Talcott Resolution Life Insurance 10-Q 2 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	3 Months Ended
	Mar. 31, 2014	Apr. 28, 2014
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'HARTFORD LIFE INSURANCE CO	'
Entity Central Index Key	'0000045947	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Current Fiscal Year End Date	'--03-31	'
Entity Filer Category	'Non-accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	1,000
Entity Well-known Seasoned Issuer	'No	'
Entity Public Float	$0	'

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Operations (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Revenues	'	'
Fee income and other	$317	$353
Earned premiums	-123	39
Net investment income:	'	'
Securities available-for-sale and other	407	432
Net realized capital gains (losses):	'	'
Total other-than-temporary impairment (OTTI) losses	-8	-17
OTTI losses recognized in other comprehensive income	1	4
Net OTTI losses recognized in earnings	-7	-13
Net realized capital gains on business dispositions	0	1,560
Other net realized capital losses	-99	-104
Total net realized capital gains (losses)	-106	1,443
Total revenues	495	2,267
Benefits, losses and expenses	'	'
Benefits, loss and loss adjustment expenses	254	456
Amortization of deferred policy acquisition costs and present value of future profits	32	44
Insurance operating costs and other expenses	166	-243
Reinsurance loss on dispositions	0	1,492
Dividends to policyholders	-1	5
Total benefits, losses and expenses	451	1,754
Income before income taxes	44	513
Income tax expense (benefit)	-13	146
Income from continuing operations, net of tax	57	367
Income from discontinued operations, net of tax	0	19
Net income (loss)	57	386
Net Income (Loss) Attributable to Noncontrolling Interest	1	6
Net income attributable to Hartford Life Insurance Company	$56	$380

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Comprehensive Income	'	'
Net income	$57	$386
Other comprehensive income (loss):	'	'
Change in net unrealized gain / loss on securities	315	-792
Change in net gain / loss on cash-flow hedging instruments	-2	-76
Change in foreign currency translation adjustments	-1	-41
Total other comprehensive income	312	-909
Total comprehensive income	369	-523
Less: Comprehensive income attributable to noncontrolling interest	1	6
Total comprehensive income attributable to Hartford Life Insurance Company	368	-529
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'
Comprehensive Income	'	'
Net income	2	1,005
Other comprehensive income (loss):	'	'
Change in net unrealized gain / loss on securities	'	-792
Change in net gain / loss on cash-flow hedging instruments	'	-76
Change in foreign currency translation adjustments	($1)	($41)

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified			Life Insurance and Annuities [Member]	Life Insurance and Annuities [Member]
			Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]
Investments:	'	'	'	'
Fixed maturities, available-for-sale, at fair value (amortized cost of $25,971 and $27,188) (includes variable interest entity assets, at fair value, of $8 and $12)	$27,529	$28,163	'	'
Fixed maturities, at fair value using the fair value option (includes variable interest entity assets, at fair value, of $344 and $338)	917	791	'	'
Equity securities, trading, at fair value (cost of $1,726 and $1,860)	12	12	'	'
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	315	372	'	'
Mortgage loans (net of allowance for loan losses of $19 and $23)	3,315	3,470	'	'
Policy loans, at outstanding balance	1,425	1,416	'	'
Limited partnerships, and other alternative investments (includes variable entity assets of $6 and $7)	1,343	1,329	'	'
Other investments	176	270	'	'
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	2,086	1,952	'	'
Total investments	37,118	37,775	'	'
Cash	599	446	'	'
Premiums receivable and agents' balances	32	33	'	'
Reinsurance recoverable	'	'	19,671	19,794
Deferred policy acquisition costs and present value of future profits	648	689	'	'
Deferred income taxes, net	1,909	2,110	'	'
Other assets	892	994	'	'
Separate account assets	138,480	140,874	'	'
Total assets	199,349	202,715	'	'
Liabilities	'	'	'	'
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	13,028	12,874	'	'
Other policyholder funds and benefits payable	36,063	36,856	'	'
Other liabilities (including variable interest entity liabilities of $443 and $477)	3,966	3,872	'	'
Separate account liabilities	138,480	140,874	'	'
Total liabilities	191,537	194,476	'	'
Commitments and Contingencies	'	'	'	'
Stockholders' Equity	'	'	'	'
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6	6	'	'
Additional paid-in capital	6,164	6,959	'	'
Accumulated other comprehensive income, net of tax	886	574	'	'
Retained earnings (accumulated deficit)	756	700	'	'
Total stockholders' equity	7,812	8,239	'	'
Total liabilities and stockholders' equity	$199,349	$202,715	'	'

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Fixed maturities, available-for-sale, at amortized cost	$25,971	$27,188
Fixed maturities, available-for-sale, variable interest entity assets	8	12
Fixed maturities, at fair value using the fair value option, variable interest entity assets	125	131
Equity securities, trading, at cost	11	10
Equity securities, available-for-sale, at cost	306	362
Mortgage loans loss, net of allowances	12	12
Limited partnerships and other alternative investments, variable interest entity assets	3	4
Short-term investment, variable interest entity assets	12	3
Other liabilities, variable interest entity liabilities	30	35
Common stock, par value	$5,690	$5,690
Common stock, shares authorized	1,000	1,000
Common stock, shares issued	1,000	1,000
Common stock: shares outstanding	1,000	1,000
Equity Securities [Member]	'	'
Short-term investment, variable interest entity assets	$0	$0

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (USD $)	Total	Common Stock	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Retained Earnings (Accumulated Deficit)	Non-controlling Interest
In Millions
Balance, at beginning of period at Dec. 31, 2012	'	'	'	'	'	'
Capital contributions from parent	($1,196)	'	($1,196)	'	'	'
Dividends declared	-1	'	'	'	-1	'
Net income (loss)	386	'	'	'	'	'
Change in non-controlling interest ownership	-6	'	'	'	'	-6
Total other comprehensive income	-909	'	'	-909	'	'
Net Income (Loss) Attributable to Parent	380	'	'	'	380	'
Net Income (Loss) Attributable to Noncontrolling Interest	6	'	'	'	'	6
Balance, at end of period at Mar. 31, 2013	8,657	6	6,959	1,078	614	'
Balance, at beginning of period at Dec. 31, 2013	8,239	6	6,959	574	700	0
Capital contributions from parent	-795	'	-795	'	'	'
Net income (loss)	57	'	'	'	'	'
Change in non-controlling interest ownership	-1	'	'	'	'	-1
Total other comprehensive income	312	'	'	312	'	'
Net Income (Loss) Attributable to Parent	56	'	'	'	56	'
Net Income (Loss) Attributable to Noncontrolling Interest	1	'	'	'	'	1
Balance, at end of period at Mar. 31, 2014	$7,812	$6	$6,164	$886	$756	$0

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Operating Activities	'	'
Net income (loss)	$57	$386
Adjustments to reconcile net income to net cash provided by operating activities	'	'
Amortization of deferred policy acquisition costs and present value of future profits	32	44
Additions to deferred policy acquisition costs and present value of future profits	-5	-2
Change in:	'	'
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	62	-54
Reinsurance recoverables	-114	-5
Receivables and other assets	78	-66
Payables and accruals	592	-480
Accrued and deferred income taxes	21	660
Net realized capital losses	106	-1,434
Net disbursements from investment contracts related to policyholder funds — international unit-linked bonds and pension products	0	-75
Net decrease in equity securities, trading	0	74
Disposal Group, Not Discontinued Operation, Reinsurance Loss	0	1,492
Depreciation and amortization	3	18
Other, net	49	-249
Net cash provided by operating activities	881	309
Proceeds from the sale/maturity/prepayment of:	'	'
Fixed maturities and short-term investments, available-for-sale	3,115	3,827
Fixed maturities, fair value option	55	49
Equity securities, available-for-sale	43	48
Mortgage loans	62	106
Partnerships	25	22
Payments for the purchase of:	'	'
Fixed maturities and short-term investments, available-for-sale	-2,425	-3,357
Fixed maturities, fair value option	-167	-31
Equity securities, available-for-sale	-8	-45
Mortgage loans	-34	-30
Partnerships	-16	-29
Proceeds from business sold	'	460
Derivatives, net	74	-742
Change in policy loans, net	9	-6
Proceeds from Sale of Short-term Investments	-159	1,187
Change in all other, net	-2	-35
Net cash used for investing activities	572	1,424
Financing Activities	'	'
Deposits and other additions to investment and universal life-type contracts	933	2,215
Withdrawals and other deductions from investment and universal life-type contracts	-5,008	-6,590
Net transfers from (to) separate accounts related to investment and universal life-type contracts	3,569	4,082
Net increase (decrease) in securities loaned or sold under agreements to repurchase	'	-274
Proceeds from Capital Contributions	-795	-1,211
Payments for Advance to Affiliate	'	347
Net repayments at maturity or settlement of consumer notes	-6	-29
Net cash provided by (used for) financing activities	-1,307	-2,154
Foreign exchange rate effect on cash	7	-1
Net increase (decrease) in cash	153	-422
Cash - beginning of period	446	1,342
Cash - end of period	599	920
Supplemental Disclosure of Cash Flow Information	'	'
Net cash received during the period for income taxes	-38	-4
Noncash capital contributions received	($2)	$0

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows Condensed Consolidated Statements of Cash Flows (Unaudited) (Parenthetical)	3 Months Ended
	Mar. 31, 2014
Noncash or Part Noncash Divestiture, Type of Consideration Received	'485

Basis_of_Presentation_and_Acco

Basis of Presentation and Accounting Policies	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Presentation and Accounting Policies	'
	Basis of Presentation and Significant Accounting Policies
	Hartford Life Insurance Company (together with its subsidiaries, “HLIC”, “Company”, “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company.
	Effective March 3, 2014, The Hartford made Hartford Life and Accident Insurance Company ("HLA") the single nationwide underwriting company for its Group Benefits business by capitalizing HLA to support the Group Benefits business and separating it from the legal entities that support The Hartford's Talcott Resolution operating segment. On January 30, 2014, The Hartford received approval from the CTDOI for Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, and the Company to dividend approximately $800 of cash and invested assets to HLA and this dividend was paid on February 27, 2014.   All of the issued and outstanding equity of the Company was then distributed from HLA to Hartford Life, Inc.
	On January 1, 2013, HLI completed the sale of its Retirement Plans business to Massachusetts Mutual Life Insurance Company ("MassMutual") and on January 2, 2013 HLI completed the sale of its Individual Life insurance business to The Prudential Insurance Company of America, a subsidiary of Prudential Financial, Inc. ("Prudential"). On December 12, 2013, the Company completed the sale of the U.K variable annuity business of Hartford Life International Limited ("HLIL"), an indirect wholly-owned subsidiary. As a result of this transaction, the operations of the Company's U.K. variable annuity business meet the criteria for reporting as discontinued operations as further discussed in Note 13 - Discontinued Operations of Notes to Condensed Consolidated Financial Statements. For further discussion of these and other such transactions, see Note 2 - Business Dispositions of Notes to Condensed Consolidated Financial Statements.
	The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2013 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes as of March 31, 2014, and for the three months ended March 31, 2014 and 2013 are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2013 Form 10-K Annual Report.
	Consolidation
	The Condensed Consolidated Financial Statements include the accounts of HLIC, companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) in which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but are not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 4 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
	Discontinued Operations
	The results of operations of a component of the Company that either has been disposed of or is classified as held-for-sale are reported in discontinued operations if the operations and cash flows of the component have been or will be eliminated from the ongoing operations of the Company as a result of the disposal transaction and the Company will not have any significant continuing involvement in the operations of the component after the disposal transaction. The Company presents the operations of businesses that meet these criteria as discontinued operations in the Condensed Consolidated Financial Statements. Accordingly, operating results for prior periods are retrospectively reclassified. For information on the specific businesses and related impacts, see Note 13 - Discontinued Operations of Notes to Condensed Consolidated Financial Statements.
	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 the disclosure of contingent assets and liabilities at 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 estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.
	ome Taxes
	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows:
		Three Months Ended March 31,
		2014			2013
	Tax expense at the U.S. federal statutory rate	$	15		$	180
	Dividends received deduction	(26		)	(32		)
	Foreign related investments	—			(5		)
	Other	(2		)	3
	Income tax expense (benefit)	$	(13	)	$	146
	The separate account dividends-received deduction (“DRD”) is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distribution from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.
	The Company or one or more of subsidiaries file income tax returns in the U.S. federal jurisdiction, and various states and foreign jurisdictions. The Company is no longer subject to U.S. federal, state and local, or non-U.S. income tax examinations for years prior to 2007. The audit of the years 2007-2009 commenced during 2010 and is expected to conclude in the second half of 2015. The 2010-2011 audit commenced in the fourth quarter of 2012 and is expected to conclude by the end of 2015. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years. The Company records a deferred tax asset valuation allowance that is adequate to reduce the total deferred tax asset to an amount that will be more likely than not realized. There was no deferred tax asset valuation allowance as of March 31, 2014 and December 31, 2013. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryforwards, taxable income in open carry back years, as well as other tax planning strategies. These tax planning strategies include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities, selling appreciated securities to offset capital losses, business considerations such as asset-liability matching, and the sales of certain corporate assets. Management views such tax planning strategies as prudent and feasible, and will implement them, if necessary, to realize the deferred tax asset. Future economic conditions and debt market volatility, including increases in interest rates, can adversely impact the Company's tax planning strategies and in particular the Company's ability to utilize tax benefits on previously recognized realized capital losses.
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	'
		Three Months Ended March 31,
		2014			2013
	Tax expense at the U.S. federal statutory rate	$	15		$	180
	Dividends received deduction	(26		)	(32		)
	Foreign related investments	—			(5		)
	Other	(2		)	3
	Income tax expense (benefit)	$	(13	)	$	146

Business_Dispositions_Notes

Business Dispositions (Notes)	3 Months Ended
	Mar. 31, 2014
Business Dispositions [Abstract]	'
Business Dispositions	'
	Sale of Retirement Plans
	On January 1, 2013, HLI completed the sale of its Retirement Plans business to MassMutual for a ceding commission of $355. The business sold included products and services to corporations pursuant to Section 401(k) of the Internal Revenue Code of 1986, as amended (the “Code”), and products and services to municipalities and not-for-profit organizations under Sections 457 and 403(b) of the Code, collectively referred to as government plans. The sale was structured as a reinsurance transaction and resulted in an after-tax gain of $45 for the year ended December 31, 2013. The Company recognized $565 in reinsurance loss on disposition including a reduction in goodwill of $87, offset by $634 in realized capital gains for a $69 impact to income, pre-tax.
	Upon closing, the Company reinsured $9.2 billion of policyholder liabilities and $26.3 billion of separate account liabilities under an indemnity reinsurance arrangement with MassMutual. The reinsurance transaction does not extinguish the Company's primary liability on the insurance policies issued under the Retirement Plans business. The Company also transferred invested assets with a carrying value of $9.3 billion, net of the ceding commission, to MassMutual and recognized other non-cash decreases in assets totaling $100 relating to deferred acquisition costs, deferred income taxes, goodwill, and other assets associated with the disposition. The Company will continue to sell retirement plans during a transition period and MassMutual will assume all expenses and risk for these sales through the reinsurance agreement.
	Sale of Individual Life
	On January 2, 2013 HLI completed the sale of its Individual Life insurance business to Prudential for consideration of $615, consisting primarily of a ceding commission, of which $590 is attributable to the Company. The business sold included variable universal life, universal life, and term life insurance.The sale was structured as a reinsurance transaction and resulted in a loss on business disposition consisting of a reinsurance loss partially offset by realized capital gains. In 2012, the Company recognized a reinsurance loss on business disposition of $61, pre-tax, which included a goodwill impairment of the same amount. Upon closing the Company recognized an additional reinsurance loss on disposition of $927, including a reduction in goodwill of $163 offset by realized capital gains of $927 for a $0 impact on income, pre-tax.
	Upon closing the Company reinsured $8.3 billion of policyholder liabilities and $5.3 billion of separate account liabilities under indemnity reinsurance arrangements. The reinsurance transaction does not extinguish the Company's primary liability under the Individual Life business. The Company also transferred invested assets with a carrying value of $7.6 billion, exclusive of $1.4 billion assets supporting the modified coinsurance agreement, net of cash transferred in place of short-term investments, to Prudential and recognized other non-cash decreases in assets totaling $1.8 billion relating to deferred acquisition costs, deferred income taxes, goodwill and other assets, and other non-cash decreases in liabilities totaling $1.9 billion relating to other liabilities associated with the disposition. The Company will continue to sell life insurance products and riders during a transition period and Prudential will assume all expenses and risk for these sales through the reinsurance agreement.
	Composition of Invested Assets Transferred
	The following table summarizes invested assets transferred by the Company in January 2013 in connection with the sale of the Retirement Plans and Individual Life businesses.
		As of
		31-Dec-12
		Carrying Value
	Fixed maturities, at fair value (amortized cost of $13,596) [1]	$	15,015
	Equity securities, AFS, at fair value (cost of $27) [2]	28
	Fixed maturities, at fair value using the FVO [3]	16
	Mortgage loans (net of allowances for loan losses of $1)	1,288
	Policy loans, at outstanding balance	542
	Total invested assets transferred	$	16,889
	[1] Includes $14.4 billion and $657 of securities in level 2 and 3 of the fair value hierarchy, respectively.
	[2] All equity securities transferred are included in level 2 of the fair value hierarchy.
	[3] All FVO securities transferred are included in level 3 of the fair value hierarchy.
	Purchase Agreement with Forethought Financial Group, Inc.
	On December 31, 2012, The Hartford completed the sale of its U.S. individual annuity new business capabilities to Forethought Financial Group. Effective May 1, 2012, all new U.S. annuity policies sold by the Company are reinsured to Forethought Life Insurance Company. The Company ceased the sale of such annuity policies and the reinsurance agreement terminated as to new business in the second quarter of 2013. The reinsurance agreement has no impact on in-force policies issued on or before April 27, 2012 and the impact of this transaction was not material to the Company's results of operations, financial position or liquidity.

