses		Total
				(in millions)
	Opening balance sheet deferred tax assets after valuation allowance that will result
		in additional tax expense		$	56	$	678	$	734
	Additional tax expense (benefit) recognized in the Statement of Operations:
		2009			13		0		13
		2010			6		0		6
		2011			-29		252		223
		2012			51		333		384
		Nine months 2013			15		93		108
			Subtotal		56		678		734
	Additional tax expense (benefit) recognized in Other Comprehensive Income				0		0		0
	Unrecognized balance of additional tax expense			$	0	$	0	$	0

Fair_Value_of_Assets_and_Liabi1

Fair Value of Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value of Assets and Liabilities [Abstract]	'
Fair Value, Assets and Liabilities Measured on Recurring Basis	'
					As of September 30, 2013
					Level 1			Level 2			Level 3			Netting (1)			Total
					(in millions)
	Fixed maturities, available-for-sale:
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies			$	0		$	13,327		$	0		$			$	13,327
	Obligations of U.S. states and their political subdivisions					0			3,634			0						3,634
	Foreign government bonds					0			82,557			1						82,558
	Corporate securities					0			156,149			1,198						157,347
	Asset-backed securities					0			7,096			4,090						11,186
	Commercial mortgage-backed securities					0			13,380			164						13,544
	Residential mortgage-backed securities					0			7,162			8						7,170
		Subtotal				0			283,305			5,461						288,766
	Trading account assets: (2)
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies				0			465			0						465
	Obligations of U.S. states and their political subdivisions					0			190			0						190
	Foreign government bonds					0			686			0						686
	Corporate securities					0			15,739			85						15,824
	Asset-backed securities					0			844			514						1,358
	Commercial mortgage-backed securities					0			2,439			4						2,443
	Residential mortgage-backed securities					0			1,727			2						1,729
	Equity securities					1,192			215			878						2,285
	All other (3)					862			8,934			8			-7,250			2,554
		Subtotal				2,054			31,239			1,491			-7,250			27,534
	Equity securities, available-for-sale					6,238			2,464			282						8,984
	Commercial mortgage and other loans					0			93			19						112
	Other long-term investments					57			200			1,010			8			1,275
	Short-term investments					5,936			2,008			0						7,944
	Cash equivalents					2,560			3,582			0						6,142
	Other assets					2			248			6						256
		Subtotal excluding separate account assets				16,847			323,139			8,269			-7,242			341,013
	Separate account assets (4)					49,343			203,401			22,347						275,091
		Total assets			$	66,190		$	526,540		$	30,616		$	-7,242		$	616,104
	Future policy benefits				$	0		$	0		$	1,928		$			$	1,928
	Other liabilities					0			8,311			6			-7,187			1,130
	Notes of consolidated VIEs					0			0			2,330						2,330
		Total liabilities			$	0		$	8,311		$	4,264		$	-7,187		$	5,388
					As of December 31, 2012
					Level 1			Level 2			Level 3			Netting (1)			Total
					(in millions)
	Fixed maturities, available-for-sale:
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies			$	0		$	17,386		$	0		$			$	17,386
	Obligations of U.S. states and their political subdivisions					0			3,452			0						3,452
	Foreign government bonds					0			88,290			0						88,290
	Corporate securities					0			157,701			1,630						159,331
	Asset-backed securities					0			7,633			3,703						11,336
	Commercial mortgage-backed securities					0			11,813			124						11,937
	Residential mortgage-backed securities					0			9,593			11						9,604
		Subtotal				0			295,868			5,468						301,336
	Trading account assets: (2)
	U.S. Treasury securities and obligations of U.S. government
		authorities and agencies				0			287			0						287
	Obligations of U.S. states and their political subdivisions					0			259			0						259
	Foreign government bonds					2			767			0						769
	Corporate securities					0			13,609			134						13,743
	Asset-backed securities					0			923			431						1,354
	Commercial mortgage-backed securities					0			2,298			8						2,306
	Residential mortgage-backed securities					0			2,024			2						2,026
	Equity securities					1,198			181			1,098						2,477
	All other (3)					664			13,371			25			-10,363			3,697
		Subtotal				1,864			33,719			1,698			-10,363			26,918
Equity securities, available-for-sale					5,518			2,429			330						8,277
Commercial mortgage and other loans					0			114			48						162
Other long-term investments					-57			141			1,053			246			1,383
Short-term investments					3,519			2,871			0						6,390
Cash equivalents					3,105			10,495			0						13,600
Other assets					78			109			8						195
	Subtotal excluding separate account assets				14,027			345,746			8,605			-10,117			358,261
Separate account assets (4)					39,362			192,760			21,132						253,254
	Total assets			$	53,389		$	538,506		$	29,737		$	-10,117		$	611,515
Future policy benefits				$	0		$	0		$	3,348		$			$	3,348
Other liabilities					0			8,121			0			-8,031			90
Notes of consolidated VIEs					0			0			1,406						1,406
	Total liabilities			$	0		$	8,121		$	4,754		$	-8,031		$	4,844
“Netting” amounts represent cash collateral of $55 million and $2,086 million as of September 30, 2013 and December 31, 2012, respectively, and the impact of offsetting asset and liability positions held with the same counterparty.
Includes Trading Account Assets Supporting Insurance Liabilities and Other Trading Account Assets.
Level 1 represents cash equivalents and short term investments. All other amounts primarily represent derivative assets.
Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account assets classified as Level 3 consist primarily of real estate and real estate investment funds. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company's Unaudited Interim Consolidated Statement of Financial Position.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	'
							Three Months Ended September 30, 2013
							Fixed Maturities Available-For-Sale
							U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
							(in millions)
	Fair Value, beginning of period						$	0		$	0		$	13		$	1,383		$	4,009		$	243		$	11
		Total gains (losses) (realized/unrealized):
			Included in earnings:
				Realized investment gains (losses), net				0			0			0			-11			9			35			0
			Included in other comprehensive income (loss)					0			0			0			-20			-4			-16			0
		Net investment income						0			0			0			-6			7			0			0
		Purchases						0			0			1			91			515			91			0
		Sales						0			0			0			-12			-80			-34			0
		Issuances						0			0			0			0			0			0			0
		Settlements						0			0			-1			-158			-251			-7			-3
		Foreign currency translation						0			0			0			15			13			1			0
		Other(1)						0			0			0			0			-84			0			0
		Transfers into Level 3(2)						0			0			0			69			2			0			0
		Transfers out of Level 3(2)						0			0			-12			-153			-46			-149			0
	Fair Value, end of period						$	0		$	0		$	1		$	1,198		$	4,090		$	164		$	8
	Unrealized gains (losses) for assets still held (3):
			Included in earnings:
				Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	7		$	0		$	0
							Three Months Ended September 30, 2013
							Trading Account Assets
							U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
							(in millions)
	Fair Value, beginning of period						$	0		$	90		$	424		$	54		$	2		$	884		$	14
		Total gains (losses) (realized/unrealized):
			Included in earnings:
				Realized investment gains (losses), net				0			0			0			0			0			0			-3
				Asset management fees and other income				0			-2			-1			-1			0			5			1
		Net investment income						0			0			2			0			0			0			0
		Purchases						0			17			156			0			0			7			0
		Sales						0			-6			-1			0			0			-5			0
		Issuances						0			0			0			0			0			0			0
		Settlements						0			-8			-44			0			0			-30			-4
		Foreign currency translation						0			0			1			0			0			17			0
		Other(1)						0			0			-19			0			0			0			0
		Transfers into Level 3(2)						0			0			2			0			0			0			0
		Transfers out of Level 3(2)						0			-6			-6			-49			0			0			0
	Fair Value, end of period						$	0		$	85		$	514		$	4		$	2		$	878		$	8
	Unrealized gains (losses) for assets still held (3):
			Included in earnings:
				Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-2
				Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	9		$	1
																Three Months Ended September 30, 2013
																Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Other Assets
																(in millions)
	Fair Value, beginning of period															$	292		$	21		$	1,082		$	6
		Total gains (losses) (realized/unrealized):
			Included in earnings:
				Realized investment gains (losses), net													10			-2			-1			0
				Asset management fees and other income													0			0			19			0
			Included in other comprehensive income (loss)														2			0			0			0
		Net investment income															0			0			1			0
		Purchases															8			0			27			0
		Sales															-38			0			0			0
		Issuances															0			0			0			0
		Settlements															0			0			-23			0
		Foreign currency translation															7			0			-27			0
		Other(1)															0			0			-68			0
		Transfers into Level 3(2)															1			0			0			0
		Transfers out of Level 3(2)															0			0			0			0
Fair Value, end of period															$	282		$	19		$	1,010		$	6
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Asset management fees and other income												$	0		$	0		$	20		$	0
															Three Months Ended September 30, 2013
															Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period															$	21,672		$	-365		$	-6		$	-2,055
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													0			-1,351			1			30
			Interest credited to policyholders' account balances													736			0			0			0
	Purchases															528			0			0			0
	Sales															-166			0			0			0
	Issuances															0			-212			0			-292
	Settlements															-372			0			0			-13
	Other(1)															0			0			-1			0
	Transfers into Level 3(2)															3			0			0			0
	Transfers out of Level 3(2)															-54			0			0			0
Fair Value, end of period															$	22,347		$	-1,928		$	-6		$	-2,330
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	-1,359		$	0		$	29
			Interest credited to policyholders' account												$	464		$	0		$	0		$	0
						Nine Months Ended September 30, 2013
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	0		$	0		$	0		$	1,630		$	3,703		$	124		$	11
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			-5			20			36			0
		Included in other comprehensive income (loss)					0			0			-1			-8			-5			-17			0
	Net investment income						0			0			0			-4			28			0			0
	Purchases						0			0			5			393			1,898			328			0
	Sales						0			0			-1			-72			-306			-37			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			0			-3			-555			-1,036			-38			-3
	Foreign currency translation						0			0			0			-96			-92			-8			0
	Other(1)						0			0			0			0			-84			0			0
	Transfers into Level 3(2)						0			0			13			302			10			0			0
	Transfers out of Level 3(2)						0			0			-12			-387			-46			-224			0
Fair Value, end of period						$	0		$	0		$	1		$	1,198		$	4,090		$	164		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	12		$	0		$	0
						Nine Months Ended September 30, 2013
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	0		$	134		$	430		$	8		$	2		$	1,098		$	25
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			-1			-15
			Asset management fees and other income				0			-3			7			-1			0			45			2
	Net investment income						0			0			4			0			0			0			0
	Purchases						0			20			321			76			0			10			0
	Sales						0			-11			-2			-1			0			-108			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			-48			-216			-1			0			-43			-4
	Foreign currency translation						0			0			-7			-1			0			-123			0
	Other(1)						0			0			-19			0			0			0			0
	Transfers into Level 3(2)						0			3			4			0			0			0			0
	Transfers out of Level 3(2)						0			-10			-8			-76			0			0			0
Fair Value, end of period						$	0		$	85		$	514		$	4		$	2		$	878		$	8
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-15
			Asset management fees and other income			$	0		$	-3		$	8		$	1		$	0		$	41		$	2
															Nine Months Ended September 30, 2013
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Other Assets
															(in millions)
Fair Value, beginning of period															$	330		$	48		$	1,053		$	8
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													11			0			0			-2
			Asset management fees and other income													0			0			103			0
		Included in other comprehensive income (loss)														45			0			0			0
	Net investment income															0			0			-1			0
	Purchases															20			0			86			0
	Sales															-61			0			0			0
	Issuances															0			0			6			0
	Settlements															-3			-29			-121			0
	Foreign currency translation															-44			0			-8			0
	Other(1)															-18			0			-108			0
	Transfers into Level 3(2)															2			0			0			0
	Transfers out of Level 3(2)															0			0			0			0
Fair Value, end of period															$	282		$	19		$	1,010		$	6
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	0		$	-3		$	-2
			Asset management fees and other income												$	0		$	0		$	103		$	0
															Nine Months Ended September 30, 2013
															Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period															$	21,132		$	-3,348		$	0		$	-1,406
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													0			2,037			-3			32
			Interest credited to policyholders' account balances													1,884			0			0			0
	Purchases															1,309			0			0			0
	Sales															-483			0			0			0
	Issuances															0			-619			0			-932
	Settlements															-1,593			0			0			-24
	Foreign currency translation															0			2			0			0
	Other(1)															140			0			-3			0
	Transfers into Level 3(2)															62			0			0			0
	Transfers out of Level 3(2)															-104			0			0			0
Fair Value, end of period															$	22,347		$	-1,928		$	-6		$	-2,330
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	1,970		$	-3		$	32
			Interest credited to policyholders' account												$	1,135		$	0		$	0		$	0
						Three Months Ended September 30, 2012
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	66		$	0		$	21		$	1,635		$	3,069		$	186		$	13
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			10			2			0
		Included in other comprehensive income (loss)					0			0			0			46			22			7			0
	Net investment income						0			0			0			2			7			1			0
	Purchases						0			0			0			100			793			10			0
	Sales						0			0			0			-91			-381			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			0			0			-42			-105			-7			-2
	Foreign currency translation						0			0			0			3			2			0			0
	Other(1)						0			0			-5			5			0			0			0
	Transfers into Level 3(2)						0			0			0			59			35			0			0
	Transfers out of Level 3(2)						0			0			-13			-41			-253			-14			0
Fair Value, end of period						$	66		$	0		$	3		$	1,676		$	3,199		$	183		$	11
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	3		$	0		$	0
						Three Months Ended September 30, 2012
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	9		$	140		$	444		$	68		$	3		$	1,241		$	45
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			1			-16
			Asset management fees and other income				0			0			8			1			0			20			1
	Net investment income						0			0			1			0			0			0			0
	Purchases						0			-1			0			2			0			0			0
	Sales						0			-2			-6			-2			0			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						0			-5			-21			-2			0			-32			2
	Foreign currency translation						0			0			0			0			0			7			0
	Other(1)						0			0			1			0			-1			0			0
	Transfers into Level 3(2)						0			2			3			43			0			33			0
	Transfers out of Level 3(2)						0			0			-31			-17			0			0			0
Fair Value, end of period						$	9		$	134		$	399		$	93		$	2		$	1,268		$	32
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	0		$	-16
			Asset management fees and other income			$	0		$	-3		$	7		$	0		$	0		$	22		$	1
															Three Months Ended September 30, 2012
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Short-term Investments
															(in millions)
Fair Value, beginning of period															$	355		$	37		$	1,042		$	5
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													-1			2			3			-5
			Asset management fees and other income													0			0			5			0
		Included in other comprehensive income (loss)														-6			0			0			0
	Net investment income															0			0			-1			0
	Purchases															6			0			44			0
	Sales															-9			0			-3			0
	Issuances															0			0			0			0
	Settlements															0			29			-45			0
	Foreign currency translation															1			0			0			0
	Other(1)															0			0			11			0
	Transfers into Level 3(2)															0			0			0			0
	Transfers out of Level 3(2)															0			0			-42			0
Fair Value, end of period															$	346		$	68		$	1,014		$	0
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	2		$	0		$	-5
			Asset management fees and other income												$	0		$	0		$	20		$	0
												Three Months Ended September 30, 2012
												Other Assets			Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
															(in millions)
Fair Value, beginning of period												$	8		$	20,698		$	-3,054		$	-2		$	-296
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net										0			0			-408			-5			-3
			Interest credited to policyholders' account balances										0			303			0			0			0
	Purchases												0			310			0			0			0
	Sales												0			-184			0			0			0
	Issuances												0			0			-176			0			-390
	Settlements												0			-592			0			6			295
	Transfers into Level 3(2)												0			29			0			0			0
	Transfers out of Level 3(2)												0			-225			0			0			0
Fair Value, end of period												$	8		$	20,339		$	-3,638		$	-1		$	-394
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net									$	0		$	0		$	-448		$	-6		$	0
			Interest credited to policyholders' account									$	0		$	146		$	0		$	0		$	0
						Nine Months Ended September 30, 2012
						Fixed Maturities Available-For-Sale
						U.S. Government			U.S. States			Foreign Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed
						(in millions)
Fair Value, beginning of period						$	66		$	0		$	25		$	1,450		$	2,528		$	145		$	16
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			-25			18			2			0
		Included in other comprehensive income (loss)					0			0			0			176			52			18			0
	Net investment income						0			0			0			6			22			-2			1
	Purchases						0			10			0			321			1,964			43			0
	Sales						0			0			0			-130			-425			-2			0
	Issuances						0			0			0			0			0			0			0
	Settlements						-2			0			0			-228			-450			-11			-6
	Foreign currency translation						0			0			0			-3			-8			-1			0
	Other(1)						2			0			-5			3			0			0			0
	Transfers into Level 3(2)						0			0			7			276			35			37			0
	Transfers out of Level 3(2)						0			-10			-24			-170			-537			-46			0
Fair Value, end of period						$	66		$	0		$	3		$	1,676		$	3,199		$	183		$	11
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	-1		$	9		$	0		$	0
						Nine Months Ended September 30, 2012
						Trading Account Assets
						U.S. Government			Corporate			Asset-Backed			Commercial Mortgage-Backed			Residential Mortgage-Backed			Equity			All Other Activity
						(in millions)
Fair Value, beginning of period						$	9		$	148		$	416		$	35		$	4		$	1,296		$	93
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net				0			0			0			0			0			0			-65
			Asset management fees and other income				0			-5			13			1			1			54			1
	Net investment income						0			0			5			1			0			0			0
	Purchases						0			17			128			18			0			13			0
	Sales						0			-10			-9			-4			-1			-31			0
	Issuances						0			0			0			0			0			0			0
	Settlements						-2			-15			-90			-3			-1			-88			6
	Foreign currency translation						0			0			-1			0			0			-11			0
	Other(1)						2			-2			1			0			-1			3			-3
	Transfers into Level 3(2)						0			5			3			82			0			33			0
	Transfers out of Level 3(2)						0			-4			-67			-37			0			-1			0
Fair Value, end of period						$	9		$	134		$	399		$	93		$	2		$	1,268		$	32
Unrealized gains (losses) for assets still held (3):
		Included in earnings:
			Realized investment gains (losses), net			$	0		$	0		$	0		$	0		$	0		$	-1		$	-65
			Asset management fees and other income			$	0		$	-10		$	11		$	1		$	0		$	54		$	1
															Nine Months Ended September 30, 2012
															Equity Securities Available-For-Sale			Commercial Mortgage and Other Loans			Other Long-term Investments			Short-term Investments
															(in millions)
Fair Value, beginning of period															$	360		$	86		$	1,110		$	0
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net													1			2			6			-9
			Asset management fees and other income													0			0			73			0
		Included in other comprehensive income (loss)														21			0			0			0
	Net investment income															0			0			5			0
	Purchases															68			0			159			9
	Sales															-17			0			-23			0
	Issuances															0			0			0			0
	Settlements															0			-20			-261			0
	Foreign currency translation															-2			0			2			0
	Other(1)															0			0			7			0
	Transfers into Level 3(2)															5			0			0			0
	Transfers out of Level 3(2)															-90			0			-64			0
Fair Value, end of period															$	346		$	68		$	1,014		$	0
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net												$	0		$	1		$	1		$	-9
			Asset management fees and other income												$	0		$	0		$	40		$	0
												Nine Months Ended September 30, 2012
												Other Assets			Separate Account Assets (4)			Future Policy Benefits			Other Liabilities			Notes of consolidated VIEs
												(in millions)
Fair Value, beginning of period												$	9		$	19,358		$	-2,886		$	-3		$	-282
	Total gains (losses) (realized/unrealized):
		Included in earnings:
			Realized investment gains (losses), net										0			0			-255			-22			-3
			Asset management fees and other income										2			0			0			0			0
			Interest credited to policyholders' account balances										0			1,518			0			0			0
	Purchases												0			2,154			0			0			0
	Sales												-3			-647			0			0			0
	Issuances												0			0			-497			0			-401
	Settlements												0			-1,617			0			24			295
	Other(1)												0			0			0			0			-3
	Transfers into Level 3(2)												0			245			0			0			0
	Transfers out of Level 3(2)												0			-672			0			0			0
Fair Value, end of period												$	8		$	20,339		$	-3,638		$	-1		$	-394
Unrealized gains (losses) for assets/liabilities still held (3):
		Included in earnings:
			Realized investment gains (losses), net									$	0		$	0		$	-340		$	-22		$	-3
			Asset management fees and other income									$	2		$	0		$	0		$	0		$	0
			Interest credited to policyholders' account									$	0		$	902		$	0		$	0		$	0
Other primarily represents reclasses of certain assets between reporting categories.
Transfers into or out of Level 3 are generally reported as the value as of the beginning of the quarter in which the transfer occurs.
Unrealized gains or losses related to assets still held at the end of the period do not include amortization or accretion of premiums and discounts.
Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company's Unaudited Interim Consolidated Statement of Financial Position.
Fair Value Assets and Liabilities Measured on Recurring Basis, Derivatives	'
					As of September 30, 2013
					Level 1			Level 2			Level 3				Netting (1)		Total
					(in millions)
	Derivative assets:
		Interest Rate			$	4		$	7,185		$	7		$			$	7,196
		Currency				0			511			0						511
		Credit				0			6			0						6
		Currency/Interest Rate				0			457			0						457
		Equity				50			482			1						533
		Netting (1)													-7,242			-7,242
			Total derivative assets		$	54		$	8,641		$	8		$	-7,242		$	1,461
	Derivative liabilities:
		Interest Rate			$	1		$	7,173		$	6		$			$	7,180
		Currency				0			199			0						199
		Credit				0			66			0						66
		Currency/Interest Rate				0			649			0						649
		Equity				0			200			0						200
		Netting (1)													-7,187			-7,187
			Total derivative liabilities		$	1		$	8,287		$	6		$	-7,187		$	1,107
					As of December 31, 2012
					Level 1			Level 2			Level 3				Netting (1)		Total
					(in millions)
	Derivative assets:
		Interest Rate			$	11		$	11,675		$	5		$			$	11,691
		Currency				0			432			0						432
		Credit				0			19			0						19
		Currency/Interest Rate				0			450			0						450
		Equity				63			518			19						600
		Netting (1)													-10,117			-10,117
			Total derivative assets		$	74		$	13,094		$	24		$	-10,117		$	3,075
	Derivative liabilities:
		Interest Rate			$	11		$	6,783		$	2		$			$	6,796
		Currency				0			517			0						517
		Credit				0			84			0						84
		Currency/Interest Rate				0			578			0						578
		Equity				165			198			0						363
		Netting (1)													-8,031			-8,031
			Total derivative liabilities		$	176		$	8,160		$	2		$	-8,031		$	307
	“Netting” amounts represent cash collateral and the impact of offsetting asset and liability positions held with the same counterparty.
Fair Value Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation, Derivatives	'
							Three Months Ended September 30, 2013									Nine Months Ended September 30, 2013
							Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate			Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate
							(in millions)
	Fair Value, beginning of period						$	8		$	0		$	2		$	19		$	0		$	3
		Total gains (losses) (realized/unrealized):
			Included in earnings:
				Realized investment gains (losses), net				-3			0			-1			-14			0			-2
				Asset management fees and other income				0			0			0			0			0			0
		Purchases						0			0			0			0			0			0
		Sales						0			0			0			0			0			0
		Issuances						0			0			0			0			0			0
		Settlements						-4			0			0			-4			0			0
		Transfers into Level 3(1)						0			0			0			0			0			0
		Transfers out of Level 3(1)						0			0			0			0			0			0
	Fair Value, end of period						$	1		$	0		$	1		$	1		$	0		$	1
	Unrealized gains (losses) for the period relating to those
	level 3 assets that were still held at the end of the period:
			Included in earnings:
				Realized investment gains (losses), net			$	-3		$	0		$	-1		$	-14		$	0		$	-2
				Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	0
							Three Months Ended September 30, 2012									Nine Months Ended September 30, 2012
							Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate			Derivative Assets - Equity			Derivative Assets - Credit			Derivative Assets - Interest Rate
							(in millions)
	Fair Value, beginning of period						$	40		$	0		$	2		$	83		$	1		$	-1
		Total gains (losses) (realized/unrealized):
			Included in earnings:
				Realized investment gains (losses), net				-15			0			5			-63			-1			8
				Asset management fees and other income				0			0			0			0			0			0
		Purchases						1			0			0			6			0			0
		Sales						0			0			0			0			0			0
		Issuances						0			0			0			0			0			0
		Settlements						0			0			0			0			0			0
		Transfers into Level 3(1)						0			0			0			0			0			0
		Transfers out of Level 3(1)						0			0			0			0			0			0
	Fair Value, end of period						$	26		$	0		$	7		$	26		$	0		$	7
	Unrealized gains (losses) for the period relating to those
	level 3 assets that were still held at the end of the period:
			Included in earnings:
				Realized investment gains (losses), net			$	-15		$	0		$	5		$	-63		$	-1		$	8
				Asset management fees and other income			$	0		$	0		$	0		$	0		$	0		$	0
	Transfers into or out of Level 3 are generally reported as the value as of the beginning of the quarter in which the transfer occurs.
Fair Value, Option	'
					Three Months Ended September 30,						Nine Months Ended September 30,
					2013			2012			2013			2012
					(in millions)
	Assets:
		Commercial mortgage loans:
			Changes in instrument-specific credit risk		$	0		$	0		$	0		$	-1
			Other changes in fair value		$	1		$	0		$	3		$	0
		Other long-term investments:
			Changes in fair value		$	8		$	18		$	39		$	30
	Liabilities:
		Notes issued by consolidated variable interest entities:
			Changes in fair value		$	-30		$	2		$	-32		$	-1
Fair Value Disclosure Financial Instruments Not Carried at Fair Value	'
					30-Sep-13															31-Dec-12
					Fair Value												Carrying Amount (1)			Fair Value			Carrying Amount
					Level 1			Level 2			Level 3			Total			Total			Total			Total
					(in millions)
	Assets:
		Fixed maturities, held-to-maturity			$	0		$	2,256		$	1,616		$	3,872		$	3,629		$	4,511		$	4,268
		Commercial mortgage and other loans				0			626			40,375			41,001			39,385			39,554			36,570
		Policy loans				0			0			14,219			14,219			11,863			14,592			11,575
		Short-term investments				0			553			0			553			553			57			57
		Cash and cash equivalents				4,431			2,077			0			6,508			6,508			4,500			4,500
		Accrued investment income				0			3,157			0			3,157			3,157			3,127			3,127
		Other assets				59			2,252			322			2,633			2,633			2,601			2,601
			Total assets		$	4,490		$	10,921		$	56,532		$	71,943		$	67,728		$	68,942		$	62,698
	Liabilities:
		Policyholders' account balances
		-investment contracts			$	0		$	39,648		$	58,177		$	97,825		$	96,360		$	104,200		$	101,232
		Securities sold under agreements
		to repurchase				0			7,158			0			7,158			7,158			5,818			5,818
		Cash collateral for loaned securities				0			5,955			0			5,955			5,955			3,941			3,941
		Short-term debt				0			3,181			0			3,181			3,118			2,506			2,484
		Long-term debt				1,106			19,469			4,943			25,518			23,642			27,497			24,729
		Notes of consolidated VIEs				0			0			80			80			93			149			171
		Other liabilities				0			5,554			337			5,891			5,891			6,356			6,356
		Separate account liabilities
		-investment contracts				0			81,028			22,052			103,080			103,080			96,561			96,561
			Total liabilities		$	1,106		$	161,993		$	85,589		$	248,688		$	245,297		$	247,028		$	241,292
	Carrying values presented herein differ from those in the Company's Unaudited Interim Consolidated Statement of Financial Position because certain items within the respective financial statement captions are not considered financial instruments or out of scope under authoritative guidance relating to disclosures of the fair value of financial instruments. Financial statement captions excluded from the above table are not considered financial instruments.
Fair Value Inputs Quantitative Information [Table Text Block]	'
					As of September 30, 2013
					Fair Value			Valuation Techniques		Unobservable Inputs		Minimum		Maximum		Weighted Average	Impact of Increase in Input on Fair Value (1)
					(in millions)
	Assets:
	Corporate securities				$	564		Discounted cash flow		Discount rate		1.30%	-	15%		7.71%	Decrease
								Market comparables		EBITDA multiples (2)		5.0X	-	8.0X		5.96X	Increase
								Liquidation		Liquidation value		21.85%	-	100.00%		62.94%	Increase
	Asset-backed securities				$	282		Discounted cash flow		Prepayment rate (3)		2.82%	-	27.41%		9.62%	Increase
										Default rate (3)		0.49%	-	28.51%		2.82%	Decrease
										Loss severity (3)		15.96%	-	45.00%		32.76%	Decrease
										Liquidity premium		1.00%	-	2.00%		1.86%	Decrease
										Average life (years)		0.64	-	14.53		5.4	Increase
										Comparable spreads		0.17%	-	24.87%		3.47%	Decrease
										Comparable security yields		4.21%	-	12.34%		7.13%	Decrease
	Liabilities:
	Future policy
	benefits(4)				$	1,928		Discounted cash flow		Lapse rate (5)		0%	-	11%			Decrease
										NPR spread (6)		0.08%	-	1.32%			Decrease
										Utilization rate (7)		70%	-	94%			Increase
										Withdrawal rate (8)		86%	-	100%			Increase
										Mortality rate (9)		0%	-	13%			Decrease
										Equity volatility curve		16%	-	28%			Increase
					As of December 31, 2012
					Fair Value			Valuation Techniques		Unobservable Inputs		Minimum		Maximum		Weighted Average	Impact of Increase in Input on Fair Value (1)
					(in millions)
	Assets:
	Corporate securities				$	889		Discounted cash flow		Discount rate		1.70%	-	17.50%		9.92%	Decrease
								Market comparables		EBITDA multiples (2)		5.0X	-	8.5X		6.2X	Increase
								Cap at call price		Call price		100%	-	101%		100.24%	Increase
								Liquidation		Liquidation value		49%	-	100.00%		83.06%	Increase
	Asset-backed securities				$	338		Discounted cash flow		Prepayment rate (3)		2.80%	-	29.00%		9.84%	Increase
										Default rate (3)		0.50%	-	2.52%		0.84%	Decrease
										Loss severity (3)		35%	-	43.88%		35.76%	Decrease
										Liquidity premium		1.00%	-	2.50%		1.83%	Decrease
										Average life (years)		0.1	-	15		5.61	Increase
										Comparable spreads		0.10%	-	20%		2.81%	Decrease
										Comparable security yields		0.40%	-	15%		7.59%	Decrease
	Liabilities:
	Future policy
	benefits(4)				$	3,348		Discounted cash flow		Lapse rate (5)		0%	-	14%			Decrease
										NPR spread (6)		0.20%	-	1.60%			Decrease
										Utilization rate (7)		70%	-	94%			Increase
										Withdrawal rate (8)		85%	-	100%			Increase
										Mortality rate (9)		0%	-	13%			Decrease
										Equity volatility curve		19%	-	34%			Increase
	Conversely, the impact of a decrease in input would have the opposite impact for the fair value as that presented in the table.
	EBITDA multiples represent multiples of earnings before interest, taxes, depreciation and amortization, and are amounts used when the reporting entity has determined that market participants would use such multiples when pricing the investments.
	In isolation, an increase in prepayment rate or a decrease in default rate or loss severity would generally result in an increase in fair value, although the interrelationships between these inputs depend on specific market conditions.
	Future policy benefits primarily represent general account liabilities for the optional living benefit features of the Company's variable annuity contracts which are accounted for as embedded derivatives. Since the valuation methodology for these liabilities uses a range of inputs that vary at the contract level over the cash flow projection period, presenting a range, rather than weighted average, is a more meaningful representation of the unobservable inputs used in the valuation.
	Base lapse rates are adjusted at the contract level based on a comparison of the benefit amount and the current policyholder account value as well as other factors, such as the applicability of any surrender charges. A dynamic lapse adjustment reduces the base lapse rate when the benefit amount is greater than the account value, as in-the-money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower for the period where surrender charges apply.
	To reflect NPR, the Company incorporates an additional spread over LIBOR into the discount rate used in the valuation of individual living benefit contracts in a liability position and generally not to those in a contra-liability position. In determining the NPR spread, the Company reflects the financial strength ratings of the Company's insurance subsidiaries as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined by utilizing the credit spreads associated with issuing funding agreements, adjusted for any illiquidity risk premium.
	The utilization rate assumption estimates the percentage of contracts that will utilize the benefit during the contract duration, and begin lifetime withdrawals at various time intervals from contract inception. The remaining contractholders are assumed to either begin lifetime withdrawals immediately or never utilizing the benefit. These assumptions vary based on the product type, the age of the contractholder and the age of the contract. The impact of changes in these assumptions is highly dependent on the contract type and age of the contractholder at the time of the sale and the timing of the first lifetime income withdrawal.
	The withdrawal rate assumption estimates the magnitude of annual contractholder withdrawals relative to the maximum allowable amount under the contract. The fair value of the liability will generally increase the closer the withdrawal rate is to 100%.
	Range reflects the mortality rate for the vast majority of business with living benefits, with policyholders ranging from 35 to 90 years old. While the majority of living benefits have a minimum age requirement, certain benefits do not have an age restriction. This results in contractholders for certain benefits with mortality rates approaching 0%. Based on historical experience, the Company applies a set of age and duration specific mortality rate adjustments compared to standard industry tables. A mortality improvement assumption is also incorporated into the overall mortality table.
Fair Value Level Three Amounts By Pricing Source [Table Text Block]	'
					As of September 30, 2013
					Internal (1)			External (2)			Total
					(in millions)
	Foreign government bonds				$	0		$	1		$	1
	Corporate securities					564			719			1,283
	Asset-backed securities					282			4,322			4,604
	Commercial mortgage-backed securities					17			151			168
	Residential mortgage-backed securities					3			7			10
	Equity securities					114			1,046			1,160
	Commercial mortgage and other loans					19			0			19
	Other long-term investments					10			1,000			1,010
	Other assets					14			0			14
		Subtotal excluding separate account assets (3)				1,023			7,246			8,269
	Separate account assets					21,402			945			22,347
		Total assets			$	22,425		$	8,191		$	30,616
	Future policy benefits				$	1,928		$	0		$	1,928
	Other liabilities					0			6			6
	Notes of consolidated VIEs					0			2,330			2,330
		Total liabilities			$	1,928		$	2,336		$	4,264
					As of December 31, 2012
					Internal (1)			External (2)			Total
					(in millions)
	Corporate securities				$	889		$	875		$	1,764
	Asset-backed securities					338			3,796			4,134
	Commercial mortgage-backed securities					68			64			132
	Residential mortgage-backed securities					3			10			13
	Equity securities					101			1,327			1,428
	Commercial mortgage and other loans					48			0			48
	Other long-term investments					9			1,044			1,053
	Other assets					33			0			33
		Subtotal excluding separate account assets (3)				1,489			7,116			8,605
	Separate account assets					20,422			710			21,132
		Total assets			$	21,911		$	7,826		$	29,737
	Future policy benefits				$	3,348		$	0		$	3,348
	Notes of consolidated VIEs					0			1,406			1,406
		Total liabilities			$	3,348		$	1,406		$	4,754
	Represents valuations which could incorporate internally-derived and market inputs. See below for additional information related to internally-developed valuation for significant items in the above table.
	Represents unadjusted prices from independent pricing services and independent non-binding broker quotes where pricing inputs are not readily available.
	Includes assets classified as fixed maturities available-for-sale, trading account assets supporting insurance liabilities and other trading account assets.

