Talcott Resolution Life Insurance 10-Q 29 Oct 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	9 Months Ended
	Sep. 30, 2014	Oct. 29, 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	30-Sep-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q3	'
Current Fiscal Year End Date	'--12-31	'
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			9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Revenues	'	'		'		'
Fee income and other	$292,000,000	$375,000,000		$923,000,000		$1,085,000,000
Earned premiums	56,000,000	55,000,000		-15,000,000		135,000,000
Net investment income:	'	'		'		'
Net investment income	391,000,000	415,000,000		1,178,000,000		1,283,000,000
Net realized capital gains (losses):	'	'		'		'
Total other-than-temporary impairment (OTTI) losses	-10,000,000	-19,000,000		-21,000,000		-43,000,000
OTTI losses recognized in other comprehensive income	0	3,000,000		1,000,000		11,000,000
Net OTTI losses recognized in earnings	-10,000,000	-16,000,000		-20,000,000		-32,000,000
Other net realized capital gains (losses)	60,000,000	-25,000,000		614,000,000		-732,000,000
Realized Investment Gains (Losses)	50,000,000	-41,000,000		594,000,000		797,000,000
Total revenues	789,000,000	804,000,000		2,680,000,000		3,300,000,000
Benefits, losses and expenses	'	'		'		'
Policyholder Benefits and Claims Incurred, Net	421,000,000	435,000,000		1,090,000,000		1,304,000,000
Amortization of deferred policy acquisition costs and present value of future profits	134,000,000	147,000,000		188,000,000		218,000,000
Insurance operating costs and other expenses	144,000,000	-36,000,000		696,000,000		-450,000,000
Dividends to policyholders	0	4,000,000		2,000,000		12,000,000
Benefits, Losses and Expenses	699,000,000	550,000,000		1,976,000,000		2,575,000,000
Income before income taxes	90,000,000	254,000,000		704,000,000		725,000,000
Income tax expense (benefit)	-1,000,000	52,000,000		157,000,000		145,000,000
Income from discontinued operations, net of tax	0	-1,000,000		0		-28,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	91,000,000	201,000,000		547,000,000		552,000,000
Net Income (Loss) Attributable to Noncontrolling Interest	3,000,000	0		3,000,000		6,000,000
Net income attributable to Hartford Life Insurance Company	88,000,000	201,000,000		544,000,000		546,000,000
Proceeds from Sale of Available-for-sale Securities	2,600,000,000	3,500,000,000		8,200,000,000		12,300,000,000
Income from continuing operations, net of tax	91,000,000	202,000,000		547,000,000		580,000,000
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]	'	'		'		'
Revenues	'	'		'		'
Earned premiums	'	-7,000,000		-5,000,000		-25,000,000
Net realized capital gains (losses):	'	'		'		'
Realized Investment Gains (Losses)	'	-323,000,000	[1]	-103,000,000	[1]	-1,250,000,000	[1]
Total revenues	'	-330,000,000		-108,000,000		-1,275,000,000
Benefits, losses and expenses	'	'		'		'
Policyholder Benefits and Claims Incurred, Net	'	-2,000,000		-1,000,000		-7,000,000
Insurance operating costs and other expenses	'	-194,000,000		-4,000,000		-1,016,000,000
Benefits, Losses and Expenses	'	-196,000,000		-5,000,000		-1,023,000,000
Income before income taxes	'	-134,000,000		-103,000,000		-252,000,000
Income tax expense (benefit)	'	-47,000,000		-36,000,000		-88,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	'	-84,000,000		-67,000,000		-163,000,000
Reinsurance Loss on Dispositions [Member]	'	'		'		'
Net realized capital gains (losses):	'	'		'		'
Net realized capital gains on business dispositions	0	0		0		-1,491,000,000
Net Realized Capital Gain (Loss) [Member]	'	'		'		'
Net realized capital gains (losses):	'	'		'		'
Net realized capital gains on business dispositions	$0	$0		$0		($1,561,000,000)
[1]	Amounts represent the change in valuation of the derivative associated with this transaction.

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Comprehensive Income	'	'	'	'
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$91	$201	$547	$552
Total comprehensive income	59	168	1,087	-948
Less: Comprehensive income attributable to noncontrolling interest	3	0	3	6
Total comprehensive income attributable to Hartford Life Insurance Company	56	168	1,084	-954
Other comprehensive income (loss):	'	'	'	'
Total other comprehensive income	-32	-33	540	-1,500
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'	'	'
Other comprehensive income (loss):	'	'	'	'
Change in net unrealized gain / loss on securities	-16	-84	555	-1,373
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'
Other comprehensive income (loss):	'	'	'	'
Change in net gain / loss on cash-flow hedging instruments	-15	-11	-14	-148
Accumulated Translation Adjustment [Member]	'	'	'	'
Other comprehensive income (loss):	'	'	'	'
Change in foreign currency translation adjustments	($1)	$62	($1)	$21

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturities, available-for-sale, at fair value (amortized cost of $23,613 and $27,188) (includes variable interest entity assets, at fair value, of $0 and $12)	$25,576	$28,163
Marketable Securities, Fixed Maturities, Current	299	791
Trading Securities, Equity	12	12
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	235	372
Policy loans, at outstanding balance	1,424	1,416
Alternative Investments, Fair Value Disclosure	1,351	1,329
Other investments	255	282
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	2,112	1,952
Total investments	34,536	37,775
Cash	214	446
Premiums receivable and agents' balances	37	33
Deferred policy acquisition costs and present value of future profits	535	689
Deferred Tax Assets, Net of Valuation Allowance	1,344	2,110
Other assets	682	994
Separate account assets	136,306	140,874
Total assets	193,536	202,715
Liabilities	'	'
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	13,500	12,874
Other policyholder funds and benefits payable	32,201	36,856
Other liabilities (including variable interest entity liabilities of $443 and $477)	2,479	3,872
Separate account liabilities	136,306	140,874
Total liabilities	184,486	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	6,686	6,959
Accumulated other comprehensive income, net of tax	1,114	574
Retained earnings (accumulated deficit)	1,244	700
Total stockholders' equity	9,050	8,239
Total liabilities and stockholders' equity	193,536	202,715
Life Annuity Accident and Health Insurance Product Line [Member]	'	'
Investments:	'	'
Reinsurance Recoverables	19,882	19,794
Fair Value, Inputs, Level 3 [Member]	'	'
Investments:	'	'
Fixed maturities, available-for-sale, at fair value (amortized cost of $23,613 and $27,188) (includes variable interest entity assets, at fair value, of $0 and $12)	2,155	2,571
Trading Securities, Equity	0	0
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	52	51
Mortgage Loans on Real Estate [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Investments:	'	'
Total assets	$3,284	$3,470

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Fixed maturities, available-for-sale, at amortized cost	$23,852	$27,550
Variable Interest Entity, Consolidated, Carrying Amount, Assets	164	150
Available-for-sale Securities, Equity Securities	235	372
Mortgage loans loss, net of allowances	16	12
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	24	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
Collateralized Debt Obligations [Member]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	12
Equity Securities [Member]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Fixed Maturities [Member]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	145	131
Short-term Investments [Member]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$13	$3

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (USD $)	Total	Non-controlling Interest	Retained Earnings (Accumulated Deficit)	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Common Stock
In Millions
Balance, at beginning of period at Dec. 31, 2012	$10,383	$0	$235	$8,155	$1,987	$6
Capital contributions from parent	-1,194	'	'	-1,194	'	'
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	552	'	'	'	'	'
Total other comprehensive income	-1,500	'	'	'	-1,500	'
Net Income (Loss) Attributable to Parent	546	'	546	'	'	'
Net Income (Loss) Attributable to Noncontrolling Interest	6	6	'	'	'	'
Change in non-controlling interest ownership	-6	-6	'	'	'	'
Balance, at end of period at Sep. 30, 2013	'	'	'	'	'	'
Balance, at beginning of period at Dec. 31, 2013	8,239	0	700	6,959	574	6
Capital contributions from parent	-273	'	'	-273	'	'
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	547	'	'	'	'	'
Total other comprehensive income	540	'	'	'	540	'
Net Income (Loss) Attributable to Parent	544	'	544	'	'	'
Net Income (Loss) Attributable to Noncontrolling Interest	3	3	'	'	'	'
Change in non-controlling interest ownership	-3	-3	'	'	'	'
Balance, at end of period at Sep. 30, 2014	$9,050	$0	$1,244	$6,686	$1,114	$6

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Operating Activities	'	'
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$547	$552
Adjustments to reconcile net income to net cash provided by operating activities	'	'
Amortization of deferred policy acquisition costs and present value of future profits	188	218
Additions to deferred policy acquisition costs and present value of future profits	-12	-10
Net realized capital losses	-594	-797
Cash - beginning of period	446	1,342
Cash - end of period	214	470
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	512	24
Reinsurance recoverables	-145	321
Receivables and other assets	-15	82
Payables and accruals	-767	-967
Increase (Decrease) in Deferred Income Taxes	-123	-638
Net disbursements from investment contracts related to policyholder funds — international unit-linked bonds and pension products	0	105
Net decrease in equity securities, trading	0	-104
Depreciation and amortization	-5	52
Other, net	152	-158
Net Cash Provided by (Used in) Operating Activities	304	639
Fixed maturities, available-for-sale	8,167	10,858
Fixed maturities, fair value option	339	60
Equity securities, available-for-sale	82	63
Mortgage loans	171	266
Partnerships	85	98
Fixed maturities, available-for-sale	5,544	8,237
Fixed maturities, fair value option	217	95
Equity securities, available-for-sale	50	66
Mortgage loans	115	170
Partnerships	74	59
Proceeds from business sold	'	460
Change in derivatives, net	62	1,349
Payments for (Proceeds from) Policy Loans	-8	'
Payments for (Proceeds from) Short-term Investments	447	-250
Change in all other, net	-34	37
Net Cash Provided by (Used in) Investing Activities	2,377	2,042
Deposits and other additions to investment and universal life-type contracts	3,660	6,444
Withdrawals and other deductions from investment and universal life-type contracts	17,328	19,778
Net transfers from separate accounts related to investment and universal life-type contracts	11,036	12,242
Net (decrease) increase in securities loaned or sold under agreements to repurchase	'	-719
Payments of Capital Distribution	-275	-1,200
Payments for Advance to Affiliate	'	347
Net repayments at maturity or settlement of consumer notes	-13	-78
Net cash used for financing activities	-2,920	-3,436
Effect of Transfer of Cash to Held for Sale	0	115
Foreign exchange rate effect on cash	7	-2
Cash, Period Increase (Decrease)	-232	-872
Net cash received during the period for income taxes	-61	-119
Noncash capital contributions received	2	6
Reinsurance Loss on Dispositions [Member]	'	'
Adjustments to reconcile net income to net cash provided by operating activities	'	'
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal	$0	$1,491

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows Condensed Consolidated Statements of Cash Flows (Unaudited) (Parenthetical)	9 Months Ended
	Sep. 30, 2014
Noncash or Part Noncash Divestiture, Type of Consideration Received	'485

Basis_of_Presentation_and_Acco

Basis of Presentation and Accounting Policies Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [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.
	On June 30, 2014, HLI completed the sale of all of the issued and outstanding equity of Hartford Life Insurance KK, a Japanese company ("HLIKK") to ORIX Life Insurance Corporation ("Buyer"), a subsidiary of ORIX Corporation, a Japanese company. Upon closing HLIKK recaptured certain risks reinsured to the Company and Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. However, HLAI has continued to provide reinsurance for approximately $1.1 billion of Japan fixed payout annuities. For further discussion of this transaction, see Note 5 - Reinsurance and Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
	Effective April 1, 2014, The Company terminated its modco and coinsurance with funds withheld reinsurance agreement with White River Life Reinsurance ("WRR"), following receipt of approval from the State of Connecticut Insurance Department ("CTDOI") and Vermont Department of Financial Regulation. On April 30, 2014 The Hartford dissolved WRR. For further discussion of this transaction, see Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
	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 HLAI 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 all of the issued and outstanding equity of Hartford Life International Limited ("HLIL"), an indirect wholly-owned subsidiary. For further discussion of these 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 September 30, 2014, and for the three and nine months ended September 30, 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.
	Income 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 September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Tax expense at the U.S. federal statutory rate	$	31		$	89		$	246		$	254
	Dividends received deduction	(31		)	(35		)	(83		)	(98		)
	Foreign related investments	(2		)	(2		)	(7		)	(7		)
	Other	1			—			1			(4		)
	Income tax expense (benefit)	$	(1	)	$	52		$	157		$	145
	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.
	On July 18, 2014, the Internal Revenue Service issued Internal Revenue Code Section 446 Directive (“the Directive”) for the tax treatment of hedging gains and losses related to the hedging of variable annuity guaranteed minimum benefits such as contracts with guaranteed minimum death benefit ("GMDB") and guaranteed minimum withdrawal benefit ("GMWB") riders issued by HLIC and HLAI.  This directive accelerated the tax deduction related to previously deferred investment hedging losses.  While the acceleration did not have a material effect on the overall consolidated deferred tax asset, it has resulted in a re-characterization of deferred tax assets due to a decrease in temporary differences for investment-related items and an increase in net operating loss carryovers.  In addition, a portion of deferred tax benefits became a current tax receivable which will increase statutory surplus, primarily of HLAI.
	As of September 30, 2014 and December 31, 2013, the net deferred tax asset included the expected tax benefit attributable to U.S. net operating loss carryovers of $3,307 and $1,077, respectively. If unutilized, the losses expire from 2023-2032.
	As of September 30, 2014 and December 31, 2013, the net deferred tax asset included the expected tax benefit attributable to foreign tax credit carryovers of $55 and $44, respectively. If unutilized, the foreign tax credit carryovers expire from 2018-2024. Utilization of the foreign tax credit carryovers generally depends on the generation of sufficient taxable income to first utilize all U.S. net operating loss carryovers.

Business_Dispositions_Level_1_

Business Dispositions Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Business Dispositions [Abstract]	'
Mergers, Acquisitions and Dispositions Disclosures [Text Block]	'
	Sale of Hartford Life International Limited ("HLIL")
	On December 12, 2013, the Company completed the sale of all of the issued and outstanding equity of HLIL, an indirect wholly-owned subsidiary of the Company, in a cash transaction to Columbia Insurance Company, a Berkshire Hathaway company, for approximately $285. At closing, HLIL’s sole asset was its subsidiary, Hartford Life Limited ("HLL"), a Dublin-based company that sold variable annuities in the U.K. from 2005 to 2009. The sale transaction resulted in an after-tax loss of $51 upon disposition for the nine months ended September 30, 2013. The operations of the Company's U.K. variable annuity business meet the criteria for reporting as discontinued operations. For further information regarding discontinued operations, see Note 13 - Discontinued Operations of Notes to Condensed Consolidated Financial Statements.
	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 nine months ended September 30, 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 continued to sell retirement plans during the transition period which ended on June 30, 2014. MassMutual has assumed all expenses and risks 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. The Company recognized a reinsurance loss on business disposition of $61, pre-tax, in 2012.
	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, pretax, for the nine months ended September 30, 2013. In addition, 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 continued to sell life insurance products and riders during the transition period which ended on June 30, 2014. Prudential has assumed all expenses and risk for these sales through the reinsurance agreement.