Fair_Value_Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	The following section applies the fair value hierarchy and disclosure requirements for the Company’s financial instruments that are carried at fair value. The fair value hierarchy prioritizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3).
	Level 1	Observable inputs that reflect quoted prices for identical assets or liabilities in active markets that the Company has the ability to access at the measurement date. Level 1 securities include highly liquid U.S. Treasuries, money market funds and exchange traded equity securities, open-ended mutual funds reported in separate account assets and exchange-traded derivative instruments.
	Level 2	Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Most fixed maturities and preferred stocks, including those reported in separate account assets, are model priced by vendors using observable inputs and are classified within Level 2. Also included are limited partnerships and other alternative assets measured at fair value where an investment can be redeemed, or substantially redeemed, at the NAV at the measurement date or in the near-term, not to exceed 90 days.
	Level 3	Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). Level 3 securities include less liquid securities, guaranteed product embedded and reinsurance derivatives and other complex derivative instruments, as well as limited partnerships and other alternative investments carried at fair value that cannot be redeemed in the near-term at the NAV. Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges.
	In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy. In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value. Transfers of securities among the levels occur at the beginning of the reporting period. For the three months ended March 31, 2014 and 2013 transfers from Level 1 to Level 2 were $1.1 billion and $78, respectively, which represented previously on-the-run U.S. Treasury securities that are now off-the-run, and there were no transfers from Level 2 to Level 1. In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3. Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such because these securities are primarily priced by independent brokers and/or within illiquid markets.
	The following tables present assets and (liabilities) carried at fair value by hierarchy level. These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements.
		March 31, 2014
		Total			Quoted Prices			Significant			Significant
					in Active			Observable			Unobservable
					Markets for			Inputs			Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,032		$	—		$	997		$	35
	CDOs	1,275			—			826			449
	CMBS	2,168			—			1,859			309
	Corporate	17,042			—			16,274			768
	Foreign government/government agencies	941			—			911			30
	Municipal	990			—			939			51
	RMBS	2,359			—			1,552			807
	U.S. Treasuries	1,722			105			1,617			—
	Total fixed maturities	27,529			105			24,975			2,449
	Fixed maturities, FVO	917			—			727			190
	Equity securities, trading	12			12			—			—
	Equity securities, AFS	315			171			92			52
	Derivative assets
	Credit derivatives	25			—			15			10
	Foreign exchange derivatives	(44		)	—			(44		)	—
	Interest rate derivatives	(22		)	—			(22		)	—
	U.S. guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	55			—			(10		)	65
	U.S. macro hedge program	83			—			—			83
	International program hedging instruments	72			—			56			16
	Total derivative assets [1]	169			—			(5		)	174
	Short-term investments	2,086			197			1,889			—
	Limited partnerships and other alternatives [2]	459			—			402			57
	Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	(529		)	—			(20		)	(509		)
	Separate account assets [3]	137,026			97,801			38,463			762
	Total assets accounted for at fair value on a recurring basis	$	167,984		$	98,286		$	66,523		$	3,175
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	Guaranteed living benefits	$	(536	)	$	—		$	—		$	(536	)
	Equity linked notes	(19		)	—			—			(19		)
	Total other policyholder funds and benefits payable	(555		)	—			—			(555		)
	Derivative liabilities
	Credit derivatives	(14		)	—			(5		)	(9		)
	Equity derivatives	19			—			17			2
	Foreign exchange derivatives	(307		)	—			(307		)	—
	Interest rate derivatives	(333		)	—			(333		)	—
	U.S. GMWB hedging instruments	46			—			(12		)	58
	U.S. macro hedge program	50			—			—			50
	International program hedging instruments	(24		)	—			32			(56		)
	Total derivative liabilities [4]	(563		)	—			(608		)	45
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(1,120	)	$	—		$	(608	)	$	(512	)
		December 31, 2013
		Total			Quoted Prices			Significant			Significant
					in Active			Observable			Unobservable
					Markets for			Inputs			Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,129		$	—		$	1,021		$	108
CDOs	1,448			—			1,020			428
CMBS	2,347			—			1,987			360
Corporate	16,917			—			16,127			790
Foreign government/government agencies	1,177			—			1,139			38
Municipal	965			—			916			49
RMBS	2,431			—			1,633			798
U.S. Treasuries	1,749			1,077			672			—
Total fixed maturities	28,163			1,077			24,515			2,571
Fixed maturities, FVO	791			—			613			178
Equity securities, trading	12			12			—			—
Equity securities, AFS	372			207			114			51
Derivative assets
Credit derivatives	9			—			11			(2		)
Foreign exchange derivatives	14			—			14			—
Interest rate derivatives	(57		)	—			(57		)	—
U.S. GMWB hedging instruments	26			—			(42		)	68
U.S. macro hedge program	109			—			—			109
International program hedging instruments	171			—			173			(2		)
Total derivative assets [1]	272			—			99			173
Short-term investments	1,952			228			1,724			—
Limited partnerships and other alternative investments [2]	468			—			414			54
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	(398		)	—			67			(465		)
Separate account assets [3]	138,482			99,917			37,828			737
Total assets accounted for at fair value on a recurring basis	$	170,114		$	101,441		$	65,374		$	3,299
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
Guaranteed living benefits	$	(576	)	$	—		$	—		$	(576	)
Equity linked notes	(18		)	—			—			(18		)
Total other policyholder funds and benefits payable	(594		)	—			—			(594		)
Derivative liabilities
Credit derivatives	11			—			7			4
Equity derivatives	18			—			16			2
Foreign exchange derivatives	(382		)	—			(382		)	—
Interest rate derivatives	(319		)	—			(295		)	(24		)
U.S. GMWB hedging instruments	15			—			(63		)	78
U.S. macro hedge program	30			—			—			30
International program hedging instruments	(198		)	—			(139		)	(59		)
Total derivative liabilities [4]	(825		)	—			(856		)	31
Consumer notes [5]	(2		)	—			—			(2		)
Total liabilities accounted for at fair value on a recurring basis	$	(1,421	)	$	—		$	(856	)	$	(565	)
[1]	Includes over-the-counter("OTC") and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of March 31, 2014 and December 31, 2013, $109 and $120, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.
[2]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.
[3]	As of March 31, 2014 and December 31, 2013, excludes approximately $1.5 billion and $2.4 billion, respectively, of investment sales receivable that are not subject to fair value accounting.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative market value position (derivative liability) after consideration of the impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the Level 3 roll forward table included below in this Note, the derivative asset and liability are referred to as “freestanding derivatives” and are presented on a net basis.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
Determination of Fair Values
The valuation methodologies used to determine the fair values of assets and liabilities under the “exit price” notion, reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and financial liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company’s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the above tables.
The fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments, as well as addressing fair valuation issues and approving changes to valuation methodologies and pricing sources. There are also two working groups under the valuation committee, a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"), which include the Heads of Investment Operations and Accounting, as well as other investment, operations, accounting and risk management professionals that meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes described in more detail in the following paragraphs.
The Company also has an enterprise-wide Operational Risk Management function, led by the Chief Operational Risk Officer, which is responsible for establishing, maintaining and communicating the framework, principles and guidelines of the Company's operational risk management program. This includes model risk management which provides an independent review of the suitability, characteristics and reliability of model inputs; as well as, an analysis of significant changes to current models.
AFS Securities, Fixed Maturities, FVO, Equity Securities, Trading, and Short-term Investments
The fair value of AFS securities, fixed maturities, FVO, equity securities, trading, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering one of three primary sources of information: third-party pricing services, independent broker quotations or pricing matrices. Security pricing is applied using a “waterfall” approach whereby publicly available prices are first sought from third-party pricing services, the remaining unpriced securities are submitted to independent brokers for prices, or lastly, securities are priced using a pricing matrix. Typical inputs used by these pricing methods include, but are not limited to, reported trades, benchmark yields, issuer spreads, bids, offers, and/or estimated cash flows, prepayment speeds and default rates. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services will normally derive the security prices from recent reported trades for identical or similar securities making adjustments through the reporting date based upon available market observable information as outlined above. If there are no recently reported trades, the third-party pricing services and independent brokers may use matrix or model processes to develop a security price where future cash flow expectations are developed based upon collateral performance and discounted at an estimated market rate. Included in the pricing of ABS and RMBS are estimates of the rate of future prepayments of principal over the remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and prepayment speeds previously experienced at the interest rate levels projected for the underlying collateral. Actual prepayment experience may vary from these estimates.
Prices from third-party pricing services are often unavailable for securities that are rarely traded or are traded only in privately negotiated transactions. As a result, certain securities are priced via independent broker quotations which utilize inputs that may be difficult to corroborate with observable market based data. Additionally, the majority of these independent broker quotations are non-binding.
A pricing matrix is used to price private placement securities for which the Company is unable to obtain a price from a third-party pricing service by discounting the expected future cash flows from the security by a developed market discount rate utilizing current credit spreads. Credit spreads are developed each month using market based data for public securities adjusted for credit spread differentials between public and private securities which are obtained from a survey of multiple private placement brokers. The appropriate credit spreads determined through this survey approach are based upon the issuer’s financial strength and term to maturity, utilizing an independent public security index and trade information and adjusting for the non-public nature of the securities.
The Securities Working Group performs an ongoing analysis of the prices and credit spreads received from third parties to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. As a part of this analysis, the Company considers trading volume, new issuance activity and other factors to determine whether the market activity is significantly different than normal activity in an active market, and if so, whether transactions may not be orderly considering the weight of available evidence. If the available evidence indicates that pricing is based upon transactions that are stale or not orderly, the Company places little, if any, weight on the transaction price and will estimate fair value utilizing an internal pricing model. In addition, the Company ensures that prices received from independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models developed based on spreads, and when available, market indices. As a result of this analysis, if the Company determines that there is a more appropriate fair value based upon the available market data, the price received from the third party is adjusted accordingly and approved by the Valuation Committee. The Company’s internal pricing model utilizes the Company’s best estimate of expected future cash flows discounted at a rate of return that a market participant would require. The significant inputs to the model include, but are not limited to, current market inputs, such as credit loss assumptions, estimated prepayment speeds and market risk premiums.
The Company conducts other specific monitoring controls around pricing. Daily analyses identify price changes over 3-5%, sale trade prices that differ over 3% from the prior day’s price and purchase trade prices that differ more than 3% from the current day’s price. Weekly analyses identify prices that differ more than 5% from published bond prices of a corporate bond index. Monthly analyses identify price changes over 3%, prices that haven’t changed, and missing prices. Also on a monthly basis, a second source validation is performed on most sectors. Analyses are conducted by a dedicated pricing unit that follows up with trading and investment sector professionals and challenges prices with vendors when the estimated assumptions used differ from what the Company feels a market participant would use. Any changes from the identified pricing source are verified by further confirmation of assumptions used. Examples of other procedures performed include, but are not limited to, initial and on-going review of third-party pricing services’ methodologies, review of pricing statistics and trends and back testing recent trades.
The Company has analyzed the third-party pricing services’ valuation methodologies and related inputs, and has also evaluated the various types of securities in its investment portfolio to determine an appropriate fair value hierarchy level based upon trading activity and the observability of market inputs. Most prices provided by third-party pricing services are classified into Level 2 because the inputs used in pricing the securities are market observable. Due to a general lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers’ prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data.
Derivative Instruments, including embedded derivatives within investments
Derivative instruments are fair valued using pricing valuation models for OTC derivatives that utilize independent market data inputs, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of March 31, 2014 and December 31, 2013, 98% and 97%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.
The Derivatives Working Group performs ongoing analysis of the valuations, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. The Company performs various controls on derivative valuations which include both quantitative and qualitative analysis. Analyses are conducted by a dedicated derivative pricing team that works directly with investment sector professionals to analyze impacts of changes in the market environment and investigate variances. There is a monthly analysis to identify market value changes greater than pre-defined thresholds, stale prices, missing prices and zero prices. Also on a monthly basis, a second source validation, typically to broker quotations, is performed for certain of the more complex derivatives as well as for any existing deals with a market value greater than $10 and all new deals during the month. A model validation review is performed on any new models, which typically includes detailed documentation and validation to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. There is a monthly control to review changes in pricing sources to ensure that new models are not moved to production until formally approved.
The Company utilizes derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated assets and liabilities. Therefore the realized and unrealized gains and losses on derivatives reported in Level 3 may not reflect the offsetting impact of the realized and unrealized gains and losses of the associated assets and liabilities.
Limited partnerships and other alternative investments
Limited partnerships and other alternative investments include hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value. These funds are fair valued using the net asset value per share or equivalent (“NAV”), as a practical expedient, calculated on a monthly basis and is the amount at which a unit or shareholder may redeem their investment, if redemption is allowed. Certain impediments to redemption include, but are not limited to the following: 1) redemption notice periods vary and may be as long as 90 days, 2) redemption may be restricted (e.g. only be allowed on a quarter-end), 3) a holding period referred to as a lock-up may be imposed whereby an investor must hold their investment for a specified period of time before they can make a notice for redemption, 4) gating provisions may limit all redemptions in a given period to a percentage of the entities' equity interests, or may only allow an investor to redeem a portion of their investment at one time and 5) early redemption penalties may be imposed that are expressed as a percentage of the amount redeemed. The Company will assess impediments to redemption and current market conditions that will restrict the redemption at the end of the notice period. Any funds that are subject to significant liquidity restrictions are reported in Level 3; all others are classified as Level 2.
Valuation Techniques and Inputs for Investments
Generally, the Company determines the estimated fair value of its AFS securities, fixed maturities, FVO, equity securities, trading, and short-term investments using the market approach. The income approach is used for securities priced using a pricing matrix, as well as for derivative instruments. Certain limited partnerships and other alternative investments are measured at fair value using a NAV as a practical expedient. For Level 1 investments, which are comprised of on-the-run U.S. Treasuries, exchange-traded equity securities, short-term investments, and exchange traded futures and option contracts, valuations are based on observable inputs that reflect quoted prices for identical assets in active markets that the Company has the ability to access at the measurement date.
For most of the Company’s debt securities, the following inputs are typically used in the Company’s pricing methods: reported trades, benchmark yields, bids and/or estimated cash flows. For securities except U.S. Treasuries, inputs also include issuer spreads, which may consider credit default swaps. Derivative instruments are valued using mid-market inputs that are predominantly observable in the market.
A description of additional inputs used in the Company’s Level 2 and Level 3 measurements is listed below:
Level 2	The fair values of most of the Company’s Level 2 investments are determined by management after considering prices received from third party pricing services. These investments include most fixed maturities and preferred stocks, including those reported in separate account assets, as well as certain limited partnerships and other alternative investments and derivative instruments.
•	ABS, CDOs, CMBS and RMBS – Primary inputs also include monthly payment information, collateral performance, which varies by vintage year and includes delinquency rates, collateral valuation loss severity rates, collateral refinancing assumptions, credit default swap indices and, for ABS and RMBS, estimated prepayment rates.
•	Corporates, including investment grade private placements – Primary inputs also include observations of credit default swap curves related to the issuer.
•	Foreign government/government agencies—Primary inputs also include observations of credit default swap curves related to the issuer and political events in emerging market economies.
•	Municipals – Primary inputs also include Municipal Securities Rulemaking Board reported trades and material event notices, and issuer financial statements.
•	Short-term investments – Primary inputs also include material event notices and new issue money market rates.
•	Equity securities, trading – Consist of investments in mutual funds. Primary inputs include net asset values obtained from third party pricing services.
•	Credit derivatives – Primary inputs include the swap yield curve and credit default swap curves.
•	Foreign exchange derivatives – Primary inputs include the swap yield curve, currency spot and forward rates, and cross currency basis curves.
•	Interest rate derivatives – Primary input is the swap yield curve.
•	Limited partnerships and other alternative investments — Primary inputs include a NAV for investment companies with no redemption restrictions as reported on their U.S. GAAP financial statements.
Level 3	Most of the Company’s securities classified as Level 3 include less liquid securities such as lower quality ABS, CMBS, commercial real estate (“CRE”) CDOs and RMBS primarily backed by sub-prime loans. Securities included in level 3 are primarily valued based on broker prices or broker spreads, without adjustments. Primary inputs for non-broker priced investments, including structured securities, are consistent with the typical inputs used in Level 2 measurements noted above, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including municipal securities, foreign government/government agencies, bank loans and below investment grade private placement securities. Primary inputs for these long-dated securities are consistent with the typical inputs used in Level 1 and Level 2 measurements noted above, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Level 3 investments also include certain limited partnerships and other alternative investments measured at fair value where the Company does not have the ability to redeem the investment in the near-term at the NAV. Also included in Level 3 are certain derivative instruments that either have significant unobservable inputs or are valued based on broker quotations. Significant inputs for these derivative contracts primarily include the typical inputs used in the Level 1 and Level 2 measurements noted above; but also include equity and interest rate volatility and swap yield curves beyond observable limits.
Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values
The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value.
	As of March 31, 2014
Securities						Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable  Input	Minimum		Maximum		Weighted Average [1]		Impact of
	Value			Valuation								Increase in Input
				Method								on Fair Value [2]
CMBS	$	309		Discounted cash flows	Spread (encompasses	98bps		2,439bps		317bps		Decrease
					prepayment, default risk and loss severity)
Corporate [3]	447			Discounted cash flows	Spread	118bps		697bps		267bps		Decrease
Municipal [3]	30			Discounted cash flows	Spread	189bps		189bps		189bps		Decrease
RMBS	807			Discounted cash flows	Spread	58bps		1,763bps		213bps		Decrease
					Constant prepayment rate	0	%	10	%	3	%	Decrease [4]
					Constant default rate	1	%	22	%	7	%	Decrease
					Loss severity	—	%	100	%	79	%	Decrease
	As of December 31, 2013
CMBS	$	360		Discounted cash flows	Spread (encompasses	99bps		2,511bps		446bps		Decrease
					prepayment, default risk and loss severity)
Corporate [3]	398			Discounted cash flows	Spread	119bps		5,594bps		332bps		Decrease
Municipal [3]	29			Discounted cash flows	Spread	184bps		184bps		184bps		Decrease
RMBS	798			Discounted cash flows	Spread	62bps		1,748bps		245bps		Decrease
					Constant prepayment rate	0	%	10	%	3	%	Decrease [4]
					Constant default rate	1	%	22	%	8	%	Decrease
					Loss severity	—	%	100	%	80	%	Decrease
[1]	The weighted average is determined based on the fair value of the securities.
[2]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table above.
[3]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as discussed below.
[4]	Decrease for above market rate coupons and increase for below market rate coupons.
Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)
	As of March 31, 2014
Freestanding Derivatives					Unobservable Inputs
	Fair		Predominant Valuation	Significant	Minimum	Maximum	Impact of
	Value		Method	Unobservable Input			Increase in Input
							on Fair Value [1]
U.S. GMWB hedging instruments
Equity options	52		Option model	Equity volatility	20%	30%	Increase
Customized swaps	71		Discounted  cash flows	Equity volatility	10%	50%	Increase
U.S. macro hedge program
Equity options	133		Option model	Equity volatility	23%	34%	Increase
International hedging program [2]
Equity options	(68	)	Option model	Equity volatility	28%	36%	Increase
Long interest rate swaptions	61		Option model	Interest rate volatility	—%	3%	Increase
	As of December 31, 2013
Interest rate derivative
Interest rate swaps	(24	)	Discounted  cash flows	Swap curve	4%	4%	Increase
				beyond 30 years
U.S. GMWB hedging instruments
Equity options	72		Option model	Equity volatility	21%	29%	Increase
Customized swaps	74		Discounted  cash flows	Equity volatility	10%	50%	Increase
U.S. macro hedge program
Equity options	139		Option model	Equity volatility	24%	31%	Increase
International hedging program [2]
Equity options	(66	)	Option model	Equity volatility	29%	37%	Increase
Short interest rate swaptions	(12	)	Option model	Interest rate volatility	—%	1%	Decrease
Long interest rate swaptions	48		Option model	Interest rate volatility	1%	1%	Increase
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
[2]	Level 3 international program hedging instruments excludes those for which the Company bases fair value on broker quotations.
Securities and derivatives for which the Company bases fair value on broker quotations predominately include ABS, CDOs, corporate, fixed maturities, FVO. Due to the lack of transparency in the process brokers use to develop prices for these investments, the Company does not have access to the significant unobservable inputs brokers use to price these securities and derivatives. The Company believes however, the types of inputs brokers may use would likely be similar to those used to price securities and derivatives for which inputs are available to the Company, and therefore may include, but not be limited to, loss severity rates, constant prepayment rates, constant default rates and counterparty credit spreads. Therefore, similar to non broker priced securities and derivatives, generally, increases in these inputs would cause fair values to decrease. For the three months ended, March 31, 2014, no significant adjustments were made by the Company to broker prices received.
As of March 31, 2014 and December 31, 2013, excluded from the tables above are limited partnerships and other alternative investments which total $57 and $54, respectively, of level 3 assets measured at fair value. The predominant valuation method uses a NAV calculated on a monthly basis and represents funds where the Company does not have the ability to redeem the investment in the near-term at that NAV, including an assessment of the investee's liquidity.
Product Derivatives
The Company formerly offered and subsequently reinsured certain variable annuity products with GMWB riders in the U.S. The Company has also assumed, through reinsurance from Hartford Life Insurance KK (“HLIKK”). GMIB, GMWB and GMAB riders. The Company has subsequently ceded certain GMWB rider liabilities and the assumed reinsurance from HLIKK to an affiliated captive reinsurer. The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals.  If the policyholder’s account value is reduced a specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. Certain contract provisions can increase the GRB at contract holder election or after the passage of time. The GMWB represents an embedded derivative in the variable annuity contract. When it is determined that (1) the embedded derivative 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 derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the Consolidated Balance Sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses. The Company’s GMWB liability is carried at fair value and reported in other policyholder funds. The notional value of the embedded derivative is the GRB.
In valuing the embedded derivative, the Company attributes to the derivative a portion of the fees collected from the contract holder equal to the present value of future GMWB claims (the “Attributed Fees”). All changes in the fair value of the embedded derivative are recorded in net realized capital gains and losses. The excess of fees collected from the contract holder over the Attributed Fees are associated with the host variable annuity contract reported in fee income.
The reinsurance assumed on the HLIKK GMIB, GMWB, and GMAB and ceded to an affiliated captive reinsurer meets the characteristics of a free-standing derivative instrument. As a result, the derivative asset or liability is recorded at fair value with changes in the fair value reported in net realized capital gains and losses.
Effective April 1, 2014, HLAI, terminated its reinsurance agreement with an affiliated captive reinsurer and recaptured all reinsurance risks. For further information regarding this reinsurance agreement, see Note 11 -Transactions with Affiliates and Note - 15 - Subsequent Events of Notes to Condensed Consolidated Financial Statements .
Living Benefits Required to be Fair Valued (in Other Policyholder Funds and Benefits Payable)
Living benefits required to be fair valued include U.S guaranteed withdrawal benefits, international guaranteed withdrawal benefits and international other guaranteed living benefits. Fair values for GMWB and GMAB contracts are calculated using the income approach based upon internally developed models because active, observable markets do not exist for those items. The fair value of the Company’s guaranteed benefit liabilities, classified as embedded derivatives, and the related reinsurance and customized freestanding derivatives are calculated as an aggregation of the following components: Best Estimate Claims Costs calculated based on actuarial and capital market assumptions related to projected cash flows over the lives of the contracts; Credit Standing Adjustment; and Margins representing an amount that market participants would require for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The resulting aggregation is reconciled or calibrated, if necessary, to market information that is, or may be, available to the Company, but may not be observable by other market participants, including reinsurance discussions and transactions. The Company believes the aggregation of these components, as necessary and as reconciled or calibrated to the market information available to the Company, results in an amount that the Company would be required to transfer or receive, for an asset, to or from market participants in an active liquid market, if one existed, for those market participants to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. The fair value is likely to materially diverge from the ultimate settlement of the liability as the Company believes settlement will be based on our best estimate assumptions rather than those best estimate assumptions plus risk margins. In the absence of any transfer of the guaranteed benefit liability to a third party, the release of risk margins is likely to be reflected as realized gains in future periods’ net income. Each component described below is unobservable in the marketplace and requires subjectivity by the Company in determining their value.
Oversight of the Company’s valuation policies and processes for product and U.S. GMWB reinsurance derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company’s valuation model as well as associated controls.
Best Estimate
Claim Payments
The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating expectations concerning policyholder behavior such as lapses, fund selection, resets and withdrawal utilization. For the customized derivatives, policyholder behavior is prescribed in the derivative contract. Because of the dynamic and complex nature of these cash flows, best estimate assumptions and a Monte Carlo stochastic process is used in valuation. The Monte Carlo stochastic process involves the generation of thousands of scenarios that assume risk neutral returns consistent with swap rates and a blend of observable implied index volatility levels. Estimating these cash flows involves numerous estimates and subjective judgments regarding a number of variables –including expected market rates of return, market volatility, correlations of market index returns to funds, fund performance, discount rates and assumptions about policyholder behavior which emerge over time.
At each valuation date, the Company assumes expected returns based on:
•	risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates;
•	market implied volatility assumptions for each underlying index based primarily on a blend of observed market “implied volatility” data;
•	correlations of historical returns across underlying well known market indices based on actual observed returns over the ten years preceding the valuation date; and
•	three years of history for fund indexes compared to separate account fund regression.
On a daily basis, the Company updates capital market assumptions used in the GMWB liability model such as interest rates, equity indices and the blend of implied equity index volatilities. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. The Company continually monitors policyholder behavior assumptions in response to initiatives intended to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated, as appropriate, in conjunction with the completion of the Company’s comprehensive study to refine its estimate of future gross profits during the third quarter of each year.
Credit Standing Adjustment
This assumption makes an adjustment that market participants would make, in determining fair value, to reflect the risk that guaranteed benefit obligations or the GMWB reinsurance recoverables will not be fulfilled as nonperformance risk. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. For the three months ended March 31, 2014 and 2013, the credit standing adjustment assumption, net of reinsurance and exclusive of the impact of the credit standing adjustment on other market sensitivities, resulted in pre-tax realized gains/(losses) of $38 and $248, respectively.
Margins
The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions.
Assumption updates, including policyholder behavior assumptions, affected best estimates and margins for total pre-tax realized gains of$0 and $1 for the three months ended March 31, 2014 and 2013. As of March 31, 2014 and December 31, 2013 the behavior risk margin was $30 and $32, respectively.
In addition to the non-market-based updates described above, the Company recognized non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices resulting in pre-tax realized gains/(losses) of approximately $4 and $2 for the three months ended March 31, 2014 and 2013, respectively.
Significant unobservable inputs used in the fair value measurement of living benefits required to be fair valued and the U.S. GMWB reinsurance derivative are withdrawal utilization and withdrawal rates, lapse rates, reset elections and equity volatility. The following table provides quantitative information about the significant unobservable inputs and is applicable to all of the Living Benefits Required to be Fair Valued and the reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB and GMAB. Significant increases in any of the significant unobservable inputs, in isolation, will generally have an increase or decrease correlation with the fair value measurement, as shown in the following table.
Significant Unobservable Input	Unobservable Inputs (Minimum)	Unobservable Inputs (Maximum)	Impact of Increase in Input
			on Fair Value Measurement [1]
Withdrawal Utilization[2]	20%	100%	Increase
Withdrawal Rates [2]	—%	8%	Increase
Annuitization utilization [3]	—%	100%	Increase
Lapse Rates [4]	—%	75%	Decrease
Reset Elections [5]	20%	75%	Increase
Equity Volatility [6]	10%	50%	Increase
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[2]	Ranges represent assumed cumulative percentages of policyholders taking withdrawals and the annual amounts withdrawn.
[3]	For reinsurance associated with Japan GMIB, range represents assumed cumulative percentages of policyholders annuitizing variable annuity contracts.
[4]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[5]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[6]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB or GMAB riders is typically different from policyholders that do not utilize these riders.
Separate Account Assets
Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. Separate account assets classified as Level 3 primarily include limited partnerships in which fair value represents the separate account’s share of the fair value of the equity in the investment (“net asset value”) and are classified in level 3 based on the Company’s ability to redeem its investment.
Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)
The tables below provide a fair value roll forward for the three months ended March 31, 2014, for Level 3 financial instruments.
	Fixed Maturities, AFS																								Fixed
																									Maturities,
Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total Fixed			FVO
													govt./govt.									Maturities,
													agencies									AFS
Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			—			8			(4		)	(1		)	—			(1		)	2			9
Included in OCI [3]	2			—			(6		)	18			3			2			9			28			—
Purchases	—			—			1			24			—			—			87			112			5
Settlements	—			(11		)	(25		)	2			(2		)	—			(31		)	(67		)	(1		)
Sales	(3		)	(9		)	(22		)	(34		)	(8		)	—			(47		)	(123		)	(1		)
Transfers into Level 3 [4]	—			48			—			30			—			—			—			78			—
Transfers out of Level 3 [4]	(72		)	(7		)	(7		)	(58		)	—			—			(8		)	(152		)	—
Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	—		$	—		$	1		$	(6	)	$	(1	)	$	—		$	—		$	(6	)	$	9
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other derivative contracts			Total Free-
	Securities,									Rate			GMWB			Macro			Program						Standing
	AFS												Hedging			Hedge			Hedging						Derivatives
																Program									[5]
Fair value as of January 1, 2014	$	51		$	2		$	2		$	(24	)	$	146		$	139		$	(61	)	$	—		$	204
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(1		)	(1		)	—			—			(34		)	(10		)	12			—			(33		)
Included in OCI [3]	2			—			—			—			—			—			—			—			—
Purchases	—			—			—			—			5			4			9			—			18
Settlements	—			—			—			—			6			—			—			—			6
Sales	—			—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			—			—			24			—			—			—			—			24
Fair value as of March 31, 2014	$	52		$	1		$	2		$	—		$	123		$	133		$	(40	)	$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(1	)	$	(1	)	$	—		$	(1	)	$	(50	)	$	(10	)	$	17		$	—		$	(45	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for U.S. GMWB			Separate
				and Japan			Accounts
				GMWB, GMIB,
				and GMAB [6]
Fair value as of January 1, 2014	$	54		$	(465	)	$	737
Transfers to assets held for sale	—			—			—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	4			(107		)	5
Included in OCI [3]	—			—			—
Purchases	16			—			130
Settlements	(12		)	63			(1		)
Sales	—			—			(86		)
Transfers into Level 3 [4]	—			—			3
Transfers out of Level 3 [4]	(5		)	—			(26		)
Fair value as of March 31, 2014	$	57		$	(509	)	$	762
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	4		$	(107	)	$	5
	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed			Equity Linked			Total Other			Consumer
	Living			Notes			Policyholder Funds			Notes
	Benefits [7]						and Benefits Payable
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Transfers to liabilities held for sale	—			—			—			—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	74			(1		)	73			—
Included in OCI [3]	—			—			—			—
Settlements	(34		)	—			(34		)	—
Fair value as of March 31, 2014	$	(536	)	$	(19	)	$	(555	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	74		$	(1	)	$	73		$	—
The tables below provide a fair value roll forward for the three months ended March 31, 2013, for Level 3 financial instruments.
	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total Fixed			Fixed
													govt./govt.									Maturities,			Maturities,
													agencies									AFS			FVO
Fair value as of January 1, 2013	$	238		$	723		$	532		$	1,340		$	34		$	169		$	1,133		$	4,169		$	199
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(3		)	(11		)	(2		)	16			1			—			29			30			14
Included in OCI [3]	22			36			13			(8		)	(1		)	1			15			78			—
Purchases	14			1			—			18			10			—			13			56			6
Settlements	(3		)	(21		)	(14		)	(58		)	(1		)	—			(32		)	(129		)	(1		)
Sales	(34		)	(186		)	(60		)	(255		)	(6		)	(38		)	(192		)	(771		)	(18		)
Transfers into Level 3 [4]	—			23			21			56			—			—			—			100			2
Transfers out of Level 3 [4]	(9		)	—			—			(13		)	(2		)	—			—			(24		)	(1		)
Fair value as of March 31, 2013	$	225		$	565		$	490		$	1,096		$	35		$	132		$	966		$	3,509		$	201
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(4	)	$	—		$	(2	)	$	(2	)	$	—		$	—		$	—		$	(8	)	$	35
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Total Free-
	Securities,									Rate			GMWB			Macro			Program			Standing
	AFS												Hedging			Hedge			Hedging			Derivatives [5]
																Program
Fair value as of January 1, 2013	$	55		$	(388	)	$	43		$	(91	)	$	756		$	180		$	(55	)	$	445
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(4		)	49			(12		)	1			(159		)	(98		)	(79		)	(298		)
Included in OCI [3]	6			—			—			—			—			—			—			—
Purchases	—			—			24			1			19			—			15			59
Settlements	—			59			—			—			—			—			17			76
Sales	(2		)	—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			—			—			31			—			—			—			31
Fair value as of March 31, 2013	$	55		$	(280	)	$	55		$	(58	)	$	616		$	82		$	(102	)	$	313
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(3	)	$	25		$	(10	)	$	1		$	(159	)	$	(98	)	$	(51	)	$	(292	)
Assets	Reinsurance Recoverable for U.S. GMWB			Separate Accounts
	and Japan
	GMWB, GMIB,
	and GMAB [6][8]
Fair value as of January 1, 2013	$	1,081		$	583
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(573		)	15
Purchases	—			255
Settlements	84			—
Sales	—			(26		)
Transfers into Level 3 [4]	—			—
Transfers out of Level 3 [4]	—			(4		)
Fair value as of March 31, 2013	$	592		$	823
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(573	)	$	8
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Other			Consumer
	Living			Notes			Policyholder Funds			Liabilities			Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of January 1, 2013	$	(3,119	)	$	(8	)	$	(3,127	)	$	(29	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	937			(2		)	935			(14		)	—
Settlements	(22		)	—			(22		)	—			—
Fair value as of March 31, 2013	$	(2,204	)	$	(10	)	$	(2,214	)	$	(43	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	937		$	(2	)	$	935		$	(14	)	$	—
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.
[7]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[8]	As of March 31, 2013, ($111) and $135 were inappropriately presented as Included in OCI within the Reinsurance Recoverable for U.S. GMWB and Japan GMWB, GMIB and GMAB and Guaranteed Living Benefits, respectively. Amounts have been rescheduled to Included in Net Income. This change in presentation of this disclosure had no impact on the Company's net income or OCI.
Fair Value Option
The Company holds fair value option investments . Also included are foreign government securities that align with the accounting for yen-based fixed annuity liabilities, which are adjusted for changes in spot rates through realized gains and losses. Also included are securities that contain an embedded credit derivative with underlying credit risk primarily related to corporate bonds and commercial real estate. Income earned from FVO securities is recorded in net investment income and changes in fair value are recorded in net realized capital gains and losses.
The Company also elected the fair value option for certain investments held within consolidated VIE investment funds. The Company elected the fair value option in order to report investments of consolidated investment companies at fair value with changes in the fair value of these securities recognized in net realized capital gains and losses, which is consistent with accounting requirements for investment companies. The investment funds hold fixed income securities and the Company has management and control of the funds as well as a significant ownership interest.
The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company's Condensed Consolidated Statements of Operations.
	Three Months Ended March 31,
	2014			2013
Assets
Fixed maturities, FVO
Corporate	$	1		$	(9	)
CRE CDOs	9			9
Foreign government	9			(48		)
RMBS	1			—
Total realized capital gains (losses)	$	20		$	(48	)
The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.
	As of
	March 31, 2014			December 31, 2013
Assets
Fixed maturities, FVO
ABS	$	12		$	3
Corporate	90			84
CDO	176			167
CMBS	11			8
Foreign government	563			494
Municipals	2			1
RMBS	61			9
U.S. Government	2			25
Total fixed maturities, FVO	$	917		$	791
Financial Instruments Not Carried at Fair Value
The following presents carrying amounts and fair values of the Company's financial instruments not carried at fair value, and not included in the above fair value discussion as of March 31, 2014 and December 31, 2013 were as follows:
	March 31, 2014					December 31, 2013
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	1,425		1,474		1,416		1,476
Mortgage loans	Level 3	3,315		3,383		3,470		3,519
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	8,703		8,949		8,955		9,153
Consumer notes [2]	Level 3	76		76		82		82
[1]	Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.
[2]	Excludes amounts carried at fair value and included in disclosures above.
The Company has not made any changes in its valuation methodologies for the following assets and liabilities since December 31, 2013.
•	Fair value for policy loans and consumer notes were estimated using discounted cash flow calculations using current interest rates adjusted for estimated loan duration.
•	Fair values for mortgage loans were estimated using discounted cash flow calculations based on current lending rates for similar type loans. Current lending rates reflect changes in credit spreads and the remaining terms of the loans.
•	Other policyholder funds and benefits payable, not carried at fair value, is determined by estimating future cash flows, discounted at the current market rate.