Derivative_Instruments_Tables

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments	'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	'
							30-Sep-13								31-Dec-12
	Primary Underlying/								Gross Fair Value							Gross Fair Value
	Instrument Type						Notional		Assets			Liabilities			Notional	Assets			Liabilities
						(in millions)
	Derivatives Designated as Hedge
	Accounting Instruments:
		Interest Rate
			Interest Rate Swaps			$	2,475		$	9		$	-265	$	3,374	$	26		$	-396
		Foreign Currency
			Foreign Currency Forwards				579			6			-60		639		1			-35
		Currency/Interest Rate
			Foreign Currency Swaps				7,879			132			-389		6,373		128			-342
			Total Qualifying Derivatives			$	10,933		$	147		$	-714	$	10,386	$	155		$	-773
	Derivatives Not Qualifying as
	Hedge Accounting Instruments:
		Interest Rate
			Interest Rate Swaps			$	112,333		$	4,565		$	-4,490	$	108,581	$	7,779		$	-3,301
			Interest Rate Futures				6,116			3			-1		6,749		11			-12
			Interest Rate Options				25,181			480			-245		25,250		895			-141
			Interest Rate Forwards				1,304			9			0		660		0			0
		Foreign Currency
			Foreign Currency Forwards				13,925			497			-129		14,638		371			-397
			Foreign Currency Options				77			8			0		92		13			0
		Currency/Interest Rate
			Foreign Currency Swaps				6,609			270			-211		5,304		239			-152
		Credit
			Credit Default Swaps				1,992			6			-65		3,250		19			-84
		Equity
			Equity Futures				601			3			0		6,518		0			-165
			Equity Options				51,600			492			-25		42,757		603			-40
			Total Return Swaps				10,760			81			-181		5,779		8			-158
		Synthetic GICs					71,417			7			0		64,359		6			0
			Total Non-Qualifying Derivatives(1)			$	301,915		$	6,421		$	-5,347	$	283,937	$	9,944		$	-4,450
			Total Derivatives (2)			$	312,848		$	6,568		$	-6,061	$	294,323	$	10,099		$	-5,223
	Based on notional amounts, most of the Company's derivatives do not qualify for hedge accounting as follows: i) derivatives that economically hedge embedded derivatives do not qualify for hedge accounting because changes in the fair value of the embedded derivatives are already recorded in net income, ii) derivatives that are utilized as macro hedges of the Company's exposure to various risks typically do not qualify for hedge accounting because they do not meet the criteria required under portfolio hedge accounting rules, and iii) synthetic guaranteed investment contracts (GIC's), which are product standalone derivatives do not qualify as hedging instruments under hedge accounting rules.
	Excludes embedded derivatives which contain multiple underlyings. The fair value of these embedded derivatives was a net liability of $2,030 million as of September 30, 2013 and a net liability of $3,438 million as of December 31, 2012, included in “Future policy benefits” and “Fixed maturities, available-for-sale.”
Offsetting of Financial Assets and Liabilities [Text Block]	'
						30-Sep-13
									Gross			Net
						Gross			Amounts			Amounts
						Amounts of			Offset in the			Presented in
						Recognized			Statement of			the Statement		Financial
						Financial			Financial			of Financial		Instruments/		Net
						Instruments			Position			Position		Collateral		Amount
						(in millions)
	Offsetting of Financial Assets:
	Derivatives					$	8,671		$	-7,242		$	1,429	$	-1,238	$	191
	Securities purchased under agreement to resell						750			0			750		-750		0
	Total Assets					$	9,421		$	-7,242		$	2,179	$	-1,988	$	191
	Offsetting of Financial Liabilities:
	Derivatives					$	8,288		$	-7,187		$	1,101	$	-1,251	$	-150
	Securities sold under agreement to repurchase						7,158			0			7,158		-7,158		0
	Total Liabilities					$	15,446		$	-7,187		$	8,259	$	-8,409	$	-150
						31-Dec-12
									Gross			Net
						Gross			Amounts			Amounts
						Amounts of			Offset in the			Presented in
						Recognized			Statement of			the Statement		Financial
						Financial			Financial			of Financial		Instruments/		Net
						Instruments			Position			Position		Collateral		Amount
						(in millions)
	Offsetting of Financial Assets:
	Derivatives					$	13,167		$	-10,117		$	3,050	$	-2,891	$	159
	Securities purchased under agreement to resell						990			0			990		-990		0
	Total Assets					$	14,157		$	-10,117		$	4,040	$	-3,881	$	159
	Offsetting of Financial Liabilities:
	Derivatives					$	8,329		$	-8,031		$	298	$	-63	$	235
	Securities sold under agreement to repurchase						5,818			0			5,818		-5,818		0
	Total Liabilities					$	14,147		$	-8,031		$	6,116	$	-5,881	$	235
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	'
						Three Months Ended September 30, 2013
																Interest
																Credited			Accumulated
						Realized			Net							To Policyholders'			Other
						Investment			Investment			Other		Interest		Account			Comprehensive
						Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
							(in millions)
	Derivatives Designated as Hedge
	Accounting Instruments:
	Fair value hedges
		Interest Rate				$	8		$	-17		$	0	$	0	$	6		$	0
		Currency					-6			0			0		0		0			0
		Total fair value hedges					2			-17			0		0		6			0
	Cash flow hedges
		Interest Rate					0			0			0		-6		0			3
		Currency/Interest Rate					0			1			-24		0		0			-260
		Total cash flow hedges					0			1			-24		-6		0			-257
	Net investment hedges
		Currency(2)					0			0			-4		0		0			0
		Currency/Interest Rate					0			0			0		0		0			-3
			Total net investment hedges				0			0			-4		0		0			-3
	Derivatives Not Qualifying as Hedge
	Accounting Instruments:
		Interest Rate					-540			0			0		0		0			0
		Currency					62			0			0		0		0			0
		Currency/Interest Rate					-215			0			-2		0		0			0
		Credit					-1			0			0		0		0			0
		Equity					-706			0			0		0		0			0
		Embedded Derivatives					-1,322			0			0		0		0			0
		Total non-qualifying hedges					-2,722			0			-2		0		0			0
	Total					$	-2,720		$	-16		$	-30	$	-6	$	6		$	-260
						Nine Months Ended September 30, 2013
																Interest
																Credited			Accumulated
						Realized			Net							To Policyholders'			Other
						Investment			Investment			Other		Interest		Account			Comprehensive
						Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
							(in millions)
	Derivatives Designated as Hedge
	Accounting Instruments:
	Fair value hedges
		Interest Rate				$	80		$	-56		$	0	$	0	$	17		$	0
		Currency					-54			0			0		0		0			0
		Total fair value hedges					26			-56			0		0		17			0
	Cash flow hedges
		Interest Rate					0			0			0		-17		0			20
		Currency/Interest Rate					0			0			-60		0		0			-118
		Total cash flow hedges					0			0			-60		-17		0			-98
	Net investment hedges
		Currency(2)					0			0			-4		0		0			7
		Currency/Interest Rate					0			0			0		0		0			154
		Total net investment hedges					0			0			-4		0		0			161
	Derivatives Not Qualifying as Hedge
	Accounting Instruments:
		Interest Rate					-4,071			0			0		0		0			0
		Currency					-513			0			0		0		0			0
		Currency/Interest Rate					84			0			0		0		0			0
		Credit					-11			0			0		0		0			0
		Equity					-2,515			0			0		0		0			0
		Embedded Derivatives					2,025			0			0		0		0			0
		Total non-qualifying hedges					-5,001			0			0		0		0			0
	Total					$	-4,975		$	-56		$	-64	$	-17	$	17		$	63
						Three Months Ended September 30, 2012
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	6		$	-23		$	0	$	1	$	5		$	0
	Currency					0			-1			0		0		0			0
	Total fair value hedges					6			-24			0		1		5			0
Cash flow hedges
	Interest Rate					0			0			0		-5		0			2
	Currency/Interest Rate					0			-1			-3		0		0			-119
	Total cash flow hedges					0			-1			-3		-5		0			-117
Net investment hedges
	Currency(2)					0			0			0		0		0			-6
	Currency/Interest Rate					0			0			0		0		0			-10
		Total net investment hedges				0			0			0		0		0			-16
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					86			0			0		0		0			0
	Currency					-119			0			0		0		0			0
	Currency/Interest Rate					-19			0			0		0		0			0
	Credit					-8			0			0		0		0			0
	Equity					-983			0			0		0		0			0
	Embedded Derivatives					-418			0			0		0		0			0
	Total non-qualifying hedges					-1,461			0			0		0		0			0
Total					$	-1,455		$	-25		$	-3	$	-4	$	5		$	-133
					Nine Months Ended September 30, 2012
															Interest
															Credited			Accumulated
					Realized			Net							To Policyholders'			Other
					Investment			Investment			Other		Interest		Account			Comprehensive
					Gains/(Losses)			Income			Income		Expense		Balances			Income(1)
						(in millions)
Derivatives Designated as Hedge
Accounting Instruments:
Fair value hedges
	Interest Rate				$	-6		$	-71		$	0	$	4	$	26		$	0
	Currency					2			-3			0		0		0			0
	Total fair value hedges					-4			-74			0		4		26			0
Cash flow hedges
	Interest Rate					0			0			0		-14		0			8
	Currency/Interest Rate					0			-4			-5		0		0			-47
	Total cash flow hedges					0			-4			-5		-14		0			-39
Net investment hedges
	Currency(2)					0			0			0		0		0			-8
	Currency/Interest Rate					0			0			0		0		0			78
	Total net investment hedges					0			0			0		0		0			70
Derivatives Not Qualifying as Hedge
Accounting Instruments:
	Interest Rate					1,303			0			0		0		0			0
	Currency					-46			0			0		0		0			0
	Currency/Interest Rate					97			0			1		0		0			0
	Credit					-36			0			0		0		0			0
	Equity					-1,983			0			0		0		0			0
	Embedded Derivatives					-241			0			0		0		0			0
	Total non-qualifying hedges					-906			0			1		0		0			0
Total					$	-910		$	-78		$	-4	$	-10	$	26		$	31
Amounts deferred in “Accumulated other comprehensive income (loss).”
Relates to the sale of equity method investments.
Schedule of Derivative Instruments Recognized in Accumulated Other Comprehensive Income(Loss) Before Taxes	'
						(in millions)
	Balance, December 31, 2012					$	-257
	Net deferred gains/(losses) on cash flow hedges from January 1 to September 30, 2013						-181
	Amount reclassified into current period earnings						83
	Balance, September 30, 2013					$	-355
Disclosure of Exposure from Credit Derivatives	'
				30-Sep-13
				Single Name							Credit Default Index						Total
		NAIC Designation		Notional			Fair Value				Notional			Fair Value			Notional			Fair Value
				(in millions)
		1		$	0		$	0			$	0		$	0		$	0		$	0
		2			5			0				0			0			5			0
		Subtotal			5			0				0			0			5			0
		3			0			0				0			0			0			0
		4			0			0				0			0			0			0
		5			0			0				0			0			0			0
		6			0			0				0			0			0			0
		Subtotal			0			0				0			0			0			0
		Total		$	5		$	0			$	0		$	0		$	5		$	0
				31-Dec-12
				Single Name							Credit Default Index						Total
		NAIC Designation		Notional			Fair Value				Notional			Fair Value			Notional			Fair Value
				(in millions)
		1		$	275		$	0			$	0		$	0		$	275		$	0
		2			45			0				0			0			45			0
		Subtotal			320			0				0			0			320			0
		3			0			0				750			2			750			2
		4			0			0				0			0			0			0
		5			0			0				0			0			0			0
		6			0			0				0			0			0			0
		Subtotal			0			0				750			2			750			2
		Total		$	320		$	0			$	750		$	2		$	1,070		$	2
Schedule of Composition of Derivative Instruments	'
						30-Sep-13						31-Dec-12
	Industry					Notional			Fair Value			Notional		Fair Value
						(in millions)
	Corporate Securities:
		Consumer Non-cyclical				$	0		$	0		$	120	$	0
		Capital Goods					0			0			90		0
		Basic Industry					0			0			40		0
		Transportation					0			0			25		0
		Consumer Cyclical					0			0			20		0
		Energy					0			0			20		0
		Communication					5			0			5		0
		Finance					0			0			0		0
		Other (1)					0			0			750		2
	Total Credit Derivatives					$	5		$	0		$	1,070	$	2
	Includes Credit Default Index derivative with various industry categories.

Segment_Information_Tables

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Reconciliation of Operating Profit (Loss) from Segments to Consolidated	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
	Net gains (losses) from:			(in millions)
		Terminated hedges of foreign currency earnings		$	72	$	-20	$	175	$	-68
		Current period yield adjustments		$	118	$	85	$	323	$	231
		Principal source of earnings		$	27	$	30	$	96	$	7
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
	Net gains (losses) from:			(in millions)
		Other trading account assets		$	36	$	26	$	121	$	59
		Foreign currency exchange movements		$	1,169	$	-347	$	-2,856	$	-223
		Other activities		$	24	$	-8	$	136	$	30
						Three Months Ended September 30,				Nine Months Ended September 30,
						2013		2012		2013		2012
						(in millions)
	Adjusted Operating Income before income taxes for Financial Services Businesses by Segment:
		Individual Annuities				$	821	$	207	$	1,593	$	735
		Retirement					237		110		744		413
		Asset Management					200		189		547		373
					Total U.S. Retirement Solutions and Investment Management Division		1,258		506		2,884		1,521
		Individual Life					148		112		426		285
		Group Insurance					68		35		99		28
					Total U.S. Individual Life and Group Insurance Division		216		147		525		313
		International Insurance					778		782		2,505		2,057
					Total International Insurance Division		778		782		2,505		2,057
		Corporate Operations					-312		-414		-973		-966
					Total Corporate and Other		-312		-414		-973		-966
		Adjusted Operating Income before income taxes for Financial Services Businesses					1,940		1,021		4,941		2,925
			Reconciling items:
			Realized investment gains (losses), net, and related adjustments				-1,319		-1,951		-7,322		-1,609
			Charges related to realized investment gains (losses), net				763		648		1,533		498
			Investment gains (losses) on trading account assets supporting insurance liabilities, net				103		264		-273		502
			Change in experience-rated contractholder liabilities due to asset value changes				-73		-254		255		-446
			Divested businesses				43		-687		-12		-664
			Equity in earnings of operating joint ventures and earnings attributable to noncontrolling
				interests			17		-40		18		-27
	Income (loss) from continuing operations before income taxes and equity in earnings of
		operating joint ventures for Financial Services Businesses					1,474		-999		-860		1,179
	Income from continuing operations before income taxes and equity in earnings of operating
		joint ventures for Closed Block Business					85		69		108		97
	Income (loss) from continuing operations before income taxes and equity in earnings of
		operating joint ventures				$	1,559	$	-930	$	-752	$	1,276
Reconcilliation of Certain Financial Information from Segments to Consolidated	'
						Revenue									Total Assets
						Three Months Ended September 30,				Nine Months Ended September 30,					September 30,		December 31,
						2013		2012		2013		2012			2013		2012
						(in millions)
	Financial Services Businesses:
		Individual Annuities				$	1,120	$	1,018	$	3,307	$	2,944	$	156,314	$	146,893
		Retirement					1,525		1,162		4,382		3,511		169,836		168,262
		Asset Management					682		641		2,007		1,687		43,878		41,909
			Total U.S. Retirement Solutions and Investment
				Management Division			3,327		2,821		9,696		8,142		370,028		357,064
		Individual Life					1,041		948		3,408		2,527		62,500		47,371
		Group Insurance					1,342		1,420		4,143		4,203		37,763		38,754
			Total U.S. Individual Life and Group Insurance Division				2,383		2,368		7,551		6,730		100,263		86,125
		International Insurance					5,259		8,154		17,549		20,377		170,952		183,794
			Total International Insurance Division				5,259		8,154		17,549		20,377		170,952		183,794
		Corporate Operations					-153		-106		-439		-301		12,991		12,325
			Total Corporate and Other				-153		-106		-439		-301		12,991		12,325
				Total			10,816		13,237		34,357		34,948		654,234		639,308
	Reconciling items:
		Realized investment gains (losses), net, and related
			adjustments				-1,320		-1,954		-7,325		-1,613
		Charges related to realized investment gains (losses), net					-27		-27		-181		-79
		Investment gains (losses) on trading account assets
			supporting insurance liabilities, net				103		264		-273		502
		Divested businesses					179		185		495		566
		Equity in earnings of operating joint ventures and earnings
			attributable to noncontrolling interests				-3		-65		-79		-78
				Total Financial Services Businesses			9,748		11,640		26,994		34,246		654,234		639,308
	Closed Block Business						1,595		1,504		4,578		4,657		68,892		69,990
	Total per Unaudited Interim Consolidated Financial Statements					$	11,343	$	13,144	$	31,572	$	38,903	$	723,126	$	709,298
Schedule Of Intersegment Revenues	'
					Three Months Ended				Nine Months Ended
					September 30,				September 30,
					2013	2012			2013	2012
					(in millions)
	Asset Management segment intersegment revenues			$	151	$	139	$	454	$	405

Commitments_and_Guarantees_Con1

Commitments and Guarantees, Contingent Liabilities, and Litigation and Regulatory Matters (Tables)	9 Months Ended
	Sep. 30, 2013
Guarantee Type, Other [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
				September 30,			December 31,
				2013			2012
				(in millions)
	Other guarantees where amount can be determined			$	400		$	530
	Accrued liability for other guarantees and indemnifications			$	8		$	8
Credit Enhancements [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
					September 30,			December 31,
					2013			2012
					(in millions)
	Guarantees of credit enhancements of debt instruments associated with commercial
			real estate assets		$	166		$	172
	Fair value of properties and associated tax credits that secure the guarantee				$	226		$	215
	Accrued liability associated with guarantee				$	0		$	0
Securities Lending Transactions [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
					September 30,			December 31,
					2013			2012
					(in millions)
	Indemnification provided to mutual fund and separate account clients for securities
			lending		$	15,952		$	15,454
	Fair value of related collateral associated with above indemnifications				$	16,405		$	15,730
	Accrued liability associated with guarantee				$	0		$	0
Investee Debt [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
				September 30,			December 31,
				2013			2012
				(in millions)
	Total guarantees of debt issued by entities in which the separate accounts have invested			$	2,533		$	2,178
	Amount of above guarantee that is limited to separate account assets			$	2,533		$	2,167
	Accrued liability associated with guarantee			$	0		$	0
Serviced Mortgage Loans [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
					September 30,			December 31,
					2013			2012
					(in millions)
	Maximum exposure under indemnification agreements for mortgage loans serviced
		by the Company			$	1,205		$	1,147
	First-loss exposure portion of above				$	380		$	369
	Accrued liability associated with guarantees				$	17		$	19
Asset Values [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
				September 30,			December 31,
				2013			2012
				(in millions)
	Guaranteed value of third parties' assets			$	75,512		$	64,424
	Fair value of collateral supporting these assets			$	76,915		$	67,555
	Asset associated with guarantee, carried at fair value			$	7		$	5
Contingent Consideration [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
				September 30,			December 31,
				2013			2012
				(in millions)
	Maximum potential contingent consideration associated with acquisitions			$	0		$	52
Commercial Mortgage Loans [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
				September 30,			December 31,
				2013			2012
				(in millions)
	Total outstanding mortgage loan commitments			$	3,038		$	2,552
	Portion of commitment where prearrangement to sell to investor exists			$	793		$	897
Investments Excluding Commercial Mortgage Loans [Member]	'
Commitments Gurantees And Contingent Liabilities [Line Items]	'
Commitments and Guarantees	'
					September 30,			December 31,
					2013			2012
					(in millions)
	Expected to be funded from the general account and other operations outside the
			separate accounts (1)		$	5,001		$	3,410
	Expected to be funded from separate accounts				$	749		$	757
	Portion of separate account commitments with recourse to Prudential Insurance				$	0		$	7
	(1) Includes a remaining commitment of $64 million and $200 million at September 30, 2013 and December 31, 2012, respectively, related to the Company's agreement to co-invest with the Fosun Group (Fosun) in a private equity fund, managed by Fosun, for the Chinese marketplace.