Fair_Value_Measurements_Level_

Fair Value Measurements Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
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. Derivative instruments classified within Level 2 are priced using observable market inputs such as swap yield curves and credit default swap curves.
	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. The amount of transfers from Level 1 to Level 2 was $89 and $1.2 billion, respectively, for the three and nine months ended September 30, 2014, and $78 and $232 for the three and nine months ended September 30, 2013, 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.
		September 30, 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	$	1,108		$	—		$	1,018		$	90
	CDOs	1,176			—			810			366
	CMBS	1,903			—			1,753			150
	Corporate	16,022			—			15,320			702
	Foreign government/government agencies	617			—			591			26
	Municipal	997			—			945			52
	RMBS	1,965			—			1,196			769
	U.S. Treasuries	1,788			149			1,639			—
	Total fixed maturities	25,576			149			23,272			2,155
	Fixed maturities, FVO	299			—			203			96
	Equity securities, trading	12			12			—			—
	Equity securities, AFS	235			127			56			52
	Derivative assets
	Credit derivatives	19			—			10			9
	Foreign exchange derivatives	(73		)	—			(73		)	—
	Interest rate derivatives	22			—			22			—
	GMWB hedging instruments	96			—			9			87
	Macro hedge program	81			—			—			81
	Total derivative assets [1]	145			—			(32		)	177
	Short-term investments	2,112			469			1,643			—
	Limited partnerships and other alternatives [2]	427			—			380			47
	Reinsurance recoverable for GMWB	36			—			—			36
	Modified coinsurance reinsurance contracts	41			—			41			—
	Separate account assets [3]	133,478			92,990			39,697			791
	Total assets accounted for at fair value on a recurring basis	$	162,361		$	93,747		$	65,260		$	3,354
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	Guaranteed living benefits	$	(56	)	$	—		$	—		$	(56	)
	Equity linked notes	(23		)	—			—			(23		)
	Total other policyholder funds and benefits payable	(79		)	—			—			(79		)
	Derivative liabilities
	Credit derivatives	(18		)	—			(7		)	(11		)
	Equity derivatives	23			—			21			2
	Foreign exchange derivatives	(355		)	—			(355		)	—
	Interest rate derivatives	(341		)	—			(314		)	(27		)
	GMWB hedging instruments	28			—			(22		)	50
	Macro hedge program	53			—			—			53
	Total derivative liabilities [4]	(610		)	—			(677		)	67
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(691	)	$	—		$	(677	)	$	(14	)
		December 31, 2013
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant			Significant
								Observable			Unobservable
								Inputs			Inputs
								(Level 2)			(Level 3)
	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		)	—
GMWB hedging instruments	26			—			(42		)	68
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	(465		)	—			—			(465		)
Modified coinsurance reinsurance contracts	67			—			67			—
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		)
GMWB hedging instruments	15			—			(63		)	78
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 September 30, 2014 and December 31, 2013, $152 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 September 30, 2014 and December 31, 2013, excludes approximately $2.8 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 3, the derivative assets and liabilities 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 various 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% for fixed maturities and 5% for equity securities, 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 September 30, 2014 and December 31, 2013, 95% 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. In addition, on a daily basis, market valuations are compared to counterparty valuations for OTC derivatives. 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 September 30, 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	$	150		Discounted cash flows	Spread (encompasses	48bps	2,457bps	308bps	Decrease
					prepayment, default risk and loss severity)
Corporate [3]	323			Discounted cash flows	Spread	75bps	697bps	244bps	Decrease
Municipal [3]	31			Discounted cash flows	Spread	193bps	193bps	193bps	Decrease
RMBS	769			Discounted cash flows	Spread	50bps	1,475bps	141bps	Decrease
					Constant prepayment rate	—%	7%	3%	Decrease [4]
					Constant default rate	1%	15%	8%	Decrease
					Loss severity	—%	100%	77%	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	—%	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 September 30, 2014
Freestanding Derivatives						Unobservable Inputs
	Fair			Predominant Valuation	Significant	Minimum	Maximum	Impact of
	Value			Method	Unobservable Input			Increase in Input
								on Fair Value [1]
Interest rate swaps	$	(27	)	Discounted  cash flows	Swap curve	3%	3%	Increase
					beyond 30 years
GMWB hedging instruments
Equity options	44			Option model	Equity volatility	20%	32%	Increase
Customized swaps	93			Discounted  cash flows	Equity volatility	10%	50%	Increase
Macro hedge program [2]
Equity options	169			Option model	Equity volatility	23%	24%	Increase
	As of December 31, 2013
Interest rate derivative
Interest rate swaps	(24		)	Discounted  cash flows	Swap curve	4%	4%	Increase
					beyond 30 years
GMWB hedging instruments
Equity options	72			Option model	Equity volatility	21%	29%	Increase
Customized swaps	74			Discounted  cash flows	Equity volatility	10%	50%	Increase
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]	Excludes derivatives for which the Company based 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, September 30, 2014, no significant adjustments were made by the Company to broker prices received.
As of September 30, 2014 and December 31, 2013, excluded from the tables above are limited partnerships and other alternative investments which total $47 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 U.S. GMWB riders. Also, through reinsurance from HLIKK, the Company formerly assumed GMWB, GMIB and GMAB riders.  Concurrent with the sale of HLIKK, HLIKK recaptured certain risks that had been reinsured to the Company and HLAI by terminating or modifying intercompany agreements. Upon closing, HLIKK is responsible for all liabilities of the recaptured business. For further discussion on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.
If the policyholder’s account value is reduced to 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.
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 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 guaranteed withdrawal benefits contracts. Fair values for GMWB 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 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 and nine months ended September 30, 2014, 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 of $2 and $41, respectively. For the three and nine months ended September 30, 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 of $215 and $430, 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 $31 for the three and nine months ended September 30, 2014 and $40 for the three and nine months ended September 30, 2013. As of September 30, 2014 and December 31, 2013 the behavior risk margin was $77 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 $(9) and $2 for the three and nine months ended September 30, 2014, respectively, and $9 and $11 for the three and nine months ended September 30, 2013.
Significant unobservable inputs used in the fair value measurement of living benefits required to be fair valued and the 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 GMWB. 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	—%	100%	Increase
Lapse Rates [3]	—%	75%	Decrease
Reset Elections [4]	20%	75%	Increase
Equity Volatility [5]	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]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[4]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[5]	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 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 September 30, 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 June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			11			(1		)	(2		)	—			—			2			10			—
Included in OCI [3]	(1		)	(4		)	—			(4		)	—			—			3			(6		)	—
Purchases	8			—			15			9			—			—			87			119			4
Settlements	—			(14		)	(117		)	(15		)	(1		)	—			(31		)	(178		)	—
Sales	—			(12		)	—			(3		)	(2		)	—			(67		)	(84		)	(46		)
Transfers into Level 3 [4]	71			—			7			21			—			—			—			99			—
Transfers out of Level 3 [4]	(39		)	—			—			(37		)	—			—			—			(76		)	—
Fair value as of September 30, 2014	$	90		$	366		$	150		$	702		$	26		$	52		$	769		$	2,155		$	96
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	—		$	—		$	(2	)	$	—		$	—		$	—		$	(2	)	$	—
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Total Free-
	Securities,									Rate			Hedging			Hedge			Standing
	AFS															Program			Derivatives
																			[5]
Fair value as of June 30, 2014	$	52		$	—		$	2		$	—		$	97		$	120		$	219
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			(2		)	—			(1		)	40			11			48
Included in OCI [3]	—			—			—			—			—			—			—
Purchases	—			(1		)	—			—			—			3			2
Transfers into Level 3 [4]	—			—			—			(26		)	—			—			(26		)
Transfers out of Level 3 [4]	—			1			—			—			—			—			1
Fair value as of September 30, 2014	$	52		$	(2	)	$	2		$	(27	)	$	137		$	134		$	244
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	(1	)	$	—		$	—		$	41		$	11		$	51
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance  Recoverable for GMWB			Separate
							Accounts
Fair value as of June 30, 2014	$	36		$	31		$	813
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			2			4
Purchases	11			—			33
Settlements	—			3			(1		)
Sales	—			—			(56		)
Transfers into Level 3 [4]	—			—			1
Transfers out of Level 3 [4]	—			—			(3		)
Fair value as of September 30, 2014	$	47		$	36		$	791
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	2		$	—
	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 June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(37		)	(1		)	(38		)	—
Settlements	(21		)	—			(21		)	—
Fair value as of September 30, 2014	$	(56	)	$	(23	)	$	(79	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(37	)	$	(1	)	$	(38	)	$	—
The tables below provide a fair value roll forward for the nine months ended September 30, 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]	—			11			8			(8		)	(1		)	—			11			21			14
Included in OCI [3]	2			2			(5		)	21			4			4			4			32			—
Purchases	32			—			18			54			1			—			229			334			14
Settlements	(1		)	(41		)	(165		)	(33		)	(3		)	—			(92		)	(335		)	(3		)
Sales	(11		)	(21		)	(23		)	(61		)	(13		)	(1		)	(149		)	(279		)	(107		)
Transfers into Level 3 [4]	71			48			7			128			—			—			—			254			—
Transfers out of Level 3 [4]	(111		)	(61		)	(50		)	(189		)	—			—			(32		)	(443		)
Fair value as of September 30, 2014	$	90		$	366		$	150		$	702		$	26		$	52		$	769		$	2,155		$	96
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	—		$	(1	)	$	(9	)	$	(1	)	$	—		$	(1	)	$	(12	)	$	19
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Total Free-
	Securities,									Rate			Hedging			Hedge			Program			Standing
	AFS															Program			Hedging			Derivatives
																						[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		)	(4		)	—			(3		)	(20		)	(14		)	24			(17		)
Included in OCI [3]	2			—			—			—			—			—			—			—
Purchases	—			(1		)	—			—			4			9			9			21
Settlements	—			—			—			—			7			—			(5		)	2
Sales	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			1			—						—			—			33			34
Fair value as of September 30, 2014	$	52		$	(2	)	$	2		$	(27	)	$	137		$	134		$	—		$	244
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(1	)	$	(3	)	$	—		$	(1	)	$	(35	)	$	(14	)	$	17		$	(36	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Separate
				and Japan			Accounts
				GMWB, GMIB,
				and GMAB
Fair value as of January 1, 2014	$	54		$	(467	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(17		)	428			8
Purchases	26			—			298
Settlements	—			75			(2		)
Sales	(12		)	—			(219		)
Transfers into Level 3 [4]	—			—			5
Transfers out of Level 3 [4]	(4		)	—			(36		)
Fair value as of September 30, 2014	$	47		$	36		$	791
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(17	)	$	428		$	6
	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	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	633			(5		)	628			—
Settlements	(113		)	—			(113		)	—
Fair value as of September 30, 2014	$	(56	)	$	(23	)	$	(79	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	633		$	(5	)	$	628		$	—
The tables below provide a fair value roll forward for the three months ended September 30, 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 June 30, 2013	$	169		$	629		$	485		$	813		$	44		$	109		$	971		$	3,220		$	197
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			—			(9		)	(2		)	—			—			(2		)	(13		)	(1		)
Included in OCI [3]	1			3			33			5			—			(1		)	(3		)	38			—
Purchases	5			4			17			23			3			—			29			81			3
Settlements	(1		)	(50		)	(20		)	(2		)	(1		)	—			(36		)	(110		)	—
Sales	—			—			(28		)	(3		)	—			—			(39		)	(70		)	(1		)
Transfers into Level 3 [4]	—			—			5			26			—			—			—			31			—
Transfers out of Level 3 [4]	(1		)	(29		)	(13		)	(19		)	—			—			—			(62		)	(2		)
Fair value as of September 30, 2013	$	173		$	557		$	470		$	841		$	46		$	108		$	920		$	3,115		$	196
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	—		$	—		$	(4	)	$	(2	)	$	—		$	—		$	(4	)	$	(10	)	$	(1	)
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Other Derivative Contracts			Total Free-
	Securities,									Rate			Hedging			Hedge			Program						Standing
	AFS															Program			Hedging						Derivatives [5]
Fair value as of June 30, 2013	$	62		$	3		$	25		$	(51	)	$	329		$	209		$	(116	)	$	(20	)	$	379
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(4		)	—			(6		)	1			(109		)	(39		)	(65		)	—			(218		)
Included in OCI [3]	—			—			—			—			—			—			—			—			—
Purchases	—			—			1			—			—			11			(4		)	—			8
Settlements	—			—			—			—			(1		)	—			42			—			41
Sales	—			—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			—			—			24			—			—			(28		)	20			16
Fair value as of September 30, 2013	$	58		$	3		$	20		$	(26	)	$	219		$	181		$	(171	)	$	—		$	226
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(4	)	$	—		$	(5	)	$	1		$	(111	)	$	(39	)	$	(47	)	$	—		$	(201	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Assets Held for Sale			Separate Accounts
				and Japan
				GMWB, GMIB,
				and GMAB [6][8]
Fair value as of June 30, 2013	$	174		$	225		5			$	820
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(10		)	(399		)	5			(9		)
Purchases	17			—			—			(19		)
Settlements	—			77			(2		)	—
Sales	—			—			—			(35		)
Transfers into Level 3 [4]	—			—			—			35
Transfers out of Level 3 [4]	(20		)	—			—			(57		)
Fair value as of September 30, 2013	$	161		$	(97	)	$	8		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(10	)	$	(399	)	$	5		$	3
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Liabilities Held for Sale			Consumer
	Living			Notes			Policyholder Funds						Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of June 30, 2013	$	(1,676	)	$	(12	)	$	(1,688	)	$	(28	)	$	(1	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	668			(1		)	667			(2		)	—
Settlements	(45		)	—			(45		)	(1		)	—
Fair value as of September 30, 2013	$	(1,053	)	$	(13	)	$	(1,066	)	$	(31	)	$	(1	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	668		$	(1	)	$	667		$	—		$	—
The tables below provide a fair value roll forward for the nine months ended September 30, 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]	—			(11		)	(11		)	12			1			—			27			18			8
Included in OCI [3]	16			101			66			(18		)	(5		)	(10		)	34			184			—
Purchases	21			30			30			68			27			—			61			237			12
Settlements	(5		)	(85		)	(65		)	(65		)	(3		)	—			(104		)	(327		)	(1		)
Sales	(83		)	(195		)	(97		)	(300		)	(6		)	(51		)	(231		)	(963		)	(22		)
Transfers into Level 3 [4]	—			23			35			85			—			—			—			143			3
Transfers out of Level 3 [4]	(14		)	(29		)	(20		)	(281		)	(2		)	—			—			(346		)	(3		)
Fair value as of September 30, 2013	$	173		$	557		$	470		$	841		$	46		$	108		$	920		$	3,115		$	196
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(4	)	$	—		$	(5	)	$	(4	)	$	—		$	—		$	(5	)	$	(18	)	$	28
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Other Derivative Contracts			Total Free-
	Securities,									Rate			Hedging			Hedge			Program						Standing
	AFS															Program			Hedging						Derivatives [5]
Fair value as of January 1, 2013	$	55		$	4		$	45		$	(57	)	$	519		$	286		$	(75	)	$	—		$	722
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(8		)	—			(23		)	5			(299		)	(139		)	(149		)	—			(605		)
Included in OCI [3]	6			—			—			—			—			—			—			—			—
Purchases	7			—			1			—			—			34			(29		)	—			6
Settlements	—			(1		)	(3		)	—			(1		)	—			54			—			49
Sales	(2		)	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			(20		)	(20		)
Transfers out of Level 3 [4]	—			—			—			26			—			—			28			20			74
Fair value as of September 30, 2013	$	58		$	3		$	20		$	(26	)	$	219		$	181		$	(171	)	$	—		$	226
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(7	)	$	—		$	(21	)	$	—		$	(296	)	$	(136	)	$	(75	)	$	—		$	(528	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Assets Held for Sale			Separate Accounts
				and Japan
				GMWB, GMIB,
				and GMAB [6][8]
Fair value as of January 1, 2013	$	150		$	1,081		$	—		$	583
Transfers to assets held for sale				(12		)	12			—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(8		)	(1,405		)	3			7
Purchases	59			—			—			240
Settlements				239			(7		)	(1		)
Sales	(9		)	—			—			(66		)
Transfers into Level 3 [4]				—			—			39
Transfers out of Level 3 [4]	(31		)	—			—			(67		)
Fair value as of September 30, 2013	$	161		$	(97	)	$	8		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(8	)	$	(1,405	)	$	3		$	15
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Liabilities Held for Sale			Consumer
	Living			Notes			Policyholder Funds						Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of January 1, 2013	$	(3,119	)	$	(8	)	$	(3,127	)	$	—		$	(2	)
Transfers to liabilities held for sale	43			—			43			(43		)	—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	2,133			(5		)	2,128			15			1
Settlements	(110		)	—			(110		)	(3		)	—
Fair value as of September 30, 2013	$	(1,053	)	$	(13	)	$	(1,066	)	$	(31	)	$	(1	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	2,133		$	(5	)	$	2,128		$	15		$	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]	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 $148 as of September 30, 2013 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]	For the three and nine months ended September 30, 2013, $6 and $(164) were inappropriately presented as Included in OCI within the Reinsurance Recoverable for U.S. GMWB and Japan GMWB, GMIB and GMAB and $(9) and $197 were inappropriately presented as Included in OCI within Guaranteed Living Benefits. 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 elected the fair value option for certain investments held within consolidated 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.
FVO investments also include are securities that contain an embedded credit derivative with underlying credit risk primarily related to commercial and residential 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 previously held fair value option investments in foreign government securities related to the Company's former Japan annuity business. These investments were disposed of as a consequence of the the sale of the Japan business, see Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for further information on the sale.
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 September 30,						Nine Months Ended September 30,
	2014			2013			2014			2013
Assets
Fixed maturities, FVO
Corporate	$	(5	)	$	1		$	(2	)	$	(12	)
CRE CDOs	1			—			17			3
Foreign government	—			8			16			(77		)
RMBS	(1		)	—			—			—
Total realized capital gains (losses)	$	(5	)	$	9		$	31		$	(86	)
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
	September 30, 2014			December 31, 2013
Assets
Fixed maturities, FVO
ABS	$	13		$	3
Corporate	98			84
CDO	78			167
CMBS	15			8
Foreign government	4			494
Municipals	2			1
RMBS	87			9
U.S. Government	2			25
Total fixed maturities, FVO	$	299		$	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 September 30, 2014 and December 31, 2013 were as follows:
	September 30, 2014					December 31, 2013
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	1,424		1,424		1,416		1,476
Mortgage loans	Level 3	3,284		3,397		3,470		3,519
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	7,083		7,263		8,955		9,153
Consumer notes [2]	Level 3	68		68		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.
Fair values for policy loans were determined using current loan coupon rates, which reflect the current rates available under the contracts. As a result, the fair value approximates the carrying value of the policy loans. During the second quarter of 2014, the Company changed the valuation technique used to estimate the fair value of policy loans, which previously was estimated by utilizing discounted cash flow calculations, using U.S. Treasury interest rates, based on the loan durations.
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.
Fair values for other policyholder funds and benefits payable, not carried at fair value, are estimated based on the cash surrender values of the underlying policies or by estimating future cash flows discounted at current interest rates adjusted for credit risk.
Fair values for consumer notes were estimated using discounted cash flow calculations using current interest rates adjusted for estimated loan durations.