Investments_and_Derivative_Ins

Investments and Derivative Instruments	3 Months Ended
	Mar. 31, 2014
Investments and Derivative Instruments [Abstract]	'
Investments and Derivative Instruments	'
	Investments and Derivative Instruments
	Net Realized Capital Gains (Losses)
		Three Months Ended March 31,
	(Before-tax)	2014			2013
	Gross gains on sales [1]	$	108		$	1,613
	Gross losses on sales	(104		)	(54		)
	Net OTTI losses recognized in earnings	(7		)	(13		)
	Valuation allowances on mortgage loans	—			1
	Japanese fixed annuity contract hedges, net [2]	(9		)	3
	Periodic net coupon settlements on credit derivatives/Japan	5			(3		)
	Results of variable annuity hedge program
	U.S. GMWB derivatives, net	15			47
	U.S. macro hedge program	(10		)	(85		)
	Total U.S. program	5			(38		)
	International Program [3]	(23		)	(83		)
	Total results of variable annuity hedge program	(18		)	(121		)
	GMIB/GMAB/GMWB reinsurance	51			337
	Coinsurance and modified coinsurance reinsurance contracts	(130		)	(399		)
	Other, net [4]	(2		)	79
	Net realized capital gains (losses), before-tax	$	(106	)	$	1,443
	[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.
	[2]	Includes for the three months ended March 31, 2014 and 2013, transactional foreign currency re-valuation related to the Japan fixed annuity product of $(30) and $151, respectively, as well as the change in value related to the derivative hedging instruments and the Japan government FVO securities of $21 and $(148), respectively.
	[3]	Includes $3 and $(33) of transactional foreign currency re-valuation for the three months ended March 31, 2014 and 2013, respectively.
	[4]	For the three months ended March 31, 2014 and 2013, other, net gains and losses includes $(3) and $22, respectively, of transactional foreign currency re-valuation associated with the internal reinsurance of the Japan GMIB variable annuity business, which is offset in AOCI. Also includes for the three months ended March 31, 2014 and 2013, $(28) and $116, respectively, of other transactional foreign currency revaluation, primarily associated with the internal reinsurance of the Japan 3 wins variable annuity business, of which a portion is offset within realized gains and losses by the change in value of the associated hedging derivatives. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.
	Net realized capital gains and losses from investment sales, are reported as a component of revenues and are determined on a specific identification basis. Before tax, net gains and losses on sales and impairments previously reported as unrealized gains in AOCI were $3 and $1.5 for the three months ended March 31, 2014 and 2013, respectively. Proceeds from sales of AFS securities totaled $3.5 billion and $4.8 billion, for the three months ended March 31, 2014 and 2013, respectively.
	Other-Than-Temporary Impairment Losses
	The following table presents a roll-forward of the Company’s cumulative credit impairments on debt securities held.
		Three Months Ended March 31,
	(Before-tax)	2014			2013
	Balance, beginning of period	$	(410	)	$	(813	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(3		)	(5		)
	Securities previously impaired	(3		)	—
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	30			111
	Securities due to an increase in expected cash flows	4			1
	Balance, end of period	$	(382	)	$	(706	)
	[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
	Available-for-Sale Securities
	The following table presents the Company’s AFS securities by type.
		March 31, 2014																December 31, 2013
		Cost or Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Fair Value			Non-Credit OTTI [1]				Cost or Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]
	ABS	$	1,060		$	15		$	(43	)	$	1,032		$	(2	)		$	1,172		$	13		$	(56	)	$	1,129	$	(2	)
	CDOs [2]	1,216			93			(33		)	1,275			—				1,392			98			(41		)	1,448		—
	CMBS	2,090			101			(23		)	2,168			(4		)		2,275			106			(34		)	2,347		(3		)
	Corporate	15,670			1,485			(113		)	17,042			(4		)		15,913			1,196			(192		)	16,917		(6		)
	Foreign govt./govt. agencies	996			31			(86		)	941			—				1,267			27			(117		)	1,177		—
	Municipal	955			54			(19		)	990			—				988			26			(49		)	965		—
	RMBS	2,329			61			(31		)	2,359			(2		)		2,419			60			(48		)	2,431		(3		)
	U.S. Treasuries	1,655			69			(2		)	1,722			—				1,762			1			(14		)	1,749		—
	Total fixed maturities, AFS	25,971			1,909			(350		)	27,529			(12		)		27,188			1,527			(551		)	28,163		(14		)
	Equity securities, AFS	306			31			(22		)	315			—				362			35			(25		)	372		—
	Total AFS securities	$	26,277		$	1,940		$	(372	)	$	27,844		$	(12	)		$	27,550		$	1,562		$	(576	)	$	28,535	$	(14	)
	[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2014 and December 31, 2013.
	[2]	Gross unrealized gains (losses) exclude the change in fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value will be recorded in net realized capital gains (losses).
	The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.
		March 31, 2014
	Contractual Maturity	Amortized Cost			Fair Value
	One year or less	$	1,738		$	1,762
	Over one year through five years	5,368			5,610
	Over five years through ten years	3,776			3,960
	Over ten years	8,394			9,363
	Subtotal	19,276			20,695
Mortgage-backed and asset-backed securities	6,695			6,834
Total fixed maturities, AFS	$	25,971		$	27,529
Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment speeds (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity.
Concentration of Credit Risk
The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk.
As of March 31, 2014, the Company's only exposure to any credit concentration risk of a single issuer equal to or greater than 10% of the Company’s stockholder’s equity, other than U.S. government and certain U.S. government securities, was the Government of Japan, which represented $785, or 10% of stockholders' equity and 2% of total invested assets. As of March 31, 2013, the Company's only exposure to any concentration of credit risk of a single issuer equal to or greater than 10% of the Company’s stockholder’s equity other than the U.S. government and certain U.S. government agencies, was the Government of Japan,which represented $868, or 10% of stockholders' equity and 1.9% of total invested assets. For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 4 of Notes to Consolidated Financial Statements in the Company’s 2013 Form 10-K Annual Report.
Securities Unrealized Loss Aging
The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
	March 31, 2014
	Less Than 12 Months									12 Months or More									Total
	Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
ABS	$	145		$	144		$	(1	)	$	372		$	330		$	(42	)	$	517		$	474		$	(43	)
CDOs [1]	82			81			(1		)	1,002			969			(32		)	1,084			1,050			(33		)
CMBS	255			246			(9		)	317			303			(14		)	572			549			(23		)
Corporate	1,532			1,494			(38		)	711			636			(75		)	2,243			2,130			(113		)
Foreign govt./govt. agencies	226			212			(14		)	315			243			(72		)	541			455			(86		)
Municipal	285			275			(10		)	85			76			(9		)	370			351			(19		)
RMBS	514			509			(5		)	401			375			(26		)	915			884			(31		)
U.S. Treasuries	349			347			(2		)	—			—			—			349			347			(2		)
Total fixed maturities, AFS	3,388			3,308			(80		)	3,203			2,932			(270		)	6,591			6,240			(350		)
Equity securities, AFS	48			46			(2		)	130			110			(20		)	178			156			(22		)
Total securities in an unrealized loss position	$	3,436		$	3,354		$	(82	)	$	3,333		$	3,042		$	(290	)	$	6,769		$	6,396		$	(372	)
	December 31, 2013
	Less Than 12 Months									12 Months or More									Total
	Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
ABS	$	288		$	286		$	(2	)	$	418		$	364		$	(54	)	$	706		$	650		$	(56	)
CDOs [1]	64			63			(1		)	1,185			1,144			(40		)	1,249			1,207			(41		)
CMBS	437			423			(14		)	392			372			(20		)	829			795			(34		)
Corporate	2,449			2,360			(89		)	799			696			(103		)	3,248			3,056			(192		)
Foreign govt./govt. agencies	542			501			(41		)	303			227			(76		)	845			728			(117		)
Municipal	508			475			(33		)	99			83			(16		)	607			558			(49		)
RMBS	922			909			(13		)	475			440			(35		)	1,397			1,349			(48		)
U.S. Treasuries	1,456			1,442			(14		)	—			—			—			1,456			1,442			(14		)
Total fixed maturities, AFS	6,666			6,459			(207		)	3,671			3,326			(344		)	10,337			9,785			(551		)
Equity securities, AFS	77			73			(4		)	135			114			(21		)	212			187			(25		)
Total securities in an unrealized loss position	$	6,743		$	6,532		$	(211	)	$	3,806		$	3,440		$	(365	)	$	10,549		$	9,972		$	(576	)
[1]	Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value are recorded in net realized capital gains (losses).
As of March 31, 2014, AFS securities in an unrealized loss position, consisted of 1,631 securities, primarily related to floating rate corporate and foreign government and government agencies, which are depressed due to an increase in interest rates since the securities were purchased and/or declines in the value of the currency in which the assets are denominated. As of March 31, 2014, 94% of these securities were depressed less than 20% of cost or amortized cost. The decrease in unrealized losses during 2014 was primarily attributable to a decrease in interest rates and tighter credit spreads.
Most of the securities depressed for twelve months or more relate to certain floating rate corporate securities with greater than 10 years to maturity concentrated in the financial services sector, foreign government and government agencies, and structured securities with exposure to commercial and residential real estate. Corporate financial services securities are primarily depressed because the securities have floating-rate coupons and/or long-dated maturities. Unrealized losses on foreign government securities are primarily due to depreciation of the Japanese yen in relation to the U.S. dollar. Although credit spreads have continued to tighten over the past five years, current market spreads continue to be wider than spreads at the securities' respective purchase dates for structured securities with exposure to commercial and residential real estate largely due to reduced liquidity as a result of economic and market uncertainties regarding future performance of certain commercial and residential real estate backed securities. The majority of these securities have a floating-rate coupon referenced to a market index that has declined substantially. In addition, equity securities include investment grade perpetual preferred securities that contain “debt-like” characteristics where the decline in fair value is not attributable to issuer-specific credit deterioration, none of which have, nor are expected to, miss a periodic dividend payment. These securities have been depressed due to the securities’ floating-rate coupon in the current low interest rate environment, general market credit spread widening since the date of purchase and the long-dated nature of the securities. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined above.
Mortgage Loans
	March 31, 2014									December 31, 2013
	Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,327		$	(12	)	$	3,315		$	3,482		$	(12	)	$	3,470
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
As of March 31, 2014, and December 31, 2013, the carrying value of mortgage loans associated with the valuation allowance was $93 and $86, respectively . Included in the table above are mortgage loans held-for-sale with a carrying value and valuation allowance of $40 and $1, respectively, as of March 31, 2014 and $53 and $3, respectively, as of December 31, 2013. The carrying value of these loans is included in mortgage loans in the Company’s Condensed Consolidated Balance Sheets. As of March 31, 2014, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings other than what is allowable under the original terms of the contract are immaterial.
The following table presents the activity within the Company’s valuation allowance for mortgage loans. These loans have been evaluated both individually and collectively for impairment. Loans evaluated collectively for impairment are immaterial.
	Three Months Ended March 31,
	2014			2013
Balance, beginning of period	$	(12	)	$	(14	)
(Additions)/Reversals	—			(1		)
Deductions	—			2
Balance, end of period	$	(12	)	$	(13	)
The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 58% as of March 31, 2014, while the weighted-average LTV ratio at origination of these loans was 63%. LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan values are updated no less than annually through property level reviews of the portfolio. Factors considered in the property valuation include, but are not limited to, actual and expected property cash flows, geographic market data and capitalization rates. DSCR compare a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.28x as of March 31, 2014. The Company held no delinquent commercial mortgage loans as of March 31, 2014.
The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
Commercial Mortgage Loans Credit Quality
	March 31, 2014				December 31, 2013
Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
Greater than 80%	$	29		1.08x	$	35		1.15x
65% - 80%	675			2.01x	777			1.94x
Less than 65%	2,611			2.37x	2,658			2.34x
Total commercial mortgage loans	$	3,315		2.28x	$	3,470		2.23x
The following tables present the carrying value of the Company’s mortgage loans by region and property type.
Mortgage Loans by Region
	March 31, 2014				December 31, 2013
	Carrying Value			Percent of Total	Carrying Value			Percent of Total
East North Central	$	73		2.20%	$	79		2.30%
Middle Atlantic	247			7.50%	255			7.30%
Mountain	40			1.20%	40			1.20%
New England	146			4.40%	163			4.70%
Pacific	934			28.20%	1,019			29.40%
South Atlantic	560			16.90%	548			15.80%
West North Central	17			0.50%	17			0.50%
West South Central	124			3.70%	144			4.10%
Other [1]	1,174			35.40%	1,205			34.70%
Total mortgage loans	$	3,315		100.00%	$	3,470		100.00%
[1]	Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type
	March 31, 2014					December 31, 2013
	Carrying Value			Percent of Total		Carrying Value			Percent of Total
Commercial
Agricultural	$	56		1.7	%	$	93		2.7	%
Industrial	1,151			34.7	%	1,182			34.1	%
Lodging	27			0.8	%	27			0.8	%
Multifamily	559			16.9	%	576			16.6	%
Office	683			20.6	%	723			20.8	%
Retail	725			21.9	%	745			21.5	%
Other	114			3.4	%	124			3.5	%
Total mortgage loans	$	3,315		100	%	$	3,470		100	%
Variable Interest Entities
The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral or investment manager and as an investor through normal investment activities.
A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.
The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements.
Consolidated VIEs
The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.
	March 31, 2014									December 31, 2013
	Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]
CDOs [3]	$	8		$	9		$	—		$	12		$	13		$	—
Investment funds [4]	137			20			121			134			20			119
Limited partnerships	3			1			2			4			2			2
Total	$	148		$	30		$	123		$	150		$	35		$	121
[1]	Included in other liabilities in the Company’s Condensed Consolidated Balance Sheets.
[2]	The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
[3]	Total assets included in fixed maturities, AFS in the Company’s Condensed Consolidated Balance
Sheets.
[4]	Total assets included in fixed maturities, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.
CDOs represent structured investment vehicles for which the Company has a controlling financial interest as it provides collateral management services, earns a fee for those services and also holds investments in the securities issued by these vehicles. Investment funds represents wholly-owned fixed income funds for which the Company has exclusive management and control including management of investment securities which is the activity that most significantly impacts its economic performance. Limited partnerships represent one hedge fund of funds for which the Company holds a majority interest in the fund as an investment.
Non-Consolidated VIEs
The Company, through normal investment activities, makes passive investments in structured securities issued by VIEs for which the Company is not the manager which are included in ABS, CDOs, CMBS and RMBS in the Available-for-Sale Securities table and fixed maturities, FVO, in the Company’s Condensed Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment.
Repurchase and Dollar Roll Agreements and Other Collateral Transactions
The Company enters into repurchase agreements and dollar roll transactions to manage liquidity or to earn incremental spread income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. A dollar roll is a type of repurchase agreement where a mortgage backed security is sold with an agreement to repurchase substantially the same security at a specified time in the future. These transactions are generally short-term in nature, and therefore, the carrying amounts of these instruments approximate fair value.
As part of repurchase agreements and dollar roll transactions, the Company transfers collateral of U.S. government and government agency securities and receives cash. For the repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements contain contractual provisions that require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities. Repurchase agreements include master netting provisions that provide the counterparties the right to offset claims and apply securities held by them in respect of their obligations in the event of a default. Although the Company has the contractual right to offset claims, fixed maturities do not meet the specific conditions for net presentation under U.S. GAAP. The Company accounts for the repurchase agreements and dollar roll transactions as collateralized borrowings. The securities transferred under repurchase agreements and dollar roll transactions are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Condensed Consolidated Balance Sheets.
As of March 31, 2014, the Company reported financial collateral pledged, related to dollar roll transactions, with a fair value of $41 in fixed maturities, AFS with a corresponding obligation to repurchase $41 reported in other liabilities. The Company had no outstanding dollar roll transactions as of December 31, 2013. The Company had no outstanding repurchase agreements as of March 31, 2014 and December 31, 2013.
The Company is required by law to deposit securities with government agencies in states where it conducts business. As of March 31, 2014 and December 31, 2013 the fair value of securities on deposit was approximately $13 and $13, respectively.
Refer to Derivative Collateral Arrangements section of this note for disclosure of collateral in support of derivative transactions.
Derivative Instruments
The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.
Strategies that qualify for hedge accounting
Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements, included in The Hartford’s 2013 Form 10-K Annual Report. Typically, these hedge relationships include interest rate and foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The Company also formerly entered into swaps to convert securities or liabilities denominated in a foreign currency to U.S. dollars. The hedge strategies by hedge accounting designation include:
Cash flow hedges
Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also enters into forward starting swap agreements primarily to hedge interest rate risk inherent in the assumptions used to price certain liabilities.
Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.
Fair value hedges
Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. Foreign currency swaps were formally used to hedge the changes in fair value of certain foreign currency-denominated fixed rate liabilities due to changes in foreign currency rates by swapping the fixed foreign payments to floating rate U.S. dollar denominated payments.
Non-qualifying strategies
Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge programs for the Company's U.S. and international variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate and foreign currency risk of certain fixed maturities and liabilities do not qualify for hedge accounting. The non-qualifying strategies include:
Interest rate swaps, swaptions and futures
The Company uses interest rate swaps, swaptions and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of March 31, 2014 and December 31, 2013 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.
Foreign currency swaps and forwards
The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.
Japan 3Win foreign currency swaps
The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") rider through a wholly-owned Japanese subsidiary. The GMIB rider is reinsured to a wholly-owned U.S. subsidiary which invests in U.S. dollar denominated assets to support the liability. The U.S. subsidiary entered into pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.
Japanese fixed annuity hedging instruments
The Company formerly offered a yen denominated fixed annuity product through a wholly-owned Japanese subsidiary and reinsured to a wholly-owned U.S. subsidiary. The U.S. subsidiary invests in U.S. dollar denominated securities to support the yen denominated fixed liability payments and entered into currency rate swaps to hedge the foreign currency exchange rate and yen interest rate exposures that exist as a result of U.S. dollar assets backing the yen denominated liability.
Credit contracts
Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to credit derivatives embedded within certain fixed maturity securities. These securities are primarily comprised of structured securities that contain credit derivatives that reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.
Equity index swaps and options
The Company formerly offered certain equity indexed products which may contain an embedded derivative that requires bifurcation. The Company has entered into equity index swaps and options to economically hedge the equity volatility risk associated with these embedded derivatives. The Company also enters into equity index options and futures with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio.
U.S. GMWB derivatives, net
The Company formerly offered certain variable annuity products with GMWB riders in the U.S. The GMWB product is a bifurcated embedded derivative (“U.S. GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to U.S GMWB. The reinsurance contracts covering U.S. GMWB (“U.S. GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.
The Company utilizes derivatives (“U.S. GMWB hedging instruments”) as part of an actively managed program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The following table presents notional and fair value for U.S. GMWB hedging instruments.
	Notional Amount						Fair Value
	31-Mar-14			December 31, 2013			31-Mar-14			December 31, 2013
Customized swaps	$	7,561		$	7,839		$	71		$	74
Equity swaps, options, and futures	3,888			4,237			32			44
Interest rate swaps and futures	3,975			6,615			(2		)	(77		)
Total	$	15,424		$	18,691		$	101		$	41
U.S. macro hedge program
The Company utilizes equity options and swaps to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from GMDB and GMWB obligations. The following table represents notional and fair value for the U.S. macro hedge program.
	Notional Amount						Fair Value
	31-Mar-14			December 31, 2013			31-Mar-14			December 31, 2013
Equity options and swaps	7,596			9,934			133			139
Total	$	7,596		$	9,934		$	133		$	139
International program
The Company formerly offered certain variable annuity products in Japan with GMWB or GMAB riders, which are bifurcated embedded derivatives (“International program product derivatives”). The GMWB provides the policyholder with a GRB which is generally equal to premiums less withdrawals.  If the policyholder’s account value is reduced to the specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. The GMAB provides the policyholder with their initial deposit in a lump sum after a specified waiting period. The notional amount of the International program product derivatives are the foreign currency denominated GRBs converted to U.S. dollars at the current foreign spot exchange rate as of the reporting period date.
The Company enters into derivative contracts (“International program hedging instruments”) to hedge a portion of the capital market risk exposures associated with the guaranteed benefits associated with the international variable annuity contracts. The hedging derivatives are comprised of equity futures, options, swaps and currency forwards and options to hedge against a decline in the debt and equity markets or changes in foreign currency exchange rates and the resulting statutory surplus and capital impact primarily arising from guaranteed minimum death benefits ("GMDB"), GMIB and GMWB obligations issued in Japan. The Company also enters into foreign currency denominated interest rate swaps and swaptions to hedge the interest rate exposure related to the potential annuitization of certain benefit obligations. The following table represents notional and fair value for the international program hedging instruments.
	Notional Amount						Fair Value
	March 31,			December 31, 2013			March 31,			December 31, 2013
	2014						2014
Credit derivatives	$	350		$	350		$	—		$	5
Currency forwards [1]	12,254			8,778			32			24
Currency options	4,774			8,408			(15		)	(58		)
Equity futures	473			999			—			—
Equity options	949			1,022			(65		)	(63		)
Equity swaps	2,121			3,830			(50		)	(95		)
Customized swaps	—			—			—			—
Interest rate futures	551			566			—			—
Interest rate swaps and swaptions	34,216			33,072			146			160
Total	$	55,688		$	57,025		$	48		$	(27	)
[1]	As of March 31, 2014 and December 31, 2013 net notional amounts are $(0.8) billion and $(1.6) billion, respectively, which include $5.7 billion and $3.6 billion, respectively, related to long positions and $6.5 billion and $5.2 billion, respectively, related to short positions.
GMAB, GMWB and GMIB assumed reinsurance contracts
The Company reinsures the GMAB, GMWB, and GMIB embedded derivatives for host variable annuity contracts written by HLIKK. The reinsurance contracts are accounted for as free-standing derivative contracts. The notional amount of the reinsurance contracts is the yen denominated GRB balance value converted at the period-end yen to U.S. dollar foreign spot exchange rate. For further information on this transaction, refer to Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
Coinsurance and modified coinsurance reinsurance contracts
During 2010, a subsidiary entered into a coinsurance with funds withheld and modified coinsurance reinsurance agreement with an affiliated captive reinsurer, which creates an embedded derivative. In addition, provisions of this agreement include reinsurance to cede a portion of direct written U.S. GMWB riders, which is accounted for as an embedded derivative. Additional provisions of this agreement cede variable annuity contract GMAB, GMWB and GMIB riders reinsured by the Company that have been assumed from HLIKK and is accounted for as a free-standing derivative. For further information on this transaction, refer to Note 11 - Transactions with Affiliates and Note 15 - Subsequent Events of Notes to Condensed Consolidated Financial Statements.
As of March 31, 2014 and December 31, 2013 the Company had approximately $1.3 billion of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amounts of the reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.
Derivative Balance Sheet Classification
The following table summarizes the balance sheet classification of the Company’s derivative related fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The fair value amounts presented below do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The tables below exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 3 - Fair Value Measurements.
	Net Derivatives												Asset Derivatives						Liability Derivatives
	Notional Amount						Fair Value						Fair Value						Fair Value
Hedge Designation/ Derivative Type	Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13
Cash flow hedges
Interest rate swaps	$	2,966		$	3,215		$	25		$	16		$	43		$	49		$	(18	)	$	(33	)
Foreign currency swaps	143			143			(6		)	(5		)	2			2			(8		)	(7		)
Total cash flow hedges	3,109			3,358			19			11			45			51			(26		)	(40		)
Fair value hedges
Interest rate swaps	699			1,261			(25		)	(24		)	1			2			(26		)	(26		)
Total fair value hedges	699			1,261			(25		)	(24		)	1			2			(26		)	(26		)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,679			4,633			(355		)	(368		)	193			123			(548		)	(491		)
Foreign exchange contracts
Foreign currency swaps and forwards	107			118			(5		)	(4		)	6			6			(11		)	(10		)
Japan 3Win foreign currency swaps	1,571			1,571			(338		)	(354		)	—			—			(338		)	(354		)
Japanese fixed annuity hedging instruments	1,381			1,436			(2		)	(6		)	88			88			(90		)	(94		)
Credit contracts
Credit derivatives that purchase credit protection	220			243			(4		)	(4		)	—			—			(4		)	(4		)
Credit derivatives that assume credit risk [1]	1,356			1,507			17			27			19			28			(2		)	(1		)
Credit derivatives in offsetting positions	2,785			3,501			(2		)	(3		)	32			35			(34		)	(38		)
Equity contracts
Equity index swaps and options	129			131			(3		)	(2		)	18			18			(21		)	(20		)
Variable annuity hedge program
U.S. GMWB product derivatives [2]	21,195			21,512			(24		)	(36		)	—			—			(24		)	(36		)
U.S. GMWB reinsurance contracts	4,280			4,508			30			29			30			29			—			—
U.S. GMWB hedging instruments	15,424			18,691			101			41			278			333			(177		)	(292		)
U.S. macro hedge program	7,596			9,934			133			139			166			178			(33		)	(39		)
International program hedging instruments	55,688			57,025			48			(27		)	441			649			(393		)	(676		)
Other
GMAB, GMWB, and GMIB reinsurance contracts	11,080			11,999			(512		)	(540		)	—			—			(512		)	(540		)
Coinsurance and modified coinsurance reinsurance contracts	28,387			29,423			(559		)	(427		)	283			383			(842		)	(810		)
Total non-qualifying strategies	155,878			166,232			(1,475		)	(1,535		)	1,554			1,870			(3,029		)	(3,405		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	159,686		$	170,851		$	(1,481	)	$	(1,548	)	$	1,600		$	1,923		$	(3,081	)	$	(3,471	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	199		$	196		$	(1	)	$	(1	)	$	—		$	—		$	(1	)	$	(1	)
Other investments	42,463			40,564			169			272			550			721			(381		)	(449		)
Other liabilities	52,023			62,590			(563		)	(825		)	738			789			(1,301		)	(1,614		)
Consumer notes	9			9			(2		)	(2		)	—			—			(2		)	(2		)
Reinsurance recoverable	32,667			33,931			(529		)	(398		)	312			413			(841		)	(811		)
Other policyholder funds and benefits payable	32,325			33,561			(555		)	(594		)	—			—			(555		)	(594		)
Total derivatives	$	159,686		$	170,851		$	(1,481	)	$	(1,548	)	$	1,600		$	1,923		$	(3,081	)	$	(3,471	)
[1]	The derivative instruments related to this strategy are held for other investment purposes.
[2]	These derivatives are embedded within liabilities and are not held for risk management purposes.
Change in Notional Amount
The net decrease in notional amount of derivatives since December 31, 2013 was primarily due to the following:
•	The decrease in notional amount related to the U.S. GMWB hedging instruments and the U.S. macro hedge program was primarily driven by the expiration of certain out-of-the-money options.
•	The decrease in notional amount related to the international program hedging instruments resulted from a reduction in the liability position due to continued elevated surrender and withdrawal rates as well as portfolio re-balancing including the termination of offsetting positions and the expiration of certain out-of-the-money options.
•	The decrease in notional amount related to credit derivatives in offsetting positions and interest rate swaps was primarily related to maturities.
Change in Fair Value
The net increase in the total fair value of derivative instruments since December 31, 2013 was primarily related to the following:
•	The fair value associated with the international program hedging instruments increased primarily from re-balancing of the portfolio, partially offset by a decrease in volatility and interest rates.
•	The fair value related to the combined U.S. GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by outperformance of underlying actively managed funds compared to their respective indices.
•	The coinsurance and modified coinsurance reinsurance contracts represent U.S. and International product guarantees that are ceded to an affiliate.  The primary driver of the decline in the fair value of these derivatives is a result of changes in the unrealized gains/losses of the underlying portfolios associated with these contracts.  For a discussion related to the reinsurance agreement refer to Note 11 - Transactions with Affiliates and Note 2 - Business Dispositions of Notes to Condensed Consolidated Financial Statements for more information on this transaction.
Offsetting of Derivative Assets/Liabilities
The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described above. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.
As of March 31, 2014
	(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
Description
Other investments	$	1,288			$	1,112			$	169			$	7			$	124			$	52
	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
Description
Other liabilities	$	(1,682	)		$	(973	)		$	(563	)		$	(146	)		$	(739	)		$	30
As of December 31, 2013
	(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Gross Amounts Not Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
Description
Other investments	$	1,510			$	1,290			$	272			$	(52	)		$	121			$	99
	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
Description
Other liabilities	$	(2,063	)		$	(1,308	)		$	(825	)		$	70			$	(826	)		$	71
[1]	Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.
[2]	Included in other assets in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.
[3]	Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.
[4]	Excludes collateral associated with exchange-traded derivative instruments.
Cash Flow Hedges
For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
The following tables present the components of the gain or loss on derivatives that qualify as cash flow hedges:
Derivatives in Cash Flow Hedging Relationships
	Gain (Loss) Recognized in OCI on Derivative (Effective Portion)							Net Realized Capital Gains(Losses) Recognized in Income on Derivative (Ineffective Portion)
	Three months ended March 31,							Three months ended March 31,
	2014			2013				2014			2013
Interest rate swaps	$	10		$	(42	)		$	(1	)	$	—
Foreign currency swaps	(1		)	1				—			—
Total	$	9		$	(41	)		$	(1	)	$	—
		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended March 31,
	Location	2014			2013
Interest rate swaps	Net realized capital gain/(loss)	$	1		$	64
Interest rate swaps	Net investment income	13			14
Foreign currency swaps	Net realized capital gain/(loss)	—			(3		)
Total		$	14		$	75
As of March 31, 2014 the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $43. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to interest income over the term of the investment cash flows.
During the three months ended March 31, 2014 and March 31, 2013 the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.
Fair Value Hedges
For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
The Company recognized in income gains (losses) representing the ineffective portion of fair value hedges as follows:
Derivatives in Fair-Value Hedging Relationships
	Gain or (Loss) Recognized in Income [1]
	Three months ended March 31,
	2014							2013
	Derivative			Hedge Item				Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	(1	)	$	2			$	6		$	(8	)
Foreign currency swaps
Net realized capital gain/(loss)								(2		)	2
Benefits, losses and loss adjustment expenses	—							(1		)	1
Total	$	(1	)	$	2			$	3		$	(5	)
[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.
Non-qualifying Strategies
For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies:
Derivatives Used in Non-Qualifying Strategies
Gain or (Loss) Recognized within Net Realized Capital Gains and Losses
	Three months ended March 31,
	2014			2013
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	1		$	10
Foreign exchange contracts
Foreign currency swaps and forwards	1			—
Japan 3Win foreign currency swaps [1]	15			(130		)
Japanese fixed annuity hedging instruments [2]	12			(101		)
Credit contracts
Credit derivatives that purchase credit protection	(3		)	(5		)
Credit derivatives that assume credit risk	—			9
Equity contracts
Equity index swaps and options	—			(14		)
Variable annuity hedge program
U.S. GMWB product derivatives	36			456
U.S. GMWB reinsurance contracts	(4		)	(60		)
U.S. GMWB hedging instruments	(17		)	(349		)
U.S. macro hedge program	(10		)	(85		)
International program hedging instruments	(23		)	(83		)
Other
GMAB, GMWB, and GMIB reinsurance contracts	51			337
Coinsurance and modified coinsurance reinsurance contracts	(130		)	(396		)
Total [3]	$	(71	)	$	(411	)
[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(28) and $116 for the three months ended March 31, 2014 and 2013, respectively.
[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(30) and $151 for the three months ended March 31, 2014 and 2013, respectively.
[3]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 3 - Fair Value Measurements.
For the three months ended March 31, 2014 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net loss on the coinsurance and modified coinsurance reinsurance agreement, which is accounted for as a derivative instrument largely offsets the net gain on the GMAB, GMWB, and GMIB reinsurance contracts. For a discussion related to the reinsurance agreement, refer to Note 13 - Transactions with Affiliates of the notes to the Condensed Consolidated Financial Statements for more information on this transaction.
•	The net losses associated with the international program hedging instruments were primarily driven by a decrease in volatility and interest rates.
•	The net gain on derivatives associated with GMAB, GMWB, and GMIB reinsurance contracts, which are reinsured to an affiliated captive reinsurer, was primarily due to a decline in volatility and policyholder experience.
•	The net gain related to the combined U.S. GMWB hedging program, which includes the U.S. GMWB product, reinsurance, and hedging derivatives, was primarily due to outperformance of underlying actively managed funds compared to their respective indices.
In addition, for the three months ended March 31, 2014, the Company received gains of $7 on derivative instruments as a result of prior counterparty losses related to the bankruptcy of Lehman Brothers Inc. The losses were the result of the contractual collateral threshold amounts and open collateral calls prior to the bankruptcy filing as well as interest rate and credit spread movements from the date of the last collateral call to the date of the bankruptcy filing.
For the three months ended March 31, 2013 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net loss associated with the international program hedging instruments was primarily driven by an improvement in global equity markets and depreciation of the Japanese yen in relation to the euro and the U.S. dollar. These losses were partially offset by gains due to a decrease in Japanese interest rates.
•	The net gain on derivatives associated with GMAB, GMWB, and GMIB reinsurance contracts, which are reinsured to an affiliated captive reinsurer, was primarily due to an improvement in global and domestic equity markets and a decrease in currency volatility.
•	The net loss on the coinsurance and modified coinsurance reinsurance agreement, which is accounted for as a derivative instrument, primarily offsets the net gain on GMAB, GMWB, and GMIB reinsurance contracts. For a discussion related to the reinsurance agreement refer to Note 11 - Transactions with Affiliates for more information on this transaction.
•	The net loss related to the Japanese fixed annuity hedging instruments and the Japan 3Win foreign currency swaps was primarily due to depreciation of the Japanese yen in relation to the U.S. dollar.
•	The net gain related to the combined U.S. GMWB hedging program, which includes the U.S. GMWB product, reinsurance, and hedging derivatives, was primarily a result of favorable policyholder behavior.
•	The net loss on U.S. macro hedge program was primarily due to an improvement in domestic equity markets, the passage of time, and lower equity volatility.
For additional disclosures regarding contingent credit related features in derivative agreements, see Note 7 - Separate Accounts, Death Benefits and Other Insurance Benefit Features of Notes to Condensed Consolidated Financial Statements.
Credit Risk Assumed through Credit Derivatives
The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard and customized diversified portfolios of corporate issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.
The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of March 31, 2014 and December 31, 2013.
As of March 31, 2014
								Underlying Referenced
								Credit Obligation(s) [1]
Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
							Years to		Rating	Amount [3]
							Maturity
Single name credit default swaps
Investment grade risk exposure	$	297		$	5		4 years	Corporate Credit/	A-	$	163		$	(3	)
								Foreign Gov.
Below investment grade risk exposure	24			—			4 months	Corporate Credit	CCC	24			—
Basket credit default swaps [4]
Investment grade risk exposure	1,881			22			3 years	Corporate Credit	BBB+	857			(10		)
Below investment grade risk exposure	42			3			5 years	Corporate Credit	B	—			—
Investment grade risk exposure	240			(4		)	3 years	CMBS Credit	AA-	234			4
Below investment grade risk exposure	115			(16		)	3 years	CMBS Credit	B	115			15
Embedded credit derivatives
Investment grade risk exposure	150			145			3 years	Corporate Credit	A-	—			—
Total [5]	$	2,749		$	155					$	1,393		$	6
As of December 31, 2013
								Underlying Referenced
								Credit Obligation(s) [1]
Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
							Years to		Rating	Amount [3]
							Maturity
Single name credit default swaps
Investment grade risk exposure	$	735		$	6		2 years	Corporate Credit/ Foreign Gov.	A	$	592		$	(4	)
Below investment grade risk exposure	24			—			1 year	Corporate Credit	CCC	25			—
Basket credit default swaps [4]
Investment grade risk exposure	1,912			25			3 years	Corporate Credit	BBB+	784			(10		)
Below investment grade risk exposure	87			8			5 years	Corporate Credit	BB-	—			—
Investment grade risk exposure	235			(5		)	3 years	CMBS Credit	A	235			5
Below investment grade risk exposure	115			(18		)	3 years	CMBS Credit	B-	115			18
Embedded credit derivatives
Investment grade risk exposure	150			145			3 years	Corporate Credit	BBB+	—			—
Total [5]	$	3,258		$	161					$	1,751		$	9
[1]	The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch, and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used.
[2]	Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and clearing house rules and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses going forward.
[3]	The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[4]	Includes $2.3 billion and $2.3 billion as of March 31, 2014 and December 31, 2013, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
[5]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 3 - Fair Value Measurements.
Derivative Collateral Arrangements
The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of March 31, 2014 and December 31, 2013 the Company pledged securities collateral associated with derivative instruments with a fair value of $763 and $865, respectively, which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. The Company also pledged cash collateral associated with derivative instruments with a fair value of $58 and $290, respectively, as of March 31, 2014 and December 31, 2013 which have been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets.
As of March 31, 2014 and December 31, 2013 the Company accepted cash collateral associated with derivative instruments with a fair value of $225 and $171, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of March 31, 2014 and December 31, 2013 of $124 and $121, respectively, of which the Company has the ability to sell or repledge $124 and $117, respectively. As of March 31, 2014 and December 31, 2013 the fair value of repledged securities totaled $0 and $39, respectively, and the Company did not sell any securities. In addition, as of March 31, 2014 and December 31, 2013 non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

Separate_Accounts_Death_Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features	3 Months Ended
	Mar. 31, 2014
Separate Accounts, Death Benefits and Other Insurance Benefit Features [Abstract]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features	'
	Separate Accounts, Death Benefits and Other Insurance Benefit Features
	Changes in the gross GMDB and UL secondary guarantee benefits are as follows:
		GMDB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	47			56
	Paid	(31		)	—
	Unlock	(11		)	—
	Liability balance as of March 31, 2014	$	854		$	1,858
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	26			56
	Paid	(22		)	—
	Unlock	(5		)	—
	Reinsurance recoverable asset, as of March 31, 2014	$	532		$	1,858
		GMDB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2013	$	944		$	363
	Incurred	45			68
	Paid	(52		)	—
	Unlock	(52		)	—
	Impact of reinsurance transaction	—			1,143
	Currency translation adjustment	(2		)	—
	Liability balance as of March 31, 2013	$	883		$	1,574
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	21
	Incurred	27			68
	Paid	(28		)	—
	Unlock	(28		)	—
	Impact of reinsurance transaction	—			1,485
	Reinsurance recoverable asset, as of March 31, 2013	$	579		$	1,574
	The following table presents details concerning GMDB and GMIB exposure as of March 31, 2014:
	Individual Variable and Group Annuity Account Value by GMDB/GMIB Type
	Maximum anniversary value (“MAV”) [1]	Account			Net amount		Retained Net		Weighted Average
		Value			at Risk		Amount		Attained Age of
		(“AV”) [8]			(“NAR”) [9]		at Risk		Annuitant
							(“RNAR”) [9]
	MAV only	$	18,971		$	2,836	$	170	69
	With 5% rollup [2]	1,563			227		16		69
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,735			615		19		68
	With 5% rollup & EPB	576			117		5		70
	Total MAV	25,845			3,795		210
	Asset Protection Benefit (APB) [4]	17,717			256		52		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	733			8		2		67
	Reset [6] (5-7 years)	3,205			66		29		69
	Return of Premium [7] /Other	12,047			67		15		67
	Subtotal U.S. GMDB	59,547			4,192		308		68
	Less: General Account Value with U.S. GMDB	4,249
	Subtotal Separate Account Liabilities with GMDB	55,298
	Separate Account Liabilities without U.S. GMDB	83,182
	Total Separate Account Liabilities	$	138,480
	Japan GMDB [10], [11]	$	11,564		$	202	$	—	69
	Japan GMIB [10], [11]	$	11,375		$	121	$	—	70
	[1]	MAV: the GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 (adjusted for withdrawals).
	[2]	Rollup: the GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of a contract’s growth. A contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.
	[4]	APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).
	[5]	LIB GMDB is the greatest of current AV, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance.
	[6]	Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 (adjusted for withdrawals).
	[7]	ROP: the GMDB is the greater of current AV and net premiums paid.
	[8]	AV includes the contract holder’s investment in the separate account and the general account.
	[9]	NAR is defined as the guaranteed benefit in excess of the current AV. RNAR is NAR reduced for reinsurances. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline.
	[10]	Assumed GMDB includes a ROP and MAV (before age 80) paid in a single lump sum. GMIB is a guarantee to return initial investment, adjusted for earnings liquidity, paid through a fixed annuity, after a minimum deferral period of 10, 15 or 20 years. The GRB related to the Japan GMIB was $10.8 billion as of March 31, 2014. The GRB related to the Japan GMAB and GMWB was $300 as of March 31, 2014. These liabilities are not included in the Separate Account as they are not legally insulated from the general account liabilities of the insurance enterprise. As of March 31, 2014, 100% of NAR is reinsured to an affiliate. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial statements.
	[11]	Policies with a guaranteed living benefit (a GMWB in the US or a GMIB in Japan) also have a guaranteed death benefit. The NAR for each benefit is shown, however these benefits are not additive. When a policy terminates due to death, any NAR related to GMWB or GMIB is released. Similarly, when a policy goes into benefit status on a GMWB or GMIB, its GMDB NAR is released.
	For a description of the Company’s guaranteed living benefits that are accounted for at fair value, see Note 3 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.
Account balances of contracts with death benefit guarantees were invested in variable separate accounts as follows:
Asset type	March 31, 2014			December 31, 2013
Equity securities (including mutual funds)	$	50,866		$	52,858
Cash and cash equivalents	4,432			4,605
Total	$	55,298		$	57,463
As of March 31, 2014 and December 31, 2013, approximately 17% of the equity securities above were invested in fixed income securities through these funds and approximately 83% were invested in equity securities through these funds.

Deferred_Policy_Acquisition_Co

Deferred Policy Acquisition Costs and Present Value of Future Profits	3 Months Ended
	Mar. 31, 2014
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]	'
Deferred Policy Acquisition Costs and Present Value of Future Profits	'
	Changes in the Deferred Policy Acquisition Costs ('DAC") and present value of future profits balances are as follows:
		31-Mar-14
		2014			2013
	Balance, beginning of period	$	689		$	3,072
	Deferred costs	5			2
	Amortization — DAC	(40		)	(43		)
	Amortization — Unlock benefit (charge), pre-tax	8			(1		)
	Amortization — DAC related to business dispositions [1] [2]	—			(2,229		)
	Adjustments to unrealized gains and losses on securities available-for-sale and other	(14		)	(3		)
	Balance, end of period	$	648		$	798
	[1]	Includes accelerated amortization of $352 and $2,374 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in the first quarter of 2013. For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	[2]	Includes previously unrealized gains on securities AFS of $148 and $349 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in the first quarter of 2013.

Sales_Inducements

Sales Inducements	3 Months Ended
	Mar. 31, 2014
Deferred Sales Inducements [Abstract]	'
Sales Inducements	'
	Changes in sales inducement activity are as follows:
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	36		$	118
	Amortization — Unlock	—			(1		)
	Amortization charged to income	(1		)	(1		)
	Amortization related to business dispositions [1]	—			(71		)
	Balance, end of period	$	35		$	45
	[1]	Includes $22 and $49, related to sale of the Company's Retirement Plans and Individual Life businesses, respectively, in the first quarter of 2013. For further information, see Note 2 -Business Dispositions of Notes to Condensed Consolidated Financial Statements.

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Litigation
	The Company is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Company accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company.
	The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include, among others, individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims or other allegedly unfair or improper business practices. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods.
	Derivative Commitments
	Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of March 31, 2014, is $721. Of this $721 the legal entities have posted collateral of $780 in the normal course of business. In addition, the Company has posted collateral of $44 associated with a customized GMWB derivative. Based on derivative market values as of March 31, 2014, a downgrade of one or two levels below the current financial strength ratings by either Moody’s or S&P would not require additional assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agencies.
	On March 6, 2014, Moody’s lowered its counterparty credit and insurer financial strength ratings on Hartford Life Insurance Company to Baa2. Given this downgrade action, termination rating triggers of four derivative counterparty relationships were impacted. The counterparties have the right to terminate the relationships and would have to settle the outstanding derivatives prior to exercising termination rights. The Company is in the process of re-negotiating the rating triggers which it expects to successfully complete.
	Accordingly, the Company's hedging programs have not been adversely impacted by the announcement of the downgrade of Hartford Life Insurance Company. As of March 31, 2014, the notional amount and fair value related to this counterparty is $10.3 billion and $(34), respectively.

Stock_Compensation_Plans

Stock Compensation Plans	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock Compensation Plans	'
	Stock Compensation Plans
	The Hartford has three primary stock-based compensation plans. The Company is included in these plans and has been allocated compensation expense, after tax of $2 and $1 for the three months ended March 31, 2014 and 2013. The Company did not capitalize the cost of stock-based compensation.