Recovered_Sheet1

Business And Basis Of Presentation (Narrative) (Details) (Income From Continuing Operations Before Income Taxes And Equity In Earnings Of Operating Joint Ventures [Member], USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2012	Sep. 30, 2012
Income From Continuing Operations Before Income Taxes And Equity In Earnings Of Operating Joint Ventures [Member]	'	'
Out of Period Adjustment	$122	$122

Significant_Accounting_Policie2

Significant Accounting Policies and Pronouncements (Details)	9 Months Ended
	Sep. 30, 2013
Significant Accounting Policies [Line Items]	'
Contractual Due Date	'The Company defines “past due” as principal or interest not collected at least 30 days past the scheduled contractual due date.
Accruing interest on Non performing Loans	'The Company discontinues accruing interest on loans after the loans become 90 days delinquent as to principal or interest payments, or earlier when the Company has doubts about collectability.
Loan-to-value ratios	100.00%
Debt service coverage ratios	1

Acquisitions_and_Dispositions_1

Acquisitions and Dispositions (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Feb. 01, 2011	Jan. 02, 2013	Aug. 15, 2013	Aug. 15, 2013	Aug. 15, 2013
			AIG Star Life Insurance Co Ltd AIG Edison Life Insurance Company and Related Entities [Member]	Hartford [Member]	Uni Asia Life Assurance Berhad [Member]	Uni Asia Life Assurance Berhad [Member]	Uni Asia Life Assurance Berhad [Member]
						Prudential Insurance [Member]	Bank Simpanan Nasional [Member]
Business Acquisition [Line Items]	'	'	'	'	'	'	'
Ceding Commission Paid	'	'	'	$615,000,000	'	'	'
Number of Life Insurance Policies Acquired	'	'	'	700,000	'	'	'
Net Retained Face Amount of Life Insurance In Force Acquired	'	'	'	141,000,000,000	'	'	'
Total assets assumed	'	'	'	11,300,000,000	'	'	'
Value of business acquired ("VOBA")	3,837,000,000	3,248,000,000	'	1,300,000,000	'	'	'
Cash Acquired	'	'	'	100,000,000	'	'	'
Total liabilities assumed	'	'	'	10,700,000,000	'	'	'
Goodwill	'	'	'	0	'	'	'
Total purchase price	'	'	4,709,000,000	'	'	'	'
Third party debt assumed related to business acquisition	'	'	496,000,000	'	'	'	'
Cash paid for business acquisition	'	'	$4,213,000,000	'	$160,000,000	'	'
Percentage of cash paid for business acquired	'	'	'	'	'	70.00%	30.00%

Acquisitions_and_Dispositions_2

Acquisitions and Dispositions (Income (Loss) from Discontinued Businesses Including Charges upon Disposition) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Income (loss) from discontinued operations before income taxes	$12		($3)		$16		$19
Income tax expense (benefit)	4		-1		5		7
Income (loss) from discontinued operations, net of taxes	8		-2		11		12
Real Estate Investment [Member]	'		'		'		'
Income (loss) from discontinued operations before income taxes	13	[1]	-3	[1]	15	[1]	19	[1]
Global Commodities Business [Member]	'		'		'		'
Income (loss) from discontinued operations before income taxes	($1)		$0		$1		$0
[1]	Reflects the income from discontinued real estate investments.

Acquisitions_and_Dispositions_3

Acquisitions and Dispositions (Total Assets and Total Liabilities Related to Discontinued Businesses Included in Balance Sheet) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Acquisitions and Dispositions [Abstract]	'	'
Total assets	$32	$13
Total liabilities	$7	$0

Investments_Narrative_Details

Investments (Narrative) (Details) (USD $)	3 Months Ended			9 Months Ended			12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Net change in unrealized gains (losses) from trading account assets supporting insurance liabilities	$63		$288	($430)		$568	'
Net change in unrealized gains (losses) from other trading account assets	25		62	112		149	'
Concentration of credit risk threshold	'		'	'the Company’s exposure to concentrations of credit risk of single issuers greater than 10% of the Company’s stockholders’ equity included securities of the U.S. government, certain U.S. government agencies and certain securities guaranteed by the U.S. government, as well as the securities disclosed below		'	'the Company’s exposure to concentrations of credit risk of single issuers greater than 10% of the Company’s stockholders’ equity included securities of the U.S. government, certain U.S. government agencies and certain securities guaranteed by the U.S. government, as well as the securities disclosed below
Net investment income	3,650		3,433	10,999		10,111	'
Net carrying value of commercial loans held for sale	93		'	93		'	114
Gross unrealized losses related to high or highest quality securities	4,959		1,866	4,959		1,866	'
Gross unrealized losses related to other than high or highest quality securities	434		677	434		677	'
Gross unrealized losses representing declines in value of greater than 20%	1		6	1		6	'
Gross unrealized losses in a continuous loss position for less than six months	'		4	'		4	'
Twelve months or more Unrealized Losses	816		1,833	816		1,833	1,833
Fixed maturities, held to maturity	3,629	[1],[2]	'	3,629	[1],[2]	'	4,268	[1]
Held-to-maturity Securities, Fair Value	3,872	[2]	'	3,872	[2]	'	4,511
Prudential, Netting Agreement [Member]	'		'	'		'	'
Fixed maturities, held to maturity	1,250		'	1,250		'	1,500
Held-to-maturity Securities, Fair Value	1,314		'	1,314		'	1,660
Fixed Maturities [Member]	'		'	'		'	'
Fixed maturities, held to maturity	3,629	[2]	'	3,629	[2]	'	4,268	[3]
Held-to-maturity Securities, Fair Value	3,872	[2]	'	3,872	[2]	'	4,511	[3]
Fixed Maturities [Member] | Prudential, Netting Agreement [Member]	'		'	'		'	'
Fixed maturities, held to maturity	1,250		'	1,250		'	'
Held-to-maturity Securities, Fair Value	$1,314		'	$1,314		'	'
California [Member]	'		'	'		'	'
Commercial mortgage loan, concentration percentage	26.00%		'	26.00%		'	'
New York [Member]	'		'	'		'	'
Commercial mortgage loan, concentration percentage	10.00%		'	10.00%		'	'
Texas [Member]	'		'	'		'	'
Commercial mortgage loan, concentration percentage	'		9.00%	'		9.00%	'
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
[3]	Excludes notes with amortized cost of $1,500 million (fair value, $1,660 million) which have been offset with the associated payables under a netting agreement.

Investments_Fixed_Maturities_a

Investments (Fixed Maturities and Equity Securities Excluding Investments Classified as Trading) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	$272,399		$277,654
Available For Sale Securities Equity Securities Cost	6,684		6,759
Fair Value, Fixed maturities, available for sale	288,766	[1]	301,336	[1]
Equity Securites, available-for-sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	8,984		8,277
Other-than-temporary impairments in AOCI	-794	[2]	-971	[3]
Fixed maturities, held to maturity, at amortized cost	3,629	[1],[4]	4,268	[1]
Fair Value	3,872	[4]	4,511
Other-than- temporary impairments in AOCI	'		'0	[3]
Net Unrealized Gains On Impaired Available For Sale Securities	'		778
Net Unrealized Gains On Impaired Held To Maturity Securities	'		1
US Treasury And Government [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	0	[2]	0	[3]
Obligations of U.S. states and their political subdivisions [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	0	[2]	0	[3]
Foreign Government Debt Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	1	[2]	1	[3]
Other-than- temporary impairments in AOCI	'		'0	[3]
Corporate Debt Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	-6	[2]	-2	[3]
Other-than- temporary impairments in AOCI	'		'0	[3]
Asset-backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	-779	[2]	-964	[3]
Other-than- temporary impairments in AOCI	'		'0	[3]
Commercial Mortgage Backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	0	[2]	5	[3]
Other-than- temporary impairments in AOCI	'		'0	[3]
Residential Mortgage Backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Other-than-temporary impairments in AOCI	-10	[2]	-11	[3]
Other-than- temporary impairments in AOCI	'		'0	[3]
Fixed Maturities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	272,399		277,654
Gross Unrealized Gains	21,729		26,158
Gross Unrealized Losses	5,362		2,476
Fair Value, Fixed maturities, available for sale	288,766		301,336
Fixed maturities, held to maturity, at amortized cost	3,629	[4]	4,268	[5]
Gross Unrealized Gains	275	[4]	310	[5]
Gross Unrealized Losses	32	[4]	67	[5]
Fair Value	3,872	[4]	4,511	[5]
Other-than- temporary impairments in AOCI	'0	[2]	'
Fixed Maturities [Member] | US Treasury And Government [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	11,496		13,973
Gross Unrealized Gains	1,985		3,448
Gross Unrealized Losses	154		35
Fair Value, Fixed maturities, available for sale	13,327		17,386
Fixed Maturities [Member] | Obligations of U.S. states and their political subdivisions [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	3,511		2,952
Gross Unrealized Gains	261		505
Gross Unrealized Losses	138		5
Fair Value, Fixed maturities, available for sale	3,634		3,452
Fixed Maturities [Member] | Foreign Government Debt Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	76,007		81,578
Gross Unrealized Gains	6,849		6,778
Gross Unrealized Losses	298		66
Fair Value, Fixed maturities, available for sale	82,558		88,290
Fixed maturities, held to maturity, at amortized cost	1,005		1,142
Gross Unrealized Gains	129		108
Gross Unrealized Losses	0		0
Fair Value	1,134		1,250
Other-than- temporary impairments in AOCI	'0	[2]	'
Fixed Maturities [Member] | Corporate Debt Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	149,942		146,924
Gross Unrealized Gains	11,576		13,996
Gross Unrealized Losses	4,171		1,589
Fair Value, Fixed maturities, available for sale	157,347		159,331
Fixed maturities, held to maturity, at amortized cost	1,004	[4]	1,065	[5]
Gross Unrealized Gains	43	[4]	37	[5]
Gross Unrealized Losses	31	[4]	67	[5]
Fair Value	1,016	[4]	1,035	[5]
Other-than- temporary impairments in AOCI	'0	[2]	'
Fixed Maturities [Member] | Asset-backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	11,328	[6]	11,846	[7]
Gross Unrealized Gains	232	[6]	221	[7]
Gross Unrealized Losses	374	[6]	731	[7]
Fair Value, Fixed maturities, available for sale	11,186	[6]	11,336	[7]
Fixed maturities, held to maturity, at amortized cost	758	[6]	1,001	[7]
Gross Unrealized Gains	46	[6]	66	[7]
Gross Unrealized Losses	1	[6]	0	[7]
Fair Value	803	[6]	1,067	[7]
Other-than- temporary impairments in AOCI	'0	[2]	'
Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	13,263		11,228
Gross Unrealized Gains	447		726
Gross Unrealized Losses	166		17
Fair Value, Fixed maturities, available for sale	13,544		11,937
Fixed maturities, held to maturity, at amortized cost	219		302
Gross Unrealized Gains	24		49
Gross Unrealized Losses	0		0
Fair Value	243		351
Other-than- temporary impairments in AOCI	'0	[2]	'
Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Fixed maturities, available for sale, amortized cost	6,852	[8]	9,153	[8]
Gross Unrealized Gains	379	[8]	484	[8]
Gross Unrealized Losses	61	[8]	33	[8]
Fair Value, Fixed maturities, available for sale	7,170	[8]	9,604	[8]
Fixed maturities, held to maturity, at amortized cost	643	[8]	758	[8]
Gross Unrealized Gains	33	[8]	50	[8]
Gross Unrealized Losses	0	[8]	0	[8]
Fair Value	676	[8]	808	[8]
Other-than- temporary impairments in AOCI	'0	[2]	'
Equity Securities Available For Sale [Member]	'		'
Summary Of Investments Other Than Investments In Related Parties Reportable Data [Line Items]	'		'
Available For Sale Securities Equity Securities Cost	6,684		6,759
Gross Unrealized Gains	2,341		1,573
Gross Unrealized Losses	41		55
Equity Securites, available-for-sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	$8,984		$8,277
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Represents the amount of other-than-temporary impairment losses in AOCI which were not included in earnings. Amount excludes $831 million of net unrealized gains on impaired available-for-sale securities relating to changes in the value of such securities subsequent to the impairment measurement date.
[3]	Represents the amount of other-than-temporary impairment losses in AOCI, which were not included in earnings. Amount excludes $778 million of net unrealized gains on impaired available-for-sale securities and $1 million of net unrealized gains on impaired held-to-maturity securities relating to changes in the value of such securities subsequent to the impairment measurement date.
[4]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
[5]	Excludes notes with amortized cost of $1,500 million (fair value, $1,660 million) which have been offset with the associated payables under a netting agreement.
[6]	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types.
[7]	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans, and other asset types.
[8]	Includes publicly traded agency pass-through securities and collateralized mortgage obligations.

Investments_Amortized_Cost_and

Investments (Amortized Cost and Fair Value of Fixed Maturities by Contractual Maturities) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Available for Sale Amortized Cost	'		'
Due in one year or less	$11,469		'
Due after one year through five years	46,803		'
Due after five years through ten years	58,812		'
Due after ten years	123,872		'
Debt Maturities, without single maturity date	31,443		'
Total	272,399		277,654
Available for Sale Securities Fair Value	'		'
Due in one year or less	11,933		'
Due after one year through five years	50,763		'
Due after five years through ten years	63,160		'
Due after ten years	131,010		'
Debt Maturities, without Single Maturity Date	31,900		'
Total	288,766	[1]	301,336	[1]
Held to Maturity Securities Amortized Cost	'		'
Due in one year or less	0		'
Due after one year through five years	59		'
Due after five years through ten years	397		'
Due after ten years	1,553	[2]	'
Debt Maturities, without Single Maturity Date	1,620		'
Total	3,629	[1],[2]	4,268	[1]
Held to Maturity Securities Fair Value	'		'
Due in one year or less	0		'
Due after one year through five years	60		'
Due after five years through ten years	406		'
Due after ten years	1,684	[2]	'
Debt Maturities, without Single Maturity Date	1,722		'
Total	3,872	[2]	4,511
Residential Mortgage Backed Securities [Member]	'		'
Available for Sale Amortized Cost	'		'
Debt Maturities, without single maturity date	6,852		'
Available for Sale Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	7,170		'
Held to Maturity Securities Amortized Cost	'		'
Debt Maturities, without Single Maturity Date	643		'
Held to Maturity Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	676		'
Commercial Mortgage Backed Securities [Member]	'		'
Available for Sale Amortized Cost	'		'
Debt Maturities, without single maturity date	13,263		'
Available for Sale Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	13,544		'
Held to Maturity Securities Amortized Cost	'		'
Debt Maturities, without Single Maturity Date	219		'
Held to Maturity Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	243		'
Asset-backed Securities [Member]	'		'
Available for Sale Amortized Cost	'		'
Debt Maturities, without single maturity date	11,328		'
Available for Sale Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	11,186		'
Held to Maturity Securities Amortized Cost	'		'
Debt Maturities, without Single Maturity Date	758		'
Held to Maturity Securities Fair Value	'		'
Debt Maturities, without Single Maturity Date	$803		'
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.

Investments_Fixed_Maturities_P

Investments (Fixed Maturities Proceeds)(Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Fixed maturity and equity security impairments	'	'	'	'
Net writedowns for other-than-temporary impairment losses on fixed maturities recognized in earnings	$43	$95	$146	$300
Writedowns for impairments on equity securities	3	24	11	114
Equity Securities [Member]	'	'	'	'
Available For Sale	'	'	'	'
Gross investment gains from sales	222	125	453	339
Available-for-sale Securities, Gross Realized Losses	-22	-61	-72	-222
Equity securities, available for sale	'	'	'	'
Proceeds From Sale Of Available For Sale Securities Equity Including Not Settled	1,290	1,101	3,475	3,251
Fixed Maturities, Available For Sale [Member]	'	'	'	'
Available For Sale	'	'	'	'
Proceeds from sales	7,603	2,682	22,237	12,140
Proceeds from maturities/repayments	5,976	5,509	18,420	15,794
Gross investment gains from sales	607	129	1,249	397
Available-for-sale Securities, Gross Realized Losses	-197	-87	-391	-245
Fixed Maturities, Held To Maturity [Member]	'	'	'	'
Fixed maturities, held to maturity	'	'	'	'
Proceeds from maturities/repayments	122	132	395	379
Gross investment gains from prepayments	$0	$0	$0	$0

Investments_Credit_Losses_Reco

Investments (Credit Losses Recognized In Earnings on Fixed Maturity Securities Held by the Company) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Credit losses recognized in earnings on fixed maturity securities	'		'		'		'
Credit Losses Recognized In Earnings, BOP	$1,080		$1,433		$1,166		$1,475
Credit loss impairments previously recognized on securities which matured, paid down, prepaid or were sold during the period	-113		-48		-263		-133
Credit loss impairments previously recognized on securities impaired to fair value during the period	-1	[1]	-10	[1]	-1	[1]	-69	[1]
Credit loss impairment recognized in the current period on securities not previously impaired	1		1		9		31
Additional credit loss impairments recognized in the current period on securities previously impaired	27		22		66		80
Increases due to the passage of time on previously recorded credit losses	14		16		40		45
Accretion of credit loss impairments previously recognized due to an increase in cash flows expected to be collected	-3		-8		-12		-23
Credit Losses Recognized In Earnings, EOP	$1,005		$1,406		$1,005		$1,406
[1]	Represents circumstances where the Company determined in the current period that it intends to sell the security or it is more likely than not that it will be required to sell the security before recovery of the security’s amortized cost.

Investments_Trading_Account_As

Investments (Trading Account Assets Supporting Insurance Liabilities) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Amortized Cost	$20,220		$19,249
Fair Value	21,131	[1]	20,590	[1]
Cash Equivalents And Short Term Investments [Member]	'		'
Amortized Cost	1,119		938
Fair Value	1,119		938
Fixed Maturities [Member]	'		'
Amortized Cost	18,202		17,368
Fair Value	18,873		18,612
Fixed Maturities [Member] | Foreign Government Debt Securities [Member]	'		'
Amortized Cost	613		683
Fair Value	627		708
Fixed Maturities [Member] | Corporate Debt Securities [Member]	'		'
Amortized Cost	11,991		11,076
Fair Value	12,566		12,107
Fixed Maturities [Member] | Asset-backed Securities [Member]	'		'
Amortized Cost	1,177	[2]	1,179	[2]
Fair Value	1,187	[2]	1,116	[2]
Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]	'		'
Amortized Cost	2,382		2,096
Fair Value	2,420		2,229
Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]	'		'
Amortized Cost	1,731	[3]	1,965	[3]
Fair Value	1,729	[3]	2,026	[3]
Fixed Maturities [Member] | US Government Corporations and Agencies Securities [Member]	'		'
Amortized Cost	308		369
Fair Value	344		426
Equity Securities [Member]	'		'
Amortized Cost	899		943
Fair Value	$1,139		$1,040
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Includes credit-tranched securities collateralized by sub-prime mortgages, auto loans, credit cards, education loans and other asset types
[3]	Includes publicly traded agency pass-through securities and collateralized mortgage obligations.

Investments_Other_Trading_Acco

Investments (Other Trading Account Assets) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Amortized Cost	$4,930	$3,604
Fair Value	6,403	6,328
Cash Equivalents And Short Term Investments [Member]	'	'
Amortized Cost	79	42
Fair Value	80	42
Fixed Maturities [Member]	'	'
Amortized Cost	3,810	2,196
Fair Value	3,822	2,132
Equity Securities [Member]	'	'
Amortized Cost	1,038	1,363
Fair Value	1,146	1,437
Other Assets [Member]	'	'
Amortized Cost	3	3
Fair Value	7	6
Derivative Financial Instruments, Assets [Member]	'	'
Fair Value	1,348	2,711
Investments Excluding Derivative Instruments [Member]	'	'
Amortized Cost	4,930	3,604
Fair Value	$5,055	$3,617

Concentrations_of_Financial_In

Concentrations of Financial Instruments (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Japan Government and Agencies Securities [Member]	'	'
Amortized Cost	$63,428	$69,897
Fair Value	68,663	74,421
Japan Government and Agencies Securities [Member] | Available-for-sale Securities [Member]	'	'
Amortized Cost	60,680	66,590
Fair Value	65,782	70,997
Japan Government and Agencies Securities [Member] | Held-to-maturity Securities [Member]	'	'
Amortized Cost	982	1,118
Fair Value	1,110	1,223
Japan Government and Agencies Securities [Member] | Trading Account Assets Supporting Insurance Liabilities [Member]	'	'
Amortized Cost	484	513
Fair Value	489	524
Japan Government and Agencies Securities [Member] | Other Trading [Member]	'	'
Amortized Cost	39	39
Fair Value	39	40
Japan Government and Agencies Securities [Member] | Short-term Investments [Member]	'	'
Amortized Cost	0	0
Fair Value	0	0
Japan Government and Agencies Securities [Member] | Cash and Cash Equivalents [Member]	'	'
Amortized Cost	1,243	1,637
Fair Value	1,243	1,637
South Korean government and Agency Securities [Member]	'	'
Amortized Cost	6,385	5,901
Fair Value	7,110	6,948
South Korean government and Agency Securities [Member] | Available-for-sale Securities [Member]	'	'
Amortized Cost	6,323	5,837
Fair Value	7,049	6,883
South Korean government and Agency Securities [Member] | Held-to-maturity Securities [Member]	'	'
Amortized Cost	0	0
Fair Value	0	0
South Korean government and Agency Securities [Member] | Trading Account Assets Supporting Insurance Liabilities [Member]	'	'
Amortized Cost	62	62
Fair Value	61	63
South Korean government and Agency Securities [Member] | Other Trading [Member]	'	'
Amortized Cost	0	2
Fair Value	0	2
South Korean government and Agency Securities [Member] | Short-term Investments [Member]	'	'
Amortized Cost	0	0
Fair Value	0	0
South Korean government and Agency Securities [Member] | Cash and Cash Equivalents [Member]	'	'
Amortized Cost	0	0
Fair Value	$0	$0

Investments_Commercial_Mortgag

Investments (Commercial Mortgage and Other Loans) (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Total net commercial and agricultural mortgage loans by property type	$37,439		$34,007
Valuation allowance	-21		-40
Total net other loans	2,058		2,726
Total commercial mortgage and other loans	39,497	[1],[2]	36,733	[1],[2]
Office buildings [Member]	'		'
Commercial mortgage loans	7,841		6,890
Commercial mortgage loans, Percentage	20.80%		20.10%
Retail stores [Member]	'		'
Commercial mortgage loans	8,691		8,190
Commercial mortgage loans, Percentage	23.10%		23.90%
Apartment Complexes [Member]	'		'
Commercial mortgage loans	6,555		5,235
Commercial mortgage loans, Percentage	17.40%		15.30%
Industrial Buildings [Member]	'		'
Commercial mortgage loans	7,467		7,636
Commercial mortgage loans, Percentage	19.80%		22.30%
Agricultural Properties [Member]	'		'
Commercial mortgage loans	2,139		2,122
Commercial mortgage loans, Percentage	5.70%		6.20%
Hospitality [Member]	'		'
Commercial mortgage loans	1,941		1,322
Commercial mortgage loans, Percentage	5.20%		3.90%
Other Commercial Loans [Member]	'		'
Commercial mortgage loans	2,992		2,841
Commercial mortgage loans, Percentage	8.00%		8.30%
Commercial Mortgage Loan [Member]	'		'
Commercial mortgage loans	35,487		32,114
Commercial mortgage loans, Percentage	94.30%		93.80%
Commercial Mortgage Loan [Member] | Agricultural Properties [Member]	'		'
Commercial mortgage loans	37,626		34,236
Commercial mortgage loans, Percentage	100.00%		100.00%
Valuation allowance	-187		-229
Uncollateralized Loans [Member]	'		'
Total other loans	1,439		1,836
Residential Property Loan [Member]	'		'
Total other loans	600		790
Other Collateralized Loans [Member]	'		'
Total other loans	40		140
Total Other Loans [Member]	'		'
Total other loans	$2,079		$2,766
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Includes loans held at fair value.