Investments_and_Derivative_Ins

Investments and Derivative Instruments Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Investments and Derivative Instruments [Abstract]	'
Investments and Derivative Instruments [Text Block]	'
	t Realized Capital Gains (Losses)
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Before-tax)	2014			2013			2014			2013
	Gross gains on sales [1]	$	56		$	50		$	218		$	1,723
	Gross losses on sales	(8		)	(47		)	(203		)	(145		)
	Net OTTI losses recognized in earnings	(10		)	(16		)	(20		)	(32		)
	Valuation allowances on mortgage loans	—			—			(4		)	—
	Japanese fixed annuity contract hedges, net [2]	—			(8		)	(14		)	(4		)
	Periodic net coupon settlements on credit derivatives/Japan	1			3			10			(2		)
	Results of variable annuity hedge program
	GMWB derivatives, net	6			203			15			219
	Macro hedge program	12			(50		)	(13		)	(182		)
	Total U.S. program	18			153			2			37
	International Program [3]	—			(72		)	(126		)	(671		)
	Total results of variable annuity hedge program	18			81			(124		)	(634		)
	GMIB/GMAB/GMWB reinsurance	—			226			579			837
	Coinsurance and modified coinsurance reinsurance contracts	8			(322		)	402			(1,023		)
	Other, net [4]	(15		)	(8		)	(250		)	77
	Net realized capital gains (losses), before-tax	$	50		$	(41	)	$	594		$	797
	[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013.
	[2]	Includes $(51) for the nine months ended September 30, 2014 and $(19) and $222, respectively, for the three and nine months ended September 30, 2013 of transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes $37 for the nine months ended September 30, 2014 and $11 and $(226), respectively, for the three and nine months ended September 30, 2013, of change in value related to the derivative hedging instruments and the Japan government FVO securities.
	[3]	Includes transactional foreign currency re-valuation gains (losses) of $(2) for the nine months ended September 30, 2014. Includes for the three and nine months ended September 30, 2013 the transactional foreign currency re-valuation gains (losses) of $6 and $(45), respectively.
	[4]	Other, net gains and losses include transactional foreign currency revaluation gains (losses) on the Japan fixed payout annuity liabilities reinsured from HLIKK and gains (losses) on non-qualifying derivatives used to hedge the foreign currency exposure of the liabilities. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $83 and $38, respectively, for the three and nine months ended September 30, 2014, and $(16) and $173, respectively, for the three and nine months ended September 30, 2013. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(86) and $(58), respectively, for the three and nine months ended September 30, 2014, and $0 and $(184), respectively, for the three and nine months ended September 30, 2013. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013. Also includes for the nine months ended September 30, 2014 a loss of $213 related to the recapture of the GMIB/GMAB/GMWB reinsurance contracts, which is offset by gains on the termination of the embedded derivative reflected in the GMIB/GMAB/GMWB reinsurance line.
	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 $37 and $(4) for the three and nine months ended September 30, 2014 and $(13) and $1.5 billion for the three and nine months ended September 30, 2013, respectively. Proceeds from sales of AFS securities totaled $2.6 billion and $8.2 billion for the three and nine months ended September 30, 2014 and $3.5 billion and $12.3 billion for the three and nine months ended September 30, 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 September 30,						Nine Months Ended September 30,
	(Before-tax)	2014			2013			2014			2013
	Balance, beginning of period	$	(351	)	$	(699	)	$	(410	)	$	(813	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	—			—			(3		)	(8		)
	Securities previously impaired	(2		)	(3		)	(8		)	(3		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	48			34			107			152
	Securities the Company made the decision to sell or more likely than not will be required to sell	—			2			—			2
	Securities due to an increase in expected cash flows	4			7			13			11
	Balance, end of period	$	(301	)	$	(659	)	$	(301	)	$	(659	)
	[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.
		September 30, 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	$	1,122		$	19		$	(33	)	$	1,108		$	(1	)		$	1,172		$	13		$	(56	)	$	1,129		$	(2	)
	CDOs [2]	1,102			97			(22		)	1,176			—				1,392			98			(41		)	1,448			—
	CMBS	1,814			100			(11		)	1,903			(3		)		2,275			106			(34		)	2,347			(3		)
	Corporate	14,510			1,599			(87		)	16,022			(2		)		15,913			1,196			(192		)	16,917			(6		)
	Foreign govt./govt. agencies	593			32			(8		)	617			—				1,267			27			(117		)	1,177			—
	Municipal	913			87			(3		)	997			—				988			26			(49		)	965			—
	RMBS	1,917			62			(14		)	1,965			—				2,419			60			(48		)	2,431			(3		)
	U.S. Treasuries	1,642			148			(2		)	1,788			—				1,762			1			(14		)	1,749			—
	Total fixed maturities, AFS	23,613			2,144			(180		)	25,576			(6		)		27,188			1,527			(551		)	28,163			(14		)
	Equity securities, AFS	239			13			(17		)	235			—				362			35			(25		)	372			—
	Total AFS securities	$	23,852		$	2,157		$	(197	)	$	25,811		$	(6	)		$	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 September 30, 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.
		September 30, 2014						31-Dec-13
	Contractual Maturity	Amortized Cost			Fair Value			Amortized Cost			Fair Value
	One year or less	$	1,060		$	1,075		$	1,615		$	1,639
	Over one year through five years	4,906			5,213			5,328			5,535
	Over five years through ten years	3,479			3,644			4,319			4,481
	Over ten years	8,213			9,492			8,668			9,153
	Subtotal	17,658			19,424			19,930			20,808
Mortgage-backed and asset-backed securities	5,955			6,152			7,258			7,355
Total fixed maturities, AFS	$	23,613		$	25,576		$	27,188		$	28,163
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 September 30, 2014, the Company did not have any exposure to 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 agencies. As of December 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 $853, or 10% of stockholder's equity and 2% of total invested assets. For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 4 - Investments and Derivative Instruments 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.
	September 30, 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	$	258		$	257		$	(1	)		$	348		$	316		$	(32	)		$	606		$	573		$	(33	)
CDOs [1]	108			107			(1		)		812			790			(21		)		920			897			(22		)
CMBS	94			93			(1		)		228			218			(10		)		322			311			(11		)
Corporate	1,466			1,435			(31		)		754			698			(56		)		2,220			2,133			(87		)
Foreign govt./govt. agencies	128			126			(2		)		87			81			(6		)		215			207			(8		)
Municipal	68			67			(1		)		20			18			(2		)		88			85			(3		)
RMBS	146			145			(1		)		268			255			(13		)		414			400			(14		)
U.S. Treasuries	248			247			(1		)		23			22			(1		)		271			269			(2		)
Total fixed maturities, AFS	2,516			2,477			(39		)		2,540			2,398			(141		)		5,056			4,875			(180		)
Equity securities, AFS	49			45			(4		)		106			93			(13		)		155			138			(17		)
Total securities in an unrealized loss position	$	2,565		$	2,522		$	(43	)		$	2,646		$	2,491		$	(154	)		$	5,211		$	5,013		$	(197	)
	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 September 30, 2014, AFS securities in an unrealized loss position, consisted of 1,826 securities, primarily in the corporate sector and securities backed by commercial and residential real estate, which are depressed primarily due to an increase in interest rates and wider credit spreads since the securities were purchased. As of September 30, 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 long term 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 and structured securities with exposure to commercial and residential real estate. Corporate securities are primarily depressed because the securities have floating-rate coupons and have long-dated maturities or are perpetual. For certain commercial and residential real estate securities’ current market spreads continue to be wider than spreads at the securities' respective purchase dates, even though credit spreads have continued to tighten over the past five years. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined above.
Mortgage Loans
	September 30, 2014									December 31, 2013
	Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,300		$	(16	)	$	3,284		$	3,482		$	(12	)	$	3,470
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
As of September 30, 2014, and December 31, 2013, the carrying value of mortgage loans associated with the valuation allowance was $70 and $86, respectively. Included in the table above are mortgage loans held-for-sale with a carrying value and valuation allowance of $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. There were no mortgage loans held-for-sale as of September 30, 2014. As of September 30, 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.
	Nine Months Ended September 30,
	2014			2013
Balance, beginning of period	$	(12	)	$	(14	)
(Additions)/Reversals	(4		)	—
Deductions	—			2
Balance, end of period	$	(16	)	$	(12	)
The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 58% as of September 30, 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 Company held no delinquent commercial mortgage loans as of September 30, 2014.
The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
Commercial Mortgage Loans Credit Quality
	September 30, 2014				December 31, 2013
Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
Greater than 80%	$	25		1.15x	$	35		1.15x
65% - 80%	486			1.79x	777			1.94x
Less than 65%	2,773			2.48x	2,658			2.34x
Total commercial mortgage loans	$	3,284		2.36x	$	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
	September 30, 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	282			8.60%	255			7.30%
Mountain	35			1.10%	40			1.20%
New England	146			4.40%	163			4.70%
Pacific	909			27.70%	1,019			29.40%
South Atlantic	541			16.50%	548			15.80%
West North Central	15			0.50%	17			0.50%
West South Central	125			3.80%	144			4.10%
Other [1]	1,158			35.20%	1,205			34.70%
Total mortgage loans	$	3,284		100.00%	$	3,470		100.00%
[1]	Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type
	September 30, 2014				December 31, 2013
	Carrying Value			Percent of Total	Carrying Value			Percent of Total
Commercial
Agricultural	$	36		1.10%	$	93		2.70%
Industrial	1,132			34.40%	1,182			34.10%
Lodging	26			0.80%	27			0.80%
Multifamily	522			15.90%	576			16.60%
Office	739			22.50%	723			20.80%
Retail	715			21.80%	745			21.50%
Other	114			3.50%	124			3.50%
Total mortgage loans	$	3,284		100.00%	$	3,470		100.00%
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.
	September 30, 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]	$	3		$	3		$	—		$	12		$	13		$	—
Investment funds [4]	158			20			140			134			20			119
Limited partnerships and other alternative investments	3			1			2			4			2			2
Total	$	164		$	24		$	142		$	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 fixed maturities, AFS or fixed maturities, FVO, on 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 Agreements, Dollar Roll Transactions and Other Collateral Transactions
From time to time, 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 generally have a contractual maturity of ninety days or less and 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 with respect to 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.
The Company had no outstanding repurchase agreements or dollar roll transactions as of September 30, 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 September 30, 2014 and December 31, 2013 the fair value of securities on deposit was approximately $14 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 benefit 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 Company’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 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. 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.
Non-qualifying strategies
Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's 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 September 30, 2014 and December 31, 2013 the notional amount of interest rate swaps in offsetting relationships was $4.7 billion and $4.5 billion, respectively.
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 fixed payout annuity hedge
The Company reinsures fixed payout annuity liabilities associated with a GMIB contract issued by HLIKK. HLIKK was sold during 2014, however, the reinsurance of the fixed payout annuities remains in place. For discussion on the sale of HLIKK, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company 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.
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 which are 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 enters into equity index options with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio. In addition, the Company formerly offered certain equity indexed products, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.
GMWB derivatives, net
The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the guaranteed remaining balance ("GRB"). The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.
The Company utilizes derivatives (“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 GMWB hedging instruments.
	Notional Amount						Fair Value
	30-Sep-14			December 31, 2013			30-Sep-14			December 31, 2013
Customized swaps	$	7,181		$	7,839		$	93		$	74
Equity swaps, options, and futures	4,027			4,237			34			44
Interest rate swaps and futures	3,815			6,615			(3		)	(77		)
Total	$	15,023		$	18,691		$	124		$	41
Macro hedge program
The Company utilizes equity options, swaps and foreign currency options to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from the guaranteed minimum death benefit ("GMDB") and GMWB obligations. The following table represents notional and fair value for the macro hedge program.
	Notional Amount						Fair Value
	30-Sep-14			December 31, 2013			30-Sep-14			December 31, 2013
Equity options and swaps	6,028			9,934			134			139
Foreign currency options	400			—			—			—
Total	$	6,428		$	9,934		$	134		$	139
Coinsurance and modified coinsurance reinsurance contracts
As of September 30, 2014 and December 31, 2013, the Company had approximately $1.0 billion and $1.3 billion, respectively, 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 which was 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 embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.
As of December 31, 2013, coinsurance and modified coinsurance reinsurance contracts included $28.2 billion of notional related to a previous coinsurance agreement which was terminated during 2014. Provisions of this agreement included reinsurance to cede a portion of direct written U.S. GMWB riders, which were accounted for as an embedded derivative, to a former affiliated captive reinsurer. Additional provisions of this agreement ceded variable annuity GMIB, GMAB and GMWB contracts reinsured by the Company that had been assumed from HLIKK and were accounted for as a free-standing derivative. Effective April 1, 2014, this agreement was terminated. For further information on this transaction, refer to Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
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	Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13
Cash flow hedges
Interest rate swaps	$	2,792		$	3,215		$	16		$	16		$	24		$	49		$	(8	)	$	(33	)
Foreign currency swaps	143			143			(13		)	(5		)	3			2			(16		)	(7		)
Total cash flow hedges	2,935			3,358			3			11			27			51			(24		)	(40		)
Fair value hedges
Interest rate swaps	32			1,261			—			(24		)	—			2			—			(26		)
Total fair value hedges	32			1,261			—			(24		)	—			2			—			(26		)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,839			4,633			(335		)	(368		)	258			123			(593		)	(491		)
Foreign exchange contracts
Foreign currency swaps and forwards	82			118			(4		)	(4		)	—			6			(4		)	(10		)
Japan fixed payout annuity hedge	1,571			1,571			(411		)	(354		)	—			—			(411		)	(354		)
Japanese fixed annuity hedging instruments [1]	—			1,436			—			(6		)	—			88			—			(94		)
Credit contracts
Credit derivatives that purchase credit protection	224			243			(6		)	(4		)	—			—			(6		)	(4		)
Credit derivatives that assume credit risk [2]	1,009			1,507			8			27			12			28			(4		)	(1		)
Credit derivatives in offsetting positions	2,210			3,501			(2		)	(3		)	23			35			(25		)	(38		)
Equity contracts
Equity index swaps and options	140			131			(2		)	(2		)	23			18			(25		)	(20		)
Variable annuity hedge program
GMWB product derivatives [3]	18,792			21,512			(56		)	(36		)	—			—			(56		)	(36		)
GMWB reinsurance contracts	3,844			4,508			36			29			36			29			—			—
GMWB hedging instruments	15,023			18,691			124			41			257			333			(133		)	(292		)
Macro hedge program	6,428			9,934			134			139			170			178			(36		)	(39		)
International program hedging instruments [1]	—			57,025			—			(27		)	—			649			—			(676		)
Other
GMIB, GMAB, and GMWB reinsurance contracts [1]	—			11,999			—			(540		)	—			—			—			(540		)
Coinsurance and modified coinsurance reinsurance contracts	964			29,423			41			(427		)	41			383			—			(810		)
Total non-qualifying strategies	55,126			166,232			(473		)	(1,535		)	820			1,870			(1,293		)	(3,405		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	58,093		$	170,851		$	(470	)	$	(1,548	)	$	847		$	1,923		$	(1,317	)	$	(3,471	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	199		$	196		$	(1	)	$	(1	)	$	—		$	—		$	(1	)	$	(1	)
Other investments	12,236			40,564			145			272			308			721			(163		)	(449		)
Other liabilities	22,008			62,599			(612		)	(827		)	462			789			(1,074		)	(1,616		)
Reinsurance recoverable	4,808			33,931			77			(398		)	77			413			—			(811		)
Other policyholder funds and benefits payable	18,842			33,561			(79		)	(594		)	—			—			(79		)	(594		)
Total derivatives	$	58,093		$	170,851		$	(470	)	$	(1,548	)	$	847		$	1,923		$	(1,317	)	$	(3,471	)
[1]	Represents hedge programs formerly associated with the Japan variable and fixed annuity products which were terminated due to the sale of HLIKK during 2014. For further information on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to the Condensed Consolidated Financial Statements. For further information on the associated hedge programs, see Note 4 - Investments and Derivative Instruments of Notes to the Consolidated Financial Statements included in the Company's 2013 Form 10-K Annual Report.
[2]	The derivative instruments related to this strategy are held for other investment purposes.
[3]	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 international program hedging instruments resulted from the termination of the hedging program associated with the Japan variable annuity product due to the sale of HLIKK. In addition, the GMIB, GMAB, and GMWB reinsurance contracts were terminated as a result of the recapture of the related risks by HLIKK, which was concurrent with the sale. For further discussion on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.
•	The decrease in notional amount related to coinsurance and modified coinsurance reinsurance contracts was due to the termination of certain reinsurance contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative. For further discussion on this transaction, see Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
•	The decrease in notional amount related to the GMWB hedging instruments primarily resulted from portfolio re-balancing, including the termination of offsetting positions.
•	The decrease in notional amount associated with the macro hedge program was primarily driven by the expiration of certain out-of-the-money options.
Change in Fair Value
The net improvement in the total fair value of derivative instruments since December 31, 2013 was primarily related to the following:
•	The change in fair value related to the coinsurance and modified coinsurance reinsurance contracts was due to the termination of certain reinsurance contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative.  For discussion on this transaction, see Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
•	The change in fair value associated with the GMIB, GMAB, and GMWB reinsurance contracts and the international program hedging instruments resulted from the sale of HLIKK and concurrent recapture of the associated risks by HLIKK. For further discussion on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.
•	The increase in the fair value related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by liability model assumption updates and increased volatility, partially offset by losses resulting from policyholder behavior primarily related to increased surrenders.
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 September 30, 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	$	770			$	585			$	145			$	40			$	76			$	109
	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	$	(1,235	)		$	(560	)		$	(610	)		$	(65	)		$	(808	)		$	133
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. Not included in this amount are embedded derivatives associated with consumer notes of $(2) as of September 30, 2014 and December 31, 2013, which were not eligible for offset in the Company's Condensed Consolidated Balance Sheets.
[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 September 30,							Nine months ended September 30,							Three months ended September 30,							Nine months ended September 30,
	2014			2013				2014			2013				2014			2013				2014			2013
Interest rate swaps	$	(17	)	$	(2	)		$	13		$	(128	)		$	3		$	—			$	2		$	(2	)
Foreign currency swaps	(2		)	3				(5		)	9				—			—				—			—
Total	$	(19	)	$	1			$	8		$	(119	)		$	3		$	—			$	2		$	(2	)
		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended September 30,							Nine months ended September 30,
	Location	2014			2013				2014			2013
Interest rate swaps	Net realized capital gain/(loss)	$	(2	)	$	—			$	(1	)	$	66
Interest rate swaps	Net investment income	12			14				38			43
Foreign currency swaps	Net realized capital gain/(loss)	(9		)	4				(9		)	2
Total		$	1		$	18			$	28		$	111
As of September 30, 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 $37. 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 and nine months ended September 30, 2014 and September 30, 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 September 30,														Nine months ended September 30,
	2014							2013							2014							2013
	Derivative			Hedge Item				Derivative			Hedge Item				Derivative			Hedge Item				Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	1		$	(1	)		$	—		$	9			$	(1	)	$	2			$	22		$	(21	)
Foreign currency swaps
Net realized capital gain/(loss)	—			—				2			(2		)		—			—				—			—
Benefits, losses and loss adjustment expenses	—			—				(1		)	1				—			—				(2		)	2
Total	$	1		$	(1	)		$	1		$	8			$	(1	)	$	2			$	20		$	(19	)
[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 September 30,							Nine months ended September 30,
	2014			2013				2014			2013
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	(2	)	$	2			$	(3	)	$	(6	)
Foreign exchange contracts
Foreign currency swaps and forwards	—			(1		)		2			4
Japan fixed payout annuity hedge [1]	(86		)	—				(58		)	(184		)
Japanese fixed annuity hedging instruments [2]	—			6				22			(150		)
Credit contracts
Credit derivatives that purchase credit protection	1			(1		)		(5		)	(10		)
Credit derivatives that assume credit risk	(5		)	12				6			32
Equity contracts
Equity index swaps and options	3			(5		)		3			(21		)
Variable annuity hedge program
GMWB product derivatives	(37		)	451				54			1,099
GMWB reinsurance contracts	2			(74		)		(9		)	(166		)
GMWB hedging instruments	41			(174		)		(30		)	(714		)
Macro hedge program	12			(50		)		(13		)	(182		)
International program hedging instruments	—			(72		)		(126		)	(671		)
Other
GMIB, GMAB, and GMWB reinsurance contracts	—			226				579			837
Coinsurance and modified coinsurance reinsurance contracts	8			(322		)		402			(1,023		)
Derivatives formerly associated with Japan [3]	(2		)	—				(2		)	—
Total [4]	$	(65	)	$	(2	)		$	822		$	(1,155	)
[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $83 and $(16) for the three months ended September 30, 2014 and 2013, respectively and $38 and $173, for the nine months ended September 30, 2014 and 2013, respectively.
[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(51) for the nine months ended September 30, 2014, and $(19) and $222, respectively, for the three and nine months ended September 30, 2013.
[3]	These amounts relate to the termination of the hedging program associated with the Japan variable annuity product due to the sale of HLIKK. For further information, see Note 4 - Investments and Derivative Instruments of Notes to the Condensed Consolidated Financial Statements included in the Company's Form 10-Q for the period ended June 30, 2014.
[4]	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 and nine months ended September 30, 2014, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net gain on the GMIB, GMAB, and GMWB reinsurance contracts was driven by the sale of HLIKK and concurrent recapture of the associated risks by HLIKK. For further discussion on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.
•	The net gain on the coinsurance and modified coinsurance reinsurance contracts is primarily due to the termination of certain reinsurance contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative. For a discussion related to the reinsurance agreement and the termination, refer to Note 5 - Reinsurance, and Note 11 - Transactions with Affiliates of the Notes to the Condensed Consolidated Financial Statements.
•	The net gains related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, were primarily driven by liability model assumption updates and increased volatility, partially offset by losses resulting from policyholder behavior primarily related to increased surrenders.
•	The net losses related to the international program hedging instruments was primarily driven by an improvement in global equity markets and declines in volatility levels and interest rates.
•	The net losses related to the Japan fixed payout annuity hedge were driven by a depreciation of the Japanese yen in relation to the U.S. dollar.
In addition, for the three and nine months ended September 30, 2014, the Company received gains of $0 and $11, respectively, due to cash recovered on derivative receivables that were previously written-off related to the bankruptcy of Lehman Brothers Inc. The derivatives receivables 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 and nine months ended September 30, 2013 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net losses associated with the international program hedging instruments were primarily driven by an improvement in global equity markets and depreciation of the Japanese yen in relation to the euro.
•	The net gains on derivatives associated with GMAB, GMWB, and GMIB reinsurance contracts, which were reinsured to an affiliated captive reinsurer, were primarily due to an improvement in global and domestic equity markets and a depreciation of the Japanese yen.
•	The net losses on the coinsurance and modified coinsurance reinsurance agreement, which is accounted for as a derivative instrument, primarily offset the net gains 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 losses related to the Japanese fixed annuity hedging instruments and the Japan fixed payout annuity hedges were primarily due to depreciation of the Japanese yen in relation to the U.S. dollar.
•	For the three and nine months ended September 30, 2013 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 favorable policyholder behavior largely related to increased surrenders, liability assumption updates for lapses and withdrawal rates, and the passage of time.
For additional disclosures regarding contingent credit related features in derivative agreements, see Note 9 - Commitments and Contingencies 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 September 30, 2014 and December 31, 2013.
As of September 30, 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	$	267		$	4		3 years	Corporate Credit/ Foreign Gov.	A-	$	163		$	(3	)
Below investment grade risk exposure	6			—			3 years	Corporate Credit	B-	4			—
Basket credit default swaps [4]
Investment grade risk exposure	1,244			16			3 years	Corporate Credit	BBB+	683			(7		)
Below investment grade risk exposure	20			1			5 years	Corporate Credit	BB-	—			—
Investment grade risk exposure	352			(6		)	5 years	CMBS Credit	AA	180			2
Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
Embedded credit derivatives
Investment grade risk exposure	150			146			3 years	Corporate Credit	A	—			—
Total [5]	$	2,114		$	150					$	1,105		$	3
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 $1.7 billion and $2.3 billion as of September 30, 2014 and December 31, 2013, respectively, of standard market indices of diversified portfolios of corporate and CMBS 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 September 30, 2014 and December 31, 2013, the Company pledged cash collateral associated with derivative instruments with a fair value of $11 and $290, as of September 30, 2014 and December 31, 2013, respectively, for which the collateral receivable has been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets. The Company also pledged securities collateral associated with derivative instruments with a fair value of $809 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.
As of September 30, 2014 and December 31, 2013 the Company accepted cash collateral associated with derivative instruments of $16 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 September 30, 2014 and December 31, 2013 of $76 and $121, respectively, of which the Company has the ability to sell or repledge $76 and $117, respectively. As of September 30, 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 September 30, 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.