Transactions_with_Affiliates

Transactions with Affiliates	3 Months Ended
	Mar. 31, 2014
Related Party Transactions [Abstract]	'
Transactions with Affiliates	'
	Transactions with Affiliates
	Parent Company Transactions
	Transactions of the Company with Hartford Fire Insurance Company, Hartford Holdings and its affiliates relate principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions. In addition, an affiliated entity purchased group annuity contracts from the Company to fund structured settlement periodic payment obligations assumed by the affiliated entity as part of claims settlements with property casualty insurance companies and self-insured entities. As of March 31, 2014 and December 31, 2013, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the three months ended March 31, 2014 and 2013 the Company recorded earned premiums of $8 and $3, respectively, for these intercompany claim annuities. In 2008, the Company issued a payout annuity to an affiliate for $2.2 billion of consideration. The Company will pay the benefits associated with this payout annuity over 12 years.
	Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Direct expenses are allocated to the Company using specific identification, and indirect expenses are allocated using other applicable methods. Indirect expenses include those for corporate areas which, depending on type, are allocated based on either a percentage of direct expenses or on utilization.
	The Company has issued a guarantee to retirees and vested terminated employees (“Retirees”) of The Hartford Retirement Plan for U.S. Employees (“the Plan”) who retired or terminated prior to January 1, 2004. The Plan is sponsored by The Hartford. The guarantee is an irrevocable commitment to pay all accrued benefits which the Retiree or the Retiree’s designated beneficiary is entitled to receive under the Plan in the event the Plan assets are insufficient to fund those benefits and The Hartford is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote.
	In 1990, Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990. The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997, it still covers policies that were issued from 1990 to 1997. As of March 31, 2014 and March 31, 2013, no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations.
	Reinsurance Assumed from Affiliates
	Prior to June 1, 2009, yen and U.S. dollar based fixed market value adjusted (“MVA”) annuity products, written by HLIKK, were sold to customers in Japan. HLIKK, a wholly owned Japanese subsidiary of Hartford Life, Inc., reinsured to the Company in-force and prospective MVA annuities sold from September 1, 2004 to June 1, 2009. As of March 31, 2014 and December 31, 2013, $1.4 billion and $1.5 billion, respectively, of the account value had been assumed by the Company.
	HLAI assumed from HLIKK GMDB on covered contracts that have an associated GMIB rider in force on or after July 31, 2006 and GMIB riders issued on or after April 1, 2005. HLAI assumed certain in-force and prospective GMAB, GMIB and GMDB riders issued on or after February 5, 2007 by HLIKK. HLAI assumed certain in-force and prospective GMIB and GMDB riders issued on or after February 1, 2008 by HLIKK. HLAI assumed certain in-force and prospective GMDB riders issued on or after April 1, 2005 by HLIKK.
	The GMDB reinsurance is accounted for as a Death Benefit and Other Insurance Benefit Reserve which is not reported at fair value. There was no liability for the assumed GMDB reinsurance and the net amount at risk for the assumed GMDB reinsurance was $0.2 billion at March 31, 2014 and December 31, 2013.
	While the form of the agreement between HLAI and HLIKK for the GMIB business is reinsurance, in substance and for accounting purposes the agreement is a free standing derivative. As such, the reinsurance agreement for the GMIB business is recorded at fair value on the Company’s balance sheet, with prospective changes in fair value recorded in net realized capital gains (losses) in net income (loss). The fair value of the GMIB liability was $0.5 billion at March 31, 2014 and December 31, 2013.
	While the form of the agreements between HLAI and HLIKK for the GMAB/GMWB business is reinsurance, in substance and for accounting purposes these agreements are free standing derivatives. As such, the reinsurance agreements for the GMAB/GMWB business are recorded at fair value on the Company’s Condensed Consolidated Balance Sheets, with prospective changes in fair value recorded in net realized capital gains (losses) in net income (loss). The fair value of the GMAB/GMWB liability/(asset) was $4 at March 31, 2014 and December 31, 2013.
	Reinsurance Ceded to Affiliates
	Until April 1, 2014, HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK; and, up until the sale of HLL on December 12, 2013, GMDB and GMWB riders assumed by HLAI from HLL. For further information regarding the WRR reinsurance agreement, see Note 15 - Subsequent Events of Notes to Condensed Consolidated Financial Statements.
	Under modco, the assets and the liabilities, and under coinsurance with funds withheld, the assets, associated with the reinsured business will remain on the consolidated balance sheet of HLIC in segregated portfolios, and WRR will receive the economic risks and rewards related to the reinsured business through modco and funds withheld adjustments. These adjustments are recorded as an adjustment to operating expenses.
	The impact of this transaction on the Company’s Condensed Consolidated Statements of Operations is as follows:
		Three Months Ended March 31,
		2014			2013
	Earned premiums	$	(5	)	$	(10	)
	Net realized gains (losses) [1]	(103		)	(517		)
	Total revenues	(108		)	(527		)
	Benefits, losses and loss adjustment expenses	(1		)	(8		)
	Insurance operating costs and other expenses	(4		)	(422		)
	Total expenses	(5		)	(430		)
	Income (loss) before income taxes	(103		)	(97		)
	Income tax expense (benefit)	(36		)	(34		)
	Income from continuing operations, net of tax	$	(67	)	$	(63	)
	Income from discontinued operations, net of tax	—			(1		)
	Net income (loss)	$	(67	)	$	(64	)
	[1] Amounts represent the change in valuation of the derivative associated with this transaction.
	The Company's Condensed Consolidated Balance Sheets include a modco reinsurance (payable)/recoverable and a deposit liability, as well as a net reinsurance recoverable that is comprised of an embedded derivative. The balance of the modco reinsurance recoverable, deposit liability and net reinsurance recoverable were $0, $917, $539, respectively at March 31, 2014 and $129, $638, $495, respectively at December 31, 2013.
	Champlain Life Reinsurance Company
	Effective November 1, 2007, HLAI entered into a modco and coinsurance with funds withheld agreement with Champlain Life Reinsurance Company ("Champlain Life"), an affiliate captive insurance company, to provide statutory surplus relief for certain life insurance policies. The agreement was accounted for as a financing transaction in accordance with U.S. GAAP. Simultaneous with the sale of the Individual Life business to Prudential, HLAI recaptured the business assumed by Champlain Life. As a result, on January 2, 2013, HLAI was relieved of its funds withheld obligation to Champlain Life of $691; HLAI paid a recapture fee of $347 to Champlain Life; and, HLAI recognized a pre-tax gain of $344 ($224 after-tax). HLAI simultaneously ceded the recaptured reserves to Prudential and recognized the gain on recapture as part of the reinsurance loss on disposition.

Restructuring_and_Other_Costs

Restructuring and Other Costs	3 Months Ended
	Mar. 31, 2014
Restructuring, Severance and Other Costs [Abstract]	'
Restructuring, Severance and Other Costs	'
	. Restructuring and Other Costs
	As a result of a strategic business realignment announced in 2012, The Hartford is currently focusing on its Property & Casualty, Group Benefits and Mutual Funds businesses. In addition, the Company implemented restructuring activities in 2011 across several areas aimed at reducing overall expense levels. The Company intends to substantially complete the related restructuring activities over the next 15 months. For further discussion of the Company's strategic business realignment and related business disposition transactions, see Note 2 - Business Dispositions of Notes to Condensed Consolidated Financial Statements.
	Termination benefits related to workforce reductions and lease and other contract terminations have been accrued through March 31, 2014. Additional costs, mainly severance benefits and other related costs and professional fees, expected to be incurred subsequent to March 31, 2014, and asset impairment and related charges, will be expensed as appropriate.
	As of March 31, 2014, estimated restructuring and other costs, including costs incurred to date, are expected to approximate $147, pre-tax. As the Company executes on its operational and strategic initiatives, the Company's estimate of and actual costs incurred for restructuring activities may differ from these estimates.
	Restructuring and other costs, pre-tax incurred in connection with these activities are as follows:
		Three Months Ended March 31,
		2014			2013
	Severance benefits and related costs	$	1		$	6
	Professional fees	—			4
	Asset impairment charges	—			—
	Total restructuring and other costs	$	1		$	10
	Changes in the accrued restructuring liability balance included in other liabilities in the Company's Consolidated Balance Sheets
	are as follows:
		Three Months Ended March 31, 2014
		Severance Benefits and Related Costs			Professional Fees			Asset Impairment Charges		Other Contract Termination Charges		Total Restructuring and Other Costs
	Balance, beginning of period	$	1		$	—		$	—	$	—	$	1
	Accruals/provisions	1			—			—		—		1
	Payments/write-offs	(2		)	—			—		—		(2		)
	Balance, end of period	$	—		$	—		$	—	$	—	$	—
		Three Months Ended March 31, 2013
		Severance Benefits and Related Costs			Professional Fees			Asset Impairment Charges		Other Contract Termination Charges		Total Restructuring and Other Costs
	Balance, beginning of period	$	31		$	—		$	—	$	—	$	31
	Accruals/provisions	6			4			—		—		10
	Payments/write-offs	(10		)	(2		)	—		—		(12		)
	Balance, end of period	$	27		$	2		$	—	$	—	$	29

Discontinued_Operations

Discontinued Operations	3 Months Ended
	Mar. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'
Discontinued Operations	'
	Discontinued Operations
	On December 12, 2013, the Company completed the sale of HLIL, an indirect wholly-owned subsidiary of the Company. For further
	information regarding the sale of HLIL, see Note 2 -Business Dispositions of Notes to Condensed Consolidated Financial Statements.
	The results of operations reflected as discontinued operations in the Condensed Consolidated Statements of Operations, consisting of amounts related to HLIL are as follows:
		Three Months Ended March 31,
		2013
	Revenues
	Earned premiums	$	(2	)
	Fee income	8
	Net investment income
	Equity securities, trading	138
	Total net investment income	138
	Net realized capital losses	(9		)
	Total revenues	135
	Benefits, losses and expenses
	Benefits, losses and loss adjustment expenses	1
	Benefits, losses and loss adjustment expenses - returns credited on international variable annuity	138
	Insurance operating costs and other expenses	(22		)
	Total benefits, losses and expenses	117
	Income before income taxes	18
	Income tax benefit	(1		)
	Income from discontinued operations, net of tax	$	19

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Notes)	3 Months Ended
	Mar. 31, 2014
Accumulated Other Comprehensive Income [Abstract]	'
Comprehensive Income (Loss) Note [Text Block]	'
	Changes in and Reclassifications From Accumulated Other Comprehensive Income
	Changes in AOCI, net of tax and DAC, by component consist of the following:
	Three months ended March 31, 2014
		Net Unrealized Gain on Securities			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
	Beginning balance	$	495		$	79		$	—		$	574
	OCI before reclassifications	317			7			(1		)	323
	Amounts reclassified from AOCI	(2		)	(9		)	—			(11		)
	Net OCI	315			(2		)	(1		)	312
	Ending balance	$	810		$	77		$	(1	)	$	886
	Reclassifications from AOCI consist of the following for the three months ended March 31, 2014:
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities	$	3		Net realized capital gains (losses)
		3			Total before tax
		1			Income tax expense
		$	2		Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps	$	1		Net realized capital gains (losses)
	Interest rate swaps	13			Net investment income
	Foreign currency swaps	—			Net realized capital gains (losses)
		14			Total before tax
		5			Income tax expense
		$	9		Net income
	Total amounts reclassified from AOCI	$	11		Net income
	Three Months Ended March 31, 2013
		Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
	Beginning balance	$	1,752		$	258		$	(23	)	$	1,987
	OCI before reclassifications	213			(27		)	(41		)	145
	Amounts reclassified from AOCI	(1,005		)	(49		)	—			(1,054		)
	Net OCI	(792		)	(76		)	(41		)	(909		)
	Ending balance	$	960		$	182		$	(64	)	$	1,078
	Reclassifications from AOCI consist of the following for the three months ended March 31, 2013:
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2013			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities [1]	$	1,546		Net realized capital gains (losses)
		1,546			Total before tax
		541			Income tax expense
		$	1,005		Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps [2]	$	64		Net realized capital gains (losses)
	Interest rate swaps	14			Net investment income
	Foreign currency swaps	(3		)	Net realized capital gains (losses)
		75			Total before tax
		26			Income tax expense
		$	49		Net income
	Total amounts reclassified from AOCI	$	1,054		Net income
	[1]    Includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.
	[2]    Includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.

Subsequent_Events

Subsequent Events (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Jan. 02, 2013
Subsequent Event [Line Items]	'	'	'
Proceeds from Capital Contributions	($795)	($1,211)	'
Funds Held under Reinsurance Agreements, Liability	'	'	691
Subsequent Events [Text Block]	'	'	'
	Subsequent Events
	Effective April 1, 2014, HLAI, terminated its reinsurance agreement with WRR, following receipt of approval from the State of Connecticut Insurance Department ("CTDOI") and Vermont Department of Financial Regulation. As a result the Company will reclassify $310 in aggregate reserves for annuity contracts from funds withheld within Other liabilities to Other policyholder funds and benefits payable. The Company expects to recognize a gain of approximately $215 resulting from the termination of derivatives associated with the reinsurance transaction. On April 30, The Hartford dissolved WRR which resulted in WRR paying off the $655 surplus note and returning $345 in capital to The Hartford, all of which was contributed as capital to HLAI to support the recaptured risks.
	On April 28, 2014, HLI entered into a Stock Purchase Agreement ("Agreement") to sell to ORIX Life Insurance Corporation ("Buyer"), a subsidiary of ORIX Corporation, a Japanese company, all of the issued and outstanding equity of HLIKK.
	Under the terms of the Agreement, and subject to regulatory approval, on closing HLIKK will recapture certain risks reinsured to the Company and HLAI by terminating intercompany agreements. Upon closing, Buyer will be responsible for all liabilities for the recaptured business. HLAI will, however, continue to be obligated for approximately $1.1 billion of fixed payout annuities related to the 3Win product formerly written by HLIKK. This transaction is not expected to have a material impact on the Company’s condensed consolidated results of operations, financial position or liquidity.
Hartford Life and Annuity Insurance Company [Member]	'	'	'
Subsequent Event [Line Items]	'	'	'
Gain (Loss) on Contract Termination	215	'	'
Funds Held under Reinsurance Agreements, Liability	$310	'	'

Basis_of_Presentation_and_Acco1

Basis of Presentation and Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Reclassification [Policy Text Block]	'
	Reclassifications
	Certain reclassifications have been made to prior period financial information to conform to the current year presentation.
Basis of Presentation	'
	Basis of Presentation and Significant Accounting Policies
	Hartford Life Insurance Company (together with its subsidiaries, “HLIC”, “Company”, “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company.
	Effective March 3, 2014, The Hartford made Hartford Life and Accident Insurance Company ("HLA") the single nationwide underwriting company for its Group Benefits business by capitalizing HLA to support the Group Benefits business and separating it from the legal entities that support The Hartford's Talcott Resolution operating segment. On January 30, 2014, The Hartford received approval from the CTDOI for Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, and the Company to dividend approximately $800 of cash and invested assets to HLA and this dividend was paid on February 27, 2014.   All of the issued and outstanding equity of the Company was then distributed from HLA to Hartford Life, Inc.
	On January 1, 2013, HLI completed the sale of its Retirement Plans business to Massachusetts Mutual Life Insurance Company ("MassMutual") and on January 2, 2013 HLI completed the sale of its Individual Life insurance business to The Prudential Insurance Company of America, a subsidiary of Prudential Financial, Inc. ("Prudential"). On December 12, 2013, the Company completed the sale of the U.K variable annuity business of Hartford Life International Limited ("HLIL"), an indirect wholly-owned subsidiary. As a result of this transaction, the operations of the Company's U.K. variable annuity business meet the criteria for reporting as discontinued operations as further discussed in Note 13 - Discontinued Operations of Notes to Condensed Consolidated Financial Statements. For further discussion of these and other such transactions, see Note 2 - Business Dispositions of Notes to Condensed Consolidated Financial Statements.
	The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2013 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes as of March 31, 2014, and for the three months ended March 31, 2014 and 2013 are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2013 Form 10-K Annual Report.
	Consolidation
	The Condensed Consolidated Financial Statements include the accounts of HLIC, companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) in which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but are not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 4 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
	Discontinued Operations
	The results of operations of a component of the Company that either has been disposed of or is classified as held-for-sale are reported in discontinued operations if the operations and cash flows of the component have been or will be eliminated from the ongoing operations of the Company as a result of the disposal transaction and the Company will not have any significant continuing involvement in the operations of the component after the disposal transaction. The Company presents the operations of businesses that meet these criteria as discontinued operations in the Condensed Consolidated Financial Statements. Accordingly, operating results for prior periods are retrospectively reclassified. For information on the specific businesses and related impacts, see Note 13 - Discontinued Operations of Notes to Condensed Consolidated Financial Statements.
	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 the disclosure of contingent assets and liabilities at 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 estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.

Basis_of_Presentation_and_Acco2

Basis of Presentation and Accounting Policies (Tables)	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes	'
		Three Months Ended March 31,
		2014			2013
	Tax expense at the U.S. federal statutory rate	$	15		$	180
	Dividends received deduction	(26		)	(32		)
	Foreign related investments	—			(5		)
	Other	(2		)	3
	Income tax expense (benefit)	$	(13	)	$	146

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Assets and (liabilities) carried at fair value by hierarchy level	'
		March 31, 2014
		Total			Quoted Prices			Significant			Significant
					in Active			Observable			Unobservable
					Markets for			Inputs			Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,032		$	—		$	997		$	35
	CDOs	1,275			—			826			449
	CMBS	2,168			—			1,859			309
	Corporate	17,042			—			16,274			768
	Foreign government/government agencies	941			—			911			30
	Municipal	990			—			939			51
	RMBS	2,359			—			1,552			807
	U.S. Treasuries	1,722			105			1,617			—
	Total fixed maturities	27,529			105			24,975			2,449
	Fixed maturities, FVO	917			—			727			190
	Equity securities, trading	12			12			—			—
	Equity securities, AFS	315			171			92			52
	Derivative assets
	Credit derivatives	25			—			15			10
	Foreign exchange derivatives	(44		)	—			(44		)	—
	Interest rate derivatives	(22		)	—			(22		)	—
	U.S. guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	55			—			(10		)	65
	U.S. macro hedge program	83			—			—			83
	International program hedging instruments	72			—			56			16
	Total derivative assets [1]	169			—			(5		)	174
	Short-term investments	2,086			197			1,889			—
	Limited partnerships and other alternatives [2]	459			—			402			57
	Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	(529		)	—			(20		)	(509		)
	Separate account assets [3]	137,026			97,801			38,463			762
	Total assets accounted for at fair value on a recurring basis	$	167,984		$	98,286		$	66,523		$	3,175
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	Guaranteed living benefits	$	(536	)	$	—		$	—		$	(536	)
	Equity linked notes	(19		)	—			—			(19		)
	Total other policyholder funds and benefits payable	(555		)	—			—			(555		)
	Derivative liabilities
	Credit derivatives	(14		)	—			(5		)	(9		)
	Equity derivatives	19			—			17			2
	Foreign exchange derivatives	(307		)	—			(307		)	—
	Interest rate derivatives	(333		)	—			(333		)	—
	U.S. GMWB hedging instruments	46			—			(12		)	58
	U.S. macro hedge program	50			—			—			50
	International program hedging instruments	(24		)	—			32			(56		)
	Total derivative liabilities [4]	(563		)	—			(608		)	45
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(1,120	)	$	—		$	(608	)	$	(512	)
		December 31, 2013
		Total			Quoted Prices			Significant			Significant
					in Active			Observable			Unobservable
					Markets for			Inputs			Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,129		$	—		$	1,021		$	108
	CDOs	1,448			—			1,020			428
	CMBS	2,347			—			1,987			360
	Corporate	16,917			—			16,127			790
	Foreign government/government agencies	1,177			—			1,139			38
	Municipal	965			—			916			49
RMBS	2,431			—			1,633			798
U.S. Treasuries	1,749			1,077			672			—
Total fixed maturities	28,163			1,077			24,515			2,571
Fixed maturities, FVO	791			—			613			178
Equity securities, trading	12			12			—			—
Equity securities, AFS	372			207			114			51
Derivative assets
Credit derivatives	9			—			11			(2		)
Foreign exchange derivatives	14			—			14			—
Interest rate derivatives	(57		)	—			(57		)	—
U.S. GMWB hedging instruments	26			—			(42		)	68
U.S. macro hedge program	109			—			—			109
International program hedging instruments	171			—			173			(2		)
Total derivative assets [1]	272			—			99			173
Short-term investments	1,952			228			1,724			—
Limited partnerships and other alternative investments [2]	468			—			414			54
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	(398		)	—			67			(465		)
Separate account assets [3]	138,482			99,917			37,828			737
Total assets accounted for at fair value on a recurring basis	$	170,114		$	101,441		$	65,374		$	3,299
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
Guaranteed living benefits	$	(576	)	$	—		$	—		$	(576	)
Equity linked notes	(18		)	—			—			(18		)
Total other policyholder funds and benefits payable	(594		)	—			—			(594		)
Derivative liabilities
Credit derivatives	11			—			7			4
Equity derivatives	18			—			16			2
Foreign exchange derivatives	(382		)	—			(382		)	—
Interest rate derivatives	(319		)	—			(295		)	(24		)
U.S. GMWB hedging instruments	15			—			(63		)	78
U.S. macro hedge program	30			—			—			30
International program hedging instruments	(198		)	—			(139		)	(59		)
Total derivative liabilities [4]	(825		)	—			(856		)	31
Consumer notes [5]	(2		)	—			—			(2		)
Total liabilities accounted for at fair value on a recurring basis	$	(1,421	)	$	—		$	(856	)	$	(565	)
[1]	Includes over-the-counter("OTC") and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of March 31, 2014 and December 31, 2013, $109 and $120, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.
[2]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.
[3]	As of March 31, 2014 and December 31, 2013, excludes approximately $1.5 billion and $2.4 billion, respectively, of investment sales receivable that are not subject to fair value accounting.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative market value position (derivative liability) after consideration of the impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the Level 3 roll forward table included below in this Note, the derivative asset and liability are referred to as “freestanding derivatives” and are presented on a net basis.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
Information about significant unobservable inputs used in Level 3 assets measured at fair value	'
		As of March 31, 2014
	Securities						Unobservable Inputs
	Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable  Input	Minimum		Maximum		Weighted Average [1]		Impact of
		Value			Valuation								Increase in Input
					Method								on Fair Value [2]
	CMBS	$	309		Discounted cash flows	Spread (encompasses	98bps		2,439bps		317bps		Decrease
						prepayment, default risk and loss severity)
	Corporate [3]	447			Discounted cash flows	Spread	118bps		697bps		267bps		Decrease
	Municipal [3]	30			Discounted cash flows	Spread	189bps		189bps		189bps		Decrease
	RMBS	807			Discounted cash flows	Spread	58bps		1,763bps		213bps		Decrease
						Constant prepayment rate	0	%	10	%	3	%	Decrease [4]
						Constant default rate	1	%	22	%	7	%	Decrease
						Loss severity	—	%	100	%	79	%	Decrease
		As of December 31, 2013
	CMBS	$	360		Discounted cash flows	Spread (encompasses	99bps		2,511bps		446bps		Decrease
						prepayment, default risk and loss severity)
	Corporate [3]	398			Discounted cash flows	Spread	119bps		5,594bps		332bps		Decrease
	Municipal [3]	29			Discounted cash flows	Spread	184bps		184bps		184bps		Decrease
	RMBS	798			Discounted cash flows	Spread	62bps		1,748bps		245bps		Decrease
						Constant prepayment rate	0	%	10	%	3	%	Decrease [4]
						Constant default rate	1	%	22	%	8	%	Decrease
						Loss severity	—	%	100	%	80	%	Decrease
	[1]	The weighted average is determined based on the fair value of the securities.
	[2]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table above.
	[3]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as discussed below.
	[4]	Decrease for above market rate coupons and increase for below market rate coupons.
Information about significant unobservable inputs used in Level 3 derivative instruments measured at fair value	'
		As of March 31, 2014
	Freestanding Derivatives					Unobservable Inputs
		Fair		Predominant Valuation	Significant	Minimum	Maximum	Impact of
		Value		Method	Unobservable Input			Increase in Input
								on Fair Value [1]
	U.S. GMWB hedging instruments
	Equity options	52		Option model	Equity volatility	20%	30%	Increase
	Customized swaps	71		Discounted  cash flows	Equity volatility	10%	50%	Increase
	U.S. macro hedge program
	Equity options	133		Option model	Equity volatility	23%	34%	Increase
	International hedging program [2]
	Equity options	(68	)	Option model	Equity volatility	28%	36%	Increase
	Long interest rate swaptions	61		Option model	Interest rate volatility	—%	3%	Increase
		As of December 31, 2013
	Interest rate derivative
	Interest rate swaps	(24	)	Discounted  cash flows	Swap curve	4%	4%	Increase
					beyond 30 years
	U.S. GMWB hedging instruments
	Equity options	72		Option model	Equity volatility	21%	29%	Increase
	Customized swaps	74		Discounted  cash flows	Equity volatility	10%	50%	Increase
	U.S. macro hedge program
	Equity options	139		Option model	Equity volatility	24%	31%	Increase
	International hedging program [2]
	Equity options	(66	)	Option model	Equity volatility	29%	37%	Increase
	Short interest rate swaptions	(12	)	Option model	Interest rate volatility	—%	1%	Decrease
	Long interest rate swaptions	48		Option model	Interest rate volatility	1%	1%	Increase
	[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
Information about significant unobservable inputs used in Level 3 living benefits measured at fair value	'
	Significant Unobservable Input	Unobservable Inputs (Minimum)	Unobservable Inputs (Maximum)	Impact of Increase in Input
				on Fair Value Measurement [1]
	Withdrawal Utilization[2]	20%	100%	Increase
	Withdrawal Rates [2]	—%	8%	Increase
	Annuitization utilization [3]	—%	100%	Increase
	Lapse Rates [4]	—%	75%	Decrease
	Reset Elections [5]	20%	75%	Increase
	Equity Volatility [6]	10%	50%	Increase
	[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
	[2]	Ranges represent assumed cumulative percentages of policyholders taking withdrawals and the annual amounts withdrawn.
	[3]	For reinsurance associated with Japan GMIB, range represents assumed cumulative percentages of policyholders annuitizing variable annuity contracts.
	[4]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
	[5]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
	[6]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	'
		Fixed Maturities, AFS																								Fixed
																										Maturities,
	Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total Fixed			FVO
														govt./govt.									Maturities,
														agencies									AFS
	Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			—			8			(4		)	(1		)	—			(1		)	2			9
	Included in OCI [3]	2			—			(6		)	18			3			2			9			28			—
	Purchases	—			—			1			24			—			—			87			112			5
	Settlements	—			(11		)	(25		)	2			(2		)	—			(31		)	(67		)	(1		)
	Sales	(3		)	(9		)	(22		)	(34		)	(8		)	—			(47		)	(123		)	(1		)
	Transfers into Level 3 [4]	—			48			—			30			—			—			—			78			—
	Transfers out of Level 3 [4]	(72		)	(7		)	(7		)	(58		)	—			—			(8		)	(152		)	—
	Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	—		$	—		$	1		$	(6	)	$	(1	)	$	—		$	—		$	(6	)	$	9
					Freestanding Derivatives [5]
	Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other derivative contracts			Total Free-
		Securities,									Rate			GMWB			Macro			Program						Standing
		AFS												Hedging			Hedge			Hedging						Derivatives
																	Program									[5]
	Fair value as of January 1, 2014	$	51		$	2		$	2		$	(24	)	$	146		$	139		$	(61	)	$	—		$	204
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	(1		)	(1		)	—			—			(34		)	(10		)	12			—			(33		)
	Included in OCI [3]	2			—			—			—			—			—			—			—			—
	Purchases	—			—			—			—			5			4			9			—			18
	Settlements	—			—			—			—			6			—			—			—			6
	Sales	—			—			—			—			—			—			—			—			—
	Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
	Transfers out of Level 3 [4]	—			—			—			24			—			—			—			—			24
	Fair value as of March 31, 2014	$	52		$	1		$	2		$	—		$	123		$	133		$	(40	)	$	—		$	219
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(1	)	$	(1	)	$	—		$	(1	)	$	(50	)	$	(10	)	$	17		$	—		$	(45	)
	Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for U.S. GMWB			Separate
					and Japan			Accounts
					GMWB, GMIB,
					and GMAB [6]
	Fair value as of January 1, 2014	$	54		$	(465	)	$	737
	Transfers to assets held for sale	—			—			—
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	4			(107		)	5
	Included in OCI [3]	—			—			—
	Purchases	16			—			130
	Settlements	(12		)	63			(1		)
	Sales	—			—			(86		)
	Transfers into Level 3 [4]	—			—			3
	Transfers out of Level 3 [4]	(5		)	—			(26		)
	Fair value as of March 31, 2014	$	57		$	(509	)	$	762
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	4		$	(107	)	$	5
		Other Policyholder Funds and Benefits Payable
	Liabilities	Guaranteed			Equity Linked			Total Other			Consumer
		Living			Notes			Policyholder Funds			Notes
		Benefits [7]						and Benefits Payable
	Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
	Transfers to liabilities held for sale	—			—			—			—
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	74			(1		)	73			—
	Included in OCI [3]	—			—			—			—
	Settlements	(34		)	—			(34		)	—
	Fair value as of March 31, 2014	$	(536	)	$	(19	)	$	(555	)	$	(2	)
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	74		$	(1	)	$	73		$	—
	The tables below provide a fair value roll forward for the three months ended March 31, 2013, for Level 3 financial instruments.
		Fixed Maturities, AFS
	Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total Fixed			Fixed
govt./govt.														Maturities,									Maturities,
agencies														AFS									FVO
Fair value as of January 1, 2013	$	238		$	723		$	532		$	1,340		$	34		$	169		$	1,133		$	4,169		$	199
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(3		)	(11		)	(2		)	16			1			—			29			30			14
Included in OCI [3]	22			36			13			(8		)	(1		)	1			15			78			—
Purchases	14			1			—			18			10			—			13			56			6
Settlements	(3		)	(21		)	(14		)	(58		)	(1		)	—			(32		)	(129		)	(1		)
Sales	(34		)	(186		)	(60		)	(255		)	(6		)	(38		)	(192		)	(771		)	(18		)
Transfers into Level 3 [4]	—			23			21			56			—			—			—			100			2
Transfers out of Level 3 [4]	(9		)	—			—			(13		)	(2		)	—			—			(24		)	(1		)
Fair value as of March 31, 2013	$	225		$	565		$	490		$	1,096		$	35		$	132		$	966		$	3,509		$	201
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(4	)	$	—		$	(2	)	$	(2	)	$	—		$	—		$	—		$	(8	)	$	35
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Total Free-
	Securities,									Rate			GMWB			Macro			Program			Standing
	AFS												Hedging			Hedge			Hedging			Derivatives [5]
																Program
Fair value as of January 1, 2013	$	55		$	(388	)	$	43		$	(91	)	$	756		$	180		$	(55	)	$	445
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(4		)	49			(12		)	1			(159		)	(98		)	(79		)	(298		)
Included in OCI [3]	6			—			—			—			—			—			—			—
Purchases	—			—			24			1			19			—			15			59
Settlements	—			59			—			—			—			—			17			76
Sales	(2		)	—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			—			—			31			—			—			—			31
Fair value as of March 31, 2013	$	55		$	(280	)	$	55		$	(58	)	$	616		$	82		$	(102	)	$	313
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(3	)	$	25		$	(10	)	$	1		$	(159	)	$	(98	)	$	(51	)	$	(292	)
Assets	Reinsurance Recoverable for U.S. GMWB			Separate Accounts
	and Japan
	GMWB, GMIB,
	and GMAB [6][8]
Fair value as of January 1, 2013	$	1,081		$	583
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(573		)	15
Purchases	—			255
Settlements	84			—
Sales	—			(26		)
Transfers into Level 3 [4]	—			—
Transfers out of Level 3 [4]	—			(4		)
Fair value as of March 31, 2013	$	592		$	823
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	(573	)	$	8
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Other			Consumer
	Living			Notes			Policyholder Funds			Liabilities			Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of January 1, 2013	$	(3,119	)	$	(8	)	$	(3,127	)	$	(29	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	937			(2		)	935			(14		)	—
Settlements	(22		)	—			(22		)	—			—
Fair value as of March 31, 2013	$	(2,204	)	$	(10	)	$	(2,214	)	$	(43	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2013 [2] [7]	$	937		$	(2	)	$	935		$	(14	)	$	—
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.
[7]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[8]	As of March 31, 2013, ($111) and $135 were inappropriately presented as Included in OCI within the Reinsurance Recoverable for U.S. GMWB and Japan GMWB, GMIB and GMAB and Guaranteed Living Benefits, respectively. Amounts have been rescheduled to Included in Net Income. This change in presentation of this disclosure had no impact on the Company's net income or OCI.
Fair value of assets and liabilities accounted for using the fair value option	'
		Three Months Ended March 31,
		2014			2013
	Assets
	Fixed maturities, FVO
	Corporate	$	1		$	(9	)
	CRE CDOs	9			9
	Foreign government	9			(48		)
	RMBS	1			—
	Total realized capital gains (losses)	$	20		$	(48	)
Fair value of assets and liabilities accounted for using the fair value option	'
		As of
		March 31, 2014			December 31, 2013
	Assets
	Fixed maturities, FVO
	ABS	$	12		$	3
	Corporate	90			84
	CDO	176			167
	CMBS	11			8
	Foreign government	563			494
	Municipals	2			1
	RMBS	61			9
	U.S. Government	2			25
	Total fixed maturities, FVO	$	917		$	791
Financial Instruments Not Carried at Fair Value	'
		March 31, 2014					December 31, 2013
		Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
	Assets
	Policy loans	Level 3	1,425		1,474		1,416		1,476
	Mortgage loans	Level 3	3,315		3,383		3,470		3,519
	Liabilities
	Other policyholder funds and benefits payable [1]	Level 3	8,703		8,949		8,955		9,153
	Consumer notes [2]	Level 3	76		76		82		82
	[1]	Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.
	[2]	Excludes amounts carried at fair value and included in disclosures above.