Investments_Allowance_for_Loss

Investments (Allowance for Losses) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	$269	$367
Addition To / (Release of) Allowance For Losses	-19	-31
Charge-offs, net of recoveries	-38	-65
Change in foreign exchange	-4	-2
Allowance for Losses, Ending Balance	208	269
Commercial Mortgage Loan [Member]	'	'
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	209	294
Addition To / (Release of) Allowance For Losses	2	-20
Charge-offs, net of recoveries	-32	-65
Change in foreign exchange	0	0
Allowance for Losses, Ending Balance	179	209
Agricultural Property Loans [Member]	'	'
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	20	19
Addition To / (Release of) Allowance For Losses	-6	1
Charge-offs, net of recoveries	-6	0
Change in foreign exchange	0	0
Allowance for Losses, Ending Balance	8	20
Residential Property Loans [Member]	'	'
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	11	16
Addition To / (Release of) Allowance For Losses	-3	-4
Charge-offs, net of recoveries	0	0
Change in foreign exchange	-1	-1
Allowance for Losses, Ending Balance	7	11
Other Collateralized Loans [Member]	'	'
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	12	18
Addition To / (Release of) Allowance For Losses	-10	-6
Charge-offs, net of recoveries	0	0
Change in foreign exchange	0	0
Allowance for Losses, Ending Balance	2	12
Uncollateralized Loans [Member]	'	'
Allowance For Losses On Commermcial Mortgage And Other Loans [Line Items]	'	'
Allowance for Losses, Beginning Balance	17	20
Addition To / (Release of) Allowance For Losses	-2	-2
Charge-offs, net of recoveries	0	0
Change in foreign exchange	-3	-1
Allowance for Losses, Ending Balance	$12	$17

Investments_Allowance_for_Cred

Investments (Allowance for Credit Losses and Recorded Investment in Commercial Mortgage and Other Loans) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	$18		$73
Ending Balance: collectively evaluated for impairment	190		196
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	208		269
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	497		1,156
Ending balance gross of reserves: collectively evaluated for impairment	39,208		35,846
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	39,705	[1]	37,002	[1]
Commercial Mortgage Loan [Member]	'		'
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	16		49
Ending Balance: collectively evaluated for impairment	163		160
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	179		209
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	482		1,011
Ending balance gross of reserves: collectively evaluated for impairment	35,005		31,103
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	35,487	[1]	32,114	[1]
Agricultural Property Loans [Member]	'		'
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	0		12
Ending Balance: collectively evaluated for impairment	8		8
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	8		20
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	5		49
Ending balance gross of reserves: collectively evaluated for impairment	2,134		2,073
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	2,139	[1]	2,122	[1]
Residential Property Loan [Member]	'		'
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	0		0
Ending Balance: collectively evaluated for impairment	7		11
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	7		11
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	0		0
Ending balance gross of reserves: collectively evaluated for impairment	600		790
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	600	[1]	790	[1]
Other Collateralized Loans [Member]	'		'
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	2		12
Ending Balance: collectively evaluated for impairment	0		0
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	2		12
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	8		93
Ending balance gross of reserves: collectively evaluated for impairment	32		47
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	40	[1]	140	[1]
Uncollateralized Loans [Member]	'		'
Allowance for Credit Losses:	'		'
Ending balance: individually evaluated for impairment	0		0
Ending Balance: collectively evaluated for impairment	12		17
Ending Balance: loans acquired with deteriorated credit quality	0		0
Total	12		17
Recorded Investment:	'		'
Ending balance gross of reserves: individually evaluated for impairment	2		3
Ending balance gross of reserves: collectively evaluated for impairment	1,437		1,833
Ending balance gross of reserves: loans acquired with deteriorated credit quality	0		0
Total	$1,439	[1]	$1,836	[1]
[1]	Recorded investment reflects the balance sheet carrying value gross of related allowance

Investments_Impaired_Loans_Det

Investments (Impaired Loans) (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Recorded Investment	$127	[1]	$246	[1]
Unpaid Principal Balance Principal Balance	124		387
Related Allowance	18		73
Average Recorded Investment	191	[2]	444	[2]
Interest Income Recognized	6	[3]	12	[3]
Commercial Mortgage Loan [Member]	'		'
Recorded Investment	117	[1]	212	[1],[4]
Unpaid Principal Balance Principal Balance	117		351	[4]
Related Allowance	16		50	[4]
Average Recorded Investment	168	[2]	405	[2],[4]
Interest Income Recognized	3	[3]	12	[3],[4]
Agricultural Loan [Member]	'		'
Recorded Investment	5	[1]	17	[1]
Unpaid Principal Balance Principal Balance	0		17
Related Allowance	0		12
Average Recorded Investment	14	[2]	16	[2]
Interest Income Recognized	0	[3]	0	[3]
Residential Property Loan [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	0	[2]	0	[2]
Interest Income Recognized	0	[3]	0	[3]
Other Collateralized Loans [Member]	'		'
Recorded Investment	5	[1]	17	[1]
Unpaid Principal Balance Principal Balance	5		17
Related Allowance	2		11
Average Recorded Investment	9	[2]	19	[2]
Interest Income Recognized	3	[3]	0	[3]
Uncollateralized Loans [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	2		2
Related Allowance	0		0
Average Recorded Investment	0	[2]	4	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage with No Related Allowance [Member]`	'		'
Recorded Investment	32	[1]	27	[1]
Unpaid Principal Balance Principal Balance	29		168
Related Allowance	0		0
Average Recorded Investment	31	[2]	58	[2]
Interest Income Recognized	1	[3]	4	[3]
Impaired Mortgage with No Related Allowance [Member]` | Commercial Mortgage Loan [Member]	'		'
Recorded Investment	27	[1]	27	[1],[4]
Unpaid Principal Balance Principal Balance	27		166	[4]
Related Allowance	0		0	[4]
Average Recorded Investment	30	[2]	54	[2],[4]
Interest Income Recognized	1	[3]	4	[3],[4]
Impaired Mortgage with No Related Allowance [Member]` | Agricultural Loan [Member]	'		'
Recorded Investment	5	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	1	[2]	0	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage with No Related Allowance [Member]` | Residential Property Loan [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	0	[2]	0	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage with No Related Allowance [Member]` | Other Collateralized Loans [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	0	[2]	0	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage with No Related Allowance [Member]` | Uncollateralized Loans [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	2		2
Related Allowance	0		0
Average Recorded Investment	0	[2]	4	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage With Related Allowance [Member]	'		'
Recorded Investment	95	[1]	219	[1]
Unpaid Principal Balance Principal Balance	95		219
Related Allowance	18		73
Average Recorded Investment	160	[2]	386	[2]
Interest Income Recognized	5	[3]	8	[3]
Impaired Mortgage With Related Allowance [Member] | Commercial Mortgage Loan [Member]	'		'
Recorded Investment	90	[1]	185	[1]
Unpaid Principal Balance Principal Balance	90		185
Related Allowance	16		50
Average Recorded Investment	138	[2]	351	[2]
Interest Income Recognized	2	[3]	8	[3]
Impaired Mortgage With Related Allowance [Member] | Agricultural Loan [Member]	'		'
Recorded Investment	0	[1]	17	[1]
Unpaid Principal Balance Principal Balance	0		17
Related Allowance	0		12
Average Recorded Investment	13	[2]	16	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage With Related Allowance [Member] | Residential Property Loan [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	0	[2]	0	[2]
Interest Income Recognized	0	[3]	0	[3]
Impaired Mortgage With Related Allowance [Member] | Other Collateralized Loans [Member]	'		'
Recorded Investment	5	[1]	17	[1]
Unpaid Principal Balance Principal Balance	5		17
Related Allowance	2		11
Average Recorded Investment	9	[2]	19	[2]
Interest Income Recognized	3	[3]	0	[3]
Impaired Mortgage With Related Allowance [Member] | Uncollateralized Loans [Member]	'		'
Recorded Investment	0	[1]	0	[1]
Unpaid Principal Balance Principal Balance	0		0
Related Allowance	0		0
Average Recorded Investment	0	[2]	0	[2]
Interest Income Recognized	$0	[3]	$0	[3]
[1]	Recorded investment reflects the balance sheet carrying value gross of related allowance.
[2]	Average recorded investment represents the average of the beginning-of-period and all subsequent quarterly end-of-period balances.
[3]	The interest income recognized is for the year-to-date income regardless of when the impairments occurred.
[4]	Includes the impact of loans acquired from the Star Business for which the balance sheet carrying value had been previously written down.

Investments_Credit_Quality_Ind

Investments (Credit Quality Indicators) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
commercial mortgage and other loans	$39,705	$37,002
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	17,511	15,089
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	19,269	16,724
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	1,758	1,635
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	11,009	9,263
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	11,201	9,476
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	192	213
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	3,705	3,689
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	3,705	3,689
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	284	219
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	284	219
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	32,509	28,260
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	34,459	30,108
Debt Service Coverage Ratio, Greater than One Point Two X [Member] | Loan To Value Ratio Total [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	1,950	1,848
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	648	487
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	824	673
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	176	186
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	447	801
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	447	801
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	773	776
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	773	776
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	185	770
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	185	770
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	2,053	2,834
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	2,229	3,020
Debt Service Coverage Ratio, One Point Zero X to Less Than Two Point Two X [Member] | Loan To Value Ratio Total [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	176	186
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	243	188
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	256	232
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	13	44
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	108	36
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	108	36
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	228	217
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	228	217
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	346	579
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	346	623
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	44
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	925	1,020
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	938	1,108
Debt Service Coverage Ratio, Less Than One Point Zero X [Member] | Loan To Value Ratio Total [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	13	88
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	18,402	15,764
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	20,349	17,629
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Less Than Fifty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	1,947	1,865
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	11,564	10,100
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	11,756	10,313
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Sixty Percent To Sixty Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	192	213
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	4,706	4,682
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	4,706	4,682
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Seventy Percent To Seventy Nine Point Nine Nine Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	0
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	815	1,568
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	815	1,612
Debt Service Coverage Ratio Total [Member] | Loan-to-Value Ratio, Greater than Eighty Percent [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	0	44
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage Loan [Member]	'	'
commercial mortgage and other loans	35,487	32,114
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Total [Member] | Commercial Mortgage and Agricultural Loans [Member]	'	'
commercial mortgage and other loans	37,626	34,236
Debt Service Coverage Ratio Total [Member] | Loan To Value Ratio Total [Member] | Agricultural Loan [Member]	'	'
commercial mortgage and other loans	$2,139	$2,122

Investments_Analysis_of_Past_D

Investments (Analysis of Past Due Commercial Mortgage and Other Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Current	$39,641	$36,754
30-59 Days Past Due	25	55
60-89 Days Past Due	2	96
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	37	97
Total Past Due	64	248
Total commercial mortgage and other loans	39,705	37,002
Financing Receivable Recorded Investment Nonaccrual Status	136	273
Commercial Mortgage Loan [Member]	'	'
Current	35,448	31,943
30-59 Days Past Due	19	43
60-89 Days Past Due	0	91
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	20	37
Total Past Due	39	171
Total commercial mortgage and other loans	35,487	32,114
Financing Receivable Recorded Investment Nonaccrual Status	113	190
Agricultural Loan [Member]	'	'
Current	2,137	2,077
30-59 Days Past Due	0	0
60-89 Days Past Due	0	0
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	2	45
Total Past Due	2	45
Total commercial mortgage and other loans	2,139	2,122
Financing Receivable Recorded Investment Nonaccrual Status	2	49
Residential Property Loan [Member]	'	'
Current	579	759
30-59 Days Past Due	6	12
60-89 Days Past Due	2	5
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	13	14
Total Past Due	21	31
Total commercial mortgage and other loans	600	790
Financing Receivable Recorded Investment Nonaccrual Status	13	14
Other Collateralized Loans [Member]	'	'
Current	38	139
30-59 Days Past Due	0	0
60-89 Days Past Due	0	0
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	2	1
Total Past Due	2	1
Total commercial mortgage and other loans	40	140
Financing Receivable Recorded Investment Nonaccrual Status	5	17
Uncollateralized Loans [Member]	'	'
Current	1,439	1,836
30-59 Days Past Due	0	0
60-89 Days Past Due	0	0
Greater than 90 Days - Accruing	0	0
Greater than 90 Days - Not Accruing	0	0
Total Past Due	0	0
Total commercial mortgage and other loans	1,439	1,836
Financing Receivable Recorded Investment Nonaccrual Status	$3	$3

Investments_Troubled_Debt_Rest

Investments (Troubled Debt Restructurings) (Details) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013
Pre Modification:	'	'
FinancingReceivableModificationsPreModificationRecordedInvestment	$7	$107
Post Modification:	'	'
FinancingReceivableModificationsPostModificationRecordedInvestment	$8	$107

Investments_Other_Long_Term_In

Investments (Other Long Term Investments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Other Long Term Investments	$9,869	[1]	$10,028	[1]
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	$3,796	$3,536	$11,426	$10,435
Less: investment expenses	-146	-103	-427	-324
Net Investment Income, Total	3,650	3,433	10,999	10,111
Available For Sale Fixed Maturities [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	2,618	2,427	7,910	7,244
Fixed Maturities, Held To Maturity [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	31	34	92	102
Equity Securities [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	93	85	265	247
Trading Account Assets [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	243	215	715	666
Commercial Mortgage Loans [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	498	516	1,480	1,487
Policy Loans [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	159	148	457	443
Short-term Investments [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	9	11	30	35
Other Long-term Investments [Member]	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Gross investment income	$145	$100	$477	$211

Investments_Realized_Investmen

Investments (Realized Investment Gains Losses Net) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	($2,110)		($1,445)		($3,857)		($1,066)
Fixed Maturities [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	368		-53		712		-148
Equity Securities [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	198		40		369		3
Commercial Mortgage Loans [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	31		28		68		49
Real Estate Investment [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	2		4		2		-63
Equity Method Investments [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	16		-3		10		-1
Derivative [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	-2,730	[1]	-1,458	[1]	-5,030	[1]	-903	[1]
Other Asset Types [Member]	'		'		'		'
Schedule Of Gain Loss On Investments [Line Items]	'		'		'		'
Total realized investment gains (losses), net	$5		($3)		$12		($3)
[1]	         Includes the offset of hedged items in qualifying effective hedge relationship prior to maturity or termination.

Investments_Net_Unrealized_Gai

Investments (Net Unrealized Gains Losses on Investments by Asset Class) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Net unrealized gains (losses) on investments	$18,301		$24,957
Net unrealized losses on held to maturity securities transferred from available-for-sale	26		'
Other Long-term Investments [Member]	'		'
Net unrealized gains (losses) on investments	-11	[1]	14	[1]
Available-for-sale Securities [Member] | Fixed Maturities [Member]	'		'
Net unrealized gains (losses) on investments	16,330		23,876
Available-for-sale Securities [Member] | Equity Securities [Member]	'		'
Net unrealized gains (losses) on investments	2,300		1,518
Securities Related to Other Than Temporary Impairments [Member] | Fixed Maturities [Member]	'		'
Net unrealized gains (losses) on investments	37		-194
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'		'
Net unrealized gains (losses) on investments	($355)	[2]	($257)	[2]
[1]	As of September 30, 2013, includes $26 million of net unrealized losses on held-to-maturity securities that were previously transferred from available-for-sale. Also includes net unrealized gains on certain joint ventures that are included in “Other assets.”
[2]	See Note 14 for more information on cash flow hedges.

Investments_Fair_Value_and_Los

Investments (Fair Value and Losses by Investment Category and Length of Time in a Loss Position) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012		Sep. 30, 2012
In Millions, unless otherwise specified
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	$60,374		$35,220		'
Less than 12 months Gross Unrealized Losses	4,578		710		'
Twelve months or more Fair Value	6,924		12,164		'
Twelve months or more Gross Unrealized Losses	816		1,833		1,833
Total Fair Value	67,298	[1]	47,384	[2]	'
Total Gross Unrealized Losses	5,394	[1]	2,543	[2]	'
US Treasury And Government [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	1,424		2,191		'
Less than 12 months Gross Unrealized Losses	141		33		'
Twelve months or more Fair Value	49		42		'
Twelve months or more Gross Unrealized Losses	13		2		'
Total Fair Value	1,473		2,233		'
Total Gross Unrealized Losses	154		35		'
Obligations of U.S. states and their political subdivisions [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	1,198		343		'
Less than 12 months Gross Unrealized Losses	135		5		'
Twelve months or more Fair Value	16		5		'
Twelve months or more Gross Unrealized Losses	3		0		'
Total Fair Value	1,214		348		'
Total Gross Unrealized Losses	138		5		'
Foreign Government Debt Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	5,241		5,426		'
Less than 12 months Gross Unrealized Losses	289		55		'
Twelve months or more Fair Value	54		167		'
Twelve months or more Gross Unrealized Losses	9		11		'
Total Fair Value	5,295		5,593		'
Total Gross Unrealized Losses	298		66		'
Corporate Debt Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	44,459		25,051		'
Less than 12 months Gross Unrealized Losses	3,783		599		'
Twelve months or more Fair Value	3,882		7,961		'
Twelve months or more Gross Unrealized Losses	420		1,057		'
Total Fair Value	48,341		33,012		'
Total Gross Unrealized Losses	4,203		1,656		'
Commercial Mortgage Backed Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	3,864		525		'
Less than 12 months Gross Unrealized Losses	164		3		'
Twelve months or more Fair Value	58		185		'
Twelve months or more Gross Unrealized Losses	2		14		'
Total Fair Value	3,922		710		'
Total Gross Unrealized Losses	166		17		'
Asset-backed Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	2,363		911		'
Less than 12 months Gross Unrealized Losses	15		11		'
Twelve months or more Fair Value	2,661		3,545		'
Twelve months or more Gross Unrealized Losses	359		720		'
Total Fair Value	5,024		4,456		'
Total Gross Unrealized Losses	374		731		'
Residential Mortgage Backed Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Less than twelve months Fair Value	1,825		773		'
Less than 12 months Gross Unrealized Losses	51		4		'
Twelve months or more Fair Value	204		259		'
Twelve months or more Gross Unrealized Losses	10		29		'
Total Fair Value	2,029		1,032		'
Total Gross Unrealized Losses	61		33		'
Held-to-maturity Securities [Member]	'		'		'
Duration Of Unrealized Losses On Fixed Maturities Investments [Line Items]	'		'		'
Total Fair Value	233		526		'
Total Gross Unrealized Losses	$32		$67		'
[1]	         Includes $233 million of fair value and $32 million of gross unrealized losses at September 30, 2013, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.
[2]	         Includes $526 million of fair value and $67 million of gross unrealized losses at December 31, 2012, on securities classified as held-to-maturity, a portion of which is not reflected in AOCI.

Investments_Fair_Value_and_Los1

Investments (Fair Value and Losses by Length of Time in a Continuous Unrealized Loss Position) (Details) (Equity Securities [Member], USD $)	Sep. 30, 2013	Sep. 30, 2012
In Millions, unless otherwise specified
Equity Securities [Member]	'	'
Duration Of Unrealized Losses On Equity Securities [Line Items]	'	'
Less than twelve months Fair Value	$826	$961
Less than twelve months Gross Unrealized Losses	41	55
Twelve months or more Fair Value	1	0
Twelve months or more Gross Unrealized Losses	0	0
Total Fair Value	827	961
Total Gross Unrealized Losses	$41	$55

Variable_Interest_Entities_Nar

Variable Interest Entities (Narrative) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Medium-term notes	$2,057	$1,780
Maximum exposure to loss resulting from investment in unconsolidated VIEs	323	314
Guarantee Type, Other [Member]	'	'
Guarantee obligation - maximum exposure	400	530
Other Long-term Investments [Member] | Joint Ventures And Limited Partnerships [Member]	'	'
Maximum exposure to loss resulting from investment in unconsolidated VIEs	6,870	6,873
Variable Interest Entity, Not Primary Beneficiary [Member]	'	'
Fair value of assets held within unconsolidated VIEs	9,059	9,240
Fair value of liabilities held within unconsolidated VIEs	0	0
Variable Interest Entity, Not Primary Beneficiary [Member] | Guarantee Type, Other [Member]	'	'
Guarantee obligation - maximum exposure	0	64
Other Variable Interest Entity [Member]	'	'
Fair value of assets held within unconsolidated VIEs	2,000	2,100
Maximum variable interest in each of VIEs	50.00%	'
Maximum exposure to loss resulting from investment in unconsolidated VIEs	323	314
Fixed Maturities [Member] | Available-for-sale Securities [Member] | Other Trading [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Other Long-term Investments [Member]	'	'
Maximum exposure to loss resulting from investment in unconsolidated VIEs	530	602
Notes Issued By Consolidated V I E [Member]	'	'
Creditors of VIE do not have recourse to the Company	'Notes issued by consolidated VIEs.” Recourse is limited to the assets of the respective VIE and does not extend to the general credit of Prudential Financial.	'
Notes Issued by VIE-maturity description	'As of September 30, 2013, the maturities of these obligations were over five years.	'
VIE Notes Maturity greater than 5 years	$2,423	$1,577

Variable_Interest_Entities_Tot

Variable Interest Entities (Total Assets of Consolidated VIEs For Which the Company is an Investment Manager) (Details) (Variable Interest Entities Investment Manager [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	$3,195	$1,655
Total liabilities of consolidated VIEs	2,631	1,577
Available-for-sale Securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	81	87
Other Trading Account Assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	2,793	1,409
Commercial Mortgage Loans [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	65	127
Other Long-term Investments [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	0	22
Cash and Cash Equivalents [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	150	9
Accrued Investment Income [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	14	0
Other Assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	92	1
Notes Issued By Consolidated V I E [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total liabilities of consolidated VIEs	2,423	1,577
Other Liabilities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total liabilities of consolidated VIEs	$208	$0

Variable_Interest_Entities_Tot1

Variable Interest Entities (Total Assets of Consolidated VIEs For Which the Company is Not an Investment Manager) (Details) (Variable Interest Entities Not Investment Manager [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	$1,128	$1,238
Total liabilities of consolidated VIEs	1	1
Available-for-sale Securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	116	115
Held-to-maturity Securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	933	1,059
Trading Account Assets Supporting Insurance Liabilities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	11	8
Other Long-term Investments [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	64	53
Accrued Investment Income [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total assets of consolidated VIEs	4	3
Other Liabilities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total liabilities of consolidated VIEs	$1	$1

Closed_Block_Narrative_Details

Closed Block (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Closed Block [Line Items]	'	'
Closed Block Liabilities, Policyholder Dividend Obligation	$4,596	$6,363
Excess Of Actual Cumulative Earnings Over Expected Cumulative Earnings [Member]	'	'
Closed Block [Line Items]	'	'
Closed Block Liabilities, Policyholder Dividend Obligation	955	885
Accumulated Net Unrealized Investment Gains That Have Arisen Subsequent To Establishment Of Closed Block [Member]	'	'
Closed Block [Line Items]	'	'
Closed Block Liabilities, Policyholder Dividend Obligation	$3,641	$5,478

Closed_Block_Closed_Block_Liab

Closed Block (Closed Block Liabilities and Assets Designated to Closed Block; Maximum Future Earnings to be Recognized) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Closed Block Liabilities	'	'
Future policy benefits	$50,321	$50,839
Policyholders' dividends payable	923	887
Policyholders' dividend obligation	4,596	6,363
Policyholders' account balances	5,370	5,426
Other Closed Block liabilities	4,586	3,366
Total Closed Block Liabilities	65,796	66,881
Closed Block Assets	'	'
Fixed maturities, available for sale, at fair value	39,714	41,980
Other trading account assets, at fair value	231	224
Equity securities, available for sale, at fair value	3,496	3,225
Commercial mortgage and other loans	8,874	8,747
Policy loans	5,036	5,120
Other long-term investments	2,037	2,094
Short-term investments	1,993	1,194
Total investments	61,381	62,584
Cash and cash equivalents	480	511
Accrued investment income	576	550
Other Closed Block assets	411	262
Total Closed Block Assets	62,848	63,907
Excess of reported Closed Block Liabilities over Closed Block Assets	2,948	2,974
Portion of above representing accumulated other comprehensive income:	'	'
Net unrealized investment gains (losses)	3,640	5,467
Allocated to policyholder dividend obligation	-3,641	-5,478
Future earnings to be recognized from Closed Block Assets and Closed Block Liabilities	$2,947	$2,963

Closed_Block_Information_Regar

Closed Block (Information Regarding Policyholder Dividend Obligation) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Closed Block Disclosure [Abstract]	'
Balance, January 1	$6,363
Impact from earnings allocable to policyholder dividend obligation	70
Change in net unrealized investment gains (losses) allocated to policyholder dividend obligation	-1,837
Ending Balance	$4,596

Closed_Block_Closed_Block_Reve

Closed Block (Closed Block Revenues and Benefits and Expenses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Revenues	'	'	'	'
Premiums	$629	$646	$1,987	$2,060
Net investment income	678	710	2,099	2,177
Realized investment gains (losses), net	208	74	284	220
Other income	25	15	40	14
Total Closed Block revenues	1,540	1,445	4,410	4,471
Benefits and Expenses	'	'	'	'
Policyholders' benefits	774	776	2,459	2,565
Interest credited to policyholders' account balances	34	34	102	103
Dividends to policyholders'	557	478	1,468	1,454
General and administrative expenses	116	122	353	372
Total Closed Block benefits and expenses	1,481	1,410	4,382	4,494
Closed Block revenues, net of Closed Block benefits and expenses, before income taxes and discontinued operations	59	35	28	-23
Income tax expense (benefit)	53	29	12	-36
Closed Block revenues, net of Closed Block benefits and expenses and income taxes, before discontinued operations	6	6	16	13
Income from discontinued operations, net of taxes	0	-1	0	-2
Closed Block revenues, net of Closed Block benefits and expenses, income taxes and discontinued operations	$6	$5	$16	$11

ShortTerm_and_LongTerm_Debt_Sh

Short-Term and Long-Term Debt (Short-Term Debt) (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Short Term Debt [Line Items]	'		'
Short-term debt	$3,118	[1]	$2,484	[1]
Short-term Debt, Weighted Average Interest Rate	0.19%	[2]	0.28%	[2]
Commercial Paper Weighted Average Maturity	'27 days		'21 days
CommercialPaperDueOvernight	319		156
CommercialPaperDailyAverageOutstanding	1,291		1,194
Parent Company [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	1,704		1,847
Commercial Paper [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	989		472
Commercial Paper [Member] | Parent Company [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	185		113
Commercial Paper [Member] | Prudential Funding L L C [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	804		359
Notes Payable, Other Payables [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	100	[3]	100	[3]
Long Term Debt Current Portion [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	$2,029	[4]	$1,912	[4]
[1]	Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.
[2]	Excludes the current portion of long-term debt.
[3]	Includes collateralized borrowings from the Federal Home Loan Bank of New York of $100 million at both September 30, 2013 and December 31, 2012, discussed in more detail below.
[4]	Includes limited and non-recourse borrowings of Prudential Holdings, LLC attributable to the Closed Block Business of $75 million at both September 30, 2013 and December 31, 2012.