Reinsurance_Level_1_Notes

Reinsurance Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Reinsurance Disclosures [Abstract]	'
Reinsurance [Text Block]	'
	The Company cedes insurance to affiliated and unaffiliated insurers to enable the Company to manage capital and risk exposure. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company's procedures include careful initial selection of its reinsurers, structuring agreements to provide collateral funds where necessary, and regularly monitoring the financial condition and ratings of its reinsurers.
	Concurrent with the sale of HLIKK, HLIKK recaptured certain risks that had been reinsured to the Company and HLAI by terminating or modifying intercompany agreements. Upon closing, HLIKK is responsible for all liabilities of the recaptured business. HLAI continues to provide reinsurance for approximately $1.1 billion of Japan fixed payout annuities. For further discussion of this transaction, see Note 11 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
	The Company entered into two reinsurance transactions in connection with the sales of its Retirement Plans and Individual Life businesses in January 2013. For further discussion of these transactions, see Note 2 - Business Dispositions of Notes to Condensed Consolidated Financial Statements.
	The cost of reinsurance related to long-duration contracts is accounted for over the life of the underlying reinsured policies using assumptions consistent with those used to account for the underlying policies. Insurance recoveries on ceded reinsurance agreements, which reduce death and other benefits, were $198 and $614 for three and nine months ended September 30, 2014, respectively, and $212 and $681 for the three and nine months ended September 30, 2013, respectively. In addition, the Company has reinsured a portion of the risk associated with U.S. variable annuities and the associated GMDB and GMWB riders.
	The Company maintains a reinsurance agreement with HLA, whereby the Company cedes group life, accident and health risks. Under the treaty, the Company ceded group life premium of $20 million and $62 million for the three and nine months ended September 30, 2014, respectively, and $32 and $56 for the three and nine months ended September 30, 2013, respectively. The Company ceded accident and health premiums to HLA of $49 million and $328 million, for the three and nine months ended September 30, 2014, respectively, and $44 and $127 for three and nine months ended September 30, 2013, respectively.
	Until April 1, 2014, HLAI had a modified coinsurance ("modco") and coinsurance with funds withheld reinsurance agreement with an affiliated captive reinsurer. Under this agreement, the Company ceded $5 for the nine months ended September 30, 2014, and $7 and $25 for the three and nine months ended September 30, 2013, respectively. For further information regarding the WRR reinsurance agreement, see Note 11 -Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
	Reinsurance Recoverables
	The Company's reinsurance recoverables are summarized as follows:
		September 30,			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)	$	18,426		$	18,969
	Other reinsurers	1,456			825
	Gross reinsurance recoverables	$	19,882		$	19,794
	As of September 30, 2014, the Company has reinsurance recoverables from MassMutual and Prudential of $8.6 billion and $9.8 billion, respectively. These reinsurance recoverables are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of September 30, 2014, the fair value of assets held in trust securing the reinsurance recoverables from MassMutual and Prudential were $9.5 billion and $8.2 billion, respectively. As of September 30, 2014, the net reinsurance recoverables from Prudential represents approximately 18% of the Company's consolidated stockholder's equity. As of September 30, 2014, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholder's equity.
	Insurance revenues
	Net income, earned premiums and other were comprised of the following:
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Gross fee income, earned premiums and other	$	794		$	889		$	2,435		$	2,556
	Reinsurance assumed	18			18			55			53
	Reinsurance ceded	(464		)	(477		)	(1,582		)	(1,389		)
	Fee income, earned premiums and other	$	348		$	430		$	908		$	1,220

Deferred_Policy_Acquisition_Co

Deferred Policy Acquisition Costs and Present Value of Future Profits Level 1 (Notes)	9 Months Ended
	Sep. 30, 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:
		Nine Months Ended September 30,
		2014			2013
	Balance, beginning of period	$	689		$	3,072
	Deferred costs	12			10
	Amortization — DAC	(86		)	(109		)
	Amortization — Unlock charge, pre-tax	(102		)	(109		)
	Amortization — DAC related to business dispositions [1] [2]	—			(2,229		)
	Adjustments to unrealized gains and losses on securities available-for-sale and other	22			89
	Balance, end of period	$	535		$	724
	[1]	Includes accelerated amortization of $352 and $2,374 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in the six months ended June 30, 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 six months ended June 30, 2013.

Separate_Accounts_Death_Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Separate Accounts Disclosure [Abstract]	'
Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]	'
	Changes in the gross GMDB/GMWB and UL secondary guarantee benefits are as follows:
		GMDB/GMWB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	135			174
	Paid	(85		)	—
	Unlock	(90		)	5
	Liability balance as of September 30, 2014	$	809		$	1,981
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	78			179
	Paid	(66		)	—
	Unlock	(62		)	—
	Reinsurance recoverable asset, as of September 30, 2014	$	483		$	1,981
		GMDB/GMWB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2013	$	944		$	363
	Incurred	150			240
	Paid	(125		)	—
	Unlock	(120		)	—
	Impact of reinsurance transactions (MassMutual and Prudential)	—			1,143
	Currency translation adjustment	(5		)	—
	Liability balance as of September 30, 2013	$	844		$	1,746
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	21
	Incurred	79			240
	Paid	(76		)	—
	Unlock	(73		)	—
	Impact of reinsurance transactions (MassMutual and Prudential)	—			1,485
	Reinsurance recoverable asset, as of September 30, 2013	$	538		$	1,746
	The following table presents details concerning GMDB exposure as of September 30, 2014:
	Account Value by GMDB 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	$	17,749		$	2,684	$	419	70
	With 5% rollup [2]	1,481			220		63		70
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,444			584		83		68
	With 5% rollup & EPB	552			115		25		71
	Total MAV	24,226			3,603		590
	Asset Protection Benefit (APB) [4]	15,890			263		175		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	646			7		7		67
	Reset [6] (5-7 years)	3,054			38		37		69
	Return of Premium [7] /Other	10,533			61		53		68
	Subtotal Variable Annuity with GMDB	54,349			3,972		862		69
	Less: General Account Value with GMDB	4,083
	Subtotal Separate Account Liabilities with GMDB	50,266
	Separate Account Liabilities without GMDB	86,040
	Total Separate Account Liabilities	$	136,306
	[1]	MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).
	[2]	Rollup 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 years or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The 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 years (adjusted for withdrawals).
	[7]	ROP GMDB is the greater of current AV or 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 represents NAR reduced for reinsurances. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline.
	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	September 30, 2014			December 31, 2013
	Equity securities (including mutual funds)	$	45,981		$	52,858
	Cash and cash equivalents	4,285			4,605
	Total	$	50,266		$	57,463
As of September 30, 2014 and December 31, 2013, approximately 18% and 17%, respectively, of the equity securities above were invested in fixed income securities through these mutual funds and approximately 82% and 83%, respectively, were invested in equity securities through these funds.

Sales_Inducements_Level_1_Note

Sales Inducements Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Deferred Sales Inducements [Abstract]	'
Sales Inducements to Contract Holders, Policy [Policy Text Block]	'
	Changes in sales inducement activity are as follows:
		Nine Months Ended September 30,
		2014			2013
	Balance, beginning of period	$	36		$	118
	Sales inducements deferred	—			—
	Amortization — Unlock charge [1]	(31		)	(3		)
	Amortization charged to income	(5		)	(6		)
	Amortization related to business dispositions [2]	—			(71		)
	Balance, end of period	$	—		$	38
	[1]	In 2014 the unlock charge is due to assumption changes in connection with the annual policyholder behavior assumption study.
	[2]	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 Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies Disclosure [Text Block]	'
	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 September 30, 2014, is $746. Of this $746 the legal entities have posted collateral of $839 in the normal course of business. In addition, the Company has posted collateral of $42 associated with a customized GMWB derivative. Based on derivative market values as of September 30, 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 agency securities.

Stock_Compensation_Plans_Level

Stock Compensation Plans Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Disclosure of Compensation Related Costs, Share-based Payments [Text Block]	'
	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 $3 and $2 for the three months ended September 30, 2014 and 2013. The Company did not capitalize the cost of stock-based compensation.

Transactions_with_Affiliates_L

Transactions with Affiliates Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Related Party Transactions [Abstract]	'
Related Party Transactions Disclosure [Text Block]	'
	11. 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 September 30, 2014 and December 31, 2013, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the nine months ended September 30, 2014 and 2013 the Company recorded earned premiums of $2 and $8, respectively, for these intercompany claim annuities. 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 Company 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 September 30, 2014 and September 30, 2013, no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations.
	Reinsurance Assumed from Affiliates
	The Company and HLAI formerly reinsured certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders from HLIKK, a former Japanese affiliate that was sold on June 30, 2014 to ORIX Life Insurance Corporation (for further information, see Note 1 - Basis of Presentation and Significant Accounting Policies). As of December 31, 2013, $2.6 billion of fixed annuity account value had been assumed by the Company and HLAI. At December 31, 2013, the carrying value of the GMIB liability and the GMAB/GMWB liability was $500 and $4 respectively. There was no liability for the assumed GMDB reinsurance and the net amount at risk for the assumed GMDB reinsurance was $200 at December 31, 2013.
	Concurrent with the sale of HLIKK, HLIKK recaptured certain risks that had been reinsured to the Company and HLAI by terminating or modifying intercompany agreements. This recapture resulted in the Company and HLAI transferring approximately $1.6 billion of assets supporting the recaptured reserves. The Company recognized a loss on this recapture of $213. Upon closing, HLIKK is responsible for all liabilities of the recaptured business. HLAI continues to provide reinsurance for approximately $1.1 billion of Japan fixed payout annuities.
	While the form of the agreement between HLAI and HLIKK for the GMWB, GMAB and GMIB riders was reinsurance, in substance and for accounting purposes the agreement was a free standing derivative. As such, the reinsurance agreement for these riders was 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 GMDB reinsurance was accounted for as a Death Benefit and Other Insurance Benefit Reserve which was not reported at fair value.
	Reinsurance Ceded to Affiliates
	Until April 1, 2014, HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreements 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.
	Under modco, the assets and the liabilities, and under coinsurance with funds withheld, the assets, associated with the reinsured business remained on the consolidated balance sheet of HLIC in segregated portfolios, and WRR received the economic risks and rewards related to the reinsured business through modco and funds withheld adjustments. These adjustments were recorded as an adjustment to operating expenses.
	Effective April 1, 2014, HLAI, terminated its modco and coinsurance with funds withheld 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 reclassified $310 in aggregate reserves for annuity contracts from funds withheld within Other liabilities to Other policyholder funds and benefits payable. The Company recognized a gain of $213 in the nine months ended September 30, 2014 resulting from the termination of derivatives associated with the reinsurance transaction. On April 30, 2014, The Hartford dissolved WRR which resulted in WRR paying off a $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.
	The impact of the modco and coinsurance with funds withheld reinsurance agreement with WRR on the Company’s Condensed Consolidated Statements of Operations prior to termination was as follows:
		Three Months Ended September 30,			Nine Months Ended September 30,
		2013			2014			2013
	Earned premiums	$	(7	)	$	(5	)	$	(25	)
	Net realized losses [1]	(323		)	(103		)	(1,250		)
	Total revenues	(330		)	(108		)	(1,275		)
	Benefits, losses and loss adjustment expenses	(2		)	(1		)	(7		)
	Insurance operating costs and other expenses	(194		)	(4		)	(1,016		)
	Total expenses	(196		)	(5		)	(1,023		)
	Loss before income taxes	(134		)	(103		)	(252		)
	Income tax benefit	(47		)	(36		)	(88		)
	Loss from continuing operations, net of tax	$	(87	)	$	(67	)	$	(164	)
	Income from discontinued operations, net of tax	3			—			1
	Net loss	$	(84	)	$	(67	)	$	(163	)
	[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 recoverable and a deposit liability, as well as a net reinsurance recoverable that is comprised of an embedded derivative. As of September 30, 2014, the balance for modco reinsurance recoverable, deposit liability and net reinsurance recoverable was zero. As of December 31, 2013, the balance of the modco reinsurance recoverable, deposit liability and net reinsurance recoverable were $129, $638 and $495, respectively.
	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 Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Restructuring Costs [Abstract]	'
Restructuring and Related Activities Disclosure [Text Block]	'
	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 9 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 September 30, 2014. Additional costs, mainly severance benefits and other related costs and professional fees, expected to be incurred subsequent to September 30, 2014, and asset impairment and related charges, will be expensed as appropriate.
	Restructuring and other costs of approximately $149, pre-tax have been incurred by the Company to date in connection with these activities.
	Restructuring and other costs, pre-tax incurred in connection with these activities are as follows:
		Three Months Ended September 30,							Nine Months Ended September 30,
		2014			2013				2014			2013
	Severance benefits and related costs	$	—		$	(4	)		$	2		$	2
	Professional fees	—			2				—			10
	Asset impairment charges	—			—				—			5
	Total restructuring and other costs	$	—		$	(2	)		$	2		$	17
	Changes in the accrued restructuring liability balance included in other liabilities in the Company's Consolidated Balance Sheets
	are as follows:
		Nine Months Ended September 30, 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	2			—			—			—			2
	Payments/write-offs	(3		)	—			—			—			(3		)
	Balance, end of period	$	—		$	—		$	—		$	—		$	—
		Nine Months Ended September 30, 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	2			10			5			—			17
	Payments/write-offs	(29		)	(10		)	—			—			(39		)
	Balance, end of period	$	4		$	—		$	5		$	—		$	9

Discontinued_Operations

Discontinued Operations	9 Months Ended
	Sep. 30, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'
Discontinued Operations	'
	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 September 30,			Nine Months Ended September 30,
		2013			2013
	Revenues
	Earned premiums	$	—		$	(2	)
	Fee income	—			8
	Net investment income
	Securities available-for-sale and other	(1		)	(3		)
	Equity securities, trading	—			138
	Total net investment income	(1		)	135
	Net realized capital losses	(7		)	(17		)
	Total revenues	(8		)	124
	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	(6		)	(39		)
	Total benefits, losses and expenses	(6		)	100
	Income (loss) before income taxes	(2		)	24
	Income tax expense (benefit)	(1		)	1
	Income (loss) from operations of discontinued operations, net of tax	(1		)	23
	Net realized capital loss on disposal, net of tax	—			(51		)
	Loss from discontinued operations, net of tax	$	(1	)	$	(28	)

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income Level 1 (Notes)	9 Months Ended
	Sep. 30, 2014
Accumulated Other Comprehensive Income [Abstract]	'
Comprehensive Income (Loss) Note [Text Block]	'
	nges in AOCI, net of tax and DAC, by component consist of the following:
	Three months ended September 30, 2014
		Net Unrealized Gain on Securities			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
	Beginning balance	$	1,066		$	80		$	—		$	1,146
	OCI before reclassifications	8			(14		)	(1		)	(7		)
	Amounts reclassified from AOCI	(24		)	(1		)	—			(25		)
	Net OCI	(16		)	(15		)	(1		)	(32		)
	Ending balance	$	1,050		$	65		$	(1	)	$	1,114
	Nine months ended September 30, 2014
		Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments [1]			Foreign Currency Translation Adjustments [1]			Total AOCI [1]
	Beginning balance	$	495		$	79		$	—		574
	OCI before reclassifications	552			4			(1		)	555
	Amounts reclassified from AOCI	3			(18		)	—			(15		)
	Net OCI	555			(14		)	(1		)	540
	Ending balance	$	1,050		$	65		$	(1	)	$	1,114
	Reclassifications from AOCI consist of the following for the nine months ended September 30, 2014:
		Amount Reclassified from AOCI
	AOCI	Three months ended September 30, 2014			Nine months ended September 30, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities	$	37		$	(4	)	Net realized capital gains (losses)
		37			(4		)	Total before tax
		13			(1		)	Income tax expense
		$	24		$	(3	)	Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps	$	(2	)	$	(1	)	Net realized capital gains (losses)
	Interest rate swaps	12			38			Net investment income
	Foreign currency swaps	(9		)	(9		)	Net realized capital gains (losses)
		1			28			Total before tax
		—			10			Income tax expense
		$	1		$	18		Net income
	Total amounts reclassified from AOCI	$	25		$	15		Net income
	Three Months Ended September 30, 2013
		Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
	Beginning balance	$	463		$	121		$	(64	)	$	520
	OCI before reclassifications	(92		)	1			62			(29		)
	Amounts reclassified from AOCI	8			(12		)	—			(4		)
	Net OCI	(84		)	(11		)	62			(33		)
	Ending balance	$	379		$	110		$	(2	)	$	487
	Nine Months Ended September 30, 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	(368		)	(76		)	21			(423		)
	Amounts reclassified from AOCI	(1,005		)	(72		)	—			(1,077		)
	Net OCI	(1,373		)	(148		)	21			(1,500		)
	Ending balance	$	379		$	110		$	(2	)	$	487
	Reclassifications from AOCI consist of the following for the nine months ended September 30, 2013:
		Amount Reclassified from AOCI
	AOCI	Three months ended June 30, 2013			Six months ended June 30, 2013			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities [1]	$	(13	)	$	1,546		Net realized capital gains (losses)
		(13		)	1,546			Total before tax
		(5		)	541			Income tax expense
		$	(8	)	$	1,005		Net income
	Net Gains on Cash-Flow Hedging Instruments
	Interest rate swaps [2]	$	—		$	66		Net realized capital gains (losses)
	Interest rate swaps	14			43			Net investment income
	Foreign currency swaps	4			2			Net realized capital gains (losses)
		18			111			Total before tax
		6			39			Income tax expense
		$	12		$	72		Net income
	Total amounts reclassified from AOCI	$	4		$	1,077		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 $)	Jan. 02, 2013	Sep. 30, 2014
In Millions, unless otherwise specified		Hartford Life and Annuity Insurance Company [Member]
Subsequent Event [Line Items]	'	'
Funds Held under Reinsurance Agreements, Liability	$691	$310

Basis_of_Presentation_and_Acco1

Basis of Presentation and Accounting Policies Level 2 (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Consolidation, Policy [Policy Text Block]	'
	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, Policy [Policy Text Block]	'
	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.
Reclassification [Policy Text Block]	'
	Reclassifications
	Certain reclassifications have been made to prior period financial information to conform to the current year presentation.
Income Tax, Policy [Policy Text Block]	'
	Income 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 September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Tax expense at the U.S. federal statutory rate	$	31		$	89		$	246		$	254
	Dividends received deduction	(31		)	(35		)	(83		)	(98		)
	Foreign related investments	(2		)	(2		)	(7		)	(7		)
	Other	1			—			1			(4		)
	Income tax expense (benefit)	$	(1	)	$	52		$	157		$	145
	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.
	On July 18, 2014, the Internal Revenue Service issued Internal Revenue Code Section 446 Directive (“the Directive”) for the tax treatment of hedging gains and losses related to the hedging of variable annuity guaranteed minimum benefits such as contracts with guaranteed minimum death benefit ("GMDB") and guaranteed minimum withdrawal benefit ("GMWB") riders issued by HLIC and HLAI.  This directive accelerated the tax deduction related to previously deferred investment hedging losses.  While the acceleration did not have a material effect on the overall consolidated deferred tax asset, it has resulted in a re-characterization of deferred tax assets due to a decrease in temporary differences for investment-related items and an increase in net operating loss carryovers.  In addition, a portion of deferred tax benefits became a current tax receivable which will increase statutory surplus, primarily of HLAI.
	As of September 30, 2014 and December 31, 2013, the net deferred tax asset included the expected tax benefit attributable to U.S. net operating loss carryovers of $3,307 and $1,077, respectively. If unutilized, the losses expire from 2023-2032.
	As of September 30, 2014 and December 31, 2013, the net deferred tax asset included the expected tax benefit attributable to foreign tax credit carryovers of $55 and $44, respectively. If unutilized, the foreign tax credit carryovers expire from 2018-2024. Utilization of the foreign tax credit carryovers generally depends on the generation of sufficient taxable income to first utilize all U.S. net operating loss carryovers.
Use of Estimates, Policy [Policy Text Block]	'
	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.

Fair_Value_Measurements_Level_1

Fair Value Measurements Level 2 (Policies)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value of Financial Instruments, Policy [Policy Text Block]	'
	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 various 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.