Investments_and_Derivative_Ins1

Investments and Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2014																															Mar. 31, 2013
Derivative [Line Items]	'																															'
Offsetting Assets and Liabilities	'																															'
	March 31, 2014
		(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
										Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
		Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
	Description
	Other investments	$	1,288			$	1,112			$	169			$	7			$	124			$	52
		Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
	Description
	Other liabilities	$	(1,682	)		$	(973	)		$	(563	)		$	(146	)		$	(739	)		$	30
	As of December 31, 2013
		(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
										Net Amounts Presented in the Statement of Financial Position								Gross Amounts Not Offset in the Statement of Financial Position
		Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
	Description
	Other investments	$	1,510			$	1,290			$	272			$	(52	)		$	121			$	99
		Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
	Description
	Other liabilities	$	(2,063	)		$	(1,308	)		$	(825	)		$	70			$	(826	)		$	71
	[1]	Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.
	[2]	Included in other assets in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.
	[3]	Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.
	[4]	Excludes collateral associated with exchange-traded derivative instruments.
Net Realized Capital Gains (Losses)	'																															'
		Three Months Ended March 31,
	(Before-tax)	2014			2013
	Gross gains on sales [1]	$	108		$	1,613
	Gross losses on sales	(104		)	(54		)
	Net OTTI losses recognized in earnings	(7		)	(13		)
	Valuation allowances on mortgage loans	—			1
	Japanese fixed annuity contract hedges, net [2]	(9		)	3
	Periodic net coupon settlements on credit derivatives/Japan	5			(3		)
	Results of variable annuity hedge program
	U.S. GMWB derivatives, net	15			47
	U.S. macro hedge program	(10		)	(85		)
	Total U.S. program	5			(38		)
	International Program [3]	(23		)	(83		)
	Total results of variable annuity hedge program	(18		)	(121		)
	GMIB/GMAB/GMWB reinsurance	51			337
	Coinsurance and modified coinsurance reinsurance contracts	(130		)	(399		)
	Other, net [4]	(2		)	79
	Net realized capital gains (losses), before-tax	$	(106	)	$	1,443
	[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.
	[2]	Includes for the three months ended March 31, 2014 and 2013, transactional foreign currency re-valuation related to the Japan fixed annuity product of $(30) and $151, respectively, as well as the change in value related to the derivative hedging instruments and the Japan government FVO securities of $21 and $(148), respectively.
	[3]	Includes $3 and $(33) of transactional foreign currency re-valuation for the three months ended March 31, 2014 and 2013, respectively.
	[4]	For the three months ended March 31, 2014 and 2013, other, net gains and losses includes $(3) and $22, respectively, of transactional foreign currency re-valuation associated with the internal reinsurance of the Japan GMIB variable annuity business, which is offset in AOCI. Also includes for the three months ended March 31, 2014 and 2013, $(28) and $116, respectively, of other transactional foreign currency revaluation, primarily associated with the internal reinsurance of the Japan 3 wins variable annuity business, of which a portion is offset within realized gains and losses by the change in value of the associated hedging derivatives. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.
Other-Than-Temporary Impairment Losses	'																															'
		Three Months Ended March 31,
	(Before-tax)	2014			2013
	Balance, beginning of period	$	(410	)	$	(813	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(3		)	(5		)
	Securities previously impaired	(3		)	—
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	30			111
	Securities due to an increase in expected cash flows	4			1
	Balance, end of period	$	(382	)	$	(706	)
	[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
Available-for-Sale Securities	'																															'
		March 31, 2014																December 31, 2013
		Cost or Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Fair Value			Non-Credit OTTI [1]				Cost or Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]
	ABS	$	1,060		$	15		$	(43	)	$	1,032		$	(2	)		$	1,172		$	13		$	(56	)	$	1,129	$	(2	)
	CDOs [2]	1,216			93			(33		)	1,275			—				1,392			98			(41		)	1,448		—
	CMBS	2,090			101			(23		)	2,168			(4		)		2,275			106			(34		)	2,347		(3		)
	Corporate	15,670			1,485			(113		)	17,042			(4		)		15,913			1,196			(192		)	16,917		(6		)
	Foreign govt./govt. agencies	996			31			(86		)	941			—				1,267			27			(117		)	1,177		—
	Municipal	955			54			(19		)	990			—				988			26			(49		)	965		—
	RMBS	2,329			61			(31		)	2,359			(2		)		2,419			60			(48		)	2,431		(3		)
	U.S. Treasuries	1,655			69			(2		)	1,722			—				1,762			1			(14		)	1,749		—
	Total fixed maturities, AFS	25,971			1,909			(350		)	27,529			(12		)		27,188			1,527			(551		)	28,163		(14		)
	Equity securities, AFS	306			31			(22		)	315			—				362			35			(25		)	372		—
	Total AFS securities	$	26,277		$	1,940		$	(372	)	$	27,844		$	(12	)		$	27,550		$	1,562		$	(576	)	$	28,535	$	(14	)
	[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2014 and December 31, 2013.
	[2]	Gross unrealized gains (losses) exclude the change in fair value of bifurcated embedded derivative features of certain securities.
Contractual Maturity	'																															'
		March 31, 2014
	Contractual Maturity	Amortized Cost			Fair Value
	One year or less	$	1,738		$	1,762
	Over one year through five years	5,368			5,610
	Over five years through ten years	3,776			3,960
	Over ten years	8,394			9,363
	Subtotal	19,276			20,695
	Mortgage-backed and asset-backed securities	6,695			6,834
	Total fixed maturities, AFS	$	25,971		$	27,529
Securities Unrealized Loss Aging	'																															'
		March 31, 2014
		Less Than 12 Months									12 Months or More									Total
		Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
	ABS	$	145		$	144		$	(1	)	$	372		$	330		$	(42	)	$	517		$	474		$	(43	)
	CDOs [1]	82			81			(1		)	1,002			969			(32		)	1,084			1,050			(33		)
	CMBS	255			246			(9		)	317			303			(14		)	572			549			(23		)
	Corporate	1,532			1,494			(38		)	711			636			(75		)	2,243			2,130			(113		)
	Foreign govt./govt. agencies	226			212			(14		)	315			243			(72		)	541			455			(86		)
	Municipal	285			275			(10		)	85			76			(9		)	370			351			(19		)
	RMBS	514			509			(5		)	401			375			(26		)	915			884			(31		)
	U.S. Treasuries	349			347			(2		)	—			—			—			349			347			(2		)
	Total fixed maturities, AFS	3,388			3,308			(80		)	3,203			2,932			(270		)	6,591			6,240			(350		)
	Equity securities, AFS	48			46			(2		)	130			110			(20		)	178			156			(22		)
	Total securities in an unrealized loss position	$	3,436		$	3,354		$	(82	)	$	3,333		$	3,042		$	(290	)	$	6,769		$	6,396		$	(372	)
		December 31, 2013
		Less Than 12 Months									12 Months or More									Total
		Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
	ABS	$	288		$	286		$	(2	)	$	418		$	364		$	(54	)	$	706		$	650		$	(56	)
	CDOs [1]	64			63			(1		)	1,185			1,144			(40		)	1,249			1,207			(41		)
	CMBS	437			423			(14		)	392			372			(20		)	829			795			(34		)
	Corporate	2,449			2,360			(89		)	799			696			(103		)	3,248			3,056			(192		)
	Foreign govt./govt. agencies	542			501			(41		)	303			227			(76		)	845			728			(117		)
	Municipal	508			475			(33		)	99			83			(16		)	607			558			(49		)
	RMBS	922			909			(13		)	475			440			(35		)	1,397			1,349			(48		)
	U.S. Treasuries	1,456			1,442			(14		)	—			—			—			1,456			1,442			(14		)
	Total fixed maturities, AFS	6,666			6,459			(207		)	3,671			3,326			(344		)	10,337			9,785			(551		)
	Equity securities, AFS	77			73			(4		)	135			114			(21		)	212			187			(25		)
	Total securities in an unrealized loss position	$	6,743		$	6,532		$	(211	)	$	3,806		$	3,440		$	(365	)	$	10,549		$	9,972		$	(576	)
	[1]
Mortgage Loans	'																															'
		March 31, 2014									December 31, 2013
		Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
	Total commercial mortgage loans	$	3,327		$	(12	)	$	3,315		$	3,482		$	(12	)	$	3,470
Valuation Allowance for Mortgage Loans	'																															'
																																	Three Months Ended March 31,
																																	2014			2013
																																Balance, beginning of period	$	(12	)	$	(14	)
																																(Additions)/Reversals	—			(1		)
																																Deductions	—			2
																																Balance, end of period	$	(12	)	$	(13	)
Commercial Mortgage Loans Credit Quality	'																															'
	Commercial Mortgage Loans Credit Quality
		March 31, 2014				December 31, 2013
	Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
	Greater than 80%	$	29		1.08x	$	35		1.15x
	65% - 80%	675			2.01x	777			1.94x
	Less than 65%	2,611			2.37x	2,658			2.34x
	Total commercial mortgage loans	$	3,315		2.28x	$	3,470		2.23x
Mortgage Loans by Region	'																															'
	Mortgage Loans by Region
		March 31, 2014				December 31, 2013
		Carrying Value			Percent of Total	Carrying Value			Percent of Total
	East North Central	$	73		2.20%	$	79		2.30%
	Middle Atlantic	247			7.50%	255			7.30%
	Mountain	40			1.20%	40			1.20%
	New England	146			4.40%	163			4.70%
	Pacific	934			28.20%	1,019			29.40%
	South Atlantic	560			16.90%	548			15.80%
	West North Central	17			0.50%	17			0.50%
	West South Central	124			3.70%	144			4.10%
	Other [1]	1,174			35.40%	1,205			34.70%
	Total mortgage loans	$	3,315		100.00%	$	3,470		100.00%
	[1]	Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type	'																															'
	Mortgage Loans by Property Type
		March 31, 2014					December 31, 2013
		Carrying Value			Percent of Total		Carrying Value			Percent of Total
	Commercial
	Agricultural	$	56		1.7	%	$	93		2.7	%
	Industrial	1,151			34.7	%	1,182			34.1	%
	Lodging	27			0.8	%	27			0.8	%
	Multifamily	559			16.9	%	576			16.6	%
	Office	683			20.6	%	723			20.8	%
	Retail	725			21.9	%	745			21.5	%
	Other	114			3.4	%	124			3.5	%
	Total mortgage loans	$	3,315		100	%	$	3,470		100	%
Variable Interest Entities Primary Beneficiary	'																															'
		March 31, 2014									December 31, 2013
		Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]
	CDOs [3]	$	8		$	9		$	—		$	12		$	13		$	—
	Investment funds [4]	137			20			121			134			20			119
	Limited partnerships	3			1			2			4			2			2
	Total	$	148		$	30		$	123		$	150		$	35		$	121
	[1]	Included in other liabilities in the Company’s Condensed Consolidated Balance Sheets.
	[2]	The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
	[3]	Total assets included in fixed maturities, AFS in the Company’s Condensed Consolidated Balance
	Sheets.
	[4]	Total assets included in fixed maturities, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.
GMWB reinsurance contracts	'																															'
		Notional Amount						Fair Value
		31-Mar-14			December 31, 2013			31-Mar-14			December 31, 2013
	Customized swaps	$	7,561		$	7,839		$	71		$	74
	Equity swaps, options, and futures	3,888			4,237			32			44
	Interest rate swaps and futures	3,975			6,615			(2		)	(77		)
	Total	$	15,424		$	18,691		$	101		$	41
Macro hedge program	'																															'
		Notional Amount						Fair Value
		31-Mar-14			December 31, 2013			31-Mar-14			December 31, 2013
	Equity options and swaps	7,596			9,934			133			139
	Total	$	7,596		$	9,934		$	133		$	139
Derivative Classification by Balance Sheet Location	'																															'
		Net Derivatives												Asset Derivatives						Liability Derivatives
		Notional Amount						Fair Value						Fair Value						Fair Value
	Hedge Designation/ Derivative Type	Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13			Mar 31, 2014			31-Dec-13
	Cash flow hedges
	Interest rate swaps	$	2,966		$	3,215		$	25		$	16		$	43		$	49		$	(18	)	$	(33	)
	Foreign currency swaps	143			143			(6		)	(5		)	2			2			(8		)	(7		)
	Total cash flow hedges	3,109			3,358			19			11			45			51			(26		)	(40		)
	Fair value hedges
	Interest rate swaps	699			1,261			(25		)	(24		)	1			2			(26		)	(26		)
	Total fair value hedges	699			1,261			(25		)	(24		)	1			2			(26		)	(26		)
	Non-qualifying strategies
	Interest rate contracts
	Interest rate swaps, swaptions, caps, floors, and futures	4,679			4,633			(355		)	(368		)	193			123			(548		)	(491		)
	Foreign exchange contracts
	Foreign currency swaps and forwards	107			118			(5		)	(4		)	6			6			(11		)	(10		)
	Japan 3Win foreign currency swaps	1,571			1,571			(338		)	(354		)	—			—			(338		)	(354		)
	Japanese fixed annuity hedging instruments	1,381			1,436			(2		)	(6		)	88			88			(90		)	(94		)
	Credit contracts
	Credit derivatives that purchase credit protection	220			243			(4		)	(4		)	—			—			(4		)	(4		)
	Credit derivatives that assume credit risk [1]	1,356			1,507			17			27			19			28			(2		)	(1		)
	Credit derivatives in offsetting positions	2,785			3,501			(2		)	(3		)	32			35			(34		)	(38		)
	Equity contracts
	Equity index swaps and options	129			131			(3		)	(2		)	18			18			(21		)	(20		)
	Variable annuity hedge program
	U.S. GMWB product derivatives [2]	21,195			21,512			(24		)	(36		)	—			—			(24		)	(36		)
	U.S. GMWB reinsurance contracts	4,280			4,508			30			29			30			29			—			—
	U.S. GMWB hedging instruments	15,424			18,691			101			41			278			333			(177		)	(292		)
	U.S. macro hedge program	7,596			9,934			133			139			166			178			(33		)	(39		)
	International program hedging instruments	55,688			57,025			48			(27		)	441			649			(393		)	(676		)
	Other
	GMAB, GMWB, and GMIB reinsurance contracts	11,080			11,999			(512		)	(540		)	—			—			(512		)	(540		)
	Coinsurance and modified coinsurance reinsurance contracts	28,387			29,423			(559		)	(427		)	283			383			(842		)	(810		)
	Total non-qualifying strategies	155,878			166,232			(1,475		)	(1,535		)	1,554			1,870			(3,029		)	(3,405		)
	Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	159,686		$	170,851		$	(1,481	)	$	(1,548	)	$	1,600		$	1,923		$	(3,081	)	$	(3,471	)
	Balance Sheet Location
	Fixed maturities, available-for-sale	$	199		$	196		$	(1	)	$	(1	)	$	—		$	—		$	(1	)	$	(1	)
	Other investments	42,463			40,564			169			272			550			721			(381		)	(449		)
	Other liabilities	52,023			62,590			(563		)	(825		)	738			789			(1,301		)	(1,614		)
	Consumer notes	9			9			(2		)	(2		)	—			—			(2		)	(2		)
	Reinsurance recoverable	32,667			33,931			(529		)	(398		)	312			413			(841		)	(811		)
	Other policyholder funds and benefits payable	32,325			33,561			(555		)	(594		)	—			—			(555		)	(594		)
	Total derivatives	$	159,686		$	170,851		$	(1,481	)	$	(1,548	)	$	1,600		$	1,923		$	(3,081	)	$	(3,471	)
	[1]	The derivative instruments related to this strategy are held for other investment purposes.
	[2]	These derivatives are embedded within liabilities and are not held for risk management purposes.
Derivatives in Cash Flow Hedging Relationships	'																															'
		Gain (Loss) Recognized in OCI on Derivative (Effective Portion)							Net Realized Capital Gains(Losses) Recognized in Income on Derivative (Ineffective Portion)
		Three months ended March 31,							Three months ended March 31,
		2014			2013				2014			2013
	Interest rate swaps	$	10		$	(42	)		$	(1	)	$	—
	Foreign currency swaps	(1		)	1				—			—
	Total	$	9		$	(41	)		$	(1	)	$	—
			Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
			Three months ended March 31,
		Location	2014			2013
	Interest rate swaps	Net realized capital gain/(loss)	$	1		$	64
	Interest rate swaps	Net investment income	13			14
	Foreign currency swaps	Net realized capital gain/(loss)	—			(3		)
	Total		$	14		$	75
Derivatives in Fair Value Hedging Relationships	'																															'
	representing the ineffective portion of fair value hedges as follows:
	Derivatives in Fair-Value Hedging Relationships
		Gain or (Loss) Recognized in Income [1]
		Three months ended March 31,
		2014							2013
		Derivative			Hedge Item				Derivative			Hedge Item
	Interest rate swaps
	Net realized capital gain/(loss)	$	(1	)	$	2			$	6		$	(8	)
	Foreign currency swaps
	Net realized capital gain/(loss)								(2		)	2
	Benefits, losses and loss adjustment expenses	—							(1		)	1
	Total	$	(1	)	$	2			$	3		$	(5	)
	[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (
Gain or loss recognized in income on non-qualifying strategies	'																															'
		Three months ended March 31,
		2014			2013
	Interest rate contracts
	Interest rate swaps, caps, floors, and forwards	$	1		$	10
	Foreign exchange contracts
	Foreign currency swaps and forwards	1			—
	Japan 3Win foreign currency swaps [1]	15			(130		)
	Japanese fixed annuity hedging instruments [2]	12			(101		)
	Credit contracts
	Credit derivatives that purchase credit protection	(3		)	(5		)
	Credit derivatives that assume credit risk	—			9
	Equity contracts
	Equity index swaps and options	—			(14		)
	Variable annuity hedge program
	U.S. GMWB product derivatives	36			456
	U.S. GMWB reinsurance contracts	(4		)	(60		)
	U.S. GMWB hedging instruments	(17		)	(349		)
	U.S. macro hedge program	(10		)	(85		)
	International program hedging instruments	(23		)	(83		)
	Other
	GMAB, GMWB, and GMIB reinsurance contracts	51			337
	Coinsurance and modified coinsurance reinsurance contracts	(130		)	(396		)
	Total [3]	$	(71	)	$	(411	)
	[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(28) and $116 for the three months ended March 31, 2014 and 2013, respectively.
	[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(30) and $151 for the three months ended March 31, 2014 and 2013, respectivel
Credit Derivatives Description	'																															'
	As of March 31, 2014
									Underlying Referenced
									Credit Obligation(s) [1]
	Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
	risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
								Years to		Rating	Amount [3]
								Maturity
	Single name credit default swaps
	Investment grade risk exposure	$	297		$	5		4 years	Corporate Credit/	A-	$	163		$	(3	)
									Foreign Gov.
	Below investment grade risk exposure	24			—			4 months	Corporate Credit	CCC	24			—
	Basket credit default swaps [4]
	Investment grade risk exposure	1,881			22			3 years	Corporate Credit	BBB+	857			(10		)
	Below investment grade risk exposure	42			3			5 years	Corporate Credit	B	—			—
	Investment grade risk exposure	240			(4		)	3 years	CMBS Credit	AA-	234			4
	Below investment grade risk exposure	115			(16		)	3 years	CMBS Credit	B	115			15
	Embedded credit derivatives
	Investment grade risk exposure	150			145			3 years	Corporate Credit	A-	—			—
	Total [5]	$	2,749		$	155					$	1,393		$	6
	As of December 31, 2013
									Underlying Referenced
									Credit Obligation(s) [1]
	Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
	risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
								Years to		Rating	Amount [3]
								Maturity
	Single name credit default swaps
	Investment grade risk exposure	$	735		$	6		2 years	Corporate Credit/ Foreign Gov.	A	$	592		$	(4	)
	Below investment grade risk exposure	24			—			1 year	Corporate Credit	CCC	25			—
	Basket credit default swaps [4]
	Investment grade risk exposure	1,912			25			3 years	Corporate Credit	BBB+	784			(10		)
	Below investment grade risk exposure	87			8			5 years	Corporate Credit	BB-	—			—
	Investment grade risk exposure	235			(5		)	3 years	CMBS Credit	A	235			5
	Below investment grade risk exposure	115			(18		)	3 years	CMBS Credit	B-	115			18
	Embedded credit derivatives
	Investment grade risk exposure	150			145			3 years	Corporate Credit	BBB+	—			—
	Total [5]	$	3,258		$	161					$	1,751		$	9
	[1]	The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch, and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used.
	[2]	Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and clearing house rules and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses going forward.
	[3]	The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
	[4]	Includes $2.3 billion and $2.3 billion as of March 31, 2014 and December 31, 2013, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
	[5]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 3 - Fair Value Measurements.
	Derivative Collateral Arrangements
	The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of March 31, 2014 and December 31, 2013 the Company pledged securities collateral associated with derivative instruments with a fair value of $763 and $865, respectively, which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. The Company also pledged cash collateral associated with derivative instruments with a fair value of $58 and $290, respectively, as of March 31, 2014 and December 31, 2013 which have been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets.
	As of March 31, 2014 and December 31, 2013 the Company accepted cash collateral associated with derivative instruments with a fair value of $225 and $171, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of March 31, 2014 and December 31, 2013 of $124 and $121, respectively, of which the Company has the ability to sell or repledge $124 and $117, respectively. As of March 31, 2014 and December 31, 2013 the fair value of repledged securities totaled $0 and $39, respectively, and the Company did not sell any securities. In addition, as of March 31, 2014 and December 31, 2013 non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.
International [Member]	'																															'
Derivative [Line Items]	'																															'
Macro hedge program	'																															'
		Notional Amount						Fair Value
		March 31,			December 31, 2013			March 31,			December 31, 2013
		2014						2014
	Credit derivatives	$	350		$	350		$	—		$	5
	Currency forwards [1]	12,254			8,778			32			24
	Currency options	4,774			8,408			(15		)	(58		)
	Equity futures	473			999			—			—
	Equity options	949			1,022			(65		)	(63		)
	Equity swaps	2,121			3,830			(50		)	(95		)
	Customized swaps	—			—			—			—
	Interest rate futures	551			566			—			—
	Interest rate swaps and swaptions	34,216			33,072			146			160
	Total	$	55,688		$	57,025		$	48		$	(27	)
	[1]	As of March 31, 2014 and December 31, 2013 net notional amounts are $(0.8) billion and $(1.6) billion, respectively, which include $5.7 billion and $3.6 billion, respectively, related to long positions and $6.5 billion and $5.2 billion, respectively, related to short positions.

Reinsurance_Reinsurance_Tables

Reinsurance Reinsurance (Tables)	Mar. 31, 2014
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'
Reinsurance Recoverables, Net [Table Text Block]	'
		As of March 31,		As of December 31,
		2014		2013
	Future policy benefits and unpaid loss and loss adjustment expenses and other policyholder funds and benefits payable
	Sold businesses (MassMutual and Prudential)	$	18,748	$	18,969
	Other reinsurers	923		825
	Gross reinsurance recoverables	$	19,671	$	19,794

Separate_Accounts_Death_Benefi1

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Tables)	3 Months Ended
	Mar. 31, 2014
Separate Accounts, Death Benefits and Other Insurance Benefit Features [Abstract]	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'
		GMDB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	47			56
	Paid	(31		)	—
	Unlock	(11		)	—
	Liability balance as of March 31, 2014	$	854		$	1,858
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	26			56
	Paid	(22		)	—
	Unlock	(5		)	—
	Reinsurance recoverable asset, as of March 31, 2014	$	532		$	1,858
		GMDB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2013	$	944		$	363
	Incurred	45			68
	Paid	(52		)	—
	Unlock	(52		)	—
	Impact of reinsurance transaction	—			1,143
	Currency translation adjustment	(2		)	—
	Liability balance as of March 31, 2013	$	883		$	1,574
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	21
	Incurred	27			68
	Paid	(28		)	—
	Unlock	(28		)	—
	Impact of reinsurance transaction	—			1,485
	Reinsurance recoverable asset, as of March 31, 2013	$	579		$	1,574
Individual Variable and Group Annuity Account Value By GMDB GMIB Type	'
	Individual Variable and Group Annuity Account Value by GMDB/GMIB Type
	Maximum anniversary value (“MAV”) [1]	Account			Net amount		Retained Net		Weighted Average
		Value			at Risk		Amount		Attained Age of
		(“AV”) [8]			(“NAR”) [9]		at Risk		Annuitant
							(“RNAR”) [9]
	MAV only	$	18,971		$	2,836	$	170	69
	With 5% rollup [2]	1,563			227		16		69
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,735			615		19		68
	With 5% rollup & EPB	576			117		5		70
	Total MAV	25,845			3,795		210
	Asset Protection Benefit (APB) [4]	17,717			256		52		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	733			8		2		67
	Reset [6] (5-7 years)	3,205			66		29		69
	Return of Premium [7] /Other	12,047			67		15		67
	Subtotal U.S. GMDB	59,547			4,192		308		68
	Less: General Account Value with U.S. GMDB	4,249
	Subtotal Separate Account Liabilities with GMDB	55,298
	Separate Account Liabilities without U.S. GMDB	83,182
	Total Separate Account Liabilities	$	138,480
	Japan GMDB [10], [11]	$	11,564		$	202	$	—	69
	Japan GMIB [10], [11]	$	11,375		$	121	$	—	70
	[1]	MAV: the GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 (adjusted for withdrawals).
	[2]	Rollup: the GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of a contract’s growth. A contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.
	[4]	APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).
	[5]	LIB GMDB is the greatest of current AV, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance.
	[6]	Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 (adjusted for withdrawals).
	[7]	ROP: the GMDB is the greater of current AV and net premiums paid.
	[8]	AV includes the contract holder’s investment in the separate account and the general account.
	[9]	NAR is defined as the guaranteed benefit in excess of the current AV. RNAR is NAR reduced for reinsurances. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline.
	[10]	Assumed GMDB includes a ROP and MAV (before age 80) paid in a single lump sum. GMIB is a guarantee to return initial investment, adjusted for earnings liquidity, paid through a fixed annuity, after a minimum deferral period of 10, 15 or 20 years. The GRB related to the Japan GMIB was $10.8 billion as of March 31, 2014. The GRB related to the Japan GMAB and GMWB was $300 as of March 31, 2014. These liabilities are not included in the Separate Account as they are not legally insulated from the general account liabilities of the insurance enterprise. As of March 31, 2014, 100% of NAR is reinsured to an affiliate. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial statements.
	[11]	Policies with a guaranteed living benefit (a GMWB in the US or a GMIB in Japan) also have a guaranteed death benefit. The NAR for each benefit is shown, however these benefits are not additive. When a policy terminates due to death, any NAR related to GMWB or GMIB is released. Similarly, when a policy goes into benefit status on a GMWB or GMIB, its GMDB NAR is released.
Account balances of contracts with guarantees	'
	Asset type	March 31, 2014			December 31, 2013
	Equity securities (including mutual funds)	$	50,866		$	52,858
	Cash and cash equivalents	4,432			4,605
	Total	$	55,298		$	57,463

Deferred_Policy_Acquisition_Co1

Deferred Policy Acquisition Costs and Present Value of Future Profits (Tables)	3 Months Ended
	Mar. 31, 2014
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]	'
Changes in deferred policy acquisition costs and present value of future profits	'
		31-Mar-14
		2014			2013
	Balance, beginning of period	$	689		$	3,072
	Deferred costs	5			2
	Amortization — DAC	(40		)	(43		)
	Amortization — Unlock benefit (charge), pre-tax	8			(1		)
	Amortization — DAC related to business dispositions [1] [2]	—			(2,229		)
	Adjustments to unrealized gains and losses on securities available-for-sale and other	(14		)	(3		)
	Balance, end of period	$	648		$	798

Sales_Inducements_Tables

Sales Inducements (Tables)	3 Months Ended
	Mar. 31, 2014
Deferred Sales Inducements [Abstract]	'
Changes in Deferred Sales Inducements	'
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	36		$	118
	Amortization — Unlock	—			(1		)
	Amortization charged to income	(1		)	(1		)
	Amortization related to business dispositions [1]	—			(71		)
	Balance, end of period	$	35		$	45

Transactions_with_Affiliates_T

Transactions with Affiliates (Tables)	3 Months Ended
	Mar. 31, 2014
Related Party Transactions [Abstract]	'
Impact of transactions with affiliates	'
		Three Months Ended March 31,
		2014			2013
	Earned premiums	$	(5	)	$	(10	)
	Net realized gains (losses) [1]	(103		)	(517		)
	Total revenues	(108		)	(527		)
	Benefits, losses and loss adjustment expenses	(1		)	(8		)
	Insurance operating costs and other expenses	(4		)	(422		)
	Total expenses	(5		)	(430		)
	Income (loss) before income taxes	(103		)	(97		)
	Income tax expense (benefit)	(36		)	(34		)
	Income from continuing operations, net of tax	$	(67	)	$	(63	)
	Income from discontinued operations, net of tax	—			(1		)
	Net income (loss)	$	(67	)	$	(64	)
	[1] Amounts represent the change in valuation of the derivative associated with this transaction.