ShortTerm_and_LongTerm_Debt_Sh1

Short-Term and Long-Term Debt (Short-Term Debt) (Parenthetical) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Short Term Debt [Line Items]	'		'
Short-term debt	$3,118	[1]	$2,484	[1]
Parent Company [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	1,704		1,847
Prudential Holdings L L C [Member]	'		'
Short Term Debt [Line Items]	'		'
Short-term debt	75		75
Federal Home Loan Bank of New York [Member]	'		'
Short Term Debt [Line Items]	'		'
Collateralized borrowings from Federal Home Loan Bank of New York	$100		$100
[1]	Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.

ShortTerm_and_LongTerm_Debt_Na

Short-Term and Long-Term Debt (Narrative) (Details) (USD $)	9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Debt Instrument [Line Items]	'		'	'
Other Long Term Investments	$9,869,000,000	[1]	'	$10,028,000,000	[1]
Interest rate percent	5.36%		'	'
Medium-term notes	2,057,000,000		'	1,780,000,000
Debt Maturities	3,428,000,000		2,384,000,000	'
Payments to Acquire Other Investments	1,938,000,000		1,316,000,000	'
Parent Company [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Commercial paper authorized capacity	3,000,000,000		'	'
Prudential Funding L L C [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Commercial paper authorized capacity	7,000,000,000		'	'
Line of Credit and Other Credit Facilities [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Unsecured committed lines of credit	3,750,000,000		'	'
Lines of Credit Amount Used	0		'	'
Minimum statutory consolidated net worth	18,985,000,000		'	'
Line of Credit and Other Credit Facilities [Member] | Parent Company [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Unsecured committed lines of credit	2,000,000,000		'	'
Line Of Credit Facility Term	'five-year		'	'
LineOfCreditFacilityExpiration	6-Dec-16		'	'
Letters Of Credit Maximum Borrowing Capacity	300,000,000		'	'
Line of Credit and Other Credit Facilities [Member] | Parent Company Prudential Funding Combined [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Unsecured committed lines of credit	1,750,000,000		'	'
Line Of Credit Facility Term	'three-year		'	'
LineOfCreditFacilityExpiration	16-Dec-14		'	'
Federal Home Loan Bank of New York [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Purchase requirement of FHLBNY activity based stock in percent of the outstanding borrowings	4.50%		'	'
Maximum amount of qualifying assets, percentage collateral to the FHLBNY, prior year-end statutory net admitted assets exclusive of separate account assets	5.00%		'	'
Maximum amount of pledged asset	8,100,000,000		'	'
Estimated maximum borrowing capacity, after taking into account applicable required collateralization levels and required purchases of activity based stock	6,700,000,000		'	'
Pledged qualifying assets with a fair value	2,800,000,000		'	'
Collateralized agreements	1,947,000,000		'	'
Outstanding Advances, FHLB	2,300,000,000		'	'
Advances outstanding short term	100,000,000		'	100,000,000
FederalHomeLoanBankAdvancesMaturitiesSummaryDueFromTwo	280,000,000		'	'
Assets not pledged fair value	3,000,000,000		'	'
Federal Home Loan Bank of Boston [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Maximum amount of pledged asset	2,200,000,000		'	'
Estimated maximum borrowing capacity, after taking into account applicable required collateralization levels and required purchases of activity based stock	1,600,000,000		'	'
Minimum purchase requirement of activity based stock in percent of the outstanding borrowings	3.00%		'	'
Maximum purchase requirement of activity based stock in percent of the outstanding borrowings	4.50%		'	'
Medium Term Note [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Issued amount	1,100,000,000		'	'
Outstanding amount of notes	12,700,000,000		'	'
Debt Instrument Authorized	20,000,000,000		'	'
Increase in outstanding debt	-500,000,000		'	'
Debt Maturities	1,600,000,000		'	'
Retail Medium Term Note [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Outstanding amount of notes	294,000,000		'	'
Debt Instrument Authorized	5,000,000,000		'	'
Increase in outstanding debt	-613,000,000		'	'
Debt Instrument Redemptions	462,000,000		'	'
Average Interest Rate On Redemptions	6.00%		'	'
Federal Home Loan Bank Of New York Short Term [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Debt Instrument, Maturity Date	6-Dec-13		'	'
Federal Home Loan Bank Of New York Long Term [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Debt Instrument, Maturity Date	7-Dec-15		'	'
Fixed Rate Debt Surplus Notes Subject To Set Off Arrangements [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Outstanding amount of notes	1,250,000,000		'	'
Debt Instrument Authorized	1,500,000,000		'	'
Increase in outstanding debt	250,000,000		'	'
Junior Subordinated Debt [Member]	'		'	'
Debt Instrument [Line Items]	'		'	'
Debt Instrument Redemptions	$920,000,000		'	'
Average Interest Rate On Redemptions	9.00%		'	'
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.

ShortTerm_and_LongTerm_Debt_Sc

Short-Term and Long-Term Debt (Schedule of Medium-Term Notes) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013
In Millions, unless otherwise specified			Medium Term Notes Due August 2018 [Member]	Medium Term Libor Notes Due August 2018 LIBOR [Member]	Medium Term Notes Due August 2043 [Member]
Debt Instrument [Line Items]	'	'	'	'	'
Medium-term notes	$2,057	$1,780	$350	$350	$350
Interest Rate	5.36%	'	2.30%	'	5.10%
Debt Instrument, Maturity Date	'	'	15-Aug-18	15-Aug-18	15-Aug-43
Debt Instrument, Issuance Date	'	'	'August 15, 2013	'August 15, 2013	'August 15, 2013
Debt Instrument, Interest Rate Terms	'	'	'	'LIBOR + 0.78%	'

ShortTerm_and_LongTerm_Debt_Sc1

Short-Term and Long-Term Debt (Schedule of Junior Subordinated Notes) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Debt Instrument [Line Items]	'
Interest Rate	5.36%
Junior Subordinated Institutional Notes June 2008 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'June 2008
Issued amount	$600
Interest Rate	8.88%
Optional Redemption Date	'6/15/18	[1]
Debt Instrument, Interest Rate Terms	'LIBOR + 5.00%
Debt Instrument Maturity Date Start	'6/15/38
Debt Instrument Maturity Date End	'6/15/68
Junior Subordinated Institutional Notes August 2012 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'August 2012
Issued amount	1,000
Interest Rate	5.88%
Optional Redemption Date	'9/15/22	[1]
Debt Instrument, Interest Rate Terms	'LIBOR + 4.175%
Debt Instrument, Maturity Date	15-Sep-42
Junior Subordinated Institutional Notes November 2012 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'November 2012
Issued amount	1,500
Interest Rate	5.63%
Optional Redemption Date	'6/15/23	[1]
Debt Instrument, Interest Rate Terms	'LIBOR + 3.920%
Debt Instrument, Maturity Date	15-Jun-43
Junior Subordinated Retail Notes December 2012 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'December 2012
Issued amount	575
Interest Rate	5.75%
Optional Redemption Date	'12/4/17	[1]
Debt Instrument, Interest Rate Terms	'5.750%
Debt Instrument, Maturity Date	15-Dec-52
Junior Subordinated Retail Notes March 2013 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'March 2013
Issued amount	710
Interest Rate	5.70%
Optional Redemption Date	'3/15/18	[1]
Debt Instrument, Interest Rate Terms	'5.700%
Debt Instrument, Maturity Date	15-Mar-53
Junior Subordinated Institutional Notes March 2013 [Member]	'
Debt Instrument [Line Items]	'
Debt Instrument Date Of Issuance	'March 2013
Issued amount	$500
Interest Rate	5.20%
Optional Redemption Date	'3/15/24	[1]
Debt Instrument, Interest Rate Terms	'LIBOR + 3.040%
Debt Instrument, Maturity Date	15-Mar-44
[1]	Represents the initial date on which the notes can be redeemed at par solely at the option of the Company, subject in the case of the 8.875% notes to compliance with the replacement capital covenant described below.

Equity_Common_Stock_and_Class_

Equity (Common Stock and Class B Stock Changes in Number of Shares Issued, Held in Treasury and Outstanding) (Details)	9 Months Ended
	Sep. 30, 2013
Common Stock Issuable [Member]	'
Beginning Balance	660,100,000
Common Stock issued	0
Common Stock acquired	0
Stock-based compensation programs	0	[1]
Ending Balance	660,100,000
Common Stock Held In Treasury [Member]	'
Beginning Balance	197,100,000
Common Stock issued	0
Common Stock acquired	7,100,000
Stock-based compensation programs	-6,000,000	[1]
Ending Balance	198,200,000
Common Stock Outstanding [Member]	'
Beginning Balance	463,000,000
Common Stock issued	0
Common Stock acquired	-7,100,000
Stock-based compensation programs	6,000,000	[1]
Ending Balance	461,900,000
Class B Stock Issued and Outstanding [Member]	'
Beginning Balance	2,000,000
Common Stock issued	0
Common Stock acquired	0
Stock-based compensation programs	0	[1]
Ending Balance	2,000,000
[1]	Represents net shares issued from treasury pursuant to the Company’s stock-based compensation program.

Equity_Narrative_Details

Equity (Narrative) (Details) (USD $)	9 Months Ended				6 Months Ended	12 Months Ended	3 Months Ended
Share data in Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2013	Jun. 30, 2013	Jun. 30, 2013	Sep. 30, 2013
			Under June 2012 Board Of Directors Authorization [Member]	Under June 2013 Board Of Directors Authorization [Member]	Common Stock [Member]	Common Stock [Member]	Common Stock [Member]
					Under June 2012 Board Of Directors Authorization [Member]	Under June 2012 Board Of Directors Authorization [Member]	Under June 2013 Board Of Directors Authorization [Member]
Amount of Stock Repurchases Authorized by the Board of Directors	'	'	$1,000,000,000	$1,000,000,000	'	'	'
Number of Treasury Stock Shares Acquired	'	'	'	'	3.9	6.6	3.2
Cost of Treasury Stock Acquired	$487,000,000	$650,000,000	'	'	$250,000,000	$400,000,000	$250,000,000

Equity_Balance_of_and_Changes_

Equity (Balance of and Changes in Each Component of "AOCI Attributable to Prudential Financial, Inc.") (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Beginning Balance	'		'		$10,214		'
Other comprehensive income, tax expense (benefit)	-834		598		-1,544		2,192
Ending Balance	6,899		'		6,899		'
Foreign Currency Translation Adjustment [Member]	'		'		'		'
Beginning Balance	'		'		928		1,107
Change in component during period	'		'		-1,160		134	[1]
Reclassification From Accumulated Other Comprehensive Income Current Period BeforeTax	0	[2],[3]	'		0	[2],[3]	'
Other comprehensive income, tax expense (benefit)	'		'		328		'
Ending Balance	96		1,241		96		1,241
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'		'		'
Beginning Balance	'		'		11,402	[4]	5,805	[4]
Change in component during period	'		'		-2,754	[4]	4,000	[1],[4]
Reclassification From Accumulated Other Comprehensive Income Current Period BeforeTax	-541	[2],[3],[5]	'		-1,065	[2],[3],[4],[5]	'
Other comprehensive income, tax expense (benefit)	'		'		1,259	[4]	'
Ending Balance	8,842	[4]	9,805	[4]	8,842	[4]	9,805	[4]
Pension and Postretirement Unrecognized Net Periodic Benefit (Cost) [Member]	'		'		'		'
Beginning Balance	'		'		-2,116		-1,667
Change in component during period	'		'		26		68	[1]
Reclassification From Accumulated Other Comprehensive Income Current Period BeforeTax	'		'		94		'
Other comprehensive income, tax expense (benefit)	'		'		-43		'
Ending Balance	-2,039		-1,599		-2,039		-1,599
Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Beginning Balance	'		'		10,214		5,245
Change in component during period	'		'		-3,888		4,202	[1]
Reclassification From Accumulated Other Comprehensive Income Current Period BeforeTax	-510	[2],[3]	'		-971	[2],[3]	'
Other comprehensive income, tax expense (benefit)	'		'		1,544		'
Ending Balance	$6,899		$9,447		$6,899		$9,447
[1]	Net of taxes.
[2]	All amounts are shown before tax.
[3]	Positive amounts indicate gains/benefits reclassified out of AOCI. Negative amounts indicate losses/costs reclassified out of AOCI.
[4]	Includes cash flow hedges of $(355) million and $(257) million as of September 30, 2013 and December 31, 2012, respectively, and $(126) million and $(86) million as of September 30, 2012 and December 31, 2011, respectively.
[5]	See table below for additional information on unrealized investment gains (losses), including the impact on deferred policy acquisition and other costs, future policy benefits and policyholders’ dividends.

Equity_Balance_of_and_Changes_1

Equity (Balance of and Changes in Each Component of "AOCI Attributable to Prudential Financial, Inc.") (Parenthetical) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Equity	'	'	'	'
Accumulated Net Unrealized Investment Gain Loss, Cash Flow Hedges	$355	$257	$126	$86

Equity_Reclassifications_out_o

Equity (Reclassifications out of Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	($2,110)		($1,445)	($3,857)		($1,066)
Other Income reclassified from AOCI	2,405		905	295		3,167
Cash Flow Interest Rates Hedges [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	-6	[1],[2],[3]	'	-18	[1],[2],[3]	'
Cash Flow Currency Interest Rate Hedges [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	-21	[1],[2],[3]	'	-65	[1],[2],[3]	'
Available-for-sale Securities [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	568	[1],[2]	'	1,082	[1],[2]	'
Joint Ventures And Limited Partnerships [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	0	[1],[2]	'	66	[1],[2]	'
Foreign Currency Translation Adjustment [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Realized investment gains (losses), net	0	[1],[2]	'	0	[1],[2]	'
Other Income reclassified from AOCI	0	[1],[2]	'	0	[1],[2]	'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	0	[1],[2]	'	0	[1],[2]	'
Pension and Postretirement Unrecognized Net Periodic Benefit (Cost) [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	'		'	-94		'
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	541	[1],[2],[4]	'	1,065	[1],[2],[4],[5]	'
Accumulated Other Comprehensive Income (loss) [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	510	[1],[2]	'	971	[1],[2]	'
Reclassification Out Of Accumulated Other Comprehensive Income [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Amortization of prior service costs reclassed from AOCI	6	[1],[2],[6]	'	17	[1],[2],[6]	'
Amortization of actuarial (gain) loss, net reclassed from AOCI	-37	[1],[2],[6]	'	-111	[1],[2],[6]	'
Amortization of transition obligation reclassed from AOCI	0	[1],[2],[6]	'	0	[1],[2],[6]	'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	-31	[1],[2]	'	-94	[1],[2]	'
Reclassification Out Of Accumulated Other Comprehensive Income [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'	'		'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'		'	'		'
Reclassification From Accumulated Other Comprehensive Income Current Period Before Tax	'		'	$971		'
[1]	All amounts are shown before tax.
[2]	Positive amounts indicate gains/benefits reclassified out of AOCI. Negative amounts indicate losses/costs reclassified out of AOCI.
[3]	See Note 14 for additional information on cash flow hedges.
[4]	See table below for additional information on unrealized investment gains (losses), including the impact on deferred policy acquisition and other costs, future policy benefits and policyholders’ dividends.
[5]	Includes cash flow hedges of $(355) million and $(257) million as of September 30, 2013 and December 31, 2012, respectively, and $(126) million and $(86) million as of September 30, 2012 and December 31, 2011, respectively.
[6]	See Note 10 for information on employee benefit plans.

Equity_Net_Unrealized_Investme

Equity (Net Unrealized Investment Gains and Losses on Fixed Maturity Securities on which an OTTI loss) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013		Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013		Sep. 30, 2013	Sep. 30, 2013
In Millions, unless otherwise specified			Accumulated Net Unrealized Investment Gain (Loss) Pre Tax [Member]		Deferred Costs Policy Acquisition And Sales Inducements And Valuation Of Business Acquired, Pre Tax [Member]	Future Policy Benefits, Pre Tax [Member]	Deferred Income Tax Liability Benefit [Member]		Policyholders Dividends, Pre Tax [Member]	Accumulated Net Unrealized Investment Gain (Loss) [Member]
			Securities Related to Other Than Temporary Impairments [Member]		Securities Related to Other Than Temporary Impairments [Member]	Securities Related to Other Than Temporary Impairments [Member]	Securities Related to Other Than Temporary Impairments [Member]		Securities Related to Other Than Temporary Impairments [Member]	Securities Related to Other Than Temporary Impairments [Member]
Beginning Balance	$6,899	$10,214	($194)		$3	$3	$18		$139	($31)
Net investment gains (losses) on investments arising during the period	'	'	192		'	'	-67		'	125
Other comprehensive income loss reclassification adjustment for sale of securities included in net income net of tax	'	'	46		'	'	-16		'	30
Reclassification adjustment for OTTI losses excluded from net income	'	'	-7	[1]	'	'	2	[1]	'	-5	[1]
Impact of net unrealized investment (gains) losses on deferred policy acquisition costs, deferred sales inducements and valuation of business acquired	'	'	'		-5	'	2		'	-3
Impact of net unrealized investment (gains) losses on future policy benefits	'	'	'		'	0	0		'	0
Impact of net unrealized investment (gains) losses on policyholders' dividends	'	'	'		'	'	34		-97	-63
Ending Balance	$6,899	$10,214	$37		($2)	$3	($27)		$42	$53
[1]	Represents “transfers in” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.

Equity_All_Other_Net_Unrealize

Equity (All Other Net Unrealized Investment Gains and Losses in AOCI) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013		Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013		Sep. 30, 2013
In Millions, unless otherwise specified			Other Net Unrealized Investment Gains and Losses [Member]		Other Net Unrealized Investment Gains and Losses [Member]	Other Net Unrealized Investment Gains and Losses [Member]	Other Net Unrealized Investment Gains and Losses [Member]	Other Net Unrealized Investment Gains and Losses [Member]		Other Net Unrealized Investment Gains and Losses [Member]
			Accumulated Net Unrealized Investment Gain (Loss) Pre Tax [Member]		Deferred Costs Policy Acquisition And Sales Inducements And Valuation Of Business Acquired, Pre Tax [Member]	Future Policy Benefits, Pre Tax [Member]	Policyholders Dividends, Pre Tax [Member]	Deferred Income Tax Liability Benefit [Member]		Accumulated Net Unrealized Investment Gain (Loss) [Member]
Beginning Balance	$6,899	$10,214	$25,151		($1,228)	($1,144)	($5,627)	($5,719)		$11,433
Net investment gains (losses) on investments arising during the period	'	'	-5,783		'	'	'	1,947		-3,836
Other comprehensive income loss reclassification adjustment for sale of securities included in net income net of tax	'	'	-1,111		'	'	'	389		-722
Reclassification adjustment for OTTI losses excluded from net income	'	'	7	[1]	'	'	'	-2	[1]	5	[1]
Impact of net unrealized investment (gains) losses on deferred policy acquisition costs, deferred sales inducements and valuation of business acquired	'	'	'		638	'	'	-223		415
Impact of net unrealized investment (gains) losses on future policy benefits	'	'	'		'	363	'	-128		235
Impact of net unrealized investment (gains) losses on policyholders' dividends	'	'	'		'	'	1,936	-677		1,259
Ending Balance	$6,899	$10,214	$18,264		($590)	($781)	($3,691)	($4,413)		$8,789
[1]	Represents “transfers in” related to the portion of OTTI losses recognized during the period that were not recognized in earnings for securities with no prior OTTI loss.

Earnings_Per_Share_Narrative_D

Earnings Per Share (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Undistributed earnings allocated to participating unvested share-based payment awards, weighted outstanding shares	4,400,000	0	0	4,700,000
Surplus notes issued exchangeable for shares of Common Stock	$500,000,000	'	$500,000,000	'
Interest Rate	5.36%	'	5.36%	'
Common Stock exchange rate used in diluted earnings per share calculation per each $1,000 principal amount of surplus notes	'	'	10.1235	'
Surplus notes principle amount	$1,000	'	$1,000	'
Surplus Notes Initial Exchange Price Per Share	$98.78	'	$98.78	'

Earnings_Per_Share_Reconciliat

Earnings Per Share (Reconciliation of the Numerators and Denominators of the Basic and Diluted Per Share) (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Income	'	'		'		'
Less: Income (loss) attributable to noncontrolling interests	$19	$25		$96		$51
Common Stock [Member]	'	'		'		'
Income	'	'		'		'
Income from continuing operations attributable to the Financial Services Businesses	992	-601		-179		679
Direct equity adjustment	2	4		7		20
Less: Income (loss) attributable to noncontrolling interests	19	25		96		51
Less: Earnings allocated to participating unvested share-based payment awards	9	0		6		6
Income from continuing operations attributable to the Financial Services Businesses available to holders of Common Stock after direct equity adjustment	966	-622		-274		642
Add: Earnings allocated to participating unvested share-based payment awards - Basic	9	0		6		6
Less: Earnings allocated to participating unvested share-based payment awards - Diluted	9	0		6		6
Exchangeable Surplus Notes	4	0		0		0
Income from continuing operations attributable to the Financial Services Businesses available to holders of Common Stock after direct equity adjustment	$970	($622)		($274)		$642
Weighted Average Shares	'	'		'		'
Weighted Average Shares Basic	462.6	464.4		463.7		466.6
Stock options	3.4	0		0		2.1
Deferred and long-term compensation programs	0.7	0		0		0.5
Exchangeable Surplus Notes	5.3	0		0		0
Weighted Average Shares Diluted	472	464.4	[1]	463.7	[1]	469.2	[2]
Basic earnings per share	'	'		'		'
Income (Loss) from Continuing Operations, Per Basic Share	$2.09	($1.34)		($0.59)		$1.38
Diluted earnings per share	'	'		'		'
Income (Loss) from Continuing Operations, Per Diluted Share	$2.06	($1.34)		($0.59)		$1.37
[1]	For the three months ended September 30, 2012 and the nine months ended September 30, 2013, weighted average shares for basic earnings per share is also used for calculating diluted earnings per share because dilutive shares and dilutive earnings per share are not applicable when a loss from continuing operations is reported. As a result of the loss from continuing operations available to holders of Common Stock after direct equity adjustment for the three months ended September 30, 2012 and the nine months ended September 30, 2013, all potential stock options and compensation programs were considered antidilutive.
[2]	For the nine months ended September 30, 2012, weighted average shares used for calculating diluted earnings per share excludes the potential shares that would be issued related to the exchangeable surplus notes since the hypothetical impact of these shares was antidilutive. In calculating diluted earnings per share under the if-converted method, the potential shares that would be issued related to the exchangeable surplus notes assuming a hypothetical exchange, weighted for the period the notes are outstanding, is added to the denominator, and interest expense, net of tax, is added to the numerator, if the overall effect is dilutive.