Investments_and_Derivative_Ins1

Investments and Derivative Instruments Level 2 (Policies)	9 Months Ended
	Sep. 30, 2014
Investments and Derivative Instruments [Abstract]	'
Concentration Risk, Credit Risk, Policy [Policy Text Block]	'
	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.
Consolidation, Variable Interest Entity, Policy [Policy Text Block]	'
	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.
Repurchase Agreements, Valuation, Policy [Policy Text Block]	'
	Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions
	From time to time, 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 generally have a contractual maturity of ninety days or less and the carrying amounts of these instruments approximate fair value.
Repurchase Agreements, Collateral, Policy [Policy Text Block]	'
	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 with respect to 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.
Derivatives, Policy [Policy Text Block]	'
	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 benefit included with certain variable annuity products.
Derivatives, Methods of Accounting, Hedging Derivatives [Policy Text Block]	'
	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 Company’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 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. 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.
Derivatives, Methods of Accounting, Derivatives Not Designated or Qualifying as Hedges [Policy Text Block]	'
	Non-qualifying strategies
	Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's 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 September 30, 2014 and December 31, 2013 the notional amount of interest rate swaps in offsetting relationships was $4.7 billion and $4.5 billion, respectively.
	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 fixed payout annuity hedge
	The Company reinsures fixed payout annuity liabilities associated with a GMIB contract issued by HLIKK. HLIKK was sold during 2014, however, the reinsurance of the fixed payout annuities remains in place. For discussion on the sale of HLIKK, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company 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.
	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 which are 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 enters into equity index options with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio. In addition, the Company formerly offered certain equity indexed products, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.
	GMWB derivatives, net
	The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the guaranteed remaining balance ("GRB"). The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.
	The Company utilizes derivatives (“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 GMWB hedging instruments.
		Notional Amount				Fair Value
		30-Sep-14		December 31, 2013		30-Sep-14			December 31, 2013
	Customized swaps	$	7,181	$	7,839	$	93		$	74
	Equity swaps, options, and futures	4,027		4,237		34			44
	Interest rate swaps and futures	3,815		6,615		(3		)	(77		)
	Total	$	15,023	$	18,691	$	124		$	41
	Macro hedge program
	The Company utilizes equity options, swaps and foreign currency options to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from the guaranteed minimum death benefit ("GMDB") and GMWB obligations. The following table represents notional and fair value for the macro hedge program.
		Notional Amount				Fair Value
		30-Sep-14		December 31, 2013		30-Sep-14			December 31, 2013
	Equity options and swaps	6,028		9,934		134			139
	Foreign currency options	400		—		—			—
	Total	$	6,428	$	9,934	$	134		$	139
	Coinsurance and modified coinsurance reinsurance contracts
	As of September 30, 2014 and December 31, 2013, the Company had approximately $1.0 billion and $1.3 billion, respectively, 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 which was 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.

Basis_of_Presentation_and_Acco2

Basis of Presentation and Accounting Policies Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes	'
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Tax expense at the U.S. federal statutory rate	$	31		$	89		$	246		$	254
	Dividends received deduction	(31		)	(35		)	(83		)	(98		)
	Foreign related investments	(2		)	(2		)	(7		)	(7		)
	Other	1			—			1			(4		)
	Income tax expense (benefit)	$	(1	)	$	52		$	157		$	145

Fair_Value_Measurements_Level_2

Fair Value Measurements Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Assets and (liabilities) carried at fair value by hierarchy level	'
		September 30, 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	$	1,108		$	—		$	1,018		$	90
	CDOs	1,176			—			810			366
	CMBS	1,903			—			1,753			150
	Corporate	16,022			—			15,320			702
	Foreign government/government agencies	617			—			591			26
	Municipal	997			—			945			52
	RMBS	1,965			—			1,196			769
	U.S. Treasuries	1,788			149			1,639			—
	Total fixed maturities	25,576			149			23,272			2,155
	Fixed maturities, FVO	299			—			203			96
	Equity securities, trading	12			12			—			—
	Equity securities, AFS	235			127			56			52
	Derivative assets
	Credit derivatives	19			—			10			9
	Foreign exchange derivatives	(73		)	—			(73		)	—
	Interest rate derivatives	22			—			22			—
	GMWB hedging instruments	96			—			9			87
	Macro hedge program	81			—			—			81
	Total derivative assets [1]	145			—			(32		)	177
	Short-term investments	2,112			469			1,643			—
	Limited partnerships and other alternatives [2]	427			—			380			47
	Reinsurance recoverable for GMWB	36			—			—			36
	Modified coinsurance reinsurance contracts	41			—			41			—
	Separate account assets [3]	133,478			92,990			39,697			791
	Total assets accounted for at fair value on a recurring basis	$	162,361		$	93,747		$	65,260		$	3,354
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	Guaranteed living benefits	$	(56	)	$	—		$	—		$	(56	)
	Equity linked notes	(23		)	—			—			(23		)
	Total other policyholder funds and benefits payable	(79		)	—			—			(79		)
	Derivative liabilities
	Credit derivatives	(18		)	—			(7		)	(11		)
	Equity derivatives	23			—			21			2
	Foreign exchange derivatives	(355		)	—			(355		)	—
	Interest rate derivatives	(341		)	—			(314		)	(27		)
	GMWB hedging instruments	28			—			(22		)	50
	Macro hedge program	53			—			—			53
	Total derivative liabilities [4]	(610		)	—			(677		)	67
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(691	)	$	—		$	(677	)	$	(14	)
		December 31, 2013
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant			Significant
								Observable			Unobservable
								Inputs			Inputs
								(Level 2)			(Level 3)
	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		)	—
GMWB hedging instruments	26			—			(42		)	68
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	(465		)	—			—			(465		)
Modified coinsurance reinsurance contracts	67			—			67			—
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		)
GMWB hedging instruments	15			—			(63		)	78
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 September 30, 2014 and December 31, 2013, $152 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 September 30, 2014 and December 31, 2013, excludes approximately $2.8 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 3, the derivative assets and liabilities 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	'
	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 September 30, 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	$	150		Discounted cash flows	Spread (encompasses	48bps	2,457bps	308bps	Decrease
						prepayment, default risk and loss severity)
	Corporate [3]	323			Discounted cash flows	Spread	75bps	697bps	244bps	Decrease
	Municipal [3]	31			Discounted cash flows	Spread	193bps	193bps	193bps	Decrease
	RMBS	769			Discounted cash flows	Spread	50bps	1,475bps	141bps	Decrease
						Constant prepayment rate	—%	7%	3%	Decrease [4]
						Constant default rate	1%	15%	8%	Decrease
						Loss severity	—%	100%	77%	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	—%	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	'
	Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)
		As of September 30, 2014
	Freestanding Derivatives						Unobservable Inputs
		Fair			Predominant Valuation	Significant	Minimum	Maximum	Impact of
		Value			Method	Unobservable Input			Increase in Input
									on Fair Value [1]
	Interest rate swaps	$	(27	)	Discounted  cash flows	Swap curve	3%	3%	Increase
						beyond 30 years
	GMWB hedging instruments
	Equity options	44			Option model	Equity volatility	20%	32%	Increase
	Customized swaps	93			Discounted  cash flows	Equity volatility	10%	50%	Increase
	Macro hedge program [2]
	Equity options	169			Option model	Equity volatility	23%	24%	Increase
		As of December 31, 2013
	Interest rate derivative
	Interest rate swaps	(24		)	Discounted  cash flows	Swap curve	4%	4%	Increase
						beyond 30 years
	GMWB hedging instruments
	Equity options	72			Option model	Equity volatility	21%	29%	Increase
	Customized swaps	74			Discounted  cash flows	Equity volatility	10%	50%	Increase
	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]	Excludes derivatives for which the Company based fair value on broker quotations.
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	—%	100%	Increase
	Lapse Rates [3]	—%	75%	Decrease
	Reset Elections [4]	20%	75%	Increase
	Equity Volatility [5]	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]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
	[4]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
	[5]	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 June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			11			(1		)	(2		)	—			—			2			10			—
	Included in OCI [3]	(1		)	(4		)	—			(4		)	—			—			3			(6		)	—
	Purchases	8			—			15			9			—			—			87			119			4
	Settlements	—			(14		)	(117		)	(15		)	(1		)	—			(31		)	(178		)	—
	Sales	—			(12		)	—			(3		)	(2		)	—			(67		)	(84		)	(46		)
	Transfers into Level 3 [4]	71			—			7			21			—			—			—			99			—
	Transfers out of Level 3 [4]	(39		)	—			—			(37		)	—			—			—			(76		)	—
	Fair value as of September 30, 2014	$	90		$	366		$	150		$	702		$	26		$	52		$	769		$	2,155		$	96
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	—		$	—		$	(2	)	$	—		$	—		$	—		$	(2	)	$	—
					Freestanding Derivatives [5]
	Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Total Free-
		Securities,									Rate			Hedging			Hedge			Standing
		AFS															Program			Derivatives
																				[5]
	Fair value as of June 30, 2014	$	52		$	—		$	2		$	—		$	97		$	120		$	219
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			(2		)	—			(1		)	40			11			48
	Included in OCI [3]	—			—			—			—			—			—			—
	Purchases	—			(1		)	—			—			—			3			2
	Transfers into Level 3 [4]	—			—			—			(26		)	—			—			(26		)
	Transfers out of Level 3 [4]	—			1			—			—			—			—			1
	Fair value as of September 30, 2014	$	52		$	(2	)	$	2		$	(27	)	$	137		$	134		$	244
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	(1	)	$	—		$	—		$	41		$	11		$	51
	Assets	Limited Partnerships and Other Alternative Investments			Reinsurance  Recoverable for GMWB			Separate
								Accounts
	Fair value as of June 30, 2014	$	36		$	31		$	813
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			2			4
	Purchases	11			—			33
	Settlements	—			3			(1		)
	Sales	—			—			(56		)
	Transfers into Level 3 [4]	—			—			1
	Transfers out of Level 3 [4]	—			—			(3		)
	Fair value as of September 30, 2014	$	47		$	36		$	791
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	2		$	—
		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 June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	(37		)	(1		)	(38		)	—
	Settlements	(21		)	—			(21		)	—
	Fair value as of September 30, 2014	$	(56	)	$	(23	)	$	(79	)	$	(2	)
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(37	)	$	(1	)	$	(38	)	$	—
	The tables below provide a fair value roll forward for the nine months ended September 30, 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]	—			11			8			(8		)	(1		)	—			11			21			14
	Included in OCI [3]	2			2			(5		)	21			4			4			4			32			—
	Purchases	32			—			18			54			1			—			229			334			14
Settlements	(1		)	(41		)	(165		)	(33		)	(3		)	—			(92		)	(335		)	(3		)
Sales	(11		)	(21		)	(23		)	(61		)	(13		)	(1		)	(149		)	(279		)	(107		)
Transfers into Level 3 [4]	71			48			7			128			—			—			—			254			—
Transfers out of Level 3 [4]	(111		)	(61		)	(50		)	(189		)	—			—			(32		)	(443		)
Fair value as of September 30, 2014	$	90		$	366		$	150		$	702		$	26		$	52		$	769		$	2,155		$	96
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	—		$	—		$	(1	)	$	(9	)	$	(1	)	$	—		$	(1	)	$	(12	)	$	19
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Total Free-
	Securities,									Rate			Hedging			Hedge			Program			Standing
	AFS															Program			Hedging			Derivatives
																						[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		)	(4		)	—			(3		)	(20		)	(14		)	24			(17		)
Included in OCI [3]	2			—			—			—			—			—			—			—
Purchases	—			(1		)	—			—			4			9			9			21
Settlements	—			—			—			—			7			—			(5		)	2
Sales	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			1			—						—			—			33			34
Fair value as of September 30, 2014	$	52		$	(2	)	$	2		$	(27	)	$	137		$	134		$	—		$	244
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(1	)	$	(3	)	$	—		$	(1	)	$	(35	)	$	(14	)	$	17		$	(36	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Separate
				and Japan			Accounts
				GMWB, GMIB,
				and GMAB
Fair value as of January 1, 2014	$	54		$	(467	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(17		)	428			8
Purchases	26			—			298
Settlements	—			75			(2		)
Sales	(12		)	—			(219		)
Transfers into Level 3 [4]	—			—			5
Transfers out of Level 3 [4]	(4		)	—			(36		)
Fair value as of September 30, 2014	$	47		$	36		$	791
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	(17	)	$	428		$	6
	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	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	633			(5		)	628			—
Settlements	(113		)	—			(113		)	—
Fair value as of September 30, 2014	$	(56	)	$	(23	)	$	(79	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2014 [2] [7]	$	633		$	(5	)	$	628		$	—
The tables below provide a fair value roll forward for the three months ended September 30, 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 June 30, 2013	$	169		$	629		$	485		$	813		$	44		$	109		$	971		$	3,220		$	197
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			—			(9		)	(2		)	—			—			(2		)	(13		)	(1		)
Included in OCI [3]	1			3			33			5			—			(1		)	(3		)	38			—
Purchases	5			4			17			23			3			—			29			81			3
Settlements	(1		)	(50		)	(20		)	(2		)	(1		)	—			(36		)	(110		)	—
Sales	—			—			(28		)	(3		)	—			—			(39		)	(70		)	(1		)
Transfers into Level 3 [4]	—			—			5			26			—			—			—			31			—
Transfers out of Level 3 [4]	(1		)	(29		)	(13		)	(19		)	—			—			—			(62		)	(2		)
Fair value as of September 30, 2013	$	173		$	557		$	470		$	841		$	46		$	108		$	920		$	3,115		$	196
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	—		$	—		$	(4	)	$	(2	)	$	—		$	—		$	(4	)	$	(10	)	$	(1	)
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Other Derivative Contracts			Total Free-
	Securities,									Rate			Hedging			Hedge			Program						Standing
	AFS															Program			Hedging						Derivatives [5]
Fair value as of June 30, 2013	$	62		$	3		$	25		$	(51	)	$	329		$	209		$	(116	)	$	(20	)	$	379
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(4		)	—			(6		)	1			(109		)	(39		)	(65		)	—			(218		)
Included in OCI [3]	—			—			—			—			—			—			—			—			—
Purchases	—			—			1			—			—			11			(4		)	—			8
Settlements	—			—			—			—			(1		)	—			42			—			41
Sales	—			—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			—			—			24			—			—			(28		)	20			16
Fair value as of September 30, 2013	$	58		$	3		$	20		$	(26	)	$	219		$	181		$	(171	)	$	—		$	226
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(4	)	$	—		$	(5	)	$	1		$	(111	)	$	(39	)	$	(47	)	$	—		$	(201	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Assets Held for Sale			Separate Accounts
				and Japan
				GMWB, GMIB,
				and GMAB [6][8]
Fair value as of June 30, 2013	$	174		$	225		5			$	820
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(10		)	(399		)	5			(9		)
Purchases	17			—			—			(19		)
Settlements	—			77			(2		)	—
Sales	—			—			—			(35		)
Transfers into Level 3 [4]	—			—			—			35
Transfers out of Level 3 [4]	(20		)	—			—			(57		)
Fair value as of September 30, 2013	$	161		$	(97	)	$	8		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(10	)	$	(399	)	$	5		$	3
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Liabilities Held for Sale			Consumer
	Living			Notes			Policyholder Funds						Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of June 30, 2013	$	(1,676	)	$	(12	)	$	(1,688	)	$	(28	)	$	(1	)
Total realized/unrealized gains (losses)
Included in net income [1], [2]	668			(1		)	667			(2		)	—
Settlements	(45		)	—			(45		)	(1		)	—
Fair value as of September 30, 2013	$	(1,053	)	$	(13	)	$	(1,066	)	$	(31	)	$	(1	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	668		$	(1	)	$	667		$	—		$	—
The tables below provide a fair value roll forward for the nine months ended September 30, 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]	—			(11		)	(11		)	12			1			—			27			18			8
Included in OCI [3]	16			101			66			(18		)	(5		)	(10		)	34			184			—
Purchases	21			30			30			68			27			—			61			237			12
Settlements	(5		)	(85		)	(65		)	(65		)	(3		)	—			(104		)	(327		)	(1		)
Sales	(83		)	(195		)	(97		)	(300		)	(6		)	(51		)	(231		)	(963		)	(22		)
Transfers into Level 3 [4]	—			23			35			85			—			—			—			143			3
Transfers out of Level 3 [4]	(14		)	(29		)	(20		)	(281		)	(2		)	—			—			(346		)	(3		)
Fair value as of September 30, 2013	$	173		$	557		$	470		$	841		$	46		$	108		$	920		$	3,115		$	196
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(4	)	$	—		$	(5	)	$	(4	)	$	—		$	—		$	(5	)	$	(18	)	$	28
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			GMWB			Macro			Intl.			Other Derivative Contracts			Total Free-
	Securities,									Rate			Hedging			Hedge			Program						Standing
	AFS															Program			Hedging						Derivatives [5]
Fair value as of January 1, 2013	$	55		$	4		$	45		$	(57	)	$	519		$	286		$	(75	)	$	—		$	722
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(8		)	—			(23		)	5			(299		)	(139		)	(149		)	—			(605		)
Included in OCI [3]	6			—			—			—			—			—			—			—			—
Purchases	7			—			1			—			—			34			(29		)	—			6
Settlements	—			(1		)	(3		)	—			(1		)	—			54			—			49
Sales	(2		)	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			(20		)	(20		)
Transfers out of Level 3 [4]	—			—			—			26			—			—			28			20			74
Fair value as of September 30, 2013	$	58		$	3		$	20		$	(26	)	$	219		$	181		$	(171	)	$	—		$	226
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(7	)	$	—		$	(21	)	$	—		$	(296	)	$	(136	)	$	(75	)	$	—		$	(528	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable for GMWB			Assets Held for Sale			Separate Accounts
				and Japan
				GMWB, GMIB,
				and GMAB [6][8]
Fair value as of January 1, 2013	$	150		$	1,081		$	—		$	583
Transfers to assets held for sale				(12		)	12			—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	(8		)	(1,405		)	3			7
Purchases	59			—			—			240
Settlements				239			(7		)	(1		)
Sales	(9		)	—			—			(66		)
Transfers into Level 3 [4]				—			—			39
Transfers out of Level 3 [4]	(31		)	—			—			(67		)
Fair value as of September 30, 2013	$	161		$	(97	)	$	8		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	(8	)	$	(1,405	)	$	3		$	15
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed			Equity Linked			Total Other			Liabilities Held for Sale			Consumer
	Living			Notes			Policyholder Funds						Notes
	Benefits [7][8]						and Benefits Payable
Fair value as of January 1, 2013	$	(3,119	)	$	(8	)	$	(3,127	)	$	—		$	(2	)
Transfers to liabilities held for sale	43			—			43			(43		)	—
Total realized/unrealized gains (losses)
Included in net income [1], [2]	2,133			(5		)	2,128			15			1
Settlements	(110		)	—			(110		)	(3		)	—
Fair value as of September 30, 2013	$	(1,053	)	$	(13	)	$	(1,066	)	$	(31	)	$	(1	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at September 30, 2013 [2] [7]	$	2,133		$	(5	)	$	2,128		$	15		$	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]	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 $148 as of September 30, 2013 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]	For the three and nine months ended September 30, 2013, $6 and $(164) were inappropriately presented as Included in OCI within the Reinsurance Recoverable for U.S. GMWB and Japan GMWB, GMIB and GMAB and $(9) and $197 were inappropriately presented as Included in OCI within Guaranteed Living Benefits. 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 September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Assets
	Fixed maturities, FVO
	Corporate	$	(5	)	$	1		$	(2	)	$	(12	)
	CRE CDOs	1			—			17			3
	Foreign government	—			8			16			(77		)
	RMBS	(1		)	—			—			—
	Total realized capital gains (losses)	$	(5	)	$	9		$	31		$	(86	)
Fair value of assets and liabilities accounted for using the fair value option	'
		As of
		September 30, 2014			December 31, 2013
	Assets
	Fixed maturities, FVO
	ABS	$	13		$	3
	Corporate	98			84
	CDO	78			167
	CMBS	15			8
	Foreign government	4			494
	Municipals	2			1
	RMBS	87			9
	U.S. Government	2			25
	Total fixed maturities, FVO	$	299		$	791
Financial Instruments Not Carried at Fair Value	'
		September 30, 2014					December 31, 2013
		Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
	Assets
	Policy loans	Level 3	1,424		1,424		1,416		1,476
	Mortgage loans	Level 3	3,284		3,397		3,470		3,519
	Liabilities
	Other policyholder funds and benefits payable [1]	Level 3	7,083		7,263		8,955		9,153
	Consumer notes [2]	Level 3	68		68		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.