Restructuring_and_Other_Costs_

Restructuring and Other Costs (Tables)	3 Months Ended
	Mar. 31, 2014
Restructuring, Severance and Other Costs [Abstract]	'
Schedule of Restructuring and Related Costs	'
		Three Months Ended March 31,
		2014			2013
	Severance benefits and related costs	$	1		$	6
	Professional fees	—			4
	Asset impairment charges	—			—
	Total restructuring and other costs	$	1		$	10
Schedule of Restructuring Reserve by Type of Cost	'
		Three Months Ended March 31, 2014
		Severance Benefits and Related Costs			Professional Fees			Asset Impairment Charges		Other Contract Termination Charges		Total Restructuring and Other Costs
	Balance, beginning of period	$	1		$	—		$	—	$	—	$	1
	Accruals/provisions	1			—			—		—		1
	Payments/write-offs	(2		)	—			—		—		(2		)
	Balance, end of period	$	—		$	—		$	—	$	—	$	—
		Three Months Ended March 31, 2013
		Severance Benefits and Related Costs			Professional Fees			Asset Impairment Charges		Other Contract Termination Charges		Total Restructuring and Other Costs
	Balance, beginning of period	$	31		$	—		$	—	$	—	$	31
	Accruals/provisions	6			4			—		—		10
	Payments/write-offs	(10		)	(2		)	—		—		(12		)
	Balance, end of period	$	27		$	2		$	—	$	—	$	29

Discontinued_Operations_Tables

Discontinued Operations (Tables)	3 Months Ended
	Mar. 31, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued operations in Condensed Consolidated Statements of Operations	'
		Three Months Ended March 31,
		2013
	Revenues
	Earned premiums	$	(2	)
	Fee income	8
	Net investment income
	Equity securities, trading	138
	Total net investment income	138
	Net realized capital losses	(9		)
	Total revenues	135
	Benefits, losses and expenses
	Benefits, losses and loss adjustment expenses	1
	Benefits, losses and loss adjustment expenses - returns credited on international variable annuity	138
	Insurance operating costs and other expenses	(22		)
	Total benefits, losses and expenses	117
	Income before income taxes	18
	Income tax benefit	(1		)
	Income from discontinued operations, net of tax	$	19

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2014														Mar. 31, 2013
Accumulated Other Comprehensive Income [Abstract]	'														'
Schedule of Comprehensive Income (Loss)	'													[1]	'													[1]
		Net Unrealized Gain on Securities			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI					Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
	Beginning balance	$	495		$	79		$	—		$	574			Beginning balance	$	1,752		$	258		$	(23	)	$	1,987
	OCI before reclassifications	317			7			(1		)	323				OCI before reclassifications	213			(27		)	(41		)	145
	Amounts reclassified from AOCI	(2		)	(9		)	—			(11		)		Amounts reclassified from AOCI	(1,005		)	(49		)	—			(1,054		)
	Net OCI	315			(2		)	(1		)	312				Net OCI	(792		)	(76		)	(41		)	(909		)
															Ending balance	$	960		$	182		$	(64	)	$	1,078
	Ending balance	$	810		$	77		$	(1	)	$	886
Reclassificaiton from AOCI	'														'
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities	$	3		Net realized capital gains (losses)
		3			Total before tax
		1			Income tax expense
		$	2		Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps	$	1		Net realized capital gains (losses)
	Interest rate swaps	13			Net investment income
	Foreign currency swaps	—			Net realized capital gains (losses)
		14			Total before tax
		5			Income tax expense
		$	9		Net income
	Total amounts reclassified from AOCI	$	11		Net income
	Three Months Ended March 31, 2013
		Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
	Beginning balance	$	1,752		$	258		$	(23	)	$	1,987
	OCI before reclassifications	213			(27		)	(41		)	145
	Amounts reclassified from AOCI	(1,005		)	(49		)	—			(1,054		)
	Net OCI	(792		)	(76		)	(41		)	(909		)
	Ending balance	$	960		$	182		$	(64	)	$	1,078
	Reclassifications from AOCI consist of the following for the three months ended March 31, 2013:
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2013			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities [1]	$	1,546		Net realized capital gains (losses)
		1,546			Total before tax
		541			Income tax expense
		$	1,005		Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps [2]	$	64		Net realized capital gains (losses)
	Interest rate swaps	14			Net investment income
	Foreign currency swaps	(3		)	Net realized capital gains (losses)
		75			Total before tax
		26			Income tax expense
		$	49		Net income
	Total amounts reclassified from AOCI	$	1,054		Net income
	[1]    Includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.
	[2]    Includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.
[1]	Changes in AOCI, net of tax and DAC, by component consist of the following

Basis_of_Presentation_and_Acco3

Basis of Presentation and Accounting Policies (Details 1) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes	'	'
Tax expense at the U.S. federal statutory rate	$15	$180
Dividends-received deduction	-26	-32
Foreign related investments	0	-5
Other	-2	3
Income tax expense (benefit)	($13)	$146

Basis_of_Presentation_and_Acco4

Basis of Presentation and Accounting Policies (Details Textual) (USD $)	Mar. 31, 2014
In Millions, unless otherwise specified
Basis of Presentation and Accounting Policies (Textual) [Abstract]	'
Valuation Allowance	$0

Business_Dispositions_Details

Business Dispositions (Details) (USD $)

3 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

3 Months Ended

3 Months Ended

0 Months Ended

3 Months Ended

Mar. 31, 2014

Mar. 31, 2013

Jun. 27, 2013

Mar. 31, 2014

Jan. 02, 2013

Mar. 31, 2014

Dec. 31, 2012

Jan. 02, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Jan. 02, 2013

Mar. 31, 2014

Jan. 02, 2013

Hartford Life International Limited [Member]

Hartford Life International Limited [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Parent [Member]

Parent [Member]

Parent [Member]

Mass Mutual [Member]

Retirement [Member]

Individual Life [Member]

Individual Life [Member]

Retirement Plans [Member]

Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fees and Commissions

'

'

'

'

$355,000,000

'

'

$615,000,000

'

'

'

'

$590,000,000

'

'

Discontinued operations gain loss on disposal net of tax

'

224,000,000

'

'

'

45,000,000

'

'

'

'

'

'

'

'

'

Reinsurance loss on dispositions

0

1,560,000,000

285

'

'

69,000,000

'

'

0

'

'

565,000,000

'

927,000,000

'

Goodwill, Written off Related to Sale of Business Unit

'

'

'

'

'

87,000,000

'

'

163,000,000

'

'

'

'

'

'

Gain (Loss) on Disposition of Assets

'

'

'

0

'

'

'

'

927,000,000

'

'

'

'

'

'

Net realized capital gains (losses)

'

9,000,000

'

'

'

634,000,000

'

'

'

'

'

'

'

'

'

Policyholder Liabilities

'

'

'

'

'

'

9,200,000,000

'

'

'

8,300,000,000

'

'

'

'

Separate Accounts Liabilities

55,298,000,000

'

'

'

26,300,000,000

'

'

5,300,000,000

'

'

'

'

'

'

'

Disposal Group, Assets of Business Transferred under Contractual Arrangement

'

'

'

'

'

'

'

'

'

'

'

'

'

'

9,300,000,000

Other assets

'

'

'

'

100,000,000

'

'

1,800,000,000

'

'

'

'

'

'

'

Revenues

495,000,000

2,267,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Net Income (Loss) Attributable to Parent

56,000,000

380,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Goodwill, Impairment Loss

'

'

'

'

'

'

'

'

'

61,000,000

'

'

'

'

'

Invested Assets Transferred, Carrying Value

'

'

'

'

'

'

'

7,600,000,000

'

'

'

'

'

'

'

Disposal Group, Assets of Business Transferred under Modified Coinsurance Arrangement

'

'

'

'

'

'

'

1,400,000,000

'

'

'

'

'

'

'

Other liabilities

'

'

'

'

'

'

'

$1,900,000,000

'

'

'

'

'

'

'

Business_Dispositions_Invested

Business Dispositions Invested Assets Transferred (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Jan. 02, 2013		Jan. 02, 2013	Jan. 02, 2013
In Millions, unless otherwise specified			Retirement Plans and Individual Life Businesses [Member]		Fair Value, Inputs, Level 3 [Member]	Fair Value, Inputs, Level 2 [Member]
					Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'		'	'
Available-for-sale Securities, Fair Value	$27,844	$28,535	$15,015	[1]	$0	$14,400
[1]	[2] All equity securities transferred are included in level 2 of the fair value hierarchy.

Business_Dispositions_Invested1

Business Dispositions Invested Assets Table (Details) (USD $)

3 Months Ended

In Millions, unless otherwise specified

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Jan. 02, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Retirement Plans and Individual Life Businesses [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Revenues

$495

$2,267

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities, Fair Value

27,844

'

28,535

15,015

[1]

1,275

1,448

2,168

2,347

17,042

16,917

941

1,177

990

965

2,359

2,431

1,722

1,749

1,032

1,129

Fixed Maturities Available-for-sale at Amortized Cost

25,971

'

27,188

13,596

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity Securities Available for Sale at Cost

306

'

362

27

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan and Lease Losses, Real Estate

12

'

12

1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities, Equity Securities

315

'

372

28

[2]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities, Debt Securities

27,529

'

28,163

16

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage loans, carrying value

3,315

'

3,470

1,288

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Policy loans

1,425

'

1,416

542

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Disposal Group, Assets of Business Transferred under Contractual Arrangement

'

'

'

16,889

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net Income (Loss) Attributable to Parent

$56

$380

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

[2] All equity securities transferred are included in level 2 of the fair value hierarchy.

[2]

[3] All FVO securities transferred are included in level 3 of the fair value hierarchy.

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	$27,529	$28,163
Fixed maturities, FVO	917	791
Equity securities, trading	12	12
Available-for-sale Securities, Equity Securities	315	372
Short-term investments	2,086	1,952
Limited Partnerships and Other Alternative Investments	1,343	1,329
Fair Value, Measurements, Recurring [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	27,529	28,163
Fixed maturities, FVO	917	791
Equity securities, trading	12	12
Available-for-sale Securities, Equity Securities	315	372
Short-term investments	2,086	1,952
Limited Partnerships and Other Alternative Investments	459	'
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	-529	-398
Separate account assets	137,026	138,482
Total assets accounted for at fair value on a recurring basis	167,984	170,114
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-1,120	-1,421
Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-555	-594
Fair Value, Measurements, Recurring [Member] | Consumer Notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-2	-2
Fair Value, Measurements, Recurring [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-536	-576
Fair Value, Measurements, Recurring [Member] | Equity linked notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-19	-18
Fair Value, Measurements, Recurring [Member] | Macro Hedge Program [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	83	109
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	50	30
Fair Value, Measurements, Recurring [Member] | Hedging Derivatives [Member] | International [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	72	171
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-24	-198
Fair Value, Measurements, Recurring [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	55	26
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	46	15
Fair Value, Measurements, Recurring [Member] | Derivative Liabilities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	169	272
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-563	-825
Fair Value, Measurements, Recurring [Member] | Credit derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	25	9
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-14	11
Fair Value, Measurements, Recurring [Member] | Equity derivative [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	19	-18
Fair Value, Measurements, Recurring [Member] | Foreign exchange derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-44	14
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-307	-382
Fair Value, Measurements, Recurring [Member] | Interest rate derivatives [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-22	-57
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-333	-319
Fair Value, Measurements, Recurring [Member] | ABS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,032	1,129
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,275	1,448
Fair Value, Measurements, Recurring [Member] | CMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	2,168	2,347
Fair Value, Measurements, Recurring [Member] | Corporate [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	17,042	16,917
Fair Value, Measurements, Recurring [Member] | Foreign Government Debt Securities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	941	1,177
Fair Value, Measurements, Recurring [Member] | Municipal [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	990	965
Fair Value, Measurements, Recurring [Member] | RMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	2,359	2,431
Fair Value, Measurements, Recurring [Member] | U.S. Treasuries [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,722	1,749
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	105	1,077
Fixed maturities, FVO	0	0
Equity securities, trading	12	12
Available-for-sale Securities, Equity Securities	171	207
Short-term investments	197	228
Limited Partnerships and Other Alternative Investments	0	0	[1]
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	0	0
Separate account assets	97,801	99,917
Total assets accounted for at fair value on a recurring basis	98,286	101,441
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Consumer Notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity linked notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Macro Hedge Program [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Hedging Derivatives [Member] | International [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Derivative Liabilities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Credit derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity derivative [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Foreign exchange derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Interest rate derivatives [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | ABS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Collateralized Debt Obligations [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | CMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Corporate [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Foreign Government Debt Securities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Municipal [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | RMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | U.S. Treasuries [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	105	1,077
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	24,975	24,515
Fixed maturities, FVO	727	613
Equity securities, trading	0	0
Available-for-sale Securities, Equity Securities	92	114
Short-term investments	1,889	1,724
Limited Partnerships and Other Alternative Investments	402	414	[1]
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	-20	67
Separate account assets	38,463	37,828
Total assets accounted for at fair value on a recurring basis	66,523	65,374
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-608	-856
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Consumer Notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity linked notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Macro Hedge Program [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Hedging Derivatives [Member] | International [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	56	173
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	32	-139
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-10	-42
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-12	-63
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Derivative Liabilities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-5	99
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-608	-856
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Credit derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	15	11
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-5	7
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity derivative [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	17	16
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Foreign exchange derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-44	14
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-307	-382
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Interest rate derivatives [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	-22	-57
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-333	-295
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	997	1,021
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Collateralized Debt Obligations [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	826	1,020
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,859	1,987
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Corporate [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	16,274	16,127
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Foreign Government Debt Securities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	911	1,139
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Municipal [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	939	916
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,552	1,633
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | U.S. Treasuries [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	1,617	672
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	2,449	2,571
Fixed maturities, FVO	190	178
Equity securities, trading	0	0
Available-for-sale Securities, Equity Securities	52	51
Short-term investments	0	0
Limited Partnerships and Other Alternative Investments	57	54	[1]
Reinsurance recoverable for U.S. GMWB and Japan GMWB, GMIB, and GMAB	-509	-465
Separate account assets	762	737
Total assets accounted for at fair value on a recurring basis	3,175	3,299
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-512	-565
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-555	-594
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Consumer Notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-2	-2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-536	-576
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity linked notes [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-19	-18
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Macro Hedge Program [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	83	109
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	50	30
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Hedging Derivatives [Member] | International [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	16	-2
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-56	-59
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	65	68
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	58	78
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Derivative Liabilities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	174	173
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	45	31
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Credit derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	10	-2
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	-9	4
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity derivative [Member]	'	'
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	2	2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign exchange derivative [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest rate derivatives [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Derivative Assets	0	0
Liabilities accounted for at fair value on a recurring basis	'	'
Total liabilities accounted for at fair value on a recurring basis	0	-24
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	35	108
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Collateralized Debt Obligations [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	449	428
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	309	360
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Corporate [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	768	790
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign Government Debt Securities [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	30	38
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Municipal [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	51	49
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	807	798
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | U.S. Treasuries [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Total fixed maturities, AFS, fair value	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Measurements, Recurring [Member]	'	'
Assets accounted for at fair value on a recurring basis	'	'
Limited Partnerships and Other Alternative Investments	'	$468	[1]
[1]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.

Fair_Value_Measurements_Detail1

Fair Value Measurements (Details 1) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013		Dec. 31, 2013
Level 3 [Member] | Income approach Valuation Technique [Member] | International program hedging instruments [Member] | Equity options [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	($68)	'		($66)
Fair value measurements valuation techniques	'Option model	'Option model		'
Fair value measurements significant assumptions	'Equity volatility	'Equity volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Increase	'Increase	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | International program hedging instruments [Member] | Short Interest Rate Swaptions [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	'	'		-12
Fair value measurements valuation techniques	'	'Option model		'
Fair value measurements significant assumptions	'	'Interest rate volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'	'Decrease	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | International program hedging instruments [Member] | Long Interest Rate Swaptions [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	61	'		48
Fair value measurements valuation techniques	'Option model	'Option model		'
Fair value measurements significant assumptions	'Interest rate volatility	'Interest rate volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Increase	'Increase	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | Maximum [Member] | International program hedging instruments [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	36.00%	37.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Maximum [Member] | International program hedging instruments [Member] | Short Interest Rate Swaptions [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	'	1.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Maximum [Member] | International program hedging instruments [Member] | Long Interest Rate Swaptions [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	3.00%	1.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Minimum [Member] | International program hedging instruments [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	28.00%	29.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Minimum [Member] | International program hedging instruments [Member] | Short Interest Rate Swaptions [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	'	0.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Minimum [Member] | International program hedging instruments [Member] | Long Interest Rate Swaptions [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	0.00%	1.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | CMBS [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	309	'		360
Fair value measurements valuation techniques	'Discounted cash flows	'Discounted cash flows		'
Fair value measurements significant assumptions	'Spread (encompasses prepayment, default risk and loss severity)	'Spread (encompasses prepayment, default risk and loss severity)		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | CMBS [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	24.39%	25.11%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | CMBS [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	0.98%	0.99%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | CMBS [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	3.17%	4.46%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Corporate [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	447	'		398	[3]
Fair value measurements valuation techniques	'Discounted cash flows	'Discounted cash flows	[3]	'
Fair value measurements significant assumptions	'Spread	'Spread	[3]	'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2],[3]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | Corporate [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	6.97%	55.94%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Corporate [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	1.18%	1.19%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Corporate [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	2.67%	3.32%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Interest Rate Derivative [Member] | Interest Rate Swap [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	'	'		-24
Fair value measurements valuation techniques	'	'Discounted  cash flows		'
Fair value measurements significant assumptions	'	'Swap curve  beyond 30 years		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'	'Increase	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | Interest Rate Derivative [Member] | Maximum [Member] | Interest Rate Swap [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Interest Rate Volatility	'	4.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Interest Rate Derivative [Member] | Minimum [Member] | Interest Rate Swap [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Interest Rate Volatility	'	4.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Equity options [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	52	'		72
Fair value measurements valuation techniques	'Option model	'Option model		'
Fair value measurements significant assumptions	'Equity volatility	'Equity volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Increase	'Increase	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Customized swaps [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	71	'		74
Fair value measurements valuation techniques	'Discounted  cash flows	'Discounted  cash flows		'
Fair value measurements significant assumptions	'Equity volatility	'Equity volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Increase	'		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Maximum [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	30.00%	29.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Maximum [Member] | Customized swaps [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	50.00%	50.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Minimum [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	20.00%	21.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. GMWB Hedging Instruments [Member] | Minimum [Member] | Customized swaps [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	10.00%	10.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. Macro Hedge Program [Member] | Equity options [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	133	'		139
Fair value measurements valuation techniques	'Option model	'Option model		'
Fair value measurements significant assumptions	'Equity volatility	'Equity volatility		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Increase	'Increase	[1]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. Macro Hedge Program [Member] | Maximum [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	34.00%	31.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | U.S. Macro Hedge Program [Member] | Minimum [Member] | Equity options [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Equity Volatility	23.00%	24.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Municipal [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	30	'		29
Fair value measurements valuation techniques	'Discounted cash flows	'Discounted cash flows		'
Fair value measurements significant assumptions	'Spread	'Spread		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | Municipal [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Treasury Yield	1.89%	1.84%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Municipal [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Treasury Yield	1.89%	1.84%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | Municipal [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Treasury Yield	1.89%	1.84%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Assets accounted for at Fair Value on a recurring basis	807	'		798
Fair value measurements valuation techniques	'Discounted cash flows	'Discounted cash flows		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 1 [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Fair value measurements significant assumptions	'Spread	'Spread		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 1 [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	17.63%	17.48%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 1 [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	0.58%	0.62%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 1 [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs Counterparty Credit Risk	2.13%	2.45%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 2 [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Fair value measurements significant assumptions	'Constant prepayment rate	'Constant prepayment rate		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease [4]	'Decrease [4]	[2],[4]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 2 [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Prepayment Rate	10.00%	10.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 2 [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Prepayment Rate	0.00%	0.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 2 [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Prepayment Rate	3.00%	3.00%	[5]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 3 [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Fair value measurements significant assumptions	'Constant default rate	'Constant default rate		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 3 [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Probability of Default	22.00%	22.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 3 [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Probability of Default	1.00%	1.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 3 [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Probability of Default	7.00%	8.00%	[5]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 4 [Member]	'	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'	'		'
Fair value measurements significant assumptions	'Loss severity	'Loss severity		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Relationships of Change	'Decrease	'Decrease	[2]	'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 4 [Member] | Maximum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Loss Severity	100.00%	100.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 4 [Member] | Minimum [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Loss Severity	0.00%	0.00%		'
Level 3 [Member] | Income approach Valuation Technique [Member] | RMBS Type 4 [Member] | Weighted Average [Member]	'	'		'
Fair Value Inputs [Abstract]	'	'		'
Fair Value Inputs, Loss Severity	79.00%	80.00%	[5]	'
Fair Value, Measurements, Recurring [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Liabilities, Fair Value Disclosure	1,120	'		1,421
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Liabilities, Fair Value Disclosure	512	'		565
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Liabilities, Fair Value Disclosure	0	'		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Liabilities, Fair Value Disclosure	608	'		856
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Derivative Assets	83	'		109
Liabilities, Fair Value Disclosure	-50	'		-30
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Level 3 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Derivative Assets	83	'		109
Liabilities, Fair Value Disclosure	-50	'		-30
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Fair Value, Inputs, Level 1 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Derivative Assets	0	'		0
Liabilities, Fair Value Disclosure	0	'		0
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Fair Value, Inputs, Level 2 [Member]	'	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'		'
Derivative Assets	0	'		0
Liabilities, Fair Value Disclosure	$0	'		$0
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
[2]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table above.
[3]	[3]Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as discussed below.
[4]	Decrease for above market rate coupons and increase for below market rate coupons.
[5]	The weighted average is determined based on the fair value of the securities.

Fair_Value_Measurements_Detail2

Fair Value Measurements (Details 2) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

In Millions, unless otherwise specified

Withdrawal Utilization [Member]

Withdrawal Utilization [Member]

Withdrawal Utilization [Member]

Withdrawal Rates [Member]

Withdrawal Rates [Member]

Withdrawal Rates [Member]

Annuitization utilization [Member]

Annuitization utilization [Member]

Annuitization utilization [Member]

Lapse Rates [Member]

Lapse Rates [Member]

Lapse Rates [Member]

Reset Elections [Member]

Reset Elections [Member]

Reset Elections [Member]

Equity Volatility [Member]

Equity Volatility [Member]

Equity Volatility [Member]

Other Investments [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Fair value Measurement Significant Unobservable Input [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value

($1,481)

($1,548)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$52

Fair Value Inputs [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Range of Values-Unobservable Inputs

'

'

'

100.00%

20.00%

'

8.00%

0.00%

'

100.00%

0.00%

'

75.00%

0.00%

'

75.00%

20.00%

'

50.00%

10.00%

'

Positive or negative relationship of change in input to change in fair value measurement

'

'

'Increase

'

'

'Increase

'

'

'Increase

'

'

'Decrease

'

'

'Increase

'

'

'Increase

'

'

'

Fair_Value_Measurements_Detail3

Fair Value Measurements (Details 3) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013		Dec. 31, 2012
Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	$219	[1]	$313	[1]	$204	[1]	$445	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	-33	[1],[2],[3]	-298	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	18	[1]	59	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	6	[1]	76	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	24	[1],[7]	31	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	-45	[1],[3],[5]	-292	[1],[3],[5]	'		'
Equity Securities [Member] | Available-for-sale Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	51	[1]	55	[1]	'		'
Total realized/unrealized gains (losses) included in net income	-1	[1],[2],[3]	-4	[1],[3],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	2	[1],[6]	6	[1],[6]	'		'
Purchases	0	[1]	0	[1]	'		'
Settlements	0	[1]	0	[1]	'		'
Sales	0	[1]	-2	[1]	'		'
Transfers into Level 3	'		'		'		'
Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Fair value, Ending Balance	52	[1]	55	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-1	[1],[3],[5]	-3	[1],[3],[5]	'		'
Fixed Maturities [Member] | Asset-backed Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	108		238		'		'
Total realized/unrealized gains (losses) included in net income	0	[2],[3],[4]	-3	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	2	[6]	22	[6]	'		'
Purchases	0		14		'		'
Settlements	0		-3		'		'
Sales	-3		-34		'		'
Transfers into Level 3	0	[7]	0	[7]	'		'
Transfers out of Level 3	-72	[7]	-9	[7]	'		'
Fair value, Ending Balance	35		225		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	0	[3],[5]	-4	[3],[5]	'		'
Fixed Maturities [Member] | Available-for-sale Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	2,571		4,169		'		'
Total realized/unrealized gains (losses) included in net income	2	[2],[3],[4]	30	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	28	[6]	78	[6]	'		'
Purchases	112		56		'		'
Settlements	-67		-129		'		'
Sales	-123		-771		'		'
Transfers into Level 3	78	[7]	100	[7]	'		'
Transfers out of Level 3	-152	[7]	-24	[7]	'		'
Fair value, Ending Balance	2,449		3,509		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-6	[3],[5]	-8	[3],[5]	'		'
Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	798		1,133		'		'
Total realized/unrealized gains (losses) included in net income	-1	[2],[3],[4]	29	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	9	[6]	15	[6]	'		'
Purchases	87		13		'		'
Settlements	-31		-32		'		'
Sales	-47		-192		'		'
Transfers into Level 3	0	[7]	0	[7]	'		'
Transfers out of Level 3	-8	[7]	0	[7]	'		'
Fair value, Ending Balance	807		966		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	0	[3],[5]	0	[3],[5]	'		'
Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	49		169		'		'
Total realized/unrealized gains (losses) included in net income	0	[2],[3],[4]	0	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	2	[6]	1	[6]	'		'
Purchases	0		0		'		'
Settlements	0		0		'		'
Sales	0		-38		'		'
Transfers into Level 3	0	[7]	0	[7]	'		'
Transfers out of Level 3	0	[7]	0	[7]	'		'
Fair value, Ending Balance	51		132		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	0	[3],[5]	0	[3],[5]	'		'
Fixed Maturities [Member] | Foreign Government Debt Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	38		34		'		'
Total realized/unrealized gains (losses) included in net income	-1	[2],[3],[4]	1	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	3	[6]	-1	[6]	'		'
Purchases	0		10		'		'
Settlements	-2		-1		'		'
Sales	-8		-6		'		'
Transfers into Level 3	0	[7]	0	[7]	'		'
Transfers out of Level 3	0	[7]	-2	[7]	'		'
Fair value, Ending Balance	30		35		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-1	[3],[5]	0	[3],[5]	'		'
Fixed Maturities [Member] | Corporate Debt Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	790		1,340		'		'
Total realized/unrealized gains (losses) included in net income	-4	[2],[3],[4]	16	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	18	[6]	-8	[6]	'		'
Purchases	24		18		'		'
Settlements	2		-58		'		'
Sales	-34		-255		'		'
Transfers into Level 3	30	[7]	56	[7]	'		'
Transfers out of Level 3	-58	[7]	-13	[7]	'		'
Fair value, Ending Balance	768		1,096		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-6	[3],[5]	-2	[3],[5]	'		'
Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	360		532		'		'
Total realized/unrealized gains (losses) included in net income	8	[2],[3],[4]	-2	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	-6	[6]	13	[6]	'		'
Purchases	1		0		'		'
Settlements	-25		-14		'		'
Sales	-22		-60		'		'
Transfers into Level 3	0	[7]	21	[7]	'		'
Transfers out of Level 3	-7	[7]	0	[7]	'		'
Fair value, Ending Balance	309		490		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	1	[3],[5]	-2	[3],[5]	'		'
Fixed Maturities [Member] | Collateralized Debt Obligations [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	428		723		'		'
Total realized/unrealized gains (losses) included in net income	0	[2],[3],[4]	-11	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[6]	36	[6]	'		'
Purchases	0		1		'		'
Settlements	-11		-21		'		'
Sales	-9		-186		'		'
Transfers into Level 3	48	[7]	23	[7]	'		'
Transfers out of Level 3	-7	[7]	0	[7]	'		'
Fair value, Ending Balance	449		565		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	0	[3],[5]	0	[3],[5]	'		'
Fixed Maturities, FVO [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	178		199		'		'
Total realized/unrealized gains (losses) included in net income	9	[2],[3],[4]	14	[2],[3],[4]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[6]	0	[6]	'		'
Purchases	5		6		'		'
Settlements	-1		-1		'		'
Sales	-1		-18		'		'
Transfers into Level 3	0	[7]	2	[7]	'		'
Transfers out of Level 3	0	[7]	-1	[7]	'		'
Fair value, Ending Balance	190		201		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	9	[3],[5]	35	[3],[5]	'		'
Interest Rate Contract [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	0	[1]	-58	[1]	-24	[1]	-91	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	0	[1],[2],[3]	1	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	0	[1]	1	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	24	[1],[7]	31	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	-1	[1],[3],[5]	1	[1],[3],[5]	'		'
Equity Contract [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	2	[1]	55	[1]	2	[1]	43	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	0	[1],[2],[3]	-12	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	0	[1]	24	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	0	[1],[7]	0	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	0	[1],[3],[5]	-10	[1],[3],[5]	'		'
Credit Risk Contract [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	1	[1]	-280	[1]	2	[1]	-388	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	-1	[1],[2],[3]	49	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	0	[1]	59	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	0	[1],[7]	0	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	-1	[1],[3],[5]	25	[1],[3],[5]	'		'
Other Contract [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	0		'		0		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	'		'		'		'
US Macro Hedge Program [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	'		82	[1]	'		180	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	'		-98	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	'		0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	'		0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	'		0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	'		0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	'		0	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	'		-98	[1],[3],[5]	'		'
US Macro Hedge Program [Member] | UNITED STATES | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	133	[1]	'		139	[1]	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	-10	[1],[2],[3]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	4	[1]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	0	[1]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	0	[1],[7]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	-10	[1],[3],[5]	'		'		'
Designated as Hedging Instrument [Member] | International [Member] | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	-40	[1]	-102	[1]	-61	[1]	-55	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	12	[1],[2],[3]	-79	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	9	[1]	15	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	0	[1]	17	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	0	[1],[7]	0	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	17	[1],[3],[5]	-51	[1],[3],[5]	'		'
Designated as Hedging Instrument [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Free standing Derivatives [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Value	123	[1]	616	[1]	146	[1]	756	[1]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Earnings	-34	[1],[2],[3]	-159	[1],[3],[4],[5]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Gain Loss Included in Other Comprehensive Income	0	[1],[6]	0	[1],[6]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Purchases	5	[1]	19	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Settlements	6	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Sales	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers Out of Level Three	0	[1],[7]	0	[1],[7]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Period Increase Decrease	($50)	[1],[3],[5]	($159)	[1],[3],[5]	'		'
[1]	[5]Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[2]	[1]The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[3]	[2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[4]	[6]Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.
[5]	[7]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[6]	[3]All amounts are before income taxes and amortization of DAC.
[7]	[4]Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

Fair_Value_Measurements_Detail4

Fair Value Measurements (Details 4) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013		Dec. 31, 2012
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Derivative, Gain (Loss) on Derivative, Net	($71)		($411)		'		'
Equity Securities [Member] | Available-for-sale Securities [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	52	[1]	55	[1]	51	[1]	55	[1]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-1	[1],[2],[3]	-4	[1],[2],[4],[5]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	-1	[1],[2],[5]	-3	[1],[2],[5]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	2	[1],[6]	6	[1],[6]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	[1]	0	[1]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	[1]	0	[1]	'		'
Sales	0	[1]	-2	[1]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Freestanding Derivatives [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	204	[1]	445	[1]	'		'
Total realized/unrealized gains (losses) included in net income	-33	[1],[2],[3]	-298	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	18	[1]	59	[1]	'		'
Settlements	-6	[1]	-76	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	24	[1],[7]	31	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	219	[1]	313	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-45	[1],[2],[5]	-292	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | Hedging Derivatives [Member] | International [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-61	[1]	-55	[1]	'		'
Total realized/unrealized gains (losses) included in net income	12	[1],[2],[3]	-79	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	9	[1]	15	[1]	'		'
Settlements	0	[1]	-17	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	-40	[1]	-102	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	17	[1],[2],[5]	-51	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	146	[1]	756	[1]	'		'
Total realized/unrealized gains (losses) included in net income	-34	[1],[2],[3]	-159	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	5	[1]	19	[1]	'		'
Settlements	-6	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	123	[1]	616	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-50	[1],[2],[5]	-159	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | U.S. Macro Hedge Program [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	'		180	[1]	'		'
Total realized/unrealized gains (losses) included in net income	'		-98	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	'		0	[1],[6]	'		'
Purchases	'		0	[1]	'		'
Settlements	'		0	[1]	'		'
Sales	'		0	[1]	'		'
Transfers out of Level 3	'		0	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	'		82	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	'		-98	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | U.S. Macro Hedge Program [Member] | U.S. [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	139	[1]	'		'		'
Total realized/unrealized gains (losses) included in net income	-10	[1],[2],[3]	'		'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	'		'		'
Purchases	4	[1]	'		'		'
Settlements	0	[1]	'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	'		'		'
Transfers out of Level 3	0	[1],[7]	'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	133	[1]	'		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-10	[1],[2],[5]	'		'		'
Freestanding Derivatives [Member] | Credit derivative [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	2	[1]	-388	[1]	'		'
Total realized/unrealized gains (losses) included in net income	-1	[1],[2],[3]	49	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	0	[1]	0	[1]	'		'
Settlements	0	[1]	-59	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	1	[1]	-280	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-1	[1],[2],[5]	25	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | Equity derivative [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	2	[1]	43	[1]	'		'
Total realized/unrealized gains (losses) included in net income	0	[1],[2],[3]	-12	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	0	[1]	24	[1]	'		'
Settlements	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	0	[1],[7]	0	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	2	[1]	55	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	0	[1],[2],[5]	-10	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | Interest rate derivatives [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-24	[1]	-91	[1]	'		'
Total realized/unrealized gains (losses) included in net income	0	[1],[2],[3]	1	[1],[2],[4],[5]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[6]	0	[1],[6]	'		'
Purchases	0	[1]	1	[1]	'		'
Settlements	0	[1]	0	[1]	'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	0	[1]	0	[1]	'		'
Transfers out of Level 3	24	[1],[7]	31	[1],[7]	'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	0	[1]	-58	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-1	[1],[2],[5]	1	[1],[2],[5]	'		'
Freestanding Derivatives [Member] | Other Contract [Member]	'		'		'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	0		'		'		'
Total realized/unrealized gains (losses) included in net income	'		'		'		'
Total realized/unrealized gains (losses) included in OCI	'		'		'		'
Purchases	'		'		'		'
Settlements	'		'		'		'
Fair Value Measurement with Unobservable Inputs Reconciliation Recurring Basis Asset Netted Against Liability Transfers into Level Three	'		'		'		'
Sales	'		'		'		'
Transfers out of Level 3	'		'		'		'
Fair Value of Financial Instruments (Assets Netted Against Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	0		'		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	'		'		'		'
Credit standing adjustment assumption net of reinsurance [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Derivative, Gain (Loss) on Derivative, Net	38		248		'		'
Policyholder Behavior Assumptions [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Derivative, Gain (Loss) on Derivative, Net	0		1		'		'
Actively Managed Funds [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Derivative, Gain (Loss) on Derivative, Net	$4		$2		'		'
[1]	[5]Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[2]	[2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[3]	[1]The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[4]	[6]Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.
[5]	[7]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[6]	[3]All amounts are before income taxes and amortization of DAC.
[7]	[4]Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