Earnings_Per_Share_Antidilutiv

Earnings Per Share (Antidilutive Securities Excluded From the Computation of Diluted Earnings Per Share) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Employee And Non Employee Stock Option [Member]	'	'	'	'
Antidilutive Securities Excluded From Computation Of Earnings Per Share [Line Items]	'	'	'	'
Weighted average shares of antidilutive security excluded from computation of diluted earnings per share	2.2	20.1	19.6	13.1
Weighted average exercise price of options excluded from computation of diluted earnings per share	$88.63	'	'	$70.11
Employee And Non Employee Stock Option [Member] | Loss From Continuing Operation Available To Holders Of Common Stock After Direct Equity Adjustment [Member]	'	'	'	'
Antidilutive Securities Excluded From Computation Of Earnings Per Share [Line Items]	'	'	'	'
Weighted average shares of antidilutive security excluded from computation of diluted earnings per share	'	6.1	11.4	'
Employee And Non Employee Stock Option [Member] | Treasury Stock Method [Member]	'	'	'	'
Antidilutive Securities Excluded From Computation Of Earnings Per Share [Line Items]	'	'	'	'
Weighted average shares of antidilutive security excluded from computation of diluted earnings per share	'	14	8.2	'
Weighted average exercise price of options excluded from computation of diluted earnings per share	'	68.97	72.33	'
Employee And Non Employee Resricted Stock Shares Restricted Stock Units Performance Shares And Performance Units [Member]	'	'	'	'
Antidilutive Securities Excluded From Computation Of Earnings Per Share [Line Items]	'	'	'	'
Weighted average shares of antidilutive security excluded from computation of diluted earnings per share	'	5.1	5.2	'
Employee And Non Employee Resricted Stock Shares Restricted Stock Units Performance Shares And Performance Units [Member] | Loss From Continuing Operation Available To Holders Of Common Stock After Direct Equity Adjustment [Member]	'	'	'	'
Antidilutive Securities Excluded From Computation Of Earnings Per Share [Line Items]	'	'	'	'
Weighted average shares of antidilutive security excluded from computation of diluted earnings per share	'	5.1	5.2	'

Earnings_Per_Share_Income_from

Earnings Per Share (Income from Continuing Operations Per Share of Class B Stock) (Details) (Class B Stock [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Class B Stock [Member]	'	'	'	'
Income from continuing operations attributable to the Closed Block Business	$61	$44	$79	$61
Less: Direct equity adjustment	2	4	7	20
Income from continuing operations attributable to the Closed Block Business available to holders of Class B Stock after direct equity adjustment	$59	$40	$72	$41
Weighted Average Shares	'	'	'	'
Weighted Average Shares Basic	2	2	2	2
Basic earnings per share	'	'	'	'
Basic and diluted income (loss) from continuing operations attributable to Prudential Financial, Inc. per share - Class B Stock	$29.50	$20	$36	$20.50

Employee_Benefit_Plans_Narrati

Employee Benefit Plans (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Defined Benefit Plans Estimated Future Employer Contributions In Current Fiscal Year	'	'	$20	'
Defined Benefit Plan Expected Contributions In Current Fiscal Year	'	'	160	'
Pension Plans, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Net periodic (benefit) cost	-1	-4	4	-19
Other Postretirement Benefit Plans, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Net periodic (benefit) cost	$16	$18	$48	$53

Employee_Benefit_Plans_Compone

Employee Benefit Plans (Components of Net Periodic Benefit Cost Included in General and Administrative Expenses) (Details) and (Parenthetical Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Pension Plans, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	$62	$61	$189	$182
Interest cost	109	118	328	355
Expected return on plan assets	-192	-203	-576	-607
Amortization of prior service cost	-3	3	-8	10
Amortization of actuarial (gain) loss, net	23	12	69	34
Curtailments	0	0	0	0
Special Termination Benefits	0	5	2	7
Net periodic (benefit) cost	-1	-4	4	-19
Other Postretirement Benefit Plans, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	4	4	12	11
Interest cost	23	25	67	76
Expected return on plan assets	-22	-22	-64	-66
Amortization of prior service cost	-3	-3	-9	-9
Amortization of actuarial (gain) loss, net	14	14	42	41
Curtailments	0	0	0	0
Special Termination Benefits	0	0	0	0
Net periodic (benefit) cost	$16	$18	$48	$53

Income_Taxes_Utilization_of_Op

Income Taxes - Utilization of Opening Balnace Sheet Deferred Tax Assets (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Utilization Of Opening Balance Sheet Deferred Tax Assets [Line Items]	'
Opening Balance Sheet Deferred Tax Assets After Valuation Allowance That Will Result In Additional Tax Expense	$734
Additional Tax Expense Recognized In Statement Of Operations 2009	13
Additional Tax Expense Recognized In Statement Of Operations 2010	6
Additional Tax Expense Recognized In Statement Of Operations 2011	223
Additional Tax Expense Recognized In Statement Of Operations 2012	384
Additional Tax Expense Recognized In Statement Of Operations 2013	108
Subtotal	734
Additional Tax Expense Benefit Recognized In Other Comprehensive Income	0
Unrecognized balance of additional tax expense	0
Gibraltar Life [Member]	'
Utilization Of Opening Balance Sheet Deferred Tax Assets [Line Items]	'
Opening Balance Sheet Deferred Tax Assets After Valuation Allowance That Will Result In Additional Tax Expense	56
Additional Tax Expense Recognized In Statement Of Operations 2009	13
Additional Tax Expense Recognized In Statement Of Operations 2010	6
Additional Tax Expense Recognized In Statement Of Operations 2011	-29
Additional Tax Expense Recognized In Statement Of Operations 2012	51
Additional Tax Expense Recognized In Statement Of Operations 2013	15
Subtotal	56
Additional Tax Expense Benefit Recognized In Other Comprehensive Income	0
Unrecognized balance of additional tax expense	0
AIG Star Life Insurance Co Ltd AIG Edison Life Insurance Company and Related Entities [Member]	'
Utilization Of Opening Balance Sheet Deferred Tax Assets [Line Items]	'
Opening Balance Sheet Deferred Tax Assets After Valuation Allowance That Will Result In Additional Tax Expense	678
Additional Tax Expense Recognized In Statement Of Operations 2009	0
Additional Tax Expense Recognized In Statement Of Operations 2010	0
Additional Tax Expense Recognized In Statement Of Operations 2011	252
Additional Tax Expense Recognized In Statement Of Operations 2012	333
Additional Tax Expense Recognized In Statement Of Operations 2013	93
Subtotal	678
Additional Tax Expense Benefit Recognized In Other Comprehensive Income	0
Unrecognized balance of additional tax expense	$0

Fair_Value_of_Assets_and_Liabi2

Fair Value of Assets and Liabilities (Narrative) (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Total commercial mortgage and other loans	$39,497,000,000	[1],[2]	'	$39,497,000,000	[1],[2]	'	$36,733,000,000	[1],[2]
Other Long Term Investments	9,869,000,000	[1]	'	9,869,000,000	[1]	'	10,028,000,000	[1]
Notes Of Consolidated Variable Interest Entities	2,423,000,000	[1]	'	2,423,000,000	[1]	'	1,577,000,000	[1]
Embedded Derivative Fair Value of Embedded Derivative	2,030,000,000		'	2,030,000,000		'	3,438,000,000
Fair Value Assets Level1 To Level2 Transfers	0		0	100,000,000		2,900,000,000	'
Fair Value Assets Level2 to Level1 Transfers	1,300,000,000		2,100,000,000	3,600,000,000		2,100,000,000	'
Commercial Mortgage Loans Fair Value Based On Discounted Cash Flow Pricing Model [Member]	'		'	'		'	'
Non-recurring Fair Value net loss adjustment	0		0	0		2,000,000	'
Commercial Mortgage Loans Carrying Value Non Recurring	0		'	0		'	'
Cost-method Investments [Member]	'		'	'		'	'
Non-recurring Fair Value net loss adjustment	6,000,000		1,000,000	15,000,000		3,000,000	'
Fair Value Option [Member]	'		'	'		'	'
Interest income recorded on certain commercial loans	4,000,000		4,000,000	9,000,000		9,000,000	'
Contractual principal amounts of commercial mortgage loans, for which the fair value option has been elected	109,000,000		'	109,000,000		'	156,000,000
Other Long Term Investments	508,000,000		'	508,000,000		'	465,000,000
Notes Of Consolidated Variable Interest Entities	2,330,000,000		'	2,330,000,000		'	1,406,000,000
Commercial Mortgage Loans Carrying Value Non Recurring	117,000,000		'	117,000,000		'	162,000,000
Interest Expense	29,000,000		'	69,000,000		'	'
Notes Of Vies Contractual Principle Amount	2,364,000,000		'	2,364,000,000		'	1,422,000,000
Mortgage Servicing Rights [Member]	'		'	'		'	'
Non-recurring Fair Value net loss adjustment	-6,000,000		5,000,000	-5,000,000		12,000,000	'
Real Estate [Member]	'		'	'		'	'
Non-recurring Fair Value net loss adjustment	0		20,000,000	0		91,000,000	'
Other Intangible Assets [Member]	'		'	'		'	'
Non-recurring Fair Value net loss adjustment	'		$29,000,000	'		$29,000,000	'
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Includes loans held at fair value.

Fair_Value_of_Assets_and_Liabi3

Fair Value of Assets and Liabilities (Balances of Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	$288,766	[1]	$301,336	[1]
Equity securities, available for sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	8,984		8,277
Total commercial mortgage and other loans	39,497	[1],[2]	36,733	[1],[2]
Other Long Term Investments	9,869	[1]	10,028	[1]
Short-term investments	8,497		6,447
Other assets	13,524	[1]	11,887	[1]
Separate account assets	275,091		253,254
Total assets	723,126		709,298
Future policy benefits	209,177		216,050
Total liabilities	688,010		670,007
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	288,766		301,336
Trading Account Assets - Totals	27,534	[3]	26,918	[3]
Equity securities, available for sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	8,984		8,277
Total commercial mortgage and other loans	112		162
Other Long Term Investments	1,275		1,383
Short-term investments	7,944		6,390
Cash equivalents	6,142		13,600
Other assets	256		195
Subtotal excluding separate account assets	341,013		358,261
Separate account assets	275,091	[4]	253,254	[4]
Total assets	616,104		611,515
Future policy benefits	1,928		3,348
Other liabilities	1,130		90
Notes of consolidated VIEs	2,330		1,406
Total liabilities	5,388		4,844
US Treasury And Government [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	13,327		17,386
Trading Account Assets - Debt	465	[3]	287	[3]
Obligations of U.S. states and their political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	3,634		3,452
Trading Account Assets - Debt	190	[3]	259	[3]
Foreign Government Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	82,558		88,290
Trading Account Assets - Debt	686	[3]	769	[3]
Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	157,347		159,331
Trading Account Assets - Debt	15,824	[3]	13,743	[3]
Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	11,186		11,336
Trading Account Assets - Debt	1,358	[3]	1,354	[3]
Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	13,544		11,937
Trading Account Assets - Debt	2,443	[3]	2,306	[3]
Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	7,170		9,604
Trading Account Assets - Debt	1,729	[3]	2,026	[3]
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Equity Securities	2,285	[3]	2,477	[3]
Other Activity [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Other	2,554	[3],[5]	3,697	[3],[5]
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Totals	2,054	[3]	1,864	[3]
Equity securities, available for sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	6,238		5,518
Total commercial mortgage and other loans	0		0
Other Long Term Investments	57		-57
Short-term investments	5,936		3,519
Cash equivalents	2,560		3,105
Other assets	2		78
Subtotal excluding separate account assets	16,847		14,027
Separate account assets	49,343	[4]	39,362	[4]
Total assets	66,190		53,389
Future policy benefits	0		0
Other liabilities	0		0
Notes of consolidated VIEs	0		0
Total liabilities	0		0
Fair Value, Inputs, Level 1 [Member] | US Treasury And Government [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Obligations of U.S. states and their political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Foreign Government Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	2	[3]
Fair Value, Inputs, Level 1 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Equity Securities	1,192	[3]	1,198	[3]
Fair Value, Inputs, Level 1 [Member] | Other Activity [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Other	862	[3],[5]	664	[3],[5]
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	283,305		295,868
Trading Account Assets - Totals	31,239	[3]	33,719	[3]
Equity securities, available for sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	2,464		2,429
Total commercial mortgage and other loans	93		114
Other Long Term Investments	200		141
Short-term investments	2,008		2,871
Cash equivalents	3,582		10,495
Other assets	248		109
Subtotal excluding separate account assets	323,139		345,746
Separate account assets	203,401	[4]	192,760	[4]
Total assets	526,540		538,506
Future policy benefits	0		0
Other liabilities	8,311		8,121
Notes of consolidated VIEs	0		0
Total liabilities	8,311		8,121
Fair Value, Inputs, Level 2 [Member] | US Treasury And Government [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	13,327		17,386
Trading Account Assets - Debt	465	[3]	287	[3]
Fair Value, Inputs, Level 2 [Member] | Obligations of U.S. states and their political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	3,634		3,452
Trading Account Assets - Debt	190	[3]	259	[3]
Fair Value, Inputs, Level 2 [Member] | Foreign Government Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	82,557		88,290
Trading Account Assets - Debt	686	[3]	767	[3]
Fair Value, Inputs, Level 2 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	156,149		157,701
Trading Account Assets - Debt	15,739	[3]	13,609	[3]
Fair Value, Inputs, Level 2 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	7,096		7,633
Trading Account Assets - Debt	844	[3]	923	[3]
Fair Value, Inputs, Level 2 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	13,380		11,813
Trading Account Assets - Debt	2,439	[3]	2,298	[3]
Fair Value, Inputs, Level 2 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	7,162		9,593
Trading Account Assets - Debt	1,727	[3]	2,024	[3]
Fair Value, Inputs, Level 2 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Equity Securities	215	[3]	181	[3]
Fair Value, Inputs, Level 2 [Member] | Other Activity [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Other	8,934	[3],[5]	13,371	[3],[5]
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	5,461		5,468
Trading Account Assets - Totals	1,491	[3]	1,698	[3]
Equity securities, available for sale, at fair value (cost: 2013 - $6,684; 2012 - $6,759) (1)	282		330
Total commercial mortgage and other loans	19		48
Other Long Term Investments	1,010		1,053
Short-term investments	0		0
Cash equivalents	0		0
Other assets	6		8
Subtotal excluding separate account assets	8,269	[6]	8,605	[6]
Separate account assets	22,347	[4]	21,132	[4]
Total assets	30,616		29,737
Future policy benefits	1,928		3,348
Other liabilities	6		0
Notes of consolidated VIEs	2,330		1,406
Total liabilities	4,264		4,754
Fair Value, Inputs, Level 3 [Member] | US Treasury And Government [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 3 [Member] | Obligations of U.S. states and their political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	0		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	1		0
Trading Account Assets - Debt	0	[3]	0	[3]
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	1,198		1,630
Trading Account Assets - Debt	85	[3]	134	[3]
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	4,090		3,703
Trading Account Assets - Debt	514	[3]	431	[3]
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	164		124
Trading Account Assets - Debt	4	[3]	8	[3]
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Fixed maturities, available for sale, at fair value	8		11
Trading Account Assets - Debt	2	[3]	2	[3]
Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Equity Securities	878	[3]	1,098	[3]
Fair Value, Inputs, Level 3 [Member] | Other Activity [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Other	8	[3],[5]	25	[3],[5]
Netting And Collateral [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Totals	-7,250	[3],[7]	-10,363	[3],[7]
Other Long Term Investments	8	[7]	246	[7]
Subtotal excluding separate account assets	-7,242	[7]	-10,117	[7]
Total assets	-7,242	[7]	-10,117	[7]
Other liabilities	-7,187	[7]	-8,031	[7]
Total liabilities	-7,187	[7]	-8,031	[7]
Netting And Collateral [Member] | Other Activity [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Trading Account Assets - Other	($7,250)	[3],[5],[7]	($10,363)	[3],[5],[7]
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Includes loans held at fair value.
[3]	Includes Trading Account Assets Supporting Insurance Liabilities and Other Trading Account Assets.
[4]	Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account assets classified as Level 3 consist primarily of real estate and real estate investment funds. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company’s Unaudited Interim Consolidated Statement of Financial Position.
[5]	Level 1 represents cash equivalents and short term investments. All other amounts primarily represent derivative assets.
[6]	Includes assets classified as fixed maturities available-for-sale, trading account assets supporting insurance liabilities and other trading account assets.
[7]	“Netting” amounts represent cash collateral of $55 million and $2,086 million as of September 30, 2013 and December 31, 2012, respectively, and the impact of offsetting asset and liability positions held with the same counterparty.

Fair_Value_of_Assets_and_Liabi4

Fair Value of Assets and Liabilities (Level 3 by Pricing Source) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Total commercial mortgage and other loans	$39,497	[1],[2]	$36,733	[1],[2]
Other Long Term Investments	9,869	[1]	10,028	[1]
Separate Account Assets	275,091		253,254
Total assets	723,126		709,298
Future policy benefits	209,177		216,050
Total liabilities	688,010		670,007
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Total commercial mortgage and other loans	112		162
Other Long Term Investments	1,275		1,383
Subtotal excluding separate account assets	341,013		358,261
Separate Account Assets	275,091	[3]	253,254	[3]
Total assets	616,104		611,515
Future policy benefits	1,928		3,348
Other liabilities	1,130		90
Notes of consolidated VIEs	2,330		1,406
Total liabilities	5,388		4,844
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Equity Securities	1,160		1,428
Total commercial mortgage and other loans	19		48
Other Long Term Investments	1,010		1,053
Other assets	14		33
Subtotal excluding separate account assets	8,269	[4]	8,605	[4]
Separate Account Assets	22,347	[3]	21,132	[3]
Total assets	30,616		29,737
Future policy benefits	1,928		3,348
Other liabilities	6		0
Notes of consolidated VIEs	2,330		1,406
Total liabilities	4,264		4,754
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Equity Securities	114	[5]	101	[5]
Total commercial mortgage and other loans	19	[5]	48	[5]
Other Long Term Investments	10	[5]	9	[5]
Other assets	14	[5]	33	[5]
Subtotal excluding separate account assets	1,023	[4],[5]	1,489	[4],[5]
Separate Account Assets	21,402	[5]	20,422	[5]
Total assets	22,425	[5]	21,911	[5]
Future policy benefits	1,928	[5]	3,348	[5]
Other liabilities	0	[5]	'
Notes of consolidated VIEs	0	[5]	0	[5]
Total liabilities	1,928	[5]	3,348	[5]
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member] | Separate Accounts Asset [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Total commercial mortgage and other loans	791		833
Real Estate Investments	20,559		19,518
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Equity Securities	1,046	[6]	1,327	[6]
Total commercial mortgage and other loans	0	[6]	0	[6]
Other Long Term Investments	1,000	[6]	1,044	[6]
Other assets	0	[6]	0	[6]
Subtotal excluding separate account assets	7,246	[4],[6]	7,116	[4],[6]
Separate Account Assets	945	[6]	710	[6]
Total assets	8,191	[6]	7,826	[6]
Future policy benefits	0	[6]	0	[6]
Other liabilities	6	[6]	'
Notes of consolidated VIEs	2,330	[6]	1,406	[6]
Total liabilities	2,336	[6]	1,406	[6]
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	1		'
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	0	[5]	'
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	1	[6]	'
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	1,283		1,764
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	564	[5]	889	[5]
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	719	[6]	875	[6]
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	4,604		4,134
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	282	[5]	338	[5]
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	4,322	[6]	3,796	[6]
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	168		132
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	17	[5]	68	[5]
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	151	[6]	64	[6]
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	10		13
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Internal Pricing [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	3	[5]	3	[5]
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | External Priced [Member]	'		'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'		'
Marketable Securities, Fixed Maturities	$7	[6]	$10	[6]
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Includes loans held at fair value.
[3]	Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account assets classified as Level 3 consist primarily of real estate and real estate investment funds. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company’s Unaudited Interim Consolidated Statement of Financial Position.
[4]	Includes assets classified as fixed maturities available-for-sale, trading account assets supporting insurance liabilities and other trading account assets.
[5]	Represents valuations which could incorporate internally-derived and market inputs. See below for additional information related to internally-developed valuation for significant items in the above table.
[6]	Represents unadjusted prices from independent pricing services and independent non-binding broker quotes where pricing inputs are not readily available.

Fair_Value_of_Assets_and_Liabi5

Fair Value of Assets and Liabilities (Quantiative Info for Level 3 Inputs) (Details) (Fair Value, Inputs, Level 3 [Member])	9 Months Ended		12 Months Ended
	Sep. 30, 2013		Dec. 31, 2012
Corporate Debt Securities [Member] | Maximum [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
EBITDA	8	[1]	8.5	[1]
Corporate Debt Securities [Member] | Maximum [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	15.00%		17.50%
Corporate Debt Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidation Value	100.00%		100.00%
Corporate Debt Securities [Member] | Maximum [Member] | Cap At Call Price [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Call Price	'		101.00%
Corporate Debt Securities [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
EBITDA	5	[1]	5	[1]
Corporate Debt Securities [Member] | Minimum [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	1.30%		1.70%
Corporate Debt Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidation Value	21.85%		49.00%
Corporate Debt Securities [Member] | Minimum [Member] | Cap At Call Price [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Call Price	'		100.00%
Corporate Debt Securities [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
EBITDA	5.96	[1]	6.2	[1]
Corporate Debt Securities [Member] | Weighted Average [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	7.71%		9.92%
Corporate Debt Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidation Value	62.94%		83.06%
Corporate Debt Securities [Member] | Weighted Average [Member] | Cap At Call Price [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Call Price	'		100.24%
Asset-backed Securities [Member] | Maximum [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidity Premium	2.00%		2.50%
Prepayment Rate	27.41%	[2]	29.00%	[2]
Default Rate	28.51%	[2]	2.52%	[2]
Loss Severity	45.00%	[2]	43.88%	[2]
Average Life	14.53		15
Comparable Spreads	24.87%		20.00%
Comparable Security Yields	12.34%		15.00%
Asset-backed Securities [Member] | Minimum [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidity Premium	1.00%		1.00%
Prepayment Rate	2.82%	[2]	2.80%	[2]
Default Rate	0.49%	[2]	0.50%	[2]
Loss Severity	15.96%	[2]	35.00%	[2]
Average Life	0.64		0.1
Comparable Spreads	0.17%		0.10%
Comparable Security Yields	4.21%		0.40%
Asset-backed Securities [Member] | Weighted Average [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Liquidity Premium	1.86%		1.83%
Prepayment Rate	9.62%	[2]	9.84%	[2]
Default Rate	2.82%	[2]	0.84%	[2]
Loss Severity	32.76%	[2]	35.76%	[2]
Average Life	5.4		5.61
Comparable Spreads	3.47%		2.81%
Comparable Security Yields	7.13%		7.59%
Future Policy Benefits [Member] | Maximum [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Volatility Curve	28.00%	[3]	34.00%	[3]
Lapse Rate	11.00%	[3],[4]	14.00%	[3],[4]
NPR Spread	1.32%	[3],[5]	1.60%	[3],[5]
Utilization Rate	94.00%	[3],[6]	94.00%	[3],[6]
Withdrawal Rate	100.00%	[3],[7]	100.00%	[3],[7]
Mortality Rate	13.00%	[3],[8]	13.00%	[3],[8]
Future Policy Benefits [Member] | Minimum [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Volatility Curve	16.00%	[3]	19.00%	[3]
Lapse Rate	0.00%	[3],[4]	0.00%	[3],[4]
NPR Spread	0.08%	[3],[5]	0.20%	[3],[5]
Utilization Rate	70.00%	[3],[6]	70.00%	[3],[6]
Withdrawal Rate	86.00%	[3],[7]	85.00%	[3],[7]
Mortality Rate	0.00%	[3],[8]	0.00%	[3],[8]
Separate Account Real Estate [Member] | Maximum [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	11.25%		15.00%
Cap Rate	11.00%		10.50%
Yield To Maturity	6.84%		7.62%
Market Spread Over Base Rate	2.80%		4.48%
Separate Account Real Estate [Member] | Maximum [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Credit Risk	2.06%		4.15%
Separate Account Real Estate [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	6.25%		6.25%
Cap Rate	4.50%		4.75%
Yield To Maturity	1.24%		3.59%
Market Spread Over Base Rate	1.75%		1.67%
Separate Account Real Estate [Member] | Minimum [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Credit Risk	1.50%		1.65%
Separate Account Real Estate [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Discount Rate	7.83%		7.92%
Cap Rate	6.41%		6.49%
Yield To Maturity	4.33%		4.74%
Market Spread Over Base Rate	2.18%		3.22%
Separate Account Real Estate [Member] | Weighted Average [Member] | Income Approach Valuation [Member]	'		'
Fair Value Quantiative Information [Line Items]	'		'
Credit Risk	1.63%		1.87%
[1]	EBITDA multiples represent multiples of earnings before interest, taxes, depreciation and amortization, and are amounts used when the reporting entity has determined that market participants would use such multiples when pricing the investments.
[2]	In isolation, an increase in prepayment rate or a decrease in default rate or loss severity would generally result in an increase in fair value, although the interrelationships between these inputs depend on specific market conditions.
[3]	Future policy benefits primarily represent general account liabilities for the optional living benefit features of the Company’s variable annuity contracts which are accounted for as embedded derivatives. Since the valuation methodology for these liabilities uses a range of inputs that vary at the contract level over the cash flow projection period, presenting a range, rather than weighted average, is a more meaningful representation of the unobservable inputs used in the valuation.
[4]	Base lapse rates are adjusted at the contract level based on a comparison of the benefit amount and the current policyholder account value as well as other factors, such as the applicability of any surrender charges. A dynamic lapse adjustment reduces the base lapse rate when the benefit amount is greater than the account value, as in-the-money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower for the period where surrender charges apply.
[5]	To reflect NPR, the Company incorporates an additional spread over LIBOR into the discount rate used in the valuation of individual living benefit contracts in a liability position and generally not to those in a contra-liability position. In determining the NPR spread, the Company reflects the financial strength ratings of the Company’s insurance subsidiaries as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined by utilizing the credit spreads associated with issuing funding agreements, adjusted for any illiquidity risk premium.
[6]	The utilization rate assumption estimates the percentage of contracts that will utilize the benefit during the contract duration, and begin lifetime withdrawals at various time intervals from contract inception. The remaining contractholders are assumed to either begin lifetime withdrawals immediately or never utilizing the benefit. These assumptions vary based on the product type, the age of the contractholder and the age of the contract. The impact of changes in these assumptions is highly dependent on the contract type and age of the contractholder at the time of the sale and the timing of the first lifetime income withdrawal.
[7]	The withdrawal rate assumption estimates the magnitude of annual contractholder withdrawals relative to the maximum allowable amount under the contract. The fair value of the liability will generally increase the closer the withdrawal rate is to 100%.
[8]	Range reflects the mortality rate for the vast majority of business with living benefits, with policyholders ranging from 35 to 90 years old. While the majority of living benefits have a minimum age requirement, certain benefits do not have an age restriction. This results in contractholders for certain benefits with mortality rates approaching 0%. Based on historical experience, the Company applies a set of age and duration specific mortality rate adjustments compared to standard industry tables. A mortality improvement assumption is also incorporated into the overall mortality table.