Reinsurance_Level_3_Tables

Reinsurance Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Reinsurance Disclosures [Abstract]	'
Reinsurance Recoverable [Table Text Block]	'
		September 30,			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)	$	18,426		$	18,969
	Other reinsurers	1,456			825
	Gross reinsurance recoverables	$	19,882		$	19,794
Life Insurance Fees Earned Premiums and Other [Table Text Block]	'
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Gross fee income, earned premiums and other	$	794		$	889		$	2,435		$	2,556
	Reinsurance assumed	18			18			55			53
	Reinsurance ceded	(464		)	(477		)	(1,582		)	(1,389		)
	Fee income, earned premiums and other	$	348		$	430		$	908		$	1,220

Investments_and_Derivative_Ins2

Investments and Derivative Instruments Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Investments [Abstract]	'
Realized Gain (Loss) on Investments [Table Text Block]	'
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Before-tax)	2014			2013			2014			2013
	Gross gains on sales [1]	$	56		$	50		$	218		$	1,723
	Gross losses on sales	(8		)	(47		)	(203		)	(145		)
	Net OTTI losses recognized in earnings	(10		)	(16		)	(20		)	(32		)
	Valuation allowances on mortgage loans	—			—			(4		)	—
	Japanese fixed annuity contract hedges, net [2]	—			(8		)	(14		)	(4		)
	Periodic net coupon settlements on credit derivatives/Japan	1			3			10			(2		)
	Results of variable annuity hedge program
	GMWB derivatives, net	6			203			15			219
	Macro hedge program	12			(50		)	(13		)	(182		)
	Total U.S. program	18			153			2			37
	International Program [3]	—			(72		)	(126		)	(671		)
	Total results of variable annuity hedge program	18			81			(124		)	(634		)
	GMIB/GMAB/GMWB reinsurance	—			226			579			837
	Coinsurance and modified coinsurance reinsurance contracts	8			(322		)	402			(1,023		)
	Other, net [4]	(15		)	(8		)	(250		)	77
	Net realized capital gains (losses), before-tax	$	50		$	(41	)	$	594		$	797
	[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013.
	[2]	Includes $(51) for the nine months ended September 30, 2014 and $(19) and $222, respectively, for the three and nine months ended September 30, 2013 of transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes $37 for the nine months ended September 30, 2014 and $11 and $(226), respectively, for the three and nine months ended September 30, 2013, of change in value related to the derivative hedging instruments and the Japan government FVO securities.
	[3]	Includes transactional foreign currency re-valuation gains (losses) of $(2) for the nine months ended September 30, 2014. Includes for the three and nine months ended September 30, 2013 the transactional foreign currency re-valuation gains (losses) of $6 and $(45), respectively.
	[4]	Other, net gains and losses include transactional foreign currency revaluation gains (losses) on the Japan fixed payout annuity liabilities reinsured from HLIKK and gains (losses) on non-qualifying derivatives used to hedge the foreign currency exposure of the liabilities. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $83 and $38, respectively, for the three and nine months ended September 30, 2014, and $(16) and $173, respectively, for the three and nine months ended September 30, 2013. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(86) and $(58), respectively, for the three and nine months ended September 30, 2014, and $0 and $(184), respectively, for the three and nine months ended September 30, 2013. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013. Also includes for the nine months ended September 30, 2014 a loss of $213 related to the recapture of the GMIB/GMAB/GMWB reinsurance contracts, which is offset by gains on the termination of the embedded derivative reflected in the GMIB/GMAB/GMWB reinsurance line.
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	'
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Before-tax)	2014			2013			2014			2013
	Balance, beginning of period	$	(351	)	$	(699	)	$	(410	)	$	(813	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	—			—			(3		)	(8		)
	Securities previously impaired	(2		)	(3		)	(8		)	(3		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	48			34			107			152
	Securities the Company made the decision to sell or more likely than not will be required to sell	—			2			—			2
	Securities due to an increase in expected cash flows	4			7			13			11
	Balance, end of period	$	(301	)	$	(659	)	$	(301	)	$	(659	)
	[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	'
	Available-for-Sale Securities
	The following table presents the Company’s AFS securities by type.
		September 30, 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	$	1,122		$	19		$	(33	)	$	1,108		$	(1	)		$	1,172		$	13		$	(56	)	$	1,129		$	(2	)
	CDOs [2]	1,102			97			(22		)	1,176			—				1,392			98			(41		)	1,448			—
	CMBS	1,814			100			(11		)	1,903			(3		)		2,275			106			(34		)	2,347			(3		)
	Corporate	14,510			1,599			(87		)	16,022			(2		)		15,913			1,196			(192		)	16,917			(6		)
	Foreign govt./govt. agencies	593			32			(8		)	617			—				1,267			27			(117		)	1,177			—
	Municipal	913			87			(3		)	997			—				988			26			(49		)	965			—
	RMBS	1,917			62			(14		)	1,965			—				2,419			60			(48		)	2,431			(3		)
	U.S. Treasuries	1,642			148			(2		)	1,788			—				1,762			1			(14		)	1,749			—
	Total fixed maturities, AFS	23,613			2,144			(180		)	25,576			(6		)		27,188			1,527			(551		)	28,163			(14		)
	Equity securities, AFS	239			13			(17		)	235			—				362			35			(25		)	372			—
	Total AFS securities	$	23,852		$	2,157		$	(197	)	$	25,811		$	(6	)		$	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 September 30, 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).
Investments Classified by Contractual Maturity Date [Table Text Block]	'
		September 30, 2014						31-Dec-13
	Contractual Maturity	Amortized Cost			Fair Value			Amortized Cost			Fair Value
	One year or less	$	1,060		$	1,075		$	1,615		$	1,639
	Over one year through five years	4,906			5,213			5,328			5,535
	Over five years through ten years	3,479			3,644			4,319			4,481
	Over ten years	8,213			9,492			8,668			9,153
	Subtotal	17,658			19,424			19,930			20,808
	Mortgage-backed and asset-backed securities	5,955			6,152			7,258			7,355
	Total fixed maturities, AFS	$	23,613		$	25,576		$	27,188		$	28,163
Schedule of Unrealized Loss on Investments [Table Text Block]	'
		September 30, 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	$	258		$	257		$	(1	)		$	348		$	316		$	(32	)		$	606		$	573		$	(33	)
	CDOs [1]	108			107			(1		)		812			790			(21		)		920			897			(22		)
	CMBS	94			93			(1		)		228			218			(10		)		322			311			(11		)
	Corporate	1,466			1,435			(31		)		754			698			(56		)		2,220			2,133			(87		)
	Foreign govt./govt. agencies	128			126			(2		)		87			81			(6		)		215			207			(8		)
	Municipal	68			67			(1		)		20			18			(2		)		88			85			(3		)
	RMBS	146			145			(1		)		268			255			(13		)		414			400			(14		)
	U.S. Treasuries	248			247			(1		)		23			22			(1		)		271			269			(2		)
	Total fixed maturities, AFS	2,516			2,477			(39		)		2,540			2,398			(141		)		5,056			4,875			(180		)
	Equity securities, AFS	49			45			(4		)		106			93			(13		)		155			138			(17		)
	Total securities in an unrealized loss position	$	2,565		$	2,522		$	(43	)		$	2,646		$	2,491		$	(154	)		$	5,211		$	5,013		$	(197	)
		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 [Table Text Block]	'
		September 30, 2014									December 31, 2013
		Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
	Total commercial mortgage loans	$	3,300		$	(16	)	$	3,284		$	3,482		$	(12	)	$	3,470
Valuation Allowance for Mortgage Loans [Table Text Block]	'
		Nine Months Ended September 30,
		2014			2013
	Balance, beginning of period	$	(12	)	$	(14	)
	(Additions)/Reversals	(4		)	—
	Deductions	—			2
	Balance, end of period	$	(16	)	$	(12	)
Commercial Mortgage Loans Credit Quality [Table Text Block]	'
	Commercial Mortgage Loans Credit Quality
		September 30, 2014				December 31, 2013
	Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
	Greater than 80%	$	25		1.15x	$	35		1.15x
	65% - 80%	486			1.79x	777			1.94x
	Less than 65%	2,773			2.48x	2,658			2.34x
	Total commercial mortgage loans	$	3,284		2.36x	$	3,470		2.23x
Mortgage Loans by Region [Table Text Block]	'
	Mortgage Loans by Region
		September 30, 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	282			8.60%	255			7.30%
	Mountain	35			1.10%	40			1.20%
	New England	146			4.40%	163			4.70%
	Pacific	909			27.70%	1,019			29.40%
	South Atlantic	541			16.50%	548			15.80%
	West North Central	15			0.50%	17			0.50%
	West South Central	125			3.80%	144			4.10%
	Other [1]	1,158			35.20%	1,205			34.70%
	Total mortgage loans	$	3,284		100.00%	$	3,470		100.00%
	[1]	Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type [Table Text Block]	'
	Mortgage Loans by Property Type
		September 30, 2014				December 31, 2013
		Carrying Value			Percent of Total	Carrying Value			Percent of Total
	Commercial
	Agricultural	$	36		1.10%	$	93		2.70%
	Industrial	1,132			34.40%	1,182			34.10%
	Lodging	26			0.80%	27			0.80%
	Multifamily	522			15.90%	576			16.60%
	Office	739			22.50%	723			20.80%
	Retail	715			21.80%	745			21.50%
	Other	114			3.50%	124			3.50%
	Total mortgage loans	$	3,284		100.00%	$	3,470		100.00%
Schedule of Variable Interest Entities [Table Text Block]	'
		September 30, 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]	$	3		$	3		$	—		$	12		$	13		$	—
	Investment funds [4]	158			20			140			134			20			119
	Limited partnerships and other alternative investments	3			1			2			4			2			2
	Total	$	164		$	24		$	142		$	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.
Derivative Instruments [Abstract]	'
Notional and Fair Value for Macro Hedge Program [Table Text Block]	'
		Notional Amount						Fair Value
		30-Sep-14			December 31, 2013			30-Sep-14			December 31, 2013
	Equity options and swaps	6,028			9,934			134			139
	Foreign currency options	400			—			—			—
	Total	$	6,428		$	9,934		$	134		$	139
Notional and Fair Value for GMWB Hedging Instruments [Table Text Block]	'
		Notional Amount						Fair Value
		30-Sep-14			December 31, 2013			30-Sep-14			December 31, 2013
	Customized swaps	$	7,181		$	7,839		$	93		$	74
	Equity swaps, options, and futures	4,027			4,237			34			44
	Interest rate swaps and futures	3,815			6,615			(3		)	(77		)
	Total	$	15,023		$	18,691		$	124		$	41
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	'
		Net Derivatives												Asset Derivatives						Liability Derivatives
		Notional Amount						Fair Value						Fair Value						Fair Value
	Hedge Designation/ Derivative Type	Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13			Sep 30, 2014			31-Dec-13
	Cash flow hedges
	Interest rate swaps	$	2,792		$	3,215		$	16		$	16		$	24		$	49		$	(8	)	$	(33	)
	Foreign currency swaps	143			143			(13		)	(5		)	3			2			(16		)	(7		)
	Total cash flow hedges	2,935			3,358			3			11			27			51			(24		)	(40		)
	Fair value hedges
	Interest rate swaps	32			1,261			—			(24		)	—			2			—			(26		)
	Total fair value hedges	32			1,261			—			(24		)	—			2			—			(26		)
	Non-qualifying strategies
	Interest rate contracts
	Interest rate swaps, swaptions, caps, floors, and futures	4,839			4,633			(335		)	(368		)	258			123			(593		)	(491		)
	Foreign exchange contracts
	Foreign currency swaps and forwards	82			118			(4		)	(4		)	—			6			(4		)	(10		)
	Japan fixed payout annuity hedge	1,571			1,571			(411		)	(354		)	—			—			(411		)	(354		)
	Japanese fixed annuity hedging instruments [1]	—			1,436			—			(6		)	—			88			—			(94		)
	Credit contracts
	Credit derivatives that purchase credit protection	224			243			(6		)	(4		)	—			—			(6		)	(4		)
	Credit derivatives that assume credit risk [2]	1,009			1,507			8			27			12			28			(4		)	(1		)
	Credit derivatives in offsetting positions	2,210			3,501			(2		)	(3		)	23			35			(25		)	(38		)
	Equity contracts
	Equity index swaps and options	140			131			(2		)	(2		)	23			18			(25		)	(20		)
	Variable annuity hedge program
	GMWB product derivatives [3]	18,792			21,512			(56		)	(36		)	—			—			(56		)	(36		)
	GMWB reinsurance contracts	3,844			4,508			36			29			36			29			—			—
	GMWB hedging instruments	15,023			18,691			124			41			257			333			(133		)	(292		)
	Macro hedge program	6,428			9,934			134			139			170			178			(36		)	(39		)
	International program hedging instruments [1]	—			57,025			—			(27		)	—			649			—			(676		)
	Other
	GMIB, GMAB, and GMWB reinsurance contracts [1]	—			11,999			—			(540		)	—			—			—			(540		)
	Coinsurance and modified coinsurance reinsurance contracts	964			29,423			41			(427		)	41			383			—			(810		)
	Total non-qualifying strategies	55,126			166,232			(473		)	(1,535		)	820			1,870			(1,293		)	(3,405		)
	Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	58,093		$	170,851		$	(470	)	$	(1,548	)	$	847		$	1,923		$	(1,317	)	$	(3,471	)
	Balance Sheet Location
	Fixed maturities, available-for-sale	$	199		$	196		$	(1	)	$	(1	)	$	—		$	—		$	(1	)	$	(1	)
	Other investments	12,236			40,564			145			272			308			721			(163		)	(449		)
	Other liabilities	22,008			62,599			(612		)	(827		)	462			789			(1,074		)	(1,616		)
	Reinsurance recoverable	4,808			33,931			77			(398		)	77			413			—			(811		)
	Other policyholder funds and benefits payable	18,842			33,561			(79		)	(594		)	—			—			(79		)	(594		)
	Total derivatives	$	58,093		$	170,851		$	(470	)	$	(1,548	)	$	847		$	1,923		$	(1,317	)	$	(3,471	)
	[1]	Represents hedge programs formerly associated with the Japan variable and fixed annuity products which were terminated due to the sale of HLIKK during 2014. For further information on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to the Condensed Consolidated Financial Statements. For further information on the associated hedge programs, see Note 4 - Investments and Derivative Instruments of Notes to the Consolidated Financial Statements included in the Company's 2013 Form 10-K Annual Report.
	[2]	The derivative instruments related to this strategy are held for other investment purposes.
	[3]	These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Assets and Liabilities [Table Text Block]	'
	September 30, 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	$	770			$	585			$	145			$	40			$	76			$	109
		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	$	(1,235	)		$	(560	)		$	(610	)		$	(65	)		$	(808	)		$	133
	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. Not included in this amount are embedded derivatives associated with consumer notes of $(2) as of September 30, 2014 and December 31, 2013, which were not eligible for offset in the Company's Condensed Consolidated Balance Sheets.
	[4]	Excludes collateral associated with exchange-traded derivative instruments.
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]	'
	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 September 30,							Nine months ended September 30,							Three months ended September 30,							Nine months ended September 30,
		2014			2013				2014			2013				2014			2013				2014			2013
	Interest rate swaps	$	(17	)	$	(2	)		$	13		$	(128	)		$	3		$	—			$	2		$	(2	)
	Foreign currency swaps	(2		)	3				(5		)	9				—			—				—			—
	Total	$	(19	)	$	1			$	8		$	(119	)		$	3		$	—			$	2		$	(2	)
			Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
			Three months ended September 30,							Nine months ended September 30,
		Location	2014			2013				2014			2013
	Interest rate swaps	Net realized capital gain/(loss)	$	(2	)	$	—			$	(1	)	$	66
	Interest rate swaps	Net investment income	12			14				38			43
	Foreign currency swaps	Net realized capital gain/(loss)	(9		)	4				(9		)	2
	Total		$	1		$	18			$	28		$	111
Derivatives in Fair Value Hedging Relationships [Table Text Block]	'
	Derivatives in Fair Value Hedging Relationships
		Gain or (Loss) Recognized in Income [1]
		Three months ended September 30,														Nine months ended September 30,
		2014							2013							2014							2013
		Derivative			Hedge Item				Derivative			Hedge Item				Derivative			Hedge Item				Derivative			Hedge Item
	Interest rate swaps
	Net realized capital gain/(loss)	$	1		$	(1	)		$	—		$	9			$	(1	)	$	2			$	22		$	(21	)
	Foreign currency swaps
	Net realized capital gain/(loss)	—			—				2			(2		)		—			—				—			—
	Benefits, losses and loss adjustment expenses	—			—				(1		)	1				—			—				(2		)	2
	Total	$	1		$	(1	)		$	1		$	8			$	(1	)	$	2			$	20		$	(19	)
	[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.
Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block]	'
		Three months ended September 30,							Nine months ended September 30,
		2014			2013				2014			2013
	Interest rate contracts
	Interest rate swaps, caps, floors, and forwards	$	(2	)	$	2			$	(3	)	$	(6	)
	Foreign exchange contracts
	Foreign currency swaps and forwards	—			(1		)		2			4
	Japan fixed payout annuity hedge [1]	(86		)	—				(58		)	(184		)
	Japanese fixed annuity hedging instruments [2]	—			6				22			(150		)
	Credit contracts
	Credit derivatives that purchase credit protection	1			(1		)		(5		)	(10		)
	Credit derivatives that assume credit risk	(5		)	12				6			32
	Equity contracts
	Equity index swaps and options	3			(5		)		3			(21		)
	Variable annuity hedge program
	GMWB product derivatives	(37		)	451				54			1,099
	GMWB reinsurance contracts	2			(74		)		(9		)	(166		)
	GMWB hedging instruments	41			(174		)		(30		)	(714		)
	Macro hedge program	12			(50		)		(13		)	(182		)
	International program hedging instruments	—			(72		)		(126		)	(671		)
	Other
	GMIB, GMAB, and GMWB reinsurance contracts	—			226				579			837
	Coinsurance and modified coinsurance reinsurance contracts	8			(322		)		402			(1,023		)
	Derivatives formerly associated with Japan [3]	(2		)	—				(2		)	—
	Total [4]	$	(65	)	$	(2	)		$	822		$	(1,155	)
	[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $83 and $(16) for the three months ended September 30, 2014 and 2013, respectively and $38 and $173, for the nine months ended September 30, 2014 and 2013, respectively.
	[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(51) for the nine months ended September 30, 2014, and $(19) and $222, respectively, for the three and nine months ended September 30, 2013.
	[3]	These amounts relate to the termination of the hedging program associated with the Japan variable annuity product due to the sale of HLIKK. For further information, see Note 4 - Investments and Derivative Instruments of Notes to the Condensed Consolidated Financial Statements included in the Company's Form 10-Q for the period ended June 30, 2014.
	[4]	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.
Disclosure of Credit Derivatives [Table Text Block]	'
	As of September 30, 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	$	267		$	4		3 years	Corporate Credit/ Foreign Gov.	A-	$	163		$	(3	)
	Below investment grade risk exposure	6			—			3 years	Corporate Credit	B-	4			—
	Basket credit default swaps [4]
	Investment grade risk exposure	1,244			16			3 years	Corporate Credit	BBB+	683			(7		)
	Below investment grade risk exposure	20			1			5 years	Corporate Credit	BB-	—			—
	Investment grade risk exposure	352			(6		)	5 years	CMBS Credit	AA	180			2
	Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
	Embedded credit derivatives
	Investment grade risk exposure	150			146			3 years	Corporate Credit	A	—			—
	Total [5]	$	2,114		$	150					$	1,105		$	3
	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 $1.7 billion and $2.3 billion as of September 30, 2014 and December 31, 2013, respectively, of standard market indices of diversified portfolios of corporate and CMBS 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.