Fair_Value_Measurements_Detail5

Fair Value Measurements (Details 5) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013		Dec. 31, 2012
Reinsurance Recoverable [Member] | Guaranteed Withdrawal Benefits [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconcilliation, Recurring Basis, Asset, Transfers to Assets Held for Sale	$0		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	-465,000,000	[1]	1,081,000,000	[1]	'		'
Total realized/unrealized gains (losses) included in net income	-107,000,000	[1],[2],[3]	-573,000,000	[1],[2],[3]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[1],[4]	'		'		'
Purchases	0	[1]	0	[1]	'		'
Settlements	63,000,000	[1]	84,000,000	[1]	'		'
Sales	0	[1]	0	[1]	'		'
Transfers into Level 3	0	[1],[5]	0	[1],[5]	'		'
Transfers out of Level 3	0	[1],[5]	0	[1],[5]	'		'
Fair value, Ending Balance	-509,000,000	[1]	592,000,000	[1]	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	-107,000,000	[1],[3],[6]	-573,000,000	[1],[3],[6]	'		'
Limited Partnerships and Other Alternative Investments [Member] | Guaranteed Withdrawal Benefits [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconcilliation, Recurring Basis, Asset, Transfers to Assets Held for Sale	0		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	54,000,000		'		'		'
Total realized/unrealized gains (losses) included in net income	4,000,000		'		'		'
Total realized/unrealized gains (losses) included in OCI	0		'		'		'
Purchases	16,000,000		'		'		'
Settlements	12,000,000		'		'		'
Sales	0		'		'		'
Transfers into Level 3	0		'		'		'
Transfers out of Level 3	5,000,000		'		'		'
Fair value, Ending Balance	57,000,000		'		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	4,000,000		'		'		'
Separate Accounts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconcilliation, Recurring Basis, Asset, Transfers to Assets Held for Sale	0		'		'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Fair value, Beginning Balance	737,000,000		583,000,000		'		'
Total realized/unrealized gains (losses) included in net income	5,000,000	[1],[2],[3]	15,000,000	[2],[3]	'		'
Total realized/unrealized gains (losses) included in OCI	0	[4]	'		'		'
Purchases	130,000,000		255,000,000		'		'
Settlements	-1,000,000		0		'		'
Sales	-86,000,000		-26,000,000		'		'
Transfers into Level 3	3,000,000	[5]	0	[5]	'		'
Transfers out of Level 3	-26,000,000	[5]	-4,000,000	[5]	'		'
Fair value, Ending Balance	762,000,000		823,000,000		'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2011	5,000,000	[3],[6]	8,000,000	[3],[6]	'		'
Other Policyholder Funds and Benefits Payable [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-555,000,000		-2,214,000,000	[2]	-594,000,000		-3,127,000,000	[2]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfer to from Liabilities Held for Sale	0		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	73,000,000	[1],[2],[3]	935,000,000	[1],[2],[3]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Total realized/unrealized gains (losses) included in OCI	'	[4]	'		'		'
Settlements	-34,000,000		-22,000,000	[2]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Period Increase (Decrease)	73,000,000	[3],[6]	935,000,000	[2],[3],[6]	'		'
Other Policyholder Funds and Benefits Payable [Member] | Guaranteed Withdrawal Benefits [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-536,000,000	[6]	-2,204,000,000	[2],[6]	-576,000,000	[6]	-3,119,000,000	[2],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	74,000,000	[1],[2],[3],[6]	937,000,000	[1],[2],[3],[6]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Total realized/unrealized gains (losses) included in OCI	0	[4],[6]	'		'		'
Settlements	-34,000,000	[6]	-22,000,000	[2],[6]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Period Increase (Decrease)	74,000,000	[3],[6]	937,000,000	[2],[3],[6]	'		'
Consumer Notes [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-2,000,000		-2,000,000	[2]	-2,000,000		-2,000,000	[2]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfer to from Liabilities Held for Sale	0		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	0	[1],[2],[3]	0	[1],[2],[3]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Total realized/unrealized gains (losses) included in OCI	'	[4]	'		'		'
Settlements	0		0	[2]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Period Increase (Decrease)	0	[3],[6]	0	[3],[6]	'		'
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-19,000,000		-10,000,000	[2]	-18,000,000		-8,000,000	[2]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfer to from Liabilities Held for Sale	0		'		'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	-1,000,000	[1],[2],[3]	-2,000,000	[1],[2],[3]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'		'		'
Total realized/unrealized gains (losses) included in OCI	'	[4]	'		'		'
Settlements	0		0	[2]	'		'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Period Increase (Decrease)	($1,000,000)	[3],[6]	($2,000,000)	[2],[3],[6]	'		'
[1]	[6]Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.
[2]	[1]The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[3]	[2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[4]	[3]All amounts are before income taxes and amortization of DAC.
[5]	[4]Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[6]	[7]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

Fair_Value_Measurements_Detail6

Fair Value Measurements (Details 6) (USD $)

3 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Other Liabilities [Member]

Consumer Notes [Member]

Consumer Notes [Member]

Hartford Life and Annuity Insurance Company [Member]

Hartford Life and Annuity Insurance Company [Member]

International [Member]

Limited Partnerships and Other Alternative Investments [Member]

Net Income Impact [Member]

Net Income Impact [Member]

Equity linked notes [Member]

Equity linked notes [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

White River Life Reinsurance [Member]

White River Life Reinsurance [Member]

Other policyholder funds and benefits payable [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reinsurance Recoverables

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$0

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfer to from Liabilities Held for Sale

0

'

0

'

'

'

'

0

'

'

'

0

'

'

'

Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance

-594

-3,127

[1]

-18

-8

[1]

-576

[2]

-3,119

[1],[2]

-29

[1]

-2

-2

[1]

'

'

'

'

'

'

Total realized/unrealized gains (losses) included in net income

73

[1],[3],[4]

935

[1],[3],[4]

-1

[1],[3],[4]

-2

[1],[3],[4]

74

[1],[2],[3],[4]

937

[1],[2],[3],[4]

-14

[1],[3],[4]

0

[1],[3],[4]

0

[1],[3],[4]

'

'

'

'

'

'

Total realized/unrealized gains (losses) included in OCI

'

[5]

'

'

[5]

'

0

[2],[5]

'

'

'

[5]

'

'

'

'

0

'

'

Settlements

-34

-22

[1]

0

0

[1]

-34

[2]

-22

[1],[2]

0

[1]

0

0

[1]

'

'

'

'

'

'

Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance

-555

-2,214

[1]

-19

-10

[1]

-536

[2]

-2,204

[1],[2]

-43

[1]

-2

-2

[1]

'

'

'

'

'

'

Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2012

73

[2],[4]

935

[1],[2],[4]

-1

[2],[4]

-2

[1],[2],[4]

74

[2],[4]

937

[1],[2],[4]

-14

[2],[4]

0

[2],[4]

0

[2],[4]

'

'

'

'

'

'

Reinsurance Recoverable Fair Value Disclosure

'

'

'

'

'

'

'

'

'

539

495

'

'

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3

'

'

'

'

'

'

'

'

'

'

'

'

($5)

'

'

[1]

[1]The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[2]

[7]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[3]

[6]Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.

[4]

[2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[5]

[3]All amounts are before income taxes and amortization of DAC.

Fair_Value_Measurements_Detail7

Fair Value Measurements (Details 7) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	$20	($48)
Corporate [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	1	-9
Commercial Real Estate collateralized debt obligation [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	9	9
Foreign Government Debt Securities [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	9	-48
Foreign Government Debt Securities [Member] | RMBS [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	$1	$0

Fair_Value_Measurements_Detail8

Fair Value Measurements (Details 8) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	$917	$791
Asset-backed Securities [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	12	3
Corporate [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	90	84
Commercial Mortgage Backed Securities [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	11	8
Collateralized Debt Obligations [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	176	167
Foreign Government Debt Securities [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	563	494
Municipal Bonds [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	2	1
Residential Mortgage Backed Securities [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	61	9
US Treasury and Government [Member] | Fair Value, Option, Eligible Item or Group [Domain]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	$2	$25

Fair_Value_Measurements_Detail9

Fair Value Measurements (Details 9) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2013

In Millions, unless otherwise specified

Level 3 [Member]

Level 3 [Member]

Policy Loans [Member]

Policy Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Other policyholder funds and benefits payable [Member]

Other policyholder funds and benefits payable [Member]

Consumer Notes [Member]

Consumer Notes [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Other Policyholder Funds and Benefits Payable [Member]

Other Policyholder Funds and Benefits Payable [Member]

Other Investments [Member]

White River Life Reinsurance [Member]

White River Life Reinsurance [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Reinsurance Recoverable [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Other Policyholder Funds and Benefits Payable [Member]

Reinsurance Recoverable [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value

($1,481)

($1,548)

'

'

'

'

'

'

'

'

'

'

'

'

'

$52

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)

'

'

'

'

'

'

'

'

'

'

'

'

0

[1],[2]

'

[1]

0

[1],[3]

'

-111

[1],[2]

135

[1],[3],[4]

Assets not carried at fair value [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Policy loans

1,425

1,416

1,425

1,416

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage loans, carrying value

3,315

3,470

'

3,470

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities not carried at fair value [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other policyholder funds and benefits payable

'

'

8,703

8,955

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Consumer notes

'

'

76

82

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans Receivable, Fair Value Disclosure

'

'

'

'

1,474

1,476

3,383

3,519

'

'

'

'

'

'

'

'

'

'

Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notes Payable, Fair Value Disclosure

'

'

'

'

'

'

'

'

$8,949

$9,153

$76

$82

'

'

'

'

'

'

[1]

[3]All amounts are before income taxes and amortization of DAC.

[2]

[6]Includes fair value of reinsurance recoverables of approximately $539 and $435 as of March 31, 2014 and 2013, respectively, related to a transaction entered into with an affiliated captive reinsurer. See Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.

[3]

[7]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[4]

[1]The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

Recovered_Sheet1

Fair Value Measurements (Details Textual) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Derivative [Line Items]	'	'	'
Limited Partnerships and Other Alternative Investments	$1,343	'	$1,329
Derivative, Gain (Loss) on Derivative, Net	-71	-411	'
Behavior Risk Margin	30	'	32
Maximum [Member]	'	'	'
Derivative [Line Items]	'	'	'
Daily analyses identify price	5.00%	'	'
Minimum [Member]	'	'	'
Derivative [Line Items]	'	'	'
Daily analyses identify price	3.00%	'	'
Percentage difference of sale trade price from prior days price	3.00%	'	'
Percentage difference of purchase trade price from current days price	3.00%	'	'
Percentage difference of weekly analyses identify price from published bond	5.00%	'	'
Percentage change of monthly analyses identify price	3.00%	'	'
Credit standing adjustment assumption net of reinsurance [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative, Gain (Loss) on Derivative, Net	38	248	'
Policyholder Behavior Assumptions [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	1	'
Outperformance (underperformance) of the underlying actively managed fund compared to indices [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative, Gain (Loss) on Derivative, Net	4	2	'
Fair Value, Measurements, Recurring [Member]	'	'	'
Derivative [Line Items]	'	'	'
Limited Partnerships and Other Alternative Investments	459	'	'
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'	'	'
Derivative [Line Items]	'	'	'
Limited Partnerships and Other Alternative Investments	57	'	54	[1]
US Treasury Securities [Member]	'	'	'
Derivative [Line Items]	'	'	'
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	$1,100	$78	'
[1]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.

Recovered_Sheet2

Fair Value Measurements (Details Textual 1) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
			Derivative Liabilities [Member]	Derivative Liabilities [Member]	US Treasury Securities [Member]	US Treasury Securities [Member]
Debt Instrument [Line Items]	'	'	'	'	'	'
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	'	'	'	'	$1,100,000,000	$78,000,000
Fair Value Measurements - Financial Instruments Excluding Guaranteed Living Benefits (Textual) [Abstract]	'	'	'	'	'	'
Transfer of amount from level 2 to 1	0	'	'	'	'	'
Cash collateral liability	'	'	109,000,000	120,000,000	'	'
Investment sales receivable	$1,500,000,000	$2,400,000,000	'	'	'	'
Derivatives priced by valuation models	98.00%	97.00%	'	'	'	'

Investments_and_Derivative_Ins2

Investments and Derivative Instruments (Details 1) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'		'		'
Derivative, Notional Amount	$159,686		$170,851		$170,851
Net realized capital gains (losses)	'		'		'
Gross gains on sales	108		1,613		'
Gross losses on sales	-104		-54		'
Net OTTI losses recognized in earnings	-7		-13		'
Valuation allowances on mortgage loans	0		1		'
Japanese fixed annuity contract hedges, net	-9	[1]	3	[1]	'
Periodic net coupon settlements on credit derivatives/Japan	5		-3		'
Total results of variable annuity hedge program	-18		-121		'
GWIB/GMAB/GMWB reinsurance	51		337		'
Coinsurance and modified coinsurance reinsurance contracts	-130		-399		'
Other, net	-2	[2]	79	[2]	'
Net realized capital gains (losses), before-tax	-106		1,443		'
Net Derivatives, Fair Value	-1,481		'		-1,548
U.S. [Member]	'		'		'
Net realized capital gains (losses)	'		'		'
Results of variable annuity hedge program	5		-38		'
U.S. [Member] | GMWB derivatives, net [Member]	'		'		'
Net realized capital gains (losses)	'		'		'
Results of variable annuity hedge program	15		47		'
U.S. [Member] | Macro Hedge Program [Member]	'		'		'
Net realized capital gains (losses)	'		'		'
Results of variable annuity hedge program	-10		-85		'
International [Member]	'		'		'
Net realized capital gains (losses)	'		'		'
Results of variable annuity hedge program	-23		-83		'
Other Investments [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative Accrued Interest and Collateral Assets After Offsetting	7	[3]	'		-52	[3]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	124	[3]	'		'
Derivative Assets (Liabilities), at Fair Value, Net	169	[3]	'		'
Net realized capital gains (losses)	'		'		'
Net Derivatives, Fair Value	52		'		'
Other Liabilities [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	-563	[3]	'		'
Net realized capital gains (losses)	'		'		'
Net Derivatives, Fair Value	30		'		'
International Program Hedging Instruments [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative, Notional Amount	55,688		'		57,025
Net realized capital gains (losses)	'		'		'
Net Derivatives, Fair Value	48		'		-27
International Program Hedging Instruments [Member] | Foreign Exchange Forward [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative, Notional Amount	12,254		'		8,778
Net realized capital gains (losses)	'		'		'
Net Derivatives, Fair Value	32		'		24
International Program Hedging Instruments [Member] | Foreign Exchange Forward [Member] | Net Hedge Position [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative, Notional Amount	-800		'		-1,600
International Program Hedging Instruments [Member] | Foreign Exchange Forward [Member] | Long Hedge Position [Member]	'		'		'
Derivatives, Fair Value [Line Items]	'		'		'
Derivative, Notional Amount	$5,700		'		$3,600
[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.
[2]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjFiYTI4MmM3NDY0MzRiNDhiZGQ1ZGRjYTkwZjZkNmJlfFRleHRTZWxlY3Rpb246RDU0QTM0RDkyNDY0ODQwNUExODg4OUFDRjJGRjk1QjUM}
[3]	Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Statement of Financial Position Derivative Liabilities [3] Accrued Interest and Cash Collateral Pledged [3] Financial Collateral Pledged [4] Net AmountDescription Other liabilities$(2,063) $(1,308) $(825) $70 $(826) $71

Reinsurance_Reinsurance_Detail

Reinsurance Reinsurance (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
			Life Insurance and Annuities [Member]	Life Insurance and Annuities [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]
							Life Insurance and Annuities [Member]	Life Insurance and Annuities [Member]
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'	'	'	'	'
Reinsurance Recoverables	'	'	$923	$825	$18,748	$18,969	$19,671	$19,794
Gross Fee Income Earned Premium and Other Life	822	798	'	'	'	'	'	'
Earned premiums	18	3	'	'	'	'	'	'
Ceded Premiums Earned, Life	-646	-409	'	'	'	'	'	'
Net Fee Income Earned Premium and Other Life	$194	$392	'	'	'	'	'	'

Investments_and_Derivative_Ins3

Investments and Derivative Instruments (Details 2) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Other-Than-Temporary Impairment Losses	'		'
Balance as of beginning of period	($410)		($813)
Additions for credit impairments recognized on securities not previously impaired	-3	[1]	-5	[1]
Additions for credit impairments recognized on securities previously impaired	-3	[1]	0	[1]
Securities that matured or were sold during the period	30		111
Securities due to an increase in expected cash flows	4		1
Balance as of end of period	($382)		($706)
[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

Reinsurance_Reinsurance_Detail1

Reinsurance Reinsurance (Details Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	($99,000,000)	($104,000,000)
Reinsurance Details	'	'
Ceded Premiums Written, Accident and Health	219,000,000	42,000,000
Life Insurance Recoveries on Ceded Reinsurance Contracts	207,000,000	231,000,000
Ceded Premiums, Life Insurance in Force	22,000,000	7,000,000
Reinsurance Effect on Claims and Benefits Incurred, Amount Ceded	5,000,000	10,000,000
Income (loss) before income taxes	44,000,000	513,000,000
Income tax expense (benefit)	-13,000,000	146,000,000
Net income	57,000,000	386,000,000
Individual Life [Member]	'	'
Reinsurance Details	'	'
Percentage of Stockholders' Equity to Credit Concentration Risk	25.00%	'
Mass Mutual [Member] | Retirement Plans [Member]	'	'
Reinsurance Details	'	'
Fair Value of Assets Held in Trust	9,700,000,000	'
Reinsurance Recoverables	9,100,000,000	'
Prudential [Member] | Individual Life [Member]	'	'
Reinsurance Details	'	'
Fair Value of Assets Held in Trust	0	'
Reinsurance Recoverables	9,600,000,000	'
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	3,000,000	1,546,000,000
Reinsurance Details	'	'
Income (loss) before income taxes	3,000,000	1,546,000,000
Income tax expense (benefit)	1,000,000	541,000,000
Net income	2,000,000	1,005,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'
Reinsurance Details	'	'
Net income	11,000,000	1,054,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'
Reinsurance Details	'	'
Income tax expense (benefit)	5,000,000	26,000,000
Net income	9,000,000	49,000,000
Cash Flow Hedging [Member]	'	'
Reinsurance Details	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	14,000,000	75,000,000
Net Realized Capital Gain Loss [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]	'	'
Reinsurance Details	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	1,000,000	64,000,000
Net Realized Capital Gain Loss [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]	'	'
Reinsurance Details	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	-3,000,000
Interest Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]	'	'
Reinsurance Details	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$13,000,000	$14,000,000

Investments_and_Derivative_Ins4

Investments and Derivative Instruments (Details 3) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	$26,277	'	$27,550
Gross Unrealized Gains	1,940	1,562	'
Gross Unrealized Losses	-372	-576	'
Fair Value	27,844	'	28,535
Non-Credit OTTI	-12	'	-14
Fixed Maturities Available-for-sale at Amortized Cost	25,971	'	27,188
Equity Securities Available for Sale at Cost	306	'	362
ABS [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	1,060	'	1,172
Gross Unrealized Gains	15	13	'
Gross Unrealized Losses	-43	-56	'
Fair Value	1,032	'	1,129
Non-Credit OTTI	-2	'	-2
Collateralized Debt Obligations [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	1,216	'	1,392
Gross Unrealized Gains	93	98	'
Gross Unrealized Losses	-33	-41	'
Fair Value	1,275	'	1,448
Non-Credit OTTI	0	'	0
CMBS [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	2,090	'	2,275
Gross Unrealized Gains	101	106	'
Gross Unrealized Losses	-23	-34	'
Fair Value	2,168	'	2,347
Non-Credit OTTI	-4	'	-3
Corporate [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	15,670	'	15,913
Gross Unrealized Gains	1,485	1,196	'
Gross Unrealized Losses	-113	-192	'
Fair Value	17,042	'	16,917
Non-Credit OTTI	-4	'	-6
Foreign Government Debt Securities [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	996	'	1,267
Gross Unrealized Gains	31	27	'
Gross Unrealized Losses	-86	-117	'
Fair Value	941	'	1,177
Non-Credit OTTI	0	'	0
Municipal [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	955	'	988
Gross Unrealized Gains	54	26	'
Gross Unrealized Losses	-19	-49	'
Fair Value	990	'	965
Non-Credit OTTI	0	'	0
RMBS [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	2,329	'	2,419
Gross Unrealized Gains	61	60	'
Gross Unrealized Losses	-31	-48	'
Fair Value	2,359	'	2,431
Non-Credit OTTI	-2	'	-3
U.S. Treasuries [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Cost or Amortized Cost	1,655	'	1,762
Gross Unrealized Gains	69	1	'
Gross Unrealized Losses	-2	-14	'
Fair Value	1,722	'	1,749
Non-Credit OTTI	0	'	0
Fixed maturities [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Gross Unrealized Gains	1,909	1,527	'
Gross Unrealized Losses	-350	-551	'
Fair Value	27,529	'	28,163
Non-Credit OTTI	-12	'	-14
Equity Securities, AFS [Member]	'	'	'
Available-for-Sale Securities	'	'	'
Gross Unrealized Gains	31	35	'
Gross Unrealized Losses	-22	-25	'
Fair Value	315	'	372
Non-Credit OTTI	$0	'	$0

Investments_and_Derivative_Ins5

Investments and Derivative Instruments (Details 4) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities, Amortized Cost	'	'
One year or less, amortized cost	$1,738	'
Over one year through five years, amortized cost	5,368	'
Over five years through ten years, amortized cost	3,776	'
Over ten years, amortized cost	8,394	'
Subtotal, amortized cost	19,276	'
Mortgage-backed and asset-backed securities, amortized cost	6,695	'
Available-for-sale Securities, Fair Value	'	'
One year or less, fair value	1,762	'
Over one year through five years, fair value	5,610	'
Over five years through ten years, fair value	3,960	'
Over ten years, fair value	9,363	'
Subtotal, fair value	20,695	'
Mortgage-backed and asset-backed securities, fair value	6,834	'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis	25,971	'
Total fixed maturities, AFS, fair value	$27,529	$28,163

Investments_and_Derivative_Ins6

Investments and Derivative Instruments (Details 5) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	$3,436	'	$6,743
Less Than 12 Months, Fair Value	3,354	'	6,532
Less Than 12 Months, Unrealized Losses	-82	-211	'
12 Months or More, Amortized Cost	3,333	'	3,806
12 Months or More, Fair Value	3,042	'	3,440
12 Months or More, Unrealized Losses	-290	-365	'
Amortized Cost	6,769	'	10,549
Fair Value	6,396	'	9,972
Unrealized Losses	-372	-576	'
ABS [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	145	'	288
Less Than 12 Months, Fair Value	144	'	286
Less Than 12 Months, Unrealized Losses	-1	-2	'
12 Months or More, Amortized Cost	372	'	418
12 Months or More, Fair Value	330	'	364
12 Months or More, Unrealized Losses	-42	-54	'
Amortized Cost	517	'	706
Fair Value	474	'	650
Unrealized Losses	-43	-56	'
Collateralized Debt Obligations [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	82	'	64
Less Than 12 Months, Fair Value	81	'	63
Less Than 12 Months, Unrealized Losses	-1	-1	'
12 Months or More, Amortized Cost	1,002	'	1,185
12 Months or More, Fair Value	969	'	1,144
12 Months or More, Unrealized Losses	-32	-40	'
Amortized Cost	1,084	'	1,249
Fair Value	1,050	'	1,207
Unrealized Losses	-33	-41	'
CMBS [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	255	'	437
Less Than 12 Months, Fair Value	246	'	423
Less Than 12 Months, Unrealized Losses	-9	-14	'
12 Months or More, Amortized Cost	317	'	392
12 Months or More, Fair Value	303	'	372
12 Months or More, Unrealized Losses	-14	-20	'
Amortized Cost	572	'	829
Fair Value	549	'	795
Unrealized Losses	-23	-34	'
Corporate [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	1,532	'	2,449
Less Than 12 Months, Fair Value	1,494	'	2,360
Less Than 12 Months, Unrealized Losses	-38	-89	'
12 Months or More, Amortized Cost	711	'	799
12 Months or More, Fair Value	636	'	696
12 Months or More, Unrealized Losses	-75	-103	'
Amortized Cost	2,243	'	3,248
Fair Value	2,130	'	3,056
Unrealized Losses	-113	-192	'
Foreign Government Debt Securities [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	226	'	542
Less Than 12 Months, Fair Value	212	'	501
Less Than 12 Months, Unrealized Losses	-14	-41	'
12 Months or More, Amortized Cost	315	'	303
12 Months or More, Fair Value	243	'	227
12 Months or More, Unrealized Losses	-72	-76	'
Amortized Cost	541	'	845
Fair Value	455	'	728
Unrealized Losses	-86	-117	'
Municipal [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	285	'	508
Less Than 12 Months, Fair Value	275	'	475
Less Than 12 Months, Unrealized Losses	-10	-33	'
12 Months or More, Amortized Cost	85	'	99
12 Months or More, Fair Value	76	'	83
12 Months or More, Unrealized Losses	-9	-16	'
Amortized Cost	370	'	607
Fair Value	351	'	558
Unrealized Losses	-19	-49	'
RMBS [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	514	'	922
Less Than 12 Months, Fair Value	509	'	909
Less Than 12 Months, Unrealized Losses	-5	-13	'
12 Months or More, Amortized Cost	401	'	475
12 Months or More, Fair Value	375	'	440
12 Months or More, Unrealized Losses	-26	-35	'
Amortized Cost	915	'	1,397
Fair Value	884	'	1,349
Unrealized Losses	-31	-48	'
U.S. Treasuries [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	349	'	1,456
Less Than 12 Months, Fair Value	347	'	1,442
Less Than 12 Months, Unrealized Losses	-2	-14	'
12 Months or More, Amortized Cost	0	'	0
12 Months or More, Fair Value	0	'	0
12 Months or More, Unrealized Losses	0	'	'
Amortized Cost	349	'	1,456
Fair Value	347	'	1,442
Unrealized Losses	-2	-14	'
Fixed maturities [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	3,388	'	6,666
Less Than 12 Months, Fair Value	3,308	'	6,459
Less Than 12 Months, Unrealized Losses	-80	-207	'
12 Months or More, Amortized Cost	3,203	'	3,671
12 Months or More, Fair Value	2,932	'	3,326
12 Months or More, Unrealized Losses	-270	-344	'
Amortized Cost	6,591	'	10,337
Fair Value	6,240	'	9,785
Unrealized Losses	-350	-551	'
Equity Securities [Member]	'	'	'
Security Unrealized Loss Aging	'	'	'
Less Than 12 Months, Amortized Cost	48	'	77
Less Than 12 Months, Fair Value	46	'	73
Less Than 12 Months, Unrealized Losses	-2	-4	'
12 Months or More, Amortized Cost	130	'	135
12 Months or More, Fair Value	110	'	114
12 Months or More, Unrealized Losses	-20	-21	'
Amortized Cost	178	'	212
Fair Value	156	'	187
Unrealized Losses	($22)	($25)	'

Investments_and_Derivative_Ins7

Investments and Derivative Instruments (Details 6) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans by Major Types	'	'	'	'
Valuation Allowance	($12)	($12)	'	'
Mortgage loans, carrying value	3,315	3,470	'	'
Commercial [Member]	'	'	'	'
Mortgage Loans by Major Types	'	'	'	'
Amortized Cost	3,327	3,482	'	'
Valuation Allowance	-12	-12	-13	-14
Mortgage loans, carrying value	$3,315	$3,470	'	'

Investments_and_Derivative_Ins8

Investments and Derivative Instruments (Details 7) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
In Millions, unless otherwise specified			Commercial [Member]	Commercial [Member]
Movement in Valuation allowance and reserves	'	'	'	'
Balance, beginning of period	($12)	($12)	($12)	($14)
Additions	'	'	0	-1
Deductions	'	'	0	2
Balance, end of period	($12)	($12)	($12)	($13)

Investments_and_Derivative_Ins9

Investments and Derivative Instruments (Details 8) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Commercial Mortgage Loans Credit Quality	'	'
Avg. Debt-Service	2.28	'
Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	$3,315	$3,470
Avg. Debt-Service	2.28	2.23
Greater than 80% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	29	35
Avg. Debt-Service	1.08	1.15
65% - 80% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	675	777
Avg. Debt-Service	2.01	1.94
Less than 65% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	$2,611	$2,658
Avg. Debt-Service	2.37	2.34

Recovered_Sheet3

Investments and Derivative Instruments (Details 9) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	$3,315	$3,470
Percent of Total	100.00%	100.00%
East North Central [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	73	79
Percent of Total	2.20%	2.30%
Middle Atlantic [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	247	255
Percent of Total	7.50%	7.30%
Mountain [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	40	40
Percent of Total	1.20%	1.20%
New England [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	146	163
Percent of Total	4.40%	4.70%
Pacific [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	934	1,019
Percent of Total	28.20%	29.40%
South Atlantic [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	560	548
Percent of Total	16.90%	15.80%
West North Central [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	17	17
Percent of Total	0.50%	0.50%
West South Central [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	124	144
Percent of Total	3.70%	4.10%
Other [Member]	'	'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'	'
Mortgage loans, carrying value	$1,174	$1,205
Percent of Total	35.40%	34.70%

Recovered_Sheet4

Investments and Derivative Instruments (Details 10) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	$3,315	$3,470
Percent of Total	100.00%	100.00%
Agricultural [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	56	93
Percent of Total	1.70%	2.70%
Industrial [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	1,151	1,182
Percent of Total	34.70%	34.10%
Lodging [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	27	27
Percent of Total	0.80%	0.80%
Multifamily [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	559	576
Percent of Total	16.90%	16.60%
Office [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	683	723
Percent of Total	20.60%	20.80%
Retail [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	725	745
Percent of Total	21.90%	21.50%
Other [Member]	'	'
Mortgage Loans by Property Type	'	'
Mortgage loans, carrying value	$114	$124
Percent of Total	3.40%	3.50%

Recovered_Sheet5

Investments and Derivative Instruments (Details 11) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entities Primary Beneficiary	'	'
Total Liabilities	$30	$35
Variable Interest Entity Assets Included in Limited Partnerships and Other Alternative Investments	3	4
Consolidated VIEs [Member]	'	'
Variable Interest Entities Primary Beneficiary	'	'
Total Assets	148	150
Maximum Exposure to Loss	123	121
Collateralized Debt Obligations [Member] | Consolidated VIEs [Member]	'	'
Variable Interest Entities Primary Beneficiary	'	'
Total Assets	8	12
Total Liabilities	9	13
Maximum Exposure to Loss	0	0
Investment Funds [Member] | Consolidated VIEs [Member]	'	'
Variable Interest Entities Primary Beneficiary	'	'
Total Assets	137	134
Total Liabilities	20	20
Maximum Exposure to Loss	121	119
Limited partnerships [Member] | Consolidated VIEs [Member]	'	'
Variable Interest Entities Primary Beneficiary	'	'
Total Liabilities	1	2
Maximum Exposure to Loss	$2	$2

Recovered_Sheet6

Investments and Derivative Instruments (Details 12) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Millions, unless otherwise specified
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	$159,686	$170,851	$170,851
Fair Value	-1,481	-1,548	'
UNITED STATES | GMWB hedging instruments [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	15,424	18,691	'
Fair Value	101	41	'
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Swaps and Futures [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	3,975	6,615	'
Fair Value	-2	-77	'
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Swaps, Options and Futures [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	3,888	4,237	'
Fair Value	32	44	'
UNITED STATES | GMWB Hedging Instruments [Member] | Customized Swaps [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	7,561	7,839	'
Fair Value	71	74	'
UNITED STATES | Macro Hedge Program [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	7,596	9,934	'
Fair Value	133	139	'
UNITED STATES | Macro Hedge Program [Member] | Equity Options [Member]	'	'	'
GMWB reinsurance contracts	'	'	'
Derivative, Notional Amount	7,596	9,934	'
Fair Value	$133	$139	'

Recovered_Sheet7

Investments and Derivative Instruments (Details 13) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Millions, unless otherwise specified
Macro hedge program	'	'	'
Derivative, Notional Amount	$159,686	$170,851	$170,851
Fair Value	-1,481	-1,548	'
International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	55,688	57,025	'
Fair Value	48	-27	'
Other Credit Derivatives [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	350	350	'
Fair Value	0	5	'
Foreign Exchange Forward [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	12,254	8,778	'
Fair Value	32	24	'
Currency options [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	4,774	8,408	'
Fair Value	-15	-58	'
Equity futures [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	473	999	'
Fair Value	0	0	'
Equity options [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	949	1,022	'
Fair Value	-65	-63	'
Equity swaps [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	2,121	3,830	'
Fair Value	-50	-95	'
Customized Swaps [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	0	0	'
Fair Value	0	0	'
Interest rate futures [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	551	566	'
Fair Value	0	0	'
Interest Rate Swaps and Swaptions [Member] | International Program Hedging Instruments [Member]	'	'	'
Macro hedge program	'	'	'
Derivative, Notional Amount	34,216	33,072	'
Fair Value	$146	$160	'