Fair_Value_of_Assets_and_Liabi6

Fair Value of Assets and Liabilities (Changes in Level 3 Assets and Liabilities) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Equity Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	$292		$355		$330		$360
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	10		-1		11		1
Included in Other Comprehensive Income	2		-6		45		21
Purchases	8		6		20		68
Sales	-38		-9		-61		-17
Issuances	0		0		0		0
Settlements	0		0		-3		0
Foreign currency translation	7		1		-44		-2
Other	0	[1]	0	[1]	-18	[1]	0	[1]
Transfers into Level 3	1	[2]	0	[2]	2	[2]	5	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	-90	[2]
Fair Value, end of period	282		346		282		346
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	0	[3]	0	[3]	0	[3]
Equity Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Equity Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Notes Issued By Consolidated V I E [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Beginning of period	-2,055		-296		-1,406		-282
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	30		-3		32		-3
Interest credited to policyholders' account balances	0		'		0		'
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	-292		-390		-932		-401
Settlements	-13		295		-24		295
Foreign Currency Translation	'		0		0		'
Other	0	[1]	'		0	[1]	-3	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, End of Period	-2,330		-394		-2,330		-394
Included In Earnings	'		'		'		'
Realized investement gains (losses), net	29	[3]	0	[3]	32	[3]	-3	[3]
Interest credited to policyholders' account balances	'		0		'		'
Debt Securities [Member] | US Treasury And Government [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	0		66		0		66
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		0		0		0
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		-2
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	2	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	0		66		0		66
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Debt Securities [Member] | US Treasury And Government [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Debt Securities [Member] | Obligations of U.S. states and their political subdivisions [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	0		0		0		0
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		0		0		0
Purchases	0		0		0		10
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		0
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	-10	[2]
Fair Value, end of period	0		0		0		0
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Debt Securities [Member] | Obligations of U.S. states and their political subdivisions [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Debt Securities [Member] | Foreign Government Debt Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	13		21		0		25
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		0		-1		0
Purchases	1		0		5		0
Sales	0		0		-1		0
Issuances	0		0		0		0
Settlements	-1		0		-3		0
Foreign currency translation	0		0		0		0
Other	0	[1]	-5	[1]	0	[1]	-5	[1]
Transfers into Level 3	0	[2]	0	[2]	13	[2]	7	[2]
Transfers out of Level 3	-12	[2]	-13	[2]	-12	[2]	-24	[2]
Fair Value, end of period	1		3		1		3
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Debt Securities [Member] | Foreign Government Debt Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Debt Securities [Member] | Corporate Debt Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	1,383		1,635		1,630		1,450
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-11		0		-5		-25
Included in Other Comprehensive Income	-20		46		-8		176
Purchases	91		100		393		321
Sales	-12		-91		-72		-130
Issuances	0		0		0		0
Settlements	-158		-42		-555		-228
Foreign currency translation	15		3		-96		-3
Other	0	[1]	5	[1]	0	[1]	3	[1]
Transfers into Level 3	69	[2]	59	[2]	302	[2]	276	[2]
Transfers out of Level 3	-153	[2]	-41	[2]	-387	[2]	-170	[2]
Fair Value, end of period	1,198		1,676		1,198		1,676
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	-1	[3]
Debt Securities [Member] | Corporate Debt Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	-6		2		-4		6
Debt Securities [Member] | Asset-backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	4,009		3,069		3,703		2,528
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	9		10		20		18
Included in Other Comprehensive Income	-4		22		-5		52
Purchases	515		793		1,898		1,964
Sales	-80		-381		-306		-425
Issuances	0		0		0		0
Settlements	-251		-105		-1,036		-450
Foreign currency translation	13		2		-92		-8
Other	-84	[1]	0	[1]	-84	[1]	0	[1]
Transfers into Level 3	2	[2]	35	[2]	10	[2]	35	[2]
Transfers out of Level 3	-46	[2]	-253	[2]	-46	[2]	-537	[2]
Fair Value, end of period	4,090		3,199		4,090		3,199
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	7	[3]	3	[3]	12	[3]	9	[3]
Debt Securities [Member] | Asset-backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	7		7		28		22
Debt Securities [Member] | Commercial Mortgage Backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	243		186		124		145
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	35		2		36		2
Included in Other Comprehensive Income	-16		7		-17		18
Purchases	91		10		328		43
Sales	-34		-2		-37		-2
Issuances	0		0		0		0
Settlements	-7		-7		-38		-11
Foreign currency translation	1		0		-8		-1
Other	0	[1]	0	[1]	0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	37	[2]
Transfers out of Level 3	-149	[2]	-14	[2]	-224	[2]	-46	[2]
Fair Value, end of period	164		183		164		183
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Debt Securities [Member] | Commercial Mortgage Backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		1		0		-2
Debt Securities [Member] | Residential Mortgage Backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	11		13		11		16
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		0		0		0
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	-3		-2		-3		-6
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	8		11		8		11
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Debt Securities [Member] | Residential Mortgage Backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		1
Commercial Mortgage Loans [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	21		37		48		86
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-2		2		0		2
Included in Other Comprehensive Income	0		0		0		0
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		29		-29		-20
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	19		68		19		68
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	2	[3]	0	[3]	1	[3]
Asset management fees and other income	0	[3]	0	[3]	0	[3]	0	[3]
Commercial Mortgage Loans [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Commercial Mortgage Loans [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Other Long-term Investments [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	1,082		1,042		1,053		1,110
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-1		3		0		6
Included in Other Comprehensive Income	0		0		0		0
Purchases	27		44		86		159
Sales	0		-3		0		-23
Issuances	0		0		6		0
Settlements	-23		-45		-121		-261
Foreign currency translation	-27		0		-8		2
Other	-68	[1]	11	[1]	-108	[1]	7	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	-42	[2]	0	[2]	-64	[2]
Fair Value, end of period	1,010		1,014		1,010		1,014
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	-3	[3]	1	[3]
Asset management fees and other income	20	[3]	20	[3]	103	[3]	40	[3]
Other Long-term Investments [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	19		5		103		73
Other Long-term Investments [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	1		-1		-1		5
Other Assets [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	6		8		8		9
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		-2		0
Interest credited to policyholders' account balances	'		0		'		'
Included in Other Comprehensive Income	0		'		0		'
Purchases	0		0		0		0
Sales	0		0		0		-3
Issuances	0		0		0		0
Settlements	0		0		0		0
Foreign currency translation	0		0		0		'
Other	0	[1]	'		0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	6		8		6		8
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	-2	[3]	0	[3]
Asset management fees and other income	0	[3]	'		0	[3]	2	[3]
Other Assets [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		'		0		2
Other Assets [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		'		0		'
Separate Accounts Asset [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	21,672	[4]	20,698	[4]	21,132	[4]	19,358	[4]
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[4]	0	[4]	0	[4]	0	[4]
Interest credited to policyholders' account balances	736	[4]	303	[4]	1,884	[4]	1,518	[4]
Purchases	528	[4]	310	[4]	1,309	[4]	2,154	[4]
Sales	-166	[4]	-184	[4]	-483	[4]	-647	[4]
Issuances	0	[4]	0	[4]	0	[4]	0	[4]
Settlements	-372	[4]	-592	[4]	-1,593	[4]	-1,617	[4]
Foreign currency translation	'		0	[4]	0	[4]	'
Other	0	[1],[4]	'		140	[1],[4]	0	[1],[4]
Transfers into Level 3	3	[2],[4]	29	[2],[4]	62	[2],[4]	245	[2],[4]
Transfers out of Level 3	-54	[2],[4]	-225	[2],[4]	-104	[2],[4]	-672	[2],[4]
Fair Value, end of period	22,347	[4]	20,339	[4]	22,347	[4]	20,339	[4]
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3],[4]	0	[3],[4]	0	[3],[4]	0	[3],[4]
Interest credited to policyholders' account balances	464	[3],[4]	146	[3],[4]	1,135	[3],[4]	902	[3],[4]
Future Policy Benefits [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Beginning of period	-365		-3,054		-3,348		-2,886
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-1,351		-408		2,037		-255
Interest credited to policyholders' account balances	0		'		0		'
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	-212		-176		-619		-497
Settlements	0		0		0		0
Foreign Currency Translation	'		0		2		'
Other	0	[1]	'		0	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, End of Period	-1,928		-3,638		-1,928		-3,638
Included In Earnings	'		'		'		'
Realized investement gains (losses), net	-1,359	[3]	-448	[3]	1,970	[3]	-340	[3]
Interest credited to policyholders' account balances	'		0		'		'
Other Liabilities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Beginning of period	-6		-2		0		-3
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	1		-5		-3		-22
Interest credited to policyholders' account balances	0		'		0		'
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		6		0		24
Foreign Currency Translation	'		0		0		'
Other	-1	[1]	'		-3	[1]	0	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, End of Period	-6		-1		-6		-1
Included In Earnings	'		'		'		'
Realized investement gains (losses), net	0	[3]	-6	[3]	-3	[3]	-22	[3]
Interest credited to policyholders' account balances	'		0		'		'
Short-term Investments [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	'		5		'		0
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	'		-5		'		-9
Included in Other Comprehensive Income	'		0		'		0
Purchases	'		0		'		9
Sales	'		0		'		0
Issuances	'		0		'		0
Settlements	'		0		'		0
Foreign currency translation	'		0		'		0
Other	'		0	[1]	'		0	[1]
Transfers into Level 3	'		0	[2]	'		0	[2]
Transfers out of Level 3	'		0	[2]	'		0	[2]
Fair Value, end of period	'		0		'		0
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	'		-5	[3]	'		-9	[3]
Asset management fees and other income	'		0	[3]	'		0	[3]
Short-term Investments [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	'		0		'		0
Short-term Investments [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	'		0		'		0
Trading Account Assets [Member] | US Treasury And Government [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	0		9		0		9
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		-2
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	2	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	0		9		0		9
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	0	[3]	0	[3]	0	[3]
Trading Account Assets [Member] | US Treasury And Government [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Trading Account Assets [Member] | Foreign Government Debt Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Trading Account Assets [Member] | Corporate Debt Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	90		140		134		148
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	17		-1		20		17
Sales	-6		-2		-11		-10
Issuances	0		0		0		0
Settlements	-8		-5		-48		-15
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	-2	[1]
Transfers into Level 3	0	[2]	2	[2]	3	[2]	5	[2]
Transfers out of Level 3	-6	[2]	0	[2]	-10	[2]	-4	[2]
Fair Value, end of period	85		134		85		134
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	-3	[3]	-3	[3]	-10	[3]
Trading Account Assets [Member] | Corporate Debt Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	-2		0		-3		-5
Trading Account Assets [Member] | Corporate Debt Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Trading Account Assets [Member] | Asset-backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	424		444		430		416
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	156		0		321		128
Sales	-1		-6		-2		-9
Issuances	0		0		0		0
Settlements	-44		-21		-216		-90
Foreign currency translation	1		0		-7		-1
Other	-19	[1]	1	[1]	-19	[1]	1	[1]
Transfers into Level 3	2	[2]	3	[2]	4	[2]	3	[2]
Transfers out of Level 3	-6	[2]	-31	[2]	-8	[2]	-67	[2]
Fair Value, end of period	514		399		514		399
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	7	[3]	8	[3]	11	[3]
Trading Account Assets [Member] | Asset-backed Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	-1		8		7		13
Trading Account Assets [Member] | Asset-backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	2		1		4		5
Trading Account Assets [Member] | Commercial Mortgage Backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	54		68		8		35
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	0		2		76		18
Sales	0		-2		-1		-4
Issuances	0		0		0		0
Settlements	0		-2		-1		-3
Foreign currency translation	0		0		-1		0
Other	0	[1]	0	[1]	0	[1]	0	[1]
Transfers into Level 3	0	[2]	43	[2]	0	[2]	82	[2]
Transfers out of Level 3	-49	[2]	-17	[2]	-76	[2]	-37	[2]
Fair Value, end of period	4		93		4		93
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	0	[3]	1	[3]	1	[3]
Trading Account Assets [Member] | Commercial Mortgage Backed Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	-1		1		-1		1
Trading Account Assets [Member] | Commercial Mortgage Backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		1
Trading Account Assets [Member] | Residential Mortgage Backed Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	2		3		2		4
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	0		0		0		0
Sales	0		0		0		-1
Issuances	0		0		0		0
Settlements	0		0		0		-1
Foreign currency translation	0		0		0		0
Other	0	[1]	-1	[1]	0	[1]	-1	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	2		2		2		2
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	0	[3]
Asset management fees and other income	0	[3]	0	[3]	0	[3]	0	[3]
Trading Account Assets [Member] | Residential Mortgage Backed Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		1
Trading Account Assets [Member] | Residential Mortgage Backed Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Trading Account Assets [Member] | Equity Securities [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	884		1,241		1,098		1,296
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		1		-1		0
Included in Other Comprehensive Income	0		'		'		'
Purchases	7		0		10		13
Sales	-5		-2		-108		-31
Issuances	0		0		0		0
Settlements	-30		-32		-43		-88
Foreign currency translation	17		7		-123		-11
Other	0	[1]	0	[1]	0	[1]	3	[1]
Transfers into Level 3	0	[2]	33	[2]	0	[2]	33	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	-1	[2]
Fair Value, end of period	878		1,268		878		1,268
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0	[3]	0	[3]	0	[3]	-1	[3]
Asset management fees and other income	9	[3]	22	[3]	41	[3]	54	[3]
Trading Account Assets [Member] | Equity Securities [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	5		20		45		54
Trading Account Assets [Member] | Equity Securities [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	0		0		0		0
Trading Account Assets [Member] | Other Activity [Member]	'		'		'		'
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, beginning of period	14		45		25		93
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-3		-16		-15		-65
Included in Other Comprehensive Income	0		'		'		'
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	-4		2		-4		6
Foreign currency translation	0		0		0		0
Other	0	[1]	0	[1]	0	[1]	-3	[1]
Transfers into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Transfers out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value, end of period	8		32		8		32
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-2	[3]	-16	[3]	-15	[3]	-65	[3]
Asset management fees and other income	1	[3]	1	[3]	2	[3]	1	[3]
Trading Account Assets [Member] | Other Activity [Member] | Asset Management Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	1		1		2		1
Trading Account Assets [Member] | Other Activity [Member] | Investment Income [Member]	'		'		'		'
Included In Earnings	'		'		'		'
All Other Income (Asset Mgt Fees & NII)	$0		$0		$0		$0
[1]	Other primarily represents reclasses of certain assets between reporting categories.
[2]	Transfers into or out of Level 3 are generally reported as the value as of the beginning of the quarter in which the transfer occurs.
[3]	Unrealized gains or losses related to assets still held at the end of the period do not include amortization or accretion of premiums and discounts.
[4]	Separate account assets represent segregated funds that are invested for certain customers. Investment risks associated with market value changes are borne by the customers, except to the extent of minimum guarantees made by the Company with respect to certain accounts. Separate account liabilities are not included in the above table as they are reported at contract value and not fair value in the Company’s Unaudited Interim Consolidated Statement of Financial Position.

Fair_Value_of_Assets_and_Liabi7

Fair Value of Assets and Liabilities (Derivative Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Assets	$1,461		$3,075
Derivative Liabilities	1,107		307
Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	54		74
Derivative Liabilities	1		176
Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	8,641		13,094
Derivative Liabilities	8,287		8,160
Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	8		24
Derivative Liabilities	6		2
Netting And Collateral [Member]	'		'
Derivative Assets	-7,242		-10,117
Derivative Liabilities	-7,187		-8,031
Derivative, Collateral, Obligation to Return Cash	55		2,086
Interest Rate Contract [Member]	'		'
Derivative Assets	7,196		11,691
Derivative Liabilities	7,180		6,796
Interest Rate Contract [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	4		11
Derivative Liabilities	1		11
Interest Rate Contract [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	7,185		11,675
Derivative Liabilities	7,173		6,783
Interest Rate Contract [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	7		5
Derivative Liabilities	6		2
Foreign Exchange Contract [Member]	'		'
Derivative Assets	511		432
Derivative Liabilities	199		517
Foreign Exchange Contract [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Foreign Exchange Contract [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	511		432
Derivative Liabilities	199		517
Foreign Exchange Contract [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Credit Risk Contract [Member]	'		'
Derivative Assets	6		19
Derivative Liabilities	66		84
Credit Risk Contract [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Credit Risk Contract [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	6		19
Derivative Liabilities	66		84
Credit Risk Contract [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Cross Currency Interest Rate Contract [Member]	'		'
Derivative Assets	457		450
Derivative Liabilities	649		578
Cross Currency Interest Rate Contract [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Cross Currency Interest Rate Contract [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	457		450
Derivative Liabilities	649		578
Cross Currency Interest Rate Contract [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Equity Contract [Member]	'		'
Derivative Assets	533		600
Derivative Liabilities	200		363
Equity Contract [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Derivative Assets	50		63
Derivative Liabilities	0		165
Equity Contract [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Derivative Assets	482		518
Derivative Liabilities	200		198
Equity Contract [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Derivative Assets	1		19
Derivative Liabilities	0		0
Prudential, Netting Agreement [Member]	'		'
Derivative Assets	-7,242	[1]	-10,117	[1]
Derivative Liabilities	-7,187	[1]	-8,031	[1]
Prudential, Netting Agreement [Member] | Netting And Collateral [Member]	'		'
Derivative Assets	-7,242	[1]	-10,117	[1]
Derivative Liabilities	($7,187)	[1]	($8,031)	[1]
[1]	“Netting” amounts represent cash collateral and the impact of offsetting asset and liability positions held with the same counterparty.

Fair_Value_of_Assets_and_Liabi8

Fair Value of Assets and Liabilities (Changes in Level 3 Derivative Assets and Liabilities) (Details) (Derivative Financial Instruments, Assets [Member], USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Equity Contract [Member]	'		'		'		'
Fair Value, beginning of period	$8		$40		$19		$83
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-3		-15		-14		-63
Fair Value Asset Measured On Recurring Basis Gain Loss Included In Other Income	0		0		0		0
Purchases	0		1		0		6
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	-4		0		-4		0
Transfers into Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value, end of period	1		26		1		26
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-3		-15		-14		-63
Fair Value Asset Measured On Recurring Basis Change In Unrealized Gain Loss Included In Other Income	0		0		0		0
Credit Risk Contract [Member]	'		'		'		'
Fair Value, beginning of period	0		0		0		1
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		-1
Fair Value Asset Measured On Recurring Basis Gain Loss Included In Other Income	0		0		0		0
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		0
Transfers into Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value, end of period	0		0		0		0
Fair Value, End of Period	'		0		'		0
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	0		0		0		-1
Fair Value Asset Measured On Recurring Basis Change In Unrealized Gain Loss Included In Other Income	0		0		0		0
Interest Rate Contract [Member]	'		'		'		'
Fair Value, beginning of period	2		2		3		-1
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-1		'		-2		'
Realized investment gains (losses), net	'		5		'		8
Fair Value Asset Measured On Recurring Basis Gain Loss Included In Other Income	0		0		0		0
Purchases	0		'		0		'
Purchases	'		0		'		0
Sales	0		'		0		'
Sales	'		0		'		0
Issuances	0		'		0		'
Issuances	'		0		'		0
Settlements	0		'		0		'
Settlements	'		0		'		0
Transfers into Level 3	0	[1]	'		0	[1]	'
Transfers into Level 3	'		0	[1]	'		0	[1]
Transfers out of Level 3	0	[1]	'		0	[1]	'
Transfers out of Level 3	'		0	[1]	'		0	[1]
Fair Value, end of period	1		7		1		7
Included In Earnings	'		'		'		'
Realized investment gains (losses), net	-1		'		-2		'
Realized investement gains (losses), net	'		5		'		8
Fair Value Asset Measured On Recurring Basis Change In Unrealized Gain Loss Included In Other Income	$0		$0		$0		$0
[1]	“Netting” amounts represent cash collateral and the impact of offsetting asset and liability positions held with the same counterparty.

Fair_Value_of_Assets_and_Liabi9

Fair Value of Assets and Liabilities (Changes in Fair Values Recorded in Earnings for FVO Assets-Liabilities (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other Long-term Investments [Member]	'	'	'	'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$8	$18	$39	$30
Commercial Mortgage Loans [Member]	'	'	'	'
Changes in instrument-specific credit risk	0	0	0	-1
Other changes in fair value	1	0	3	0
Notes Issued By Consolidated V I E [Member]	'	'	'	'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	($30)	$2	($32)	($1)

Recovered_Sheet2

Fair Value of Assets and Liabilities (Financial Instruments where Carrying Amounts and Fair Values May Differ) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'		'
Fixed maturities, held to maturity	$3,629	[1],[2]	$4,268	[1]
Policy loans	11,863		11,575
Accrued Investment Income Receivable	3,157	[1]	3,127	[1]
Liabilities:	'		'
Short-term debt	3,118	[3]	2,484	[3]
Long-term debt	23,642		24,729
Securities Sold under Agreements to Repurchase	7,158		5,818
Cash collateral for loaned securities	5,955		3,941
Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'
Assets:	'		'
Fixed maturities, held to maturity	3,629	[4]	4,268
Commercial mortgage and other loans	39,385	[4]	36,570
Policy loans	11,863	[4]	11,575
Short Term Investments Not Carried At Fair Value	553	[4]	57
Cash And Cash Equivalents Not Carried At Fair Value	6,508	[4]	4,500
Accrued Investment Income Receivable	3,157	[4]	3,127
Other Assets Not Carried At Fair Value	2,633	[4]	2,601
Total Assets Financial Instruments Not Carried At Fair Value	67,728	[4]	62,698
Liabilities:	'		'
Policyholders' account balances-investment contracts	96,360	[4]	101,232
Short-term debt	3,118	[4]	2,484
Long-term debt	23,642	[4]	24,729
Securities Sold under Agreements to Repurchase	7,158	[4]	5,818
Cash collateral for loaned securities	5,955	[4]	3,941
Notes of Consolidated VIEs	93	[4]	171
Other Liabilities Financial Instruments Not Carried At Fair Value	5,891	[4]	6,356
Separate Account Liabilities Investment Contracts	103,080	[4]	96,561
Total Financial Instrument Liabilities Not Carried At Fair Value	245,297	[4]	241,292
Estimate of Fair Value, Fair Value Disclosure [Member]	'		'
Assets:	'		'
Fixed maturities, held to maturity	3,872		4,511
Commercial mortgage and other loans	41,001		39,554
Policy loans	14,219		14,592
Short Term Investments Not Carried At Fair Value	553		57
Cash And Cash Equivalents Not Carried At Fair Value	6,508		4,500
Accrued Investment Income Receivable	3,157		3,127
Other Assets Not Carried At Fair Value	2,633		2,601
Total Assets Financial Instruments Not Carried At Fair Value	71,943		68,942
Liabilities:	'		'
Policyholders' account balances-investment contracts	97,825		104,200
Short-term debt	3,181		2,506
Long-term debt	25,518		27,497
Securities Sold under Agreements to Repurchase	7,158		5,818
Cash collateral for loaned securities	5,955		3,941
Notes of Consolidated VIEs	80		149
Other Liabilities Financial Instruments Not Carried At Fair Value	5,891		6,356
Separate Account Liabilities Investment Contracts	103,080		96,561
Total Financial Instrument Liabilities Not Carried At Fair Value	248,688		247,028
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Assets:	'		'
Fixed maturities, held to maturity	0		'
Commercial mortgage and other loans	0		'
Policy loans	0		'
Short Term Investments Not Carried At Fair Value	0		'
Cash And Cash Equivalents Not Carried At Fair Value	4,431		'
Accrued Investment Income Receivable	0		'
Other Assets Not Carried At Fair Value	59		'
Total Assets Financial Instruments Not Carried At Fair Value	4,490		'
Liabilities:	'		'
Policyholders' account balances-investment contracts	0		'
Short-term debt	0		'
Long-term debt	1,106		'
Securities Sold under Agreements to Repurchase	0		'
Cash collateral for loaned securities	0		'
Notes of Consolidated VIEs	0		'
Other Liabilities Financial Instruments Not Carried At Fair Value	0		'
Separate Account Liabilities Investment Contracts	0		'
Total Financial Instrument Liabilities Not Carried At Fair Value	1,106		'
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Assets:	'		'
Fixed maturities, held to maturity	2,256		'
Commercial mortgage and other loans	626		'
Policy loans	0		'
Short Term Investments Not Carried At Fair Value	553		'
Cash And Cash Equivalents Not Carried At Fair Value	2,077		'
Accrued Investment Income Receivable	3,157		'
Other Assets Not Carried At Fair Value	2,252		'
Total Assets Financial Instruments Not Carried At Fair Value	10,921		'
Liabilities:	'		'
Policyholders' account balances-investment contracts	39,648		'
Short-term debt	3,181		'
Long-term debt	19,469		'
Securities Sold under Agreements to Repurchase	7,158		'
Cash collateral for loaned securities	5,955		'
Notes of Consolidated VIEs	0		'
Other Liabilities Financial Instruments Not Carried At Fair Value	5,554		'
Separate Account Liabilities Investment Contracts	81,028		'
Total Financial Instrument Liabilities Not Carried At Fair Value	161,993		'
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Assets:	'		'
Fixed maturities, held to maturity	1,616		'
Commercial mortgage and other loans	40,375		'
Policy loans	14,219		'
Short Term Investments Not Carried At Fair Value	0		'
Cash And Cash Equivalents Not Carried At Fair Value	0		'
Accrued Investment Income Receivable	0		'
Other Assets Not Carried At Fair Value	322		'
Total Assets Financial Instruments Not Carried At Fair Value	56,532		'
Liabilities:	'		'
Policyholders' account balances-investment contracts	58,177		'
Short-term debt	0		'
Long-term debt	4,943		'
Securities Sold under Agreements to Repurchase	0		'
Cash collateral for loaned securities	0		'
Notes of Consolidated VIEs	80		'
Other Liabilities Financial Instruments Not Carried At Fair Value	337		'
Separate Account Liabilities Investment Contracts	22,052		'
Total Financial Instrument Liabilities Not Carried At Fair Value	$85,589		'
[1]	         (1) See Note 5 for details of balances associated with variable interest entities.
[2]	Excludes notes with amortized cost of $1,250 million (fair value, $1,314 million) which have been offset with the associated payables under a netting agreement.
[3]	Includes Prudential Financial debt of $1,704 million and $1,847 million at September 30, 2013 and December 31, 2012, respectively.
[4]	Carrying values presented herein differ from those in the Company’s Unaudited Interim Consolidated Statement of Financial Position because certain items within the respective financial statement captions are not considered financial instruments or out of scope under authoritative guidance relating to disclosures of the fair value of financial instruments. Financial statement captions excluded from the above table are not considered financial instruments.