Deferred_Policy_Acquisition_Co1

Deferred Policy Acquisition Costs and Present Value of Future Profits Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]	'
Changes in deferred policy acquisition costs and present value of future profits	'
		Nine Months Ended September 30,
		2014			2013
	Balance, beginning of period	$	689		$	3,072
	Deferred costs	12			10
	Amortization — DAC	(86		)	(109		)
	Amortization — Unlock charge, pre-tax	(102		)	(109		)
	Amortization — DAC related to business dispositions [1] [2]	—			(2,229		)
	Adjustments to unrealized gains and losses on securities available-for-sale and other	22			89
	Balance, end of period	$	535		$	724
	[1]	Includes accelerated amortization of $352 and $2,374 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in the six months ended June 30, 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 six months ended June 30, 2013.

Separate_Accounts_Death_Benefi1

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Separate Accounts Disclosure [Abstract]	'
Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]	'
		GMDB/GMWB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	135			174
	Paid	(85		)	—
	Unlock	(90		)	5
	Liability balance as of September 30, 2014	$	809		$	1,981
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	78			179
	Paid	(66		)	—
	Unlock	(62		)	—
	Reinsurance recoverable asset, as of September 30, 2014	$	483		$	1,981
		GMDB/GMWB			UL Secondary
					Guarantees
	Liability balance as of January 1, 2013	$	944		$	363
	Incurred	150			240
	Paid	(125		)	—
	Unlock	(120		)	—
	Impact of reinsurance transactions (MassMutual and Prudential)	—			1,143
	Currency translation adjustment	(5		)	—
	Liability balance as of September 30, 2013	$	844		$	1,746
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	21
	Incurred	79			240
	Paid	(76		)	—
	Unlock	(73		)	—
	Impact of reinsurance transactions (MassMutual and Prudential)	—			1,485
	Reinsurance recoverable asset, as of September 30, 2013	$	538		$	1,746
Individual Variable Annuity Account Value by GMDB [Table Text Block]	'
	Account Value by GMDB 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	$	17,749		$	2,684	$	419	70
	With 5% rollup [2]	1,481			220		63		70
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,444			584		83		68
	With 5% rollup & EPB	552			115		25		71
	Total MAV	24,226			3,603		590
	Asset Protection Benefit (APB) [4]	15,890			263		175		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	646			7		7		67
	Reset [6] (5-7 years)	3,054			38		37		69
	Return of Premium [7] /Other	10,533			61		53		68
	Subtotal Variable Annuity with GMDB	54,349			3,972		862		69
	Less: General Account Value with GMDB	4,083
	Subtotal Separate Account Liabilities with GMDB	50,266
	Separate Account Liabilities without GMDB	86,040
	Total Separate Account Liabilities	$	136,306
	[1]	MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).
	[2]	Rollup 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 years or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The 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 years (adjusted for withdrawals).
	[7]	ROP GMDB is the greater of current AV or 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 represents NAR reduced for reinsurances. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]	'
	Asset type	September 30, 2014			December 31, 2013
	Equity securities (including mutual funds)	$	45,981		$	52,858
	Cash and cash equivalents	4,285			4,605
	Total	$	50,266		$	57,463

Sales_Inducements_Level_3_Tabl

Sales Inducements Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Deferred Sales Inducements [Abstract]	'
Deferred Sales Inducements [Table Text Block]	'
		Nine Months Ended September 30,
		2014			2013
	Balance, beginning of period	$	36		$	118
	Sales inducements deferred	—			—
	Amortization — Unlock charge [1]	(31		)	(3		)
	Amortization charged to income	(5		)	(6		)
	Amortization related to business dispositions [2]	—			(71		)
	Balance, end of period	$	—		$	38

Transactions_with_Affiliates_L1

Transactions with Affiliates Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Related Party Transactions [Abstract]	'
Schedule of Related Party Transactions [Table Text Block]	'
		Three Months Ended September 30,			Nine Months Ended September 30,
		2013			2014			2013
	Earned premiums	$	(7	)	$	(5	)	$	(25	)
	Net realized losses [1]	(323		)	(103		)	(1,250		)
	Total revenues	(330		)	(108		)	(1,275		)
	Benefits, losses and loss adjustment expenses	(2		)	(1		)	(7		)
	Insurance operating costs and other expenses	(194		)	(4		)	(1,016		)
	Total expenses	(196		)	(5		)	(1,023		)
	Loss before income taxes	(134		)	(103		)	(252		)
	Income tax benefit	(47		)	(36		)	(88		)
	Loss from continuing operations, net of tax	$	(87	)	$	(67	)	$	(164	)
	Income from discontinued operations, net of tax	3			—			1
	Net loss	$	(84	)	$	(67	)	$	(163	)

Restructuring_and_Other_Costs_1

Restructuring and Other Costs Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014
Restructuring Costs [Abstract]	'
Restructuring and Related Costs [Table Text Block]	'
		Three Months Ended September 30,							Nine Months Ended September 30,
		2014			2013				2014			2013
	Severance benefits and related costs	$	—		$	(4	)		$	2		$	2
	Professional fees	—			2				—			10
	Asset impairment charges	—			—				—			5
	Total restructuring and other costs	$	—		$	(2	)		$	2		$	17
Schedule of Restructuring Reserve by Type of Cost [Table Text Block]	'
		Nine Months Ended September 30, 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	2			—			—			—			2
	Payments/write-offs	(3		)	—			—			—			(3		)
	Balance, end of period	$	—		$	—		$	—		$	—		$	—
		Nine Months Ended September 30, 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	2			10			5			—			17
	Payments/write-offs	(29		)	(10		)	—			—			(39		)
	Balance, end of period	$	4		$	—		$	5		$	—		$	9

Discontinued_Operations_Tables

Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued operations in Condensed Consolidated Statements of Operations	'
		Three Months Ended September 30,			Nine Months Ended September 30,
		2013			2013
	Revenues
	Earned premiums	$	—		$	(2	)
	Fee income	—			8
	Net investment income
	Securities available-for-sale and other	(1		)	(3		)
	Equity securities, trading	—			138
	Total net investment income	(1		)	135
	Net realized capital losses	(7		)	(17		)
	Total revenues	(8		)	124
	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	(6		)	(39		)
	Total benefits, losses and expenses	(6		)	100
	Income (loss) before income taxes	(2		)	24
	Income tax expense (benefit)	(1		)	1
	Income (loss) from operations of discontinued operations, net of tax	(1		)	23
	Net realized capital loss on disposal, net of tax	—			(51		)
	Loss from discontinued operations, net of tax	$	(1	)	$	(28	)

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income Level 3 (Tables)	9 Months Ended
	Sep. 30, 2014													Sep. 30, 2013
Accumulated Other Comprehensive Income [Abstract]	'													'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'													'
														Three Months Ended September 30, 2013
		Net Unrealized Gain on Securities			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
	Beginning balance	$	1,066		$	80		$	—		$	1,146			Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
														Beginning balance	$	463		$	121		$	(64	)	$	520
	OCI before reclassifications	8			(14		)	(1		)	(7		)
														OCI before reclassifications	(92		)	1			62			(29		)
	Amounts reclassified from AOCI	(24		)	(1		)	—			(25		)
														Amounts reclassified from AOCI	8			(12		)	—			(4		)
	Net OCI	(16		)	(15		)	(1		)	(32		)
	Ending balance	$	1,050		$	65		$	(1	)	$	1,114		Net OCI	(84		)	(11		)	62			(33		)
	Nine months ended September 30, 2014													Ending balance	$	379		$	110		$	(2	)	$	487
														Nine Months Ended September 30, 2013
		Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments [1]			Foreign Currency Translation Adjustments [1]			Total AOCI [1]
	Beginning balance	$	495		$	79		$	—		574
															Net Unrealized Gain on Securities [1]			Net Gain (Loss) on Cash-Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI [1]
	OCI before reclassifications	552			4			(1		)	555			Beginning balance	$	1,752		$	258		$	(23	)	$	1,987
	Amounts reclassified from AOCI	3			(18		)	—			(15		)	OCI before reclassifications	(368		)	(76		)	21			(423		)
	Net OCI	555			(14		)	(1		)	540			Amounts reclassified from AOCI	(1,005		)	(72		)	—			(1,077		)
	Ending balance	$	1,050		$	65		$	(1	)	$	1,114		Net OCI	(1,373		)	(148		)	21			(1,500		)
														Ending balance	$	379		$	110		$	(2	)	$	487
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	'													'
	Reclassifications from AOCI consist of the following for the nine months ended September 30, 2014:													Reclassifications from AOCI consist of the following for the nine months ended September 30, 2013:
		Amount Reclassified from AOCI													Amount Reclassified from AOCI
														AOCI	Three months ended June 30, 2013			Six months ended June 30, 2013			Affected Line Item in the Condensed Consolidated Statement of Operations
	AOCI	Three months ended September 30, 2014			Nine months ended September 30, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations						Net Unrealized Gain on Securities
	Net Unrealized Gain on Securities													Available-for-sale securities [1]	$	(13	)	$	1,546		Net realized capital gains (losses)
	Available-for-sale securities	$	37		$	(4	)	Net realized capital gains (losses)
															(13		)	1,546			Total before tax
		37			(4		)	Total before tax
															(5		)	541			Income tax expense
		13			(1		)	Income tax expense
															$	(8	)	$	1,005		Net income
		$	24		$	(3	)	Net income
														Net Gains on Cash-Flow Hedging Instruments
	Net Gains on Cash-Flow Hedging Instruments													Interest rate swaps [2]	$	—		$	66		Net realized capital gains (losses)
	Interest rate swaps	$	(2	)	$	(1	)	Net realized capital gains (losses)
	Interest rate swaps	12			38			Net investment income						Interest rate swaps	14			43			Net investment income
	Foreign currency swaps	(9		)	(9		)	Net realized capital gains (losses)						Foreign currency swaps	4			2			Net realized capital gains (losses)
		1			28			Total before tax
															18			111			Total before tax
		—			10			Income tax expense
															6			39			Income tax expense
		$	1		$	18		Net income
															$	12		$	72		Net income
	Total amounts reclassified from AOCI	$	25		$	15		Net income
														Total amounts reclassified from AOCI	$	4		$	1,077		Net income

Basis_of_Presentation_and_Acco3

Basis of Presentation and Accounting Policies Level 4 (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2014	Mar. 31, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013
						Hartford Life Insurance K.K. [Member]	Before Tax [Member]	Before Tax [Member]
Effective Income Taxes [Line Items]	'	'	'	'	'	'	'	'
Deferred Tax Assets, Operating Loss Carryforwards	'	'	'	'	'	'	$3,307,000,000	$1,077,000,000
Fixed payout annuities obligation after sale	'	'	'	'	'	1,100,000,000	'	'
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	31,000,000	'	89,000,000	246,000,000	254,000,000	'	'	'
Dividends-received deduction	-31,000,000	'	-35,000,000	-83,000,000	-98,000,000	'	'	'
Foreign related investments	-2,000,000	'	-2,000,000	-7,000,000	-7,000,000	'	'	'
Other	1,000,000	'	0	1,000,000	-4,000,000	'	'	'
Income tax expense (benefit)	-1,000,000	'	52,000,000	157,000,000	145,000,000	'	'	'
Tax Credit Carryforward, Deferred Tax Asset	'	'	'	'	'	'	0	0
Dividend of cash and invested assets from HLAI to HLA	'	$800,000,000	'	'	'	'	'	'

Business_Dispositions_Level_4_

Business Dispositions Level 4 (Details) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2013

Dec. 31, 2013

Jan. 02, 2013

Sep. 30, 2013

Jan. 02, 2013

Sep. 30, 2013

Dec. 31, 2012

Jan. 02, 2013

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Hartford Life International Limited [Member]

Hartford Life International Limited [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Retirement [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Hartford Life Inc [Domain]

Net Income Impact [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Reinsurance Loss on Dispositions [Member]

Individual Life [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Individual Life [Member]

Disclosures by Disposal Groups [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal

'

'

'

$285,000,000

$45,000,000

'

'

$565,000,000

'

$0

'

'

$69,000,000

$0

$0

$0

$1,561,000,000

$634,000,000

$927,000,000

Policyholder Funds

'

'

'

'

'

'

9,200,000,000

'

8,300,000,000

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Disposition of Property Plant Equipment, Excluding Oil and Gas Property and Timber Property

'

'

0

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

Fees and Commissions

'

'

'

'

'

355,000,000

'

'

590,000,000

'

'

615,000,000

'

'

'

'

'

'

'

Goodwill, Impairment Loss

'

'

'

'

'

'

'

'

'

'

61,000,000

'

'

'

'

'

'

'

'

Goodwill, Written off Related to Sale of Business Unit

'

'

'

'

87,000,000

'

'

'

'

0

'

'

'

'

'

'

'

'

'

Separate Accounts, Liability

$136,306,000,000

$140,874,000,000

'

'

'

'

$26,300,000,000

'

$5,300,000,000

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurements_Level_3

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Other policyholder funds and benefits payable [Member]

Derivative Financial Instruments, Assets [Member]

Derivative Financial Instruments, Assets [Member]

Credit derivative [Member]

Credit derivative [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Embedded Derivative Financial Instruments [Member]

Embedded Derivative Financial Instruments [Member]

ABS [Member]

ABS [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [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]

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]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [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]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

International Program Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

Macro Hedge Program [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

GMWB Reinsurance [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Equity Linked Notes [Member]

Interim Period [Member]

Interim Period [Member]

Annual Period [Member]

Annual Period [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other policyholder funds and benefits payable [Member]

Derivative Financial Instruments, Assets [Member]

Derivative Financial Instruments, Assets [Member]

Credit derivative [Member]

Credit derivative [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Embedded Derivative Financial Instruments [Member]

Embedded Derivative Financial Instruments [Member]

ABS [Member]

ABS [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Other policyholder funds and benefits payable [Member]

Derivative Financial Instruments, Assets [Member]

Derivative Financial Instruments, Assets [Member]

Credit derivative [Member]

Credit derivative [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Embedded Derivative Financial Instruments [Member]

Embedded Derivative Financial Instruments [Member]

ABS [Member]

ABS [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Other policyholder funds and benefits payable [Member]

Derivative Financial Instruments, Assets [Member]

Derivative Financial Instruments, Assets [Member]

Credit derivative [Member]

Credit derivative [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Interest rate derivatives [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Embedded Derivative Financial Instruments [Member]

Embedded Derivative Financial Instruments [Member]

ABS [Member]

ABS [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Other policyholder funds and benefits payable [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [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]

Guaranteed Minimum Withdrawal Benefit [Member]

Level 1 [Member]

Level 2 [Member]

Level 3 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

JAPAN

JAPAN

JAPAN

JAPAN

JAPAN

JAPAN

JAPAN

JAPAN

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

U.S. [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Other policyholder funds and benefits payable [Member]

Level 1 [Member]

Level 2 [Member]

Level 3 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other policyholder funds and benefits payable [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Other policyholder funds and benefits payable [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

Other policyholder funds and benefits payable [Member]

Credit derivative [Member]

Equity derivative [Member]

Foreign exchange derivative [Member]

Interest rate derivatives [Member]

CMBS [Member]

CMBS [Member]

RMBS [Member]

RMBS [Member]

Other policyholder funds and benefits payable [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Level 1 [Member]

Level 2 [Member]

Level 3 [Member]

Other Investments [Member]

Other Liabilities [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [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]

Level 1 [Member]

Level 2 [Member]

Level 3 [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Liabilities [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]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Withdrawal Benefit [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [Member]

Other Investments [Member]

Other Investments [Member]

Other Liabilities [Member]

Other Liabilities [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 policyholder funds and benefits payable [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

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'

'

'

'

'

'

'

'

'

'

'

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'

'

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'

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'

'

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'

'

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'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Assets, Level 1 to Level 2 Transfers, Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$89,000,000

$78,000,000

$1,200,000,000

$232,000,000

'

'

'

'

'

'

'

'

Fair Value, Assets, Level 2 to Level 1 Transfers, Amount

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Assets accounted for at fair value on a recurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities, Debt Securities

25,576,000,000

28,163,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,108,000,000

1,129,000,000

1,176,000,000

1,448,000,000

1,903,000,000

2,347,000,000

16,022,000,000

16,917,000,000

617,000,000

1,177,000,000

997,000,000

965,000,000

1,965,000,000

2,431,000,000

1,788,000,000

1,749,000,000

149,000,000

1,077,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

0

0

0

0

0

0

0

0

0

149,000,000

1,077,000,000

23,272,000,000

24,515,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,018,000,000

1,021,000,000

810,000,000

1,020,000,000

1,753,000,000

1,987,000,000

15,320,000,000

16,127,000,000

591,000,000

1,139,000,000

945,000,000

916,000,000

1,196,000,000

1,633,000,000

1,639,000,000

672,000,000

2,155,000,000

2,571,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

90,000,000

108,000,000

366,000,000

428,000,000

150,000,000

360,000,000

702,000,000

790,000,000

26,000,000

38,000,000

52,000,000

49,000,000

769,000,000

798,000,000

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

150,000,000

360,000,000

769,000,000

798,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Marketable Securities, Fixed Maturities

299,000,000

791,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

203,000,000

613,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

96,000,000

178,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities, Equity

12,000,000

12,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

12,000,000

12,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities, Equity Securities

235,000,000

372,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

127,000,000

207,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

56,000,000

114,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

52,000,000

51,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Short-term investments

2,112,000,000

1,952,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

469,000,000

228,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,643,000,000

1,724,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Alternative Investments, Fair Value Disclosure

1,351,000,000

1,329,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

47,000,000

54,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

427,000,000

468,000,000

0

0

380,000,000

414,000,000

47,000,000

54,000,000

Reinsurance Recoverables

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

36,000,000

-465,000,000

0

0

0

0

36,000,000

-465,000,000

41,000,000

67,000,000

0

0

41,000,000

67,000,000

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Separate Account Assets

136,306,000,000

140,874,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

133,478,000,000

138,482,000,000

92,990,000,000

99,917,000,000

39,697,000,000

37,828,000,000

791,000,000

737,000,000

Assets, Fair Value Disclosure

162,361,000,000

170,114,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

93,747,000,000

101,441,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65,260,000,000

65,374,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,354,000,000

3,299,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities accounted for at fair value on a recurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total liabilities accounted for at fair value on a recurring basis

-691,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-677,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,421,000,000

'

'

'

'

'

0

'

'

'

'

'

-856,000,000

'

'

'

'

'

'

-565,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Assets (Liabilities), at Fair Value, Net

'

'

-79,000,000

-145,000,000

-272,000,000

-19,000,000

-9,000,000

-18,000,000

23,000,000

73,000,000

-14,000,000

-355,000,000

-22,000,000

57,000,000

-341,000,000

'

'

-610,000,000

-825,000,000

-2,000,000

-2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

0

0

0

0

0

0

0

0

0

0

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

32,000,000

-99,000,000

-10,000,000

-11,000,000

-7,000,000

21,000,000

73,000,000

-14,000,000

-355,000,000

-22,000,000

57,000,000

-314,000,000

-677,000,000

-856,000,000

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-79,000,000

-177,000,000

-173,000,000

-9,000,000

2,000,000

-11,000,000

2,000,000

0

0

0

0

0

-27,000,000

67,000,000

31,000,000

-2,000,000

-2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-594,000,000

11,000,000

18,000,000

-382,000,000

-319,000,000

'

0

0

0

0

0

'

0

7,000,000

16,000,000

-382,000,000

-295,000,000

'

'

-594,000,000

4,000,000

2,000,000

0

-24,000,000

'

'

'

'

-56,000,000

0

0

-56,000,000

-576,000,000

0

0

-576,000,000

-171,000,000

-198,000,000

0

0

-173,000,000

-139,000,000

2,000,000

-59,000,000

-96,000,000

-26,000,000

28,000,000

15,000,000

0

0

0

0

-9,000,000

42,000,000

-22,000,000

-63,000,000

-87,000,000

-68,000,000

50,000,000

78,000,000

-81,000,000

-109,000,000

53,000,000

30,000,000

0

0

0

0

0

0

0

0

-81,000,000

-109,000,000

53,000,000

30,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-23,000,000

0

0

-23,000,000

-18,000,000

0

0

-18,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Cash collateral liability

133,000,000

71,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

152,000,000

120,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivatives priced by valuation models

95.00%

97.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Separate Account Assets, at Carrying Value

$2,800,000,000

$2,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

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'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