Recovered_Sheet8

Investments and Derivative Instruments (Details 14) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Millions, unless otherwise specified
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	$159,686	$170,851	$170,851
Net Derivatives, Fair Value	-1,481	-1,548	'
Asset Derivatives, Fair Value	1,600	1,923	'
Liability Derivatives, Fair Value	-3,081	-3,471	'
GMWB hedging instruments [Member] | U.S. [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	15,424	18,691	'
Net Derivatives, Fair Value	101	41	'
Asset Derivatives, Fair Value	278	333	'
Liability Derivatives, Fair Value	-177	-292	'
Macro Hedge Program [Member] | U.S. [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	7,596	9,934	'
Net Derivatives, Fair Value	133	139	'
Asset Derivatives, Fair Value	166	178	'
Liability Derivatives, Fair Value	-33	-39	'
Cash Flow Hedging [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	3,109	3,358	'
Net Derivatives, Fair Value	19	11	'
Asset Derivatives, Fair Value	45	51	'
Liability Derivatives, Fair Value	-26	-40	'
Cash Flow Hedging Interest Rate Swaps [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	2,966	3,215	'
Net Derivatives, Fair Value	25	16	'
Asset Derivatives, Fair Value	43	49	'
Liability Derivatives, Fair Value	-18	-33	'
Cash flow hedges foreign currency swaps [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	143	143	'
Net Derivatives, Fair Value	-6	-5	'
Asset Derivatives, Fair Value	2	2	'
Liability Derivatives, Fair Value	-8	-7	'
Fair Value Hedging [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	699	1,261	'
Net Derivatives, Fair Value	-25	-24	'
Asset Derivatives, Fair Value	1	2	'
Liability Derivatives, Fair Value	-26	-26	'
Fair Value Hedging Interest Rate Swaps [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	699	1,261	'
Net Derivatives, Fair Value	-25	-24	'
Asset Derivatives, Fair Value	1	2	'
Liability Derivatives, Fair Value	-26	-26	'
Non-qualifying strategies [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	155,878	166,232	'
Net Derivatives, Fair Value	-1,475	-1,535	'
Asset Derivatives, Fair Value	1,554	1,870	'
Liability Derivatives, Fair Value	-3,029	-3,405	'
Interest Rate Swaps Caps Floors and Futures [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	4,679	4,633	'
Net Derivatives, Fair Value	-355	-368	'
Asset Derivatives, Fair Value	193	123	'
Liability Derivatives, Fair Value	-548	-491	'
Foreign Currency Swaps and Forwards [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	107	118	'
Net Derivatives, Fair Value	-5	-4	'
Asset Derivatives, Fair Value	6	6	'
Liability Derivatives, Fair Value	-11	-10	'
Japan 3Win Related Foreign Currency Swaps [Member] | JAPAN	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	1,571	1,571	'
Net Derivatives, Fair Value	-338	-354	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-338	-354	'
Fixed annuity hedging instruments [Member] | JAPAN	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	1,381	1,436	'
Net Derivatives, Fair Value	-2	-6	'
Asset Derivatives, Fair Value	88	88	'
Liability Derivatives, Fair Value	-90	-94	'
Credit Derivatives that Purchase Credit Protection [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	220	243	'
Net Derivatives, Fair Value	-4	-4	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-4	-4	'
Credit Derivatives that Assume Credit Risk [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	1,356	1,507	'
Net Derivatives, Fair Value	17	27	'
Asset Derivatives, Fair Value	19	28	'
Liability Derivatives, Fair Value	-2	-1	'
Credit Derivatives in Offsetting Positions [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	2,785	3,501	'
Net Derivatives, Fair Value	-2	-3	'
Asset Derivatives, Fair Value	32	35	'
Liability Derivatives, Fair Value	-34	-38	'
Equity index swaps options [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	129	131	'
Net Derivatives, Fair Value	-3	-2	'
Asset Derivatives, Fair Value	18	18	'
Liability Derivatives, Fair Value	-21	-20	'
GMWB product derivatives [Member] | U.S. [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	21,195	21,512	'
Net Derivatives, Fair Value	-24	-36	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-24	-36	'
GMWB Reinsurance Contracts [Member] | U.S. [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	4,280	4,508	'
Net Derivatives, Fair Value	30	29	'
Asset Derivatives, Fair Value	30	29	'
Liability Derivatives, Fair Value	0	0	'
International program hedging instruments [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	55,688	57,025	'
Net Derivatives, Fair Value	48	-27	'
Asset Derivatives, Fair Value	441	649	'
Liability Derivatives, Fair Value	-393	-676	'
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	11,080	11,999	'
Net Derivatives, Fair Value	-512	-540	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-512	-540	'
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] [Member]	'	'	'
Derivative Classification by Hedge Destination and Derivative Type	'	'	'
Net Derivatives, Notional Amount	28,387	29,423	'
Net Derivatives, Fair Value	-559	-427	'
Asset Derivatives, Fair Value	283	383	'
Liability Derivatives, Fair Value	($842)	($810)	'

Recovered_Sheet9

Investments and Derivative Instruments (Details 15) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	$159,686	$170,851	$170,851
Net Derivatives, Fair Value	1,481	1,548	'
Asset Derivatives, Fair Value	1,600	1,923	'
Liability Derivatives, Fair Value	-3,081	-3,471	'
Fixed maturities, AFS [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	199	196	'
Net Derivatives, Fair Value	1	1	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-1	-1	'
Other Investments [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	42,463	40,564	'
Net Derivatives, Fair Value	-169	-272	'
Asset Derivatives, Fair Value	550	721	'
Liability Derivatives, Fair Value	-381	-449	'
Other liabilities [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	52,023	62,590	'
Net Derivatives, Fair Value	563	825	'
Asset Derivatives, Fair Value	738	789	'
Liability Derivatives, Fair Value	-1,301	-1,614	'
Consumer Notes [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	9	9	'
Net Derivatives, Fair Value	2	2	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	-2	-2	'
Reinsurance Recoverables [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	32,667	33,931	'
Net Derivatives, Fair Value	529	398	'
Asset Derivatives, Fair Value	312	413	'
Liability Derivatives, Fair Value	-841	-811	'
Other policyholder funds and benefits payable [Member]	'	'	'
Derivative [Line Items]	'	'	'
Net Derivatives, Notional Amount	32,325	33,561	'
Net Derivatives, Fair Value	555	594	'
Asset Derivatives, Fair Value	0	0	'
Liability Derivatives, Fair Value	($555)	($594)	'

Recovered_Sheet10

Investments and Derivative Instruments (Details 16) (Cash Flow Hedging [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	$9	($41)
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-1	0
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	14	75
Interest Rate Swap [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	10	-42
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-1	0
Interest Rate Swap [Member] | Net realized capital gains (losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	1	64
Interest Rate Swap [Member] | Interest Income [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	13	14
Foreign Currency Swap [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	-1	1
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0	0
Foreign Currency Swap [Member] | Net realized capital gains (losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	$0	($3)

Recovered_Sheet11

Investments and Derivative Instruments (Details 17) (Fair Value Hedging [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain or (Loss) Recognized in Income, Derivative	($1)		$3
Gain or (Loss) Recognized in Income, Hedged Item	2		-5
Interest Rate Swap [Member] | Net realized capital gains (losses) [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain or (Loss) Recognized in Income, Derivative	-1	[1]	6	[1]
Gain or (Loss) Recognized in Income, Hedged Item	2	[1]	-8	[1]
Foreign Currency Swap [Member] | Net realized capital gains (losses) [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain or (Loss) Recognized in Income, Derivative	'	[1]	-2	[1]
Gain or (Loss) Recognized in Income, Hedged Item	'	[1]	2	[1]
Foreign Currency Swap [Member] | Benefits, losses and loss adjustment expenses [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain or (Loss) Recognized in Income, Derivative	0	[1]	-1	[1]
Gain or (Loss) Recognized in Income, Hedged Item	'	[1]	$1	[1]
[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.

Recovered_Sheet12

Investments and Derivative Instruments (Details 18) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	($71)		($411)
Interest rate swaps, swap options , caps, floors and forwards [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	1		10
Foreign currency swaps and forwards [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	1		0
Japan 3Win Related Foreign Currency Swaps [Member] | JAPAN	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	15	[1]	-130	[1]
Fixed annuity hedging instruments [Member] | JAPAN	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	12	[2]	-101	[2]
Credit Derivatives that Purchase Credit Protection [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	-3		-5
Credit Derivatives that Assume Credit Risk [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	0		9
Equity index swaps and options [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	0		-14
GMWB product derivatives [Member] | U.S. [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	36		456
GMWB Reinsurance [Member] | U.S. [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	-4		-60
GMWB hedging instruments [Member] | U.S. [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	-17		-349
Macro Hedge Program [Member] | U.S. [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	-10		-85
International program hedging instruments [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	-23		-83
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	51		337
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Total	($130)		($396)
[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(28) and $116 for the three months ended March 31, 2014 and 2013, respectively.
[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(30) and $151 for the three months ended March 31, 2014 and 2013, respectively.

Recovered_Sheet13

Investments and Derivative Instruments (Details 19) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	$159,686		170,851	$170,851
Fair Value	-1,481		'	-1,548
Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	2,749	[1]	'	3,258	[1]
Fair Value	155		'	161
Offsetting Notional Amount	1,393	[2]	'	1,751	[2]
Offsetting Fair Value	6	[2]	'	9	[2]
Corporate Credit/Foreign Gov. [Member] | Single Name Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	297		'	735
Fair Value	5		'	6
Weighted Average Years to Maturity	'4 years		'2 years	'
Underlying Referenced Credit Obligation Type	'Corporate Credit/ Foreign Gov.		'Corporate Credit/ Foreign Gov.	'
Average Credit Rating	'A-		'A	'
Offsetting Notional Amount	163		'	592
Offsetting Fair Value	-3		'	-4
Corporate Credit [Member] | Single Name Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	24		'	24
Fair Value	0		'	0
Weighted Average Years to Maturity	'4 months		'1 year	'
Underlying Referenced Credit Obligation Type	'Corporate Credit		'Corporate Credit	'
Average Credit Rating	'CCC		'CCC	'
Offsetting Notional Amount	24		'	25
Offsetting Fair Value	0		'	0
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	1,881		'	1,912
Fair Value	22		'	25
Weighted Average Years to Maturity	'3 years		'3 years	'
Underlying Referenced Credit Obligation Type	'Corporate Credit		'Corporate Credit	'
Average Credit Rating	'BBB+		'BBB+	'
Offsetting Notional Amount	857		'	784
Offsetting Fair Value	-10		'	-10
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	42	[1]	'	115
Fair Value	3		'	-18
Weighted Average Years to Maturity	'5 years		'3 years	'
Underlying Referenced Credit Obligation Type	'Corporate Credit	[3]	'CMBS Credit	'
Average Credit Rating	'B	[3]	'B-	'
Offsetting Notional Amount	0	[2]	'	115
Offsetting Fair Value	0	[2]	'	18
Corporate Credit [Member] | Embedded Credit Derivatives [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	150		'	150
Fair Value	145		'	145
Weighted Average Years to Maturity	'3 years		'3 years	'
Underlying Referenced Credit Obligation Type	'Corporate Credit		'Corporate Credit	'
Average Credit Rating	'A-		'BBB+	'
Offsetting Notional Amount	0		'	0
Offsetting Fair Value	0		'	0
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	240		'	235
Fair Value	-4		'	-5
Weighted Average Years to Maturity	'3 years		'3 years	'
Underlying Referenced Credit Obligation Type	'CMBS Credit		'CMBS Credit	'
Average Credit Rating	'AA-		'A	'
Offsetting Notional Amount	234		'	235
Offsetting Fair Value	4		'	5
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Notional Amount	115		'	'
Fair Value	-16		'	'
Weighted Average Years to Maturity	'3 years		'	'
Underlying Referenced Credit Obligation Type	'CMBS Credit		'	'
Average Credit Rating	'B		'	'
Offsetting Notional Amount	115		'	'
Offsetting Fair Value	$15		'	'
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjFiYTI4MmM3NDY0MzRiNDhiZGQ1ZGRjYTkwZjZkNmJlfFRleHRTZWxlY3Rpb246NDBBM0Y5RjE4MTQ2RTYzQkMyMDU4OUFDRjE5RjBEMzEM}
[2]	The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[3]	The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch, and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used.

Recovered_Sheet14

Investments and Derivative Instruments Investments and Derivative Instruments (Details 20) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'		'
Fair Value	($1,481)		($1,548)
Derivative Asset, Fair Value, Gross Asset	1,600		1,923
Derivative Liability, Fair Value, Gross Liability	3,081		3,471
Derivative Accrued Interest and Collateral Liabilities After Offsetting	'		5,100
Other Investments [Member]	'		'
Offsetting Assets [Line Items]	'		'
Derivative Accrued Interest and Collateral Assets After Offsetting	7	[1]	-52	[1]
Fair Value	52		'
Derivative Asset, Fair Value, Gross Asset	1,288		1,510
Derivative Asset, Fair Value, Gross Liability	'		1,290
Derivative Assets	'		272	[1]
Derivative Asset, Fair Value of Collateral	'		121	[1]
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,112		99
Other Liabilities [Member]	'		'
Offsetting Assets [Line Items]	'		'
Fair Value	30		'
Derivative Liability, Fair Value, Gross Asset	-1,682		-2,063
Derivative Liability, Fair Value, Gross Liability	'		-1,308
Derivative Liabilities	'		-825	[1]
Derivative Accrued Interest and Collateral Liabilities After Offsetting	-146	[1]	70	[1]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-739	[1]	'
Derivative Liability, Fair Value of Collateral	'		-826	[1]
Derivative Liability, Fair Value, Amount Offset Against Collateral	($973)		$71
[1]	Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Statement of Financial Position Derivative Liabilities [3] Accrued Interest and Cash Collateral Pledged [3] Financial Collateral Pledged [4] Net AmountDescription Other liabilities$(2,063) $(1,308) $(825) $70 $(826) $71

Recovered_Sheet15

Investments and Derivative Instruments (Details Textual) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2011
Financing Receivable, Recorded Investment, Past Due [Line Items]	'
Maximum Gain Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring Net	$0

Recovered_Sheet16

Investments and Derivative Instruments (Details Textual 1) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

Standard Market Indices of Diversified Portfolios [Member]

Standard Market Indices of Diversified Portfolios [Member]

Customized Diversified Portfolios [Member]

Currency Options [Member]

Currency Options [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Foreign Exchange Forward [Member]

Equity Swap [Member]

Equity Swap [Member]

Japan 3Win Related Foreign Currency Swaps [Member]

Japan 3Win Related Foreign Currency Swaps [Member]

Fixed annuity hedging instruments [Member]

Fixed annuity hedging instruments [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

Net Hedge Position [Member]

Net Hedge Position [Member]

Long Hedge Position [Member]

Long Hedge Position [Member]

Short Hedge Position [Member]

Short Hedge Position [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

JAPAN

JAPAN

JAPAN

JAPAN

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

Derivative [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Notional Amount

$159,686,000,000

$170,851,000,000

$170,851,000,000

$55,688,000,000

$57,025,000,000

'

'

'

$4,774,000,000

$8,408,000,000

$12,254,000,000

$8,778,000,000

($800,000,000)

($1,600,000,000)

$5,700,000,000

$3,600,000,000

$6,500,000,000

$5,200,000,000

$2,121,000,000

$3,830,000,000

'

'

'

'

Associated liability adjusted for changes in spot rates through realized capital gain

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-28,000,000

116,000,000

-30,000,000

151,000,000

Derivative Accrued Interest and Collateral Liabilities After Offsetting

'

5,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of standard market indices of diversified portfolios of corporate issuers

'

'

'

'

'

2,300,000,000

2,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of customized diversified portfolios of corporate issuers

'

'

'

'

'

'

'

$478,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet17

Investments and Derivative Instruments (Details Textual 2) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments and Derivative Instruments (Textual) [Abstract]	'	'
Other liabilities, variable interest entity liabilities	$30	$35

Recovered_Sheet18

Investments and Derivative Instruments (Details Textual 3) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2011	Dec. 31, 2013
	Security
Net Derivatives, Notional Amount	$159,686,000,000	$170,851,000,000	'	$170,851,000,000
Carrying value of mortgage loans associated with the valuation allowance	93,000,000	'	'	86,000,000
Invested Assets Suppoting Modco	1,300,000,000	'	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	-99,000,000	-104,000,000	'	'
Valuation Allowance, Amount	0	'	'	'
Additional Investments and Derivative Instruments (Textual) [Abstract]	'	'	'	'
Gross gains and losses on sales and impairments previously reported as unrealized losses in AOCI	3,000,000	1,500,000	'	'
Proceeds from sales of AFS securities	3,500,000,000	4,800,000,000	'	'
Number of securities included in AFS securities in an unrealized loss position, primarily related to municipal securities	1,631	'	'	'
Percentage of gross unrealized losses depressed	94.00%	'	'	'
Securities Depressed to Cost or Amortized Cost Lower Limit	20.00%	'	'	'
Minimum maturity of securities included in continuous loss position	'10 years	'	'	'
Number of years to maturity for securities concentrated in the financial services sector	'10 years	'	'	'
Valuation allowances on mortgage loans held for sale	1,000,000	'	'	3,000,000
Mortgage loans held for sale, carrying value	40,000,000	'	'	53,000,000
Current weighted average loan to value ratio of commercial mortgage loan	58.00%	'	'	'
Original weighted average loan to value ratio of commercial mortgage loan	63.00%	'	'	'
Avg. Debt-Service Coverage Ratio	2.28	'	'	'
Collateral received as percentage of fair value of securities loaned	95.00%	'	'	'
Percent of fair value of securities transferred for collateral obtained on repurchase agreement	'at least 95%	'	'	'
Agreement to repurchase securities	0	'	'	0
Deferred net gains on derivative instruments before tax to be reclassified to earnings during next twelve months	43,000,000	'	'	'
Maximum amount of net reclassifications from AOCI to earnings	'	'	0	'
Retirement Plans and Individual Life Businesses [Member]	'	'	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	1,500,000,000	'	'	'
Gain (Loss) on Derivative Instruments, Net, Pretax	71,000,000	'	'	'
Commercial [Member]	'	'	'	'
Additional Investments and Derivative Instruments (Textual) [Abstract]	'	'	'	'
Avg. Debt-Service Coverage Ratio	2.28	'	'	2.23
GMWB Product Derivatives [Member]	'	'	'	'
Derivative Instrument, Collateral Payment, Preventing Termination	44,000,000	'	'	'
International Program Hedging Instruments [Member]	'	'	'	'
Net Derivatives, Notional Amount	55,688,000,000	'	'	57,025,000,000
Interest Rate Swap [Member]	'	'	'	'
Net Derivatives, Notional Amount	4,500,000,000	'	'	'
Foreign Exchange Forward [Member] | International Program Hedging Instruments [Member]	'	'	'	'
Net Derivatives, Notional Amount	12,254,000,000	'	'	8,778,000,000
Short Hedge Position [Member] | Foreign Exchange Forward [Member] | International Program Hedging Instruments [Member]	'	'	'	'
Net Derivatives, Notional Amount	$6,500,000,000	'	'	$5,200,000,000

Recovered_Sheet19

Investments and Derivative Instruments (Details Textual 4) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Investments and Derivative Instruments [Abstract]	'	'	'
Concentration Risk, Benchmark Description	'greater than 10% of the Company’s stockholder’s equity	'greater than 10% of the Company’s stockholder’s equity	'
hig_CompanysLargestExposureToConcentrationOfCreditRiskWithASingleIssuer	$785	'	$0
hig_CompanysPercentageOfLargestExposureToStockholdersEquity	10.00%	'	10.00%
hig_CompanysPercentageOfLargestExposureToInvestedAssets	2.00%	'	1.90%

Separate_Accounts_Death_Benefi2

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	'	$1,143
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	1,485
Guaranteed Minimum Death Benefit [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liability, balance, beginning of period	849	944
Incurred	47	45
Paid	-31	-52
Unlock	-11	-52
Currency translation adjustment	'	-2
Liability balance, end of period	854	883
Reinsurance recoverable asset, beginning of period	533	608
Incurred	26	27
Paid	-22	-28
Unlock	-5	-28
Reinsurance recoverable asset, end of period	532	579
Universal Life [Member] | UL Secondary Guarantees [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liability, balance, beginning of period	1,802	363
Incurred	56	68
Paid	0	'
Unlock	0	'
Currency translation adjustment	'	0
Liability balance, end of period	1,858	1,574
Reinsurance recoverable asset, beginning of period	1,802	21
Incurred	56	68
Paid	0	'
Unlock	0	'
Reinsurance recoverable asset, end of period	1,858	1,574
UNITED STATES	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	'	0
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	$0

Separate_Accounts_Death_Benefi3

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Details 1) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

In Millions, unless otherwise specified

MAV Only [Member]

With 5% rollup [Member]

With Earnings Protection Benefit Rider (EPB) [Member]

With 5% rollup & EPB [Member]

Asset Protection Benefit ("APB") [Member]

Lifetime Income Benefit ("LIB") - Death Benefit [Member]

Reset [Member]

Return of Premium ("ROP")/Other [Member]

Guaranteed Minimum Death Benefit [Member]

Guaranteed Minimum Death Benefit [Member]

Guaranteed Minimum Income Benefit [Member]

U.S. [Member]

JAPAN [Member]

JAPAN [Member]

Individual Variable and Group Annuity Account Value by GMDB/GMIB Type

'

'

'

'

'

'

'

'

'

'

'

'

'

Account Value (AV)

$25,845

'

$18,971

$1,563

$4,735

$576

$17,717

$733

$3,205

$12,047

$59,547

$11,564

$11,375

Net Amount at Risk (NAR)

3,795

'

2,836

227

615

117

256

8

66

67

4,192

202

121

Retained Net Amount at Risk (RNAR)

210

'

170

16

19

5

52

2

29

15

308

0

0

Weighted Average Attained Age of Annuitant

'

'

'69 years

'69 years

'68 years

'70 years

'68 years

'67 years

'69 years

'67 years

'68 years

'69 years

'70 years

Less: General Account Value with U.S. GMDB

4,249

'

'

'

'

'

'

'

'

'

'

'

'

Subtotal Separate Account Liabilities with U.S. GMDB

55,298

'

'

'

'

'

'

'

'

'

'

'

'

Separate Account Liabilities without U.S. GMDB

83,182

'

'

'

'

'

'

'

'

'

'

'

'

Total Separate Account Liabilities

$138,480

$140,874

'

'

'

'

'

'

'

'

'

'

'

Separate_Accounts_Death_Benefi4

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Details 2) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	$55,298	$57,463
Equity securities (including mutual funds)	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	50,866	52,858
Cash and cash equivalents	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	$4,432	$4,605

Separate_Accounts_Death_Benefi5

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Details Textual) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Percentage of GMDB retained net amount of risk reinsured to a Hartford affiliate	100.00%
Age of insurer up to return of premium and MAV	'80 years
Invested in fixed income securities	17.00%
Invested in equity securities	83.00%
MAV Only [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Age of insurer up to adjusted for withdrawals	'80 years
With 5% rollup [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Age of insurer up to adjusted for withdrawals	'80 years
Simple interest up to the earlier of age 80	5.00%
Adjusted premiums	100.00%
With Earnings Protection Benefit Rider (EPB) [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Premiums net of withdrawals	200.00%
Asset Protection Benefit ("APB") [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Greater of net premiums and MAV	25.00%
Number of past months adjusted for premiums	'12 months
Reset [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Age of insurer up to adjusted for withdrawals	'80 years
Guaranteed Minimum Income Benefit [Member] | JAPAN [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Guaranteed Remaining Balance	10,800
Minimum deferral period for return initial investment of income benefit	'10 years
Minimum deferral period for earnings liquidity of income benefit	'15 years
Minimum deferral period for fixed annuity of income benefit	'20 years
Guaranteed Minimum Withdrawal Benefit [Member] | JAPAN [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Guaranteed Remaining Balance	300
Minimum [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Anniversary Period of Account Value Prior to Insurer Age Maximum	'5 years
Maximum [Member]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'
Anniversary Period of Account Value Prior to Insurer Age Maximum	'7 years

Deferred_Policy_Acquisition_Co2

Deferred Policy Acquisition Costs and Present Value of Future Profits (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Changes in deferred policy acquisition costs and present value of future profits	'	'
Balance, beginning of period, as currently reported	$689	$3,072
Deferred costs	5	2
Amortization - DAC	-40	-43
Amortization - Unlock charge, pre-tax	8	-1
Balance, end of period	648	798
Retirement Plans and Individual Life Businesses [Member]	'	'
Disposition of DAC Asset	0	2,229
Individual Life [Member]	'	'
Disposition of DAC Asset	($2,374)	'

Deferred_Policy_Acquisition_Co3

Deferred Policy Acquisition Costs and Present Value of Future Profits (Details Textual) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'
Adjustments to Unrealized Gains and Losses on Securities Available for Sale and Other	$14	$3
Retirement Plans [Member]	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'
Disposition of DAC Asset	-352	'
Adjustments to Unrealized Gains and Losses on Securities Available for Sale and Other	-148	'
Individual Life [Member]	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'
Disposition of DAC Asset	-2,374	'
Adjustments to Unrealized Gains and Losses on Securities Available for Sale and Other	($349)	'

Sales_Inducements_Details

Sales Inducements (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Amortization charged to income	($1)	($1)
Changes in deferred sales inducement	'	'
Balance, beginning of period	36	118
Amortization - Unlock	0	1
Balance, end of period	35	45
Deferred Sales Inducements, Amortization Expense	1	1
Retirement Plans [Member]	'	'
Amortization charged to income	-22	'
Changes in deferred sales inducement	'	'
Deferred Sales Inducements, Amortization Expense	22	'
Retirement Plans and Individual Life Businesses [Member]	'	'
Amortization charged to income	0	-71
Changes in deferred sales inducement	'	'
Deferred Sales Inducements, Amortization Expense	0	71
Individual Life [Member]	'	'
Amortization charged to income	-49	'
Changes in deferred sales inducement	'	'
Deferred Sales Inducements, Amortization Expense	$49	'

Commitments_and_Contingencies_

Commitments and Contingencies (Details Textual) (USD $)	Mar. 31, 2014
In Millions, unless otherwise specified
Commitments and Contingencies (Textual) [Abstract]	'
Fair value of all derivative instruments with credit-risk-related contingent features	$721
Collateral posted by insurance operating entities	780
GMWB Product Derivatives [Member]	'
Guarantor Obligations [Line Items]	'
Derivative Instrument, Collateral Payment, Preventing Termination	$44

Stock_Compensation_Plans_Detai

Stock Compensation Plans (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'
Allocated Share-based Compensation Expense	$2	$1

Transactions_with_Affiliates_D

Transactions with Affiliates (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2008	Dec. 31, 2013
Related Party Transaction [Line Items]	'	'	'	'
Earned premiums	$18,000,000	$3,000,000	'	'
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees	0	'	'	'
Reinsurance assumed risk	3,795,000,000	'	'	'
Affiliated Entity [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Assumed Liability for Unpaid Claims and Claims Adjustment Expense	54,000,000	'	'	54,000,000
Earned premiums	8,000,000	3,000,000	'	'
Payout annuity	'	'	2,200,000,000	'
Payout annuity, period	'	'	'12 years	'
Hartford Life Insurance K.K. [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Assumed Liability for Unpaid Claims and Claims Adjustment Expense	1,400,000,000	'	'	1,500,000,000
Liability for assumed GMDB Reinsurance	0	'	'	'
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Income (Loss) from Discontinued Operations, Net of Tax, Including Portion Attributable to Noncontrolling Interest	0	-1,000,000	'	'
Hartford Life and Annuity Insurance Company [Member] | Hartford Life Liimited Ireland (HLL) | Guaranteed Minimum Accumulation Benefit and Guaranteed Minimum Withdrawal Benefit [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Derivative fair value reported as labilities	4,000,000	'	'	4,000,000
Hartford Life and Annuity Insurance Company [Member] | Hartford Life Insurance K.K. [Member] | Guaranteed Minimum Death Benefit [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Reinsurance assumed risk	200,000,000	'	'	200,000,000
Hartford Life and Annuity Insurance Company [Member] | Hartford Life Insurance K.K. [Member] | Guaranteed Minimum Income Benefit [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Derivative fair value reported as labilities	500,000,000	'	'	500,000,000
HLAI [Member]	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'
Recapture Fee Paid	'	$347,000,000	'	'

Transactions_with_Affiliates_T1

Transactions with Affiliates Transactions with Affiliates (Details) (USD $)	3 Months Ended						3 Months Ended			3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Jan. 02, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2013
				Affiliated Entity [Member]	Affiliated Entity [Member]	Hartford Life and Annuity Insurance Company [Member]	Hartford Life and Annuity Insurance Company [Member]	Hartford Life and Annuity Insurance Company [Member]	Hartford Life and Annuity Insurance Company [Member]	HLAI [Member]
							White River Life Reinsurance [Member]	White River Life Reinsurance [Member]	White River Life Reinsurance [Member]
Related Party Transaction [Line Items]	'	'	'	'	'	'	'	'	'	'
Assumed Liability for Unpaid Claims and Claims Adjustment Expense	'	'	'	$54,000,000	$54,000,000	'	'	'	'	'
Earned premiums	-123,000,000	39,000,000	'	'	'	'	-5,000,000	-10,000,000	'	'
Net realized gains (losses)	-106,000,000	1,443,000,000	'	'	'	'	-103,000,000	-517,000,000	'	'
Total revenues	495,000,000	2,267,000,000	'	'	'	'	-108,000,000	-527,000,000	'	'
Benefits, losses and loss adjustment expenses	254,000,000	456,000,000	'	'	'	'	-1,000,000	-8,000,000	'	'
Insurance operating costs and other expenses	166,000,000	-243,000,000	'	'	'	'	-4,000,000	-422,000,000	'	'
Total benefits, losses and expenses	451,000,000	1,754,000,000	'	'	'	'	-5,000,000	-430,000,000	'	'
Income (loss) before income taxes	44,000,000	513,000,000	'	'	'	'	-103,000,000	-97,000,000	'	'
Income tax expense (benefit)	-13,000,000	146,000,000	'	'	'	'	-36,000,000	-34,000,000	'	'
Net income (loss)	57,000,000	386,000,000	'	'	'	'	-67,000,000	-64,000,000	'	'
Income (Loss) from Continuing Operations Attributable to Parent	'	'	'	'	'	'	-67,000,000	-63,000,000	'	'
Reinsurance (payables) / recoverables	'	'	'	'	'	'	0	'	129,000,000	'
Deposit liabilities	'	'	'	'	'	'	917,000,000	'	638,000,000	'
Funds Held under Reinsurance Agreements, Liability	'	'	691,000,000	'	'	310,000,000	'	'	'	'
Reinsurance loss on dispositions	0	1,560,000,000	'	'	'	'	'	'	'	344,000,000
Discontinued operations gain loss on disposal net of tax	'	224,000,000	'	'	'	'	'	'	'	'
Income (Loss) from Discontinued Operations, Net of Tax, Including Portion Attributable to Noncontrolling Interest	'	'	'	'	'	'	$0	($1,000,000)	'	'

Restructuring_and_Other_Costs_1

Restructuring and Other Costs (Details 1) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Restructuring, Severance and Other Costs [Abstract]	'	'
Severance benefits and related costs	$1	$6
Professional fees	'	4
Asset impairment charges	0	0
Total restructuring and other costs	$1	$10

Restructuring_and_Other_Costs_2

Restructuring and Other Costs (Details 2) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	$1	$31
Accruals	1	10
Payments	2	12
Balance, end of period	0	29
Severance Benefits and Related Costs [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	1	31
Accruals	1	6
Payments	2	10
Balance, end of period	0	27
professional fees restructuring [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	0	0
Accruals	0	4
Payments	0	2
Balance, end of period	0	2
Asset Impairment Charges [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	0	'
Accruals	0	0
Payments	0	0
Balance, end of period	0	0
Contract Termination [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	0	0
Accruals	0	0
Payments	0	0
Balance, end of period	$0	$0

Restructuring_and_Other_Costs_3

Restructuring and Other Costs (Details Textual) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Restructuring Cost and Reserve [Line Items]	'
Total estimated costs	$147
Minimum [Member]	'
Restructuring Cost and Reserve [Line Items]	'
Number of Months to Complete Restructuring Plan	'15 months

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Income tax expense (benefit)	($13)	$146
Earned premiums	'	-2
Revenue	'	'
Fee income	'	8
Equity securities, trading	'	138
Total net investment income	'	138
Net realized capital losses	'	-9
Total revenues	'	135
Benefits, losses and expenses	'	'
Benefits, losses and loss adjustment expenses	'	1
Benefits, losses and loss adjustment expenses - returns credited on international variable annuity	'	138
Insurance operating costs and other expenses	'	-22
Total benefits, losses and expenses	'	117
Income before income taxes	'	18
Income tax benefit	'	-1
Income from discontinued operations, net of tax	'	$19

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2010
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	($99)	($104)	'	'
Income before income taxes	44	513	'	'
Income tax expense (benefit)	-13	146	'	'
Net income (loss)	57	386	'	'
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	323	145	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-11	-1,054	'	'
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	315	-792	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	-2	-76	'	'
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	-1	-41	'	'
Other Comprehensive Income (Loss), Net of Tax	312	-909	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	886	1,078	574	1,987
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	'	'	495	1,752
Net realized capital losses, excluding net OTTI losses recognized in earnings	3	1,546	'	'
Income before income taxes	3	1,546	'	'
Income tax expense (benefit)	1	541	'	'
Net income (loss)	2	1,005	'	'
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'7	'-27	'	'
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	317	213	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-2	-1,005	'	'
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	77	'	182	'
Accumulated Other Comprehensive Income (Loss), Foreign Currency Translation Adjustment, Net of Tax	-1	'	-64	'
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	'	-792	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	'	-76	'	'
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	-1	-41	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	810	'	960	'
Accumulated Translation Adjustment [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	0	0	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	'	'	0	-23
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-9	-49	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	'	'	79	258
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Net income (loss)	11	1,054	'	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Income tax expense (benefit)	5	26	'	'
Net income (loss)	9	49	'	'
Cash Flow Hedging [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	14	75	'	'
Retirement Plans and Individual Life Businesses [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Net realized capital losses, excluding net OTTI losses recognized in earnings	1,500	'	'	'
Gain (Loss) on Derivative Instruments, Net, Pretax	$71	'	'	'

Subsequent_Events_Details

Subsequent Events (Details) (USD $)	Apr. 30, 2014	Mar. 31, 2014
	White River Life Reinsurance [Member]	Hartford Life Insurance K.K. [Member]
Subsequent Event [Line Items]	'	'
Surplus Notes	$655,000,000	'
Capital	345,000,000	'
Fixed payout annuities obligation after sale	'	$1,100,000,000