Derivative_Instruments_Narrati

Derivative Instruments (Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Derivative Instruments	'	'
Anticipated pre-tax loss reclassified from accumulated other comprehensive income (loss) to earnings	($16)	'
MaxLengthOfTimeHedgedInCashFlowHedge	'20 years	'
Net investment hedges income (loss) before taxes	277	117
Notional of credit derivative	500	'
Fair value of credit derivative liability	22	32
Maximum exposure to loss from externally-managed investments	323	314
Credit protection derivatives outstanding notional amounts	1,487	1,680
Fair value of credit derivative liability	323	'
Posted collateral related to derivative instruments with credit-risk-related contingent features	330	'
Estimated maximum additional collateral to counterparties if the credit-risk-related contingent features triggered	8	'
Credit Derivatives Written Max Length Of Maturities	'3 years	'
CreditDerivativePurchasedCreditProtection	($37)	($35)

Derivative_Instruments_Gross_N

Derivative Instruments (Gross Notional Amount and Fair Value of Derivatives Contracts) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Notional Value	'		'
Non-Qualifying Hedge Relationships	$312,848	[1]	$294,323	[1]
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	6,568	[1]	10,099	[1]
Total Derivatives	1,461		3,075
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	6,061	[1]	5,223	[1]
Total Derivatives	-1,107		-307
Designated as Hedging Instrument [Member]	'		'
Notional Value	'		'
Qualifying Hedge Relationships	10,933		10,386
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	147		155
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	714		773
Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	301,915	[2]	283,937	[2]
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	6,421	[2]	9,944	[2]
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	5,347	[2]	4,450	[2]
Interest Rate Contract [Member]	'		'
Fair Value Asset	'		'
Total Derivatives	7,196		11,691
Fair Value Liability	'		'
Total Derivatives	-7,180		-6,796
Interest Rate Contract [Member] | Interest Rate Swap Member | Designated as Hedging Instrument [Member]	'		'
Notional Value	'		'
Qualifying Hedge Relationships	2,475		3,374
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	9		26
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	265		396
Interest Rate Contract [Member] | Interest Rate Swap Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	112,333		108,581
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	4,565		7,779
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	4,490		3,301
Interest Rate Contract [Member] | Futures [Member] | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	6,116		6,749
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	3		11
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	1		12
Interest Rate Contract [Member] | Interest Rate Swaption Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	25,181		25,250
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	480		895
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	245		141
Interest Rate Contract [Member] | Forward Contracts Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	1,304		660
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	9		0
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	0		0
Foreign Exchange Contract [Member]	'		'
Fair Value Asset	'		'
Total Derivatives	511		432
Fair Value Liability	'		'
Total Derivatives	-199		-517
Foreign Exchange Contract [Member] | Foreign Exchange Forward [Member] | Designated as Hedging Instrument [Member]	'		'
Notional Value	'		'
Qualifying Hedge Relationships	579		639
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	6		1
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	60		35
Foreign Exchange Contract [Member] | Foreign Exchange Forward [Member] | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	13,925		14,638
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	497		371
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	129		397
Foreign Exchange Contract [Member] | Foreign Exchange Option Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	77		92
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	8		13
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	0		0
Credit Risk Contract [Member]	'		'
Fair Value Asset	'		'
Total Derivatives	6		19
Fair Value Liability	'		'
Total Derivatives	-66		-84
Credit Risk Contract [Member] | Credit Default Swap Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	1,992		3,250
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	6		19
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	65		84
Cross Currency Interest Rate Contract [Member]	'		'
Fair Value Asset	'		'
Total Derivatives	457		450
Fair Value Liability	'		'
Total Derivatives	-649		-578
Cross Currency Interest Rate Contract [Member] | Currency Swap Member | Designated as Hedging Instrument [Member]	'		'
Notional Value	'		'
Qualifying Hedge Relationships	7,879		6,373
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	132		128
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	389		342
Cross Currency Interest Rate Contract [Member] | Currency Swap Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	6,609		5,304
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	270		239
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	211		152
Equity Contract [Member]	'		'
Fair Value Asset	'		'
Total Derivatives	533		600
Fair Value Liability	'		'
Total Derivatives	-200		-363
Equity Contract [Member] | Equity Futures [Member] | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	601		6,518
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	3		0
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	0		165
Equity Contract [Member] | Equity Options [Member] | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	51,600		42,757
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	492		603
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	25		40
Equity Contract [Member] | Total Return Swap Member | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	10,760		5,779
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	81		8
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	181		158
Synthetic Gics [Member] | Nondesignated [Member]	'		'
Notional Value	'		'
Non-Qualifying Hedge Relationships	71,417		64,359
Fair Value Asset	'		'
Derivative Fair Value Of Derivative Asset	7		6
Fair Value Liability	'		'
Derivative Fair Value Of Derivative Liability	$0		$0
[1]	Excludes embedded derivatives which contain multiple underlyings. The fair value of these embedded derivatives was a net liability of $2,030 million as of September 30, 2013 and a net liability of $3,438 million as of December 31, 2012, included in “Future policy benefits” and “Fixed maturities, available-for-sale.”
[2]	Based on notional amounts, most of the Company’s derivatives do not qualify for hedge accounting as follows: i) derivatives that economically hedge embedded derivatives do not qualify for hedge accounting because changes in the fair value of the embedded derivatives are already recorded in net income, ii) derivatives that are utilized as macro hedges of the Company’s exposure to various risks typically do not qualify for hedge accounting because they do not meet the criteria required under portfolio hedge accounting rules, and iii) synthetic guaranteed investment contracts (GIC’s), which are product standalone derivatives do not qualify as hedging instruments under hedge accounting rules.

Derivative_Instruments_Gross_N1

Derivative Instruments (Gross Notional Amount and Fair Value of Derivatives Contracts) (Parenthetical) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Instruments	'	'
Net Embedded Derivative	($2,030)	($3,438)

Derivative_Instruments_Financi

Derivative Instruments (Financial Statement Classification and Impact of Derivatives Used in Qualifying and Non-qualifying Hedge Relationships) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income, Effective Portion, Net	'		'		($181)		'
Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-2,720		-1,455		-4,975		-910
Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-16		-25		-56		-78
Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-6		-4		-17		-10
Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	6		5		17		26
Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-30		-3		-64		-4
Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-260	[1]	-133	[1]	63	[1]	31	[1]
Fair Value Hedging [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	2		6		26		-4
Fair Value Hedging [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-17		-24		-56		-74
Fair Value Hedging [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		1		0		4
Fair Value Hedging [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	6		5		17		26
Fair Value Hedging [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Fair Value Hedging [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	8		6		80		-6
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-17		-23		-56		-71
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		1		0		4
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	6		5		17		26
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Fair Value Hedging [Member] | Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-6		0		-54		2
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		-1		0		-3
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Fair Value Hedging [Member] | Foreign Exchange Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Cash Flow Hedging [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	1		-1		0		-4
Cash Flow Hedging [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-6		-5		-17		-14
Cash Flow Hedging [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-24		-3		-60		-5
Cash Flow Hedging [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-257	[1]	-117	[1]	-98	[1]	-39	[1]
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-6		-5		-17		-14
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	3	[1]	2	[1]	20	[1]	8	[1]
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	1		-1		0		-4
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-24		-3		-60		-5
Cash Flow Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-260	[1]	-119	[1]	-118	[1]	-47	[1]
Net Investment Hedging [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-4		0		-4		0
Net Investment Hedging [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-3	[1]	-16	[1]	161	[1]	70	[1]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[2]	0	[2]	0	[2]	0	[2]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[2]	0	[2]	0	[2]	0	[2]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[2]	0	[2]	0	[2]	0	[2]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[2]	0	[2]	0	[2]	0	[2]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-4	[2]	0	[2]	-4	[2]	0	[2]
Net Investment Hedging [Member] | Foreign Exchange Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1],[2]	-6	[1],[2]	7	[1],[2]	-8	[1],[2]
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Net Investment Hedging [Member] | Cross Currency Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-3	[1]	-10	[1]	154	[1]	78	[1]
Nondesignated [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-2,722		-1,461		-5,001		-906
Nondesignated [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-2		0		0		1
Nondesignated [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-540		86		-4,071		1,303
Nondesignated [Member] | Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Foreign Exchange Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	62		-119		-513		-46
Nondesignated [Member] | Foreign Exchange Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Foreign Exchange Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Foreign Exchange Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Foreign Exchange Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Foreign Exchange Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-215		-19		84		97
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-2		0		0		1
Nondesignated [Member] | Cross Currency Interest Rate Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Credit Risk Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-1		-8		-11		-36
Nondesignated [Member] | Credit Risk Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Credit Risk Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Credit Risk Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Credit Risk Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Credit Risk Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Equity Contract [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-706		-983		-2,515		-1,983
Nondesignated [Member] | Equity Contract [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Equity Contract [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Equity Contract [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Equity Contract [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Equity Contract [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0	[1]	0	[1]	0	[1]	0	[1]
Nondesignated [Member] | Embedded Derivative [Member] | Net Realized Investments Gain Loss [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	-1,322		-418		2,025		-241
Nondesignated [Member] | Embedded Derivative [Member] | Net Investment Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Embedded Derivative [Member] | Interest Expense [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Embedded Derivative [Member] | Interest Credited To Policyholder Account Balances [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Embedded Derivative [Member] | Other Income [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	0		0		0		0
Nondesignated [Member] | Embedded Derivative [Member] | Accumulated Other Comprehensive Income (loss) [Member]	'		'		'		'
Derivative Instruments Gain Loss [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized In Income Net	$0	[1]	$0	[1]	$0	[1]	$0	[1]
[1]	Amounts deferred in “Accumulated other comprehensive income (loss).”
[2]	Relates to the sale of equity method investments.

Derivative_Instruments_Current

Derivative Instruments (Current Period Cash Flow Hedges in AOCI (loss) before Taxes) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Derivative Instruments	'
Beginning Balance	($257)
Net deferred losses on cash flow hedges for the period	-181
Amount reclassified into current period earnings	83
Ending Balance	($355)

Derivative_Instruments_Exposur

Derivative Instruments (Exposure from Credit Derivatives by NAIC Rating of the Underlying Credits) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'	'
Notional	$5	$1,070
Fair Value	0	2
Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	5	320
Fair Value	0	0
Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	750
Fair Value	0	2
Moodys Aaa Rating [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	275
Fair Value	0	0
Moodys Aaa Rating [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	275
Fair Value	0	0
Moodys Aaa Rating [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys Baa1 Rating [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	5	45
Fair Value	0	0
Moodys Baa1 Rating [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	5	45
Fair Value	0	0
Moodys Baa1 Rating [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Investment Grade [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	5	320
Fair Value	0	0
Investment Grade [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	5	320
Fair Value	0	0
Investment Grade [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys Ba1 Rating [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	750
Fair Value	0	2
Moodys Ba1 Rating [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys Ba1 Rating [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	750
Fair Value	0	2
Moodys B1 Rating [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys B1 Rating [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys B1 Rating [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys C Rating [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys C Rating [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Moodys C Rating [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Credit Derivatives In Or Near Default [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Credit Derivatives In Or Near Default [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Credit Derivatives In Or Near Default [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Below Investment Grade [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	750
Fair Value	0	2
Below Investment Grade [Member] | Single Name [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	0
Fair Value	0	0
Below Investment Grade [Member] | Credit Default Index [Member]	'	'
Credit Derivatives [Line Items]	'	'
Notional	0	750
Fair Value	$0	$2

Derivative_Instruments_Composi

Derivative Instruments (Composition of Credit Derivatives Written Credit Protection) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'		'
Notional	$5		$1,070
Fair Value	0		2
Finance [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		0
Fair Value	0		0
Energy [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		20
Fair Value	0		0
Transportation [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		25
Fair Value	0		0
Other Credit Derivatives	'		'
Credit Derivatives [Line Items]	'		'
Notional	0	[1]	750	[1]
Fair Value	0	[1]	2	[1]
Basic Industry [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		40
Fair Value	0		0
Consumer Cyclical [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		20
Fair Value	0		0
Consumer Non Cyclical [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		120
Fair Value	0		0
Capital Goods [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	0		90
Fair Value	0		0
Communication [Member]	'		'
Credit Derivatives [Line Items]	'		'
Notional	5		5
Fair Value	$0		$0
[1]	Includes Credit Default Index derivative with various industry categories.

Derivative_Instruments_Offsett

Derivative Instruments Offsetting Balance Sheet (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	$9,421	$14,157
Gross Amounts Offset in Statement of Financial Position	-7,242	-10,117
Net Amounts of Assets Presented in Statement of Financial Position	2,179	4,040
Financial Instruments And Collateral	-1,988	-3,881
Net Amount	191	159
Offsetting Assets [Member] | Derivative [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	8,671	13,167
Gross Amounts Offset in Statement of Financial Position	-7,242	-10,117
Net Amounts of Assets Presented in Statement of Financial Position	1,429	3,050
Financial Instruments And Collateral	-1,238	-2,891
Net Amount	191	159
Offsetting Assets [Member] | Offsetting Securities Purchased under Agreements to Resell [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	750	990
Gross Amounts Offset in Statement of Financial Position	0	0
Net Amounts of Assets Presented in Statement of Financial Position	750	990
Financial Instruments And Collateral	-750	-990
Net Amount	0	0
Offsetting Liabilities [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	15,446	14,147
Gross Amounts Offset in Statement of Financial Position	-7,187	-8,031
Net Amounts of Assets Presented in Statement of Financial Position	8,259	6,116
Financial Instruments And Collateral	-8,409	-5,881
Net Amount	-150	235
Offsetting Liabilities [Member] | Derivative [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	8,288	8,329
Gross Amounts Offset in Statement of Financial Position	-7,187	-8,031
Net Amounts of Assets Presented in Statement of Financial Position	1,101	298
Financial Instruments And Collateral	-1,251	-63
Net Amount	-150	235
Offsetting Liabilities [Member] | Offsetting Securities Sold Under Agreements To Repurchase [Member]	'	'
Offsetting of Financial Assets and Liabilities [Line Items]	'	'
Gross Amounts of Recognized Financial Instruments	7,158	5,818
Gross Amounts Offset in Statement of Financial Position	0	0
Net Amounts of Assets Presented in Statement of Financial Position	7,158	5,818
Financial Instruments And Collateral	-7,158	-5,818
Net Amount	$0	$0

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	Sep. 30, 2013	Jun. 30, 2012	Sep. 30, 2012	Jun. 30, 2012	Sep. 30, 2012
In Millions, unless otherwise specified		Included In Operating Measure [Member]	Included In Operating Measure [Member]	Included In Operating Measure [Member]	Included In Operating Measure [Member]
		Corporate and Other [Member]	Corporate and Other [Member]	Asset Management [Member]	Asset Management [Member]
Segment Reporting Information [Line Items]	'	'	'	'	'
Total deferred gain (loss)	$521	'	'	'	'
Out of Period Adjustment	'	$45	$45	$61	$61

Segment_Information_Operating_

Segment Information (Operating Income of Reportable Segments) (Reconciling Items) (Details) (Financial Services Business [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	$1,940	$1,021	$4,941	$2,925
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	-1,319	-1,951	-7,322	-1,609
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Included In Operating Measure [Member] | Foreign Exchange Forward [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	72	-20	175	-68
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Included In Operating Measure [Member] | Current Period Settlements And Yield Adjustment On Derivatives [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	118	85	323	231
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Included In Operating Measure [Member] | Current Period Settlements And Yield Adjustment On Derivatives [Member] | Terminated Or Offset Derivatives Used For Asset Liability Mismatches [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	18	16	54	46
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Included In Operating Measure [Member] | Asset Management [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	27	30	96	7
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Excluded From Operating Measure [Member] | Other Trading [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	36	26	121	59
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Excluded From Operating Measure [Member] | Foreign Exchange [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	1,169	-347	-2,856	-223
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Excluded From Operating Measure [Member] | Other Activity [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	24	-8	136	30
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Excluded From Operating Measure [Member] | Other Activity [Member] | Losses Recoveries Related To Unsecured Portion Of Derivatives [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	19	'	136	12
Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Excluded From Operating Measure [Member] | Other Activity [Member] | Non Performance Risk [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Operating Income (Loss)	$7	($2)	$9	$32

Segment_Information_Operating_1

Segment Information (Operating Income of Reportable Segments) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Segment Reporting Information [Line Items]	'	'	'	'
Income Loss From Continuing Operations Before Income Taxes And Operating Joint Ventures	$1,559	($930)	($752)	$1,276
Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	1,940	1,021	4,941	2,925
Income Loss From Continuing Operations Before Income Taxes And Operating Joint Ventures	1,474	-999	-860	1,179
Financial Services Business [Member] | Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	-1,319	-1,951	-7,322	-1,609
Financial Services Business [Member] | Significant Reconciling Items [Member] | Related Charges [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	763	648	1,533	498
Financial Services Business [Member] | Significant Reconciling Items [Member] | Trading Account Assets Supporting Insurance Liabilities Adjustment [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	103	264	-273	502
Financial Services Business [Member] | Significant Reconciling Items [Member] | Experience Rated Liabilities Due To Asset Changes [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	-73	-254	255	-446
Financial Services Business [Member] | Significant Reconciling Items [Member] | Divested Businesses [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	43	-687	-12	-664
Financial Services Business [Member] | Significant Reconciling Items [Member] | Operating Joint Ventures And Noncontrolling Interests [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	17	-40	18	-27
Closed Block [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Income Loss From Continuing Operations Before Income Taxes And Operating Joint Ventures	85	69	108	97
U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	1,258	506	2,884	1,521
U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	216	147	525	313
International Insurance Division [Member] | Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	778	782	2,505	2,057
Corporate and Other [Member] | Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	-312	-414	-973	-966
Individual Annuities [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	821	207	1,593	735
Retirement [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	237	110	744	413
Asset Management [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	200	189	547	373
Individual Life [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	148	112	426	285
Group Insurance [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	68	35	99	28
International Insurance [Member] | International Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	778	782	2,505	2,057
Corporate Operations [Member] | Corporate and Other [Member] | Financial Services Business [Member]	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'
Adjusted Operating Income before income taxes	($312)	($414)	($973)	($966)

Segment_Information_Certain_Fi

Segment Information (Certain Financial Information for the Reportable Segments) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	$11,343	$13,144	$31,572	$38,903	'
Assets	723,126	'	723,126	'	709,298
Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	654,234	'	654,234	'	639,308
Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	9,748	11,640	26,994	34,246	'
Financial Services Business [Member] | Total Operating Segments And Corporate And Other [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	654,234	'	654,234	'	639,308
Financial Services Business [Member] | Total Operating Segments And Corporate And Other [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	10,816	13,237	34,357	34,948	'
Financial Services Business [Member] | Significant Reconciling Items [Member] | Realized Investment Gains Losses And Related Adjustments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	-1,320	-1,954	-7,325	-1,613	'
Financial Services Business [Member] | Significant Reconciling Items [Member] | Related Charges [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	-27	-27	-181	-79	'
Financial Services Business [Member] | Significant Reconciling Items [Member] | Trading Account Assets Supporting Insurance Liabilities Adjustment [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	103	264	-273	502	'
Financial Services Business [Member] | Significant Reconciling Items [Member] | Divested Businesses [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	179	185	495	566	'
Financial Services Business [Member] | Significant Reconciling Items [Member] | Operating Joint Ventures And Noncontrolling Interests [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	-3	-65	-79	-78	'
Closed Block [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	68,892	'	68,892	'	69,990
Closed Block [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	1,595	1,504	4,578	4,657	'
U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	370,028	'	370,028	'	357,064
U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	3,327	2,821	9,696	8,142	'
U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	100,263	'	100,263	'	86,125
U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	2,383	2,368	7,551	6,730	'
International Insurance Division [Member] | Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	170,952	'	170,952	'	183,794
International Insurance Division [Member] | Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	5,259	8,154	17,549	20,377	'
Corporate and Other [Member] | Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	12,991	'	12,991	'	12,325
Corporate and Other [Member] | Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	-153	-106	-439	-301	'
Individual Annuities [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	156,314	'	156,314	'	146,893
Individual Annuities [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	1,120	1,018	3,307	2,944	'
Retirement [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	169,836	'	169,836	'	168,262
Retirement [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	1,525	1,162	4,382	3,511	'
Asset Management [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	43,878	'	43,878	'	41,909
Asset Management [Member] | U S Retirement Solutions And Investment Management Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	682	641	2,007	1,687	'
Asset Management [Member] | Corporate and Other [Member] | Intersegment Elimination [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	151	139	454	405	'
Individual Life [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	62,500	'	62,500	'	47,371
Individual Life [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	1,041	948	3,408	2,527	'
Group Insurance [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	37,763	'	37,763	'	38,754
Group Insurance [Member] | U S Individual Life And Group Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	1,342	1,420	4,143	4,203	'
International Insurance [Member] | International Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	170,952	'	170,952	'	183,794
International Insurance [Member] | International Insurance Division [Member] | Financial Services Business [Member] | Operating Segments [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	5,259	8,154	17,549	20,377	'
Corporate Operations [Member] | Corporate and Other [Member] | Financial Services Business [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Assets	12,991	'	12,991	'	12,325
Corporate Operations [Member] | Corporate and Other [Member] | Financial Services Business [Member] | Revenue [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Revenues	($153)	($106)	($439)	($301)	'

Commitments_and_Guarantees_Con2

Commitments and Guarantees, Contingent Liabilities and Litigation and Regulatory Matters (Narrative Excluding Litigation) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Serviced Mortgage Loans [Member]	'	'
Commitments Guarantees Contingent Liabilities And Litigation [Line Items]	'	'
Minimum percentage share of losses incurred of loan balance	2.00%	'
Maximum percentage share of losses incurred of loan balance	20.00%	'
Mortgages subject to loss-sharing arrangements	$9,043	'
Average debt service coverage ratio of mortgages subject to loss-sharing arrangements	1.8	'
Average loan-to-value ratio of mortgages subject to loss-sharing arrangements	61.00%	'
Indemnification of Serviced Mortgage Loans, Losses	$0.40	$2.20
Securities Lending Transactions [Member]	'	'
Commitments Guarantees Contingent Liabilities And Litigation [Line Items]	'	'
Fair value of the loaned securities, minimum collateral	102.00%	'

Commitments_and_Guarantees_Con3

Commitments and Guarantees, Contingent Liabilities and Litigation and Regulatory Matters (Commitments and Guarantees) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Business Acquisition Contingent Consideration Potential Cash Payment1	$0		$52
Yield Maintenance Guarantee [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	318		299
Commercial Mortgage Loans [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Total outstanding mortgage loan commitments	3,038		2,552
Portion of commitment where prearrangement to sell to investor exists	793		897
Investments Excluding Commercial Mortgage Loans [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Expected to be funded from the general account and other operations outside the separate accounts	5,001	[1]	3,410	[1]
Expected to be funded from separate accounts	749		757
Portion of separate account commitments with recourse to Prudential Insurance	0		7
Credit Enhancements [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	166		172
Fair value of related collateral	226		215
Accrued liability associated with guarantee	0		0
Investee Debt [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	2,533		2,178
Amount of above guarantee that is limited to separate account assets	2,533		2,167
Accrued liability associated with guarantee	0		0
Securities Lending Transactions [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	15,952		15,454
Fair value of related collateral	16,405		15,730
Accrued liability associated with guarantee	0		0
Asset Values [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	75,512		64,424
Fair value of related collateral	76,915		67,555
Accrued liability associated with guarantee	-7		-5
Serviced Mortgage Loans [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	1,205		1,147
First-loss exposure portion of above	380		369
Accrued liability associated with guarantee	17		19
Guarantee Type, Other [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Guarantee obligation - maximum exposure	400		530
Accrued liability associated with guarantee	8		8
Fosun Group [Member]	'		'
Commitments Gurantees And Contingent Liabilities [Line Items]	'		'
Expected to be funded from the general account and other operations outside the separate accounts	$64		$200
[1]	         (1) Includes a remaining commitment of $64 million and $200 million at September 30, 2013 and December 31, 2012, respectively, related to the Company’s agreement to co-invest with the Fosun Group (Fosun) in a private equity fund, managed by Fosun, for the Chinese marketplace.

Commitments_and_Guarantees_Con4

Commitments and Guarantees, Contingent Liabilities and Litigation and Regulatory Matters (Litigation Narrative) (Details) (USD $)

1 Months Ended

3 Months Ended

1 Months Ended

1 Months Ended

9 Months Ended

29 Months Ended

1 Months Ended

6 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Apr. 30, 2012

Sep. 30, 2013

Apr. 30, 2012

Apr. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Feb. 28, 2013

Dec. 31, 2008

Feb. 28, 2010

Sep. 30, 2013

Mar. 31, 2005

Sep. 30, 2012

Feb. 29, 2012

Sep. 30, 2013

Jan. 31, 2012

Feb. 29, 2012

31-May-13

Dec. 31, 2010

Sep. 30, 2008

Positive Outcome Of Litigation [Member]

Positive Outcome Of Litigation [Member]

Positive Outcome Of Litigation [Member]

Positive Outcome Of Litigation [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Litigation And Regulatory Matters [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Minimum [Member]

Maximum [Member]

Clark [Member]

Clark [Member]

Lederman [Member]

Lederman [Member]

Lederman [Member]

Lederman [Member]

Lederman [Member]

Abandoned Property [Member]

Abandoned Property [Member]

Abandoned Property [Member]

Abandoned Property [Member]

Retained Asset Accounts [Member]

Overtime Pay [Member]

United States District Court [Member]

New Jersey State Court [Member]

Global Resolution Agreement [Member]

Regulatory Settlement Agreement [Member]

Sterling Heights [Member]

Bouder [Member]

Litigation [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimate of possible losses in excess of accruals

'

'

'

'

$0

$175

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of states accepting agreement

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20

'

'

'

'

Number Of States Needed For Agreement To Become Effective

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20

'

'

'

Number of Complaints Filed Against The Company

'

'

'

'

'

'

'

'

'

'

11

'

'

'

'

'

'

4

'

Insurers Requested To Provide Information To New York Dept Of Insurance

'

'

'

'

'

'

'

'

'

'

'

'

'

172

'

'

'

'

'

Number Of Plaintiffs Summary Judgement Granted

'

'

'

'

'

'

2

'

'

'

'

'

2

'

'

'

'

'

'

Number Of Plaintiffs Summary Judgement Denied

'

'

'

'

'

'

2

4

'

'

'

'

'

'

'

'

'

'

'

Number of claimants who are current and former Prudential Insurance employees

'

'

'

'

'

'

'

'

'

'

235

'

'

'

'

'

'

'

'

Claims that settled

'

'

'

'

'

'

'

'

193

'

'

'

'

'

'

'

'

'

'

Pending Claims

'

'

'

'

'

'

'

'

'

'

'

39

'

'

'

'

'

'

'

offers of judgement totaling

'

'

'

'

'

'

'

'

'

$90

'

'

'

'

'

'

'

'

'

Number of lead plaintiffs added

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

Number of additional state laws allegedly violated

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

9

Number of lawsuits removed from state courts

'

7

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of actions filed by the Company

10

'

2

8

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'