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'

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'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurements_Level_4

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

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]

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]

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]

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]

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]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Withdrawal Utilization [Member]

Withdrawal Utilization [Member]

Withdrawal Utilization [Member]

Withdrawal Rates [Member]

Withdrawal Rates [Member]

Withdrawal Rates [Member]

Spread [Member]

Spread [Member]

Prepayment Rate [Member]

Prepayment Rate [Member]

Probability of Default [Member]

Probability of Default [Member]

Loss Severity [Member]

Loss Severity [Member]

Annuitizationutilization [Member]

Annuitizationutilization [Member]

Annuitizationutilization [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]

Short [Member]

Short [Member]

Short [Member]

Long [Member]

Long [Member]

Long [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

Residential Mortgage Backed Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Corporate Debt Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

Commercial Mortgage Backed Securities [Member]

US Macro Hedge Program [Member]

US Macro Hedge Program [Member]

Interest Rate Contract [Member]

Interest Rate Contract [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Income Approach Valuation Technique [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Non-Broker Priced [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]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Level 3 [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Equity options [Member]

Equity options [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Customized Swaps [Member]

Customized Swaps [Member]

Equity options [Member]

Equity options [Member]

US Macro Hedge Program [Member]

US Macro Hedge Program [Member]

Interest Rate Contract [Member]

Interest Rate Contract [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US Macro Hedge Program [Member]

US Macro Hedge Program [Member]

Interest Rate Contract [Member]

Interest Rate Contract [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

US GMWB Hedging Instruments [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

International program hedging instruments [Member]

Maximum [Member]

Minimum [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

RMBS [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Non-Broker Priced [Member]

Maximum [Member]

Minimum [Member]

Non-Broker Priced [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]

Equity options [Member]

Equity options [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Customized Swaps [Member]

Customized Swaps [Member]

Equity options [Member]

Equity options [Member]

Equity options [Member]

Equity options [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Customized Swaps [Member]

Customized Swaps [Member]

Equity options [Member]

Equity options [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Weighted Average [Member]

Weighted Average [Member]

Equity options [Member]

International program hedging instruments [Member]

International program hedging instruments [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

International program hedging instruments [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

International program hedging instruments [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Non-Broker Priced [Member]

Equity options [Member]

Equity options [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Fair Value Inputs, Assets, Quantitative Information [Line Items]

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Available-for-sale Securities, Debt Securities

$25,576

$28,163

$2,155

$2,571

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$149

$1,077

$23,272

$24,515

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$1,965

$2,431

$769

$798

$0

$0

$1,196

$1,633

$769

$798

$997

$965

$52

$49

$0

$0

$945

$916

$31

$29

$16,022

$16,917

$702

$790

$0

$0

$15,320

$16,127

$323

$398

$1,903

$2,347

$150

$360

$0

$0

$1,753

$1,987

$150

$360

Derivative Assets (Liabilities), at Fair Value, Net

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$169

$139

($27)

($24)

$93

$74

$44

$72

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($66)

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($12)

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$48

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Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]

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Fair value measurements valuation techniques

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'Option model

'Option model

'Discounted  cash flows

'Discounted  cash flows

'Discounted  cash flows

'Discounted  cash flows

'Option model

'Option model

'

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'Discounted cash flows

'Discounted cash flows

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'Discounted cash flows

'Discounted cash flows

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'Discounted cash flows

'Discounted cash flows

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'Discounted cash flows

'Discounted cash flows

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'Option model

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'Option model

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'Option model

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Fair value measurements significant assumptions

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'Equity volatility

'Equity volatility

'Swap curve  beyond 30 years

'Swap curve  beyond 30 years

'Equity volatility

'Equity volatility

'Equity volatility

'Equity volatility

'

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'

'

'

'

'

'

'

'

'

'

'Spread (encompasses prepayment, default risk and loss severity)

'Spread (encompasses prepayment, default risk and loss severity)

'

'

'

'

'

'

'Spread

'Spread

'

'

'

'

'

'

'Spread

'Spread

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'Equity volatility

'

'

'

'

'

'

'

'

'

'

'

'

'Spread

'Spread

'Constant prepayment rate

'Constant prepayment rate

'Constant default rate

'Constant default rate

'Loss severity

'Loss severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'Interest rate volatility

'

'

'Interest rate volatility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Assumptions, Expected Volatility Rate

'

'

'

'

'

'

'

'

'

'

'

'

24.00%

31.00%

'

'

50.00%

50.00%

32.00%

29.00%

23.00%

24.00%

'

'

10.00%

10.00%

20.00%

21.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

37.00%

29.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.00%

0.00%

'

1.00%

1.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Measurements, Unobservable Swap Curve

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3.00%

4.00%

'

'

'

'

'

'

3.00%

4.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

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'

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'

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'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Measurements, Sensitivity Analysis, Description

'

'

'

'

'Increase

'Increase

'Increase

'Increase

'Increase

'Increase

'

'Increase

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'Decrease

'Decrease

'

'

'

'

'

'

'Decrease

'Decrease

'

'

'

'

'

'

'Decrease

'Decrease

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'Increase

'

'

'

'

'

'

'Increase

'

'

'Increase

'

'

'Decrease

'Decrease

'Decrease [4]

'Decrease [4]

'Decrease

'Decrease

'Decrease

'Decrease

'Increase

'

'

'Decrease

'

'

'Increase

'

'

'Increase

'

'

'

'

'Decrease

'

'

'Increase

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs Counterparty Credit Risk

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2457.00%

2511.00%

48.00%

99.00%

308.00%

446.00%

'

'

697.00%

5594.00%

75.00%

119.00%

244.00%

332.00%

'

'

'

'

'

'

'

'

'

'

1475.00%

'

1748.00%

50.00%

'

62.00%

141.00%

'

245.00%

0.25%

0.25%

0.01%

0.00%

0.04%

0.03%

0.56%

0.07%

0.01%

0.01%

0.03%

0.02%

'

'

'

'

'

'

0.17%

0.15%

0.01%

0.01%

0.02%

0.01%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs Treasury Yield

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

193.00%

184.00%

193.00%

184.00%

193.00%

184.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.02%

0.02%

0.02%

0.02%

0.02%

0.02%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Prepayment Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.00%

10.00%

'

0.00%

0.00%

'

3.00%

3.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Probability of Default

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

15.00%

22.00%

'

1.00%

1.00%

'

8.00%

8.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Loss Severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100.00%

100.00%

'

0.00%

0.00%

'

77.00%

80.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurements_Level_5

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013	Dec. 31, 2012
Derivative [Member]	'	'		'		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	($4)		$9		($29)		'	'	'	'
Other Contract [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	0		'		0		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	'	0		'		0		'	'	-20	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0		'		0		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	0		'		0		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	0		'		0		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	20		'		20		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	0		'		-20		'	'	'	'
International [Member] | Designated as Hedging Instrument [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	-47		17		-75		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	0	-171		0		-171		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0		0		0		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	42		-5		54		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	-28		33		28		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	0		0		0		'	'	'	'
Reinsurance Recoverables [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	2	-399		428		-1,405		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	36	-97		36		-97		31	-467	225	1,081
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		-12		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	2	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	-399	[1],[2]	428	[1],[2]	-1,405	[1],[2]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	3	77		75		239		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
Liabilities Held for Sale [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	0		'		15		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	'	-31		'		-31		'	'	-28	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	'	-2		'		15		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	-1		'		3		'	'	'	'
Assets Held-for-sale [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	5		'		3		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	'	8		'		8		'	'	5	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		12		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	5	[1],[2]	'		3	[1],[2]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	-2		'		-7		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
White River Life Reinsurance [Member] | Reinsurance Recoverables [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'		'		'		'	'	'	'
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, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	6	[1],[2]	'		-164	[1],[2]	'	'	'	'
White River Life Reinsurance [Member] | Other Policyholder Funds and Benefits Payable [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'	'		'		'		'	'	'	'
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, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	-9	[1],[3],[4]	'		197	[1],[3],[4]	'	'	'	'
Net Income Impact [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Reinsurance Recoverables	'	0		'		0		'	'	'	'
Fair Value, Inputs, Level 3 [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	3		6		15		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		0		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	813	820		737		583		'	'	'	'
Total realized/unrealized gains (losses) included in net income	4	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	-9	[1]	8	[1]	7	[1]	'	'	'	'
Purchases	33	-19		298		240		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-1	'		-2		-1		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-56	-35		-219		-66		'	'	'	'
Fair value, Ending Balance	791	735		791		735		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	1	35		5		39		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-3	-57		-36		-67		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Limited Partnerships and Other Alternative Investments [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	0	-10		-17		-8		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	36	174		54		150		'	'	'	'
Total realized/unrealized gains (losses) included in net income	0	'		'		-8		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	-10		-17		'		'	'	'	'
Purchases	11	17		26		59		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0		0		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	'	0		-12		-9		'	'	'	'
Fair value, Ending Balance	47	161		47		161		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	'	0		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	'	-20		-4		-31		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	-1		19		28		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	138	197		178		199		'	'	'	'
Total realized/unrealized gains (losses) included in net income	'	-1		14		8		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Purchases	4	3		14		12		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	'	'		-3		-1		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-46	-1		-107		-22		'	'	'	'
Fair value, Ending Balance	96	196		96		196		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	'	'		'		3		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	'	-2		'		-3		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Interest Rate Contract [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	1		-1		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-27	-26		-27		-26		0	-24	-51	-57
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	-1	1		-3		5		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	24		'		26		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	-26	'		'		'		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Equity Contract [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	'	-5		'		-21		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	2	20		2		20		2	2	25	45
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	'	-6		'		-23		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	0	[5]	0	[5]	-3	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	1		'		1		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Credit Risk Contract [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	-1	'		-3		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-2	3		-2		3		0	2	3	4
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	-2	'		-4		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	0	[5]	0	[5]	-1	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	-1	'		-1		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	1	'		1		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Other Contract [Member] | Limited Partnerships and Other Alternative Investments [Member]	'	'		'		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Other Contract [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	51	-201		-36		-528		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	244	226		244		226		219	204	379	722
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	48	-218		-17		-605		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	41	[5]	2	[5]	49	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	2	8		21		6		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	1	16		34		74		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	-26	'		'		-20		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | International [Member] | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	'	'		'		'		'	-61	-116	-75
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	'	-65		24		-149		'	'	'	'
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	-37	668		633		2,133		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-56	-1,053		-56		-1,053		2	-576	-1,676	-3,119
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		43		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	-37	668		633		2,133		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	-21	-45		-113		-110		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	-4		-1		-7		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	52	62		51		55		'	'	'	'
Total realized/unrealized gains (losses) included in net income	'	-4		-1		-8		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		2		6		'	'	'	'
Purchases	'	'		'		7		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	'	0	[5]	0	[5]	-2	[5]	'	'	'	'
Fair value, Ending Balance	52	58		52		58		'	'	'	'
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	'	'		'		'		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	-2	-10		-12		-18		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	2,271	3,220		2,571		4,169		'	'	'	'
Total realized/unrealized gains (losses) included in net income	10	-13		21		18		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-6	38		32		184		'	'	'	'
Purchases	119	81		334		237		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-178	-110		-335		-327		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-84	-70		-279		-963		'	'	'	'
Fair value, Ending Balance	2,155	3,115		2,155		3,115		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	99	31		254		143		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-76	-62		-443		-346		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Asset-backed Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	'		'		-4		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	51	169		108		238		'	'	'	'
Total realized/unrealized gains (losses) included in net income	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-1	1		2		16		'	'	'	'
Purchases	8	5		32		21		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	'	-1		-1		-5		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	'	'		-11		-83		'	'	'	'
Fair value, Ending Balance	90	173		90		173		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	71	'		71		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-39	-1		-111		-14		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	-4		-1		-5		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	775	971		798		1,133		'	'	'	'
Total realized/unrealized gains (losses) included in net income	2	-2		11		27		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	3	-3		4		34		'	'	'	'
Purchases	87	29		229		61		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-31	-36		-92		-104		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-67	-39		-149		-231		'	'	'	'
Fair value, Ending Balance	769	920		769		920		'	'	'	'
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	'	'		-32		'		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	'		'		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	52	109		49		169		'	'	'	'
Total realized/unrealized gains (losses) included in net income	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	-1		4		-10		'	'	'	'
Purchases	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	'	'		-1		-51		'	'	'	'
Fair value, Ending Balance	52	108		52		108		'	'	'	'
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	'	'		'		'		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Foreign Government Debt Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	'		-1		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	29	44		38		34		'	'	'	'
Total realized/unrealized gains (losses) included in net income	'	'		-1		1		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		4		-5		'	'	'	'
Purchases	'	3		1		27		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-1	-1		-3		-3		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-2	'		-13		-6		'	'	'	'
Fair value, Ending Balance	26	46		26		46		'	'	'	'
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	'	'		'		-2		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Corporate Debt Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	-2	-2		-9		-4		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	733	813		790		1,340		'	'	'	'
Total realized/unrealized gains (losses) included in net income	-2	-2		-8		12		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-4	5		21		-18		'	'	'	'
Purchases	9	23		54		68		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-15	-2		-33		-65		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-3	-3		-61		-300		'	'	'	'
Fair value, Ending Balance	702	841		702		841		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	21	26		128		85		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-37	-19		-189		-281		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	-4		-1		-5		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	246	485		360		532		'	'	'	'
Total realized/unrealized gains (losses) included in net income	-1	-9		8		-11		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	33		-5		66		'	'	'	'
Purchases	15	17		18		30		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-117	-20		-165		-65		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	'	-28		-23		-97		'	'	'	'
Fair value, Ending Balance	150	470		150		470		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	7	5		7		35		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	'	-13		-50		-20		'	'	'	'
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Collateralized Debt Obligations [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)	'	'		'		'		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair value, Beginning Balance	385	629		428		723		'	'	'	'
Total realized/unrealized gains (losses) included in net income	11	'		11		-11		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-4	3		2		101		'	'	'	'
Purchases	'	4		'		30		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-14	-50		-41		-85		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-12	'		-21		-195		'	'	'	'
Fair value, Ending Balance	366	557		366		557		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	'	'		48		23		'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	'	-29		-61		-29		'	'	'	'
US Macro Hedge Program [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	11	-39		-14		-136		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	134	181		134		181		120	139	209	286
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	11	-39		-14		-139		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	3	11		9		34		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES | Derivative [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	41	-111		-35		-296		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	137	219		137		219		97	146	329	519
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	40	-109		-20		-299		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	'	0	[5]	0	[5]	0	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	'	-1	[5]	7	[5]	-1	[5]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	'	'		4		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	'	'		'		'		'	'	'	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	-38	667		628		2,128		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-79	-1,066		-79		-1,066		-20	-594	-1,688	-3,127
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		43		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	-38	667		628		2,128		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	-21	-45		-113		-110		'	'	'	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Liabilities Held for Sale [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		-43		'	'	'	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	0	0		0		1		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-2	-1		-2		-1		-2	-2	-1	-2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		0		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	0	0		0		1		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0		0		0		'	'	'	'
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]	'	'		'		'		'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	-1	-1		-5		-5		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-23	-13		-23		-13		-22	-18	-12	-8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers, Net	'	'		'		0		'	'	'	'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'	'		'		'		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	-1	-1		-5		-5		'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	$0	$0		$0		$0		'	'	'	'
[1]	[3]All amounts are before income taxes and amortization of DAC.
[2]	Includes fair value of reinsurance recoverables of approximately $148 as of September 30, 2013 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]	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.
[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.

Fair_Value_Measurements_Level_6

Fair Value Measurements Level 4 Credit Standing Adjustments and Behavior Risk Margin (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	($65)	($2)	$822	($1,155)	'
Behavior Risk Margin	77	'	77	'	32
Credit standing adjustment assumption net of reinsurance [Member]	'	'	'	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	2	0	41	0	'
Behavior Risk Margin Update Due to Underlying Fund Performance [Member] | GMWB Derivatives, Net [Member]	'	'	'	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-9	0	2	0	'
Gain (Loss) Due to Changes in Assumptions [Member] | GMWB Derivatives, Net [Member]	'	'	'	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	$31	$40	$31	$40	'

Fair_Value_Measurements_Level_7

Fair Value Measurements Level 4 Pricing Controls and Broker Inputs to Valuation (Details)	Sep. 30, 2014	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'	'
Derivatives priced by valuation models	95.00%	97.00%

Fair_Value_Measurements_Level_8

Fair Value Measurements Level 4 Fair Value Option (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	($5)	$9	$31	($86)	'
Fair value of assets accounted for using fair value option	299	'	299	'	791
Asset-backed Securities [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Fair value of assets accounted for using fair value option	13	'	13	'	3
Corporate Debt Securities [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	-5	1	-2	-12	'
Fair value of assets accounted for using fair value option	98	'	98	'	84
Collateralized Debt Obligations [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	17	3	'
Fair value of assets accounted for using fair value option	78	'	78	'	167
Commercial Mortgage Backed Securities [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Fair value of assets accounted for using fair value option	15	'	15	'	8
Foreign Government Debt Securities [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	0	8	16	-77	'
Fair value of assets accounted for using fair value option	4	'	4	'	494
Municipal Bonds [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Fair value of assets accounted for using fair value option	2	'	2	'	1
Residential Mortgage Backed Securities [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	0	0	'
Fair value of assets accounted for using fair value option	87	'	87	'	9
US Treasury and Government [Member]	'	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'
Fair value of assets accounted for using fair value option	$2	'	$2	'	$25

Fair_Value_Measurements_Level_9

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets	$193,536	$202,715
Assets, Fair Value Disclosure	162,361	170,114
Liabilities	184,486	194,476
Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets, Fair Value Disclosure	3,354	3,299
Mortgage Loans on Real Estate [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets	3,284	3,470
Mortgage Loans on Real Estate [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets, Fair Value Disclosure	3,397	3,519
Policy Loans [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets	1,424	1,416
Policy Loans [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Assets, Fair Value Disclosure	1,424	1,476
Other Policyholder Funds and Benefits Payable [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Liabilities	7,083	8,955
Other Policyholder Funds and Benefits Payable [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Financial Liabilities Fair Value Disclosure	7,263	9,153
Embedded Derivative Financial Instruments [Member] | Reported Value Measurement [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Liabilities	68	82
Embedded Derivative Financial Instruments [Member] | Estimate of Fair Value Measurement [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Financial Liabilities Fair Value Disclosure	$68	$82

Reinsurance_Level_4_Reinsuranc

Reinsurance Level 4 Reinsurance Recoverables (Details) (USD $)

3 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Life Annuity Accident and Health Insurance Product Line [Member]

Life Annuity Accident and Health Insurance Product Line [Member]

Retirement Plans and Individual Life Businesses [Member]

Retirement Plans and Individual Life Businesses [Member]

Retirement Plans [Member]

Individual Life [Member]

Individual Life [Member]

Continuing Operations [Member]

Continuing Operations [Member]

Life and Annuity Insurance Product Line [Member]

Life and Annuity Insurance Product Line [Member]

Mass Mutual [Member]

Prudential [Member]

Life Annuity Accident and Health Insurance Product Line [Member]

Life Annuity Accident and Health Insurance Product Line [Member]

Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

Life Insurance Recoveries on Ceded Reinsurance Contracts

$198,000,000

$0

$614,000,000

$0

'

'

'

'

'

'

'

'

'

Reinsurance Effect on Claims and Benefits Incurred, Amount Ceded

'

0

5,000,000

0

'

'

'

'

'

'

'

'

'

Reinsurance Recoverables

'

'

'

'

19,882,000,000

19,794,000,000

18,426,000,000

18,969,000,000

8,600,000,000

'

9,800,000,000

1,456,000,000

825,000,000

Fair Value of Assets Held in Trust

'

'

'

'

'

'

'

'

$9,500,000,000

'

$0

'

'

Percentage of Stockholders' Equity to Credit Concentration Risk

'

'

'

'

'

'

'

'

'

18.00%

'

'

'

Percentage of Reinsurance Recoverable to Stockholders' Equity

10.00%

'

10.00%

'

'

'

'

'

'

'

'

'

'

Investments_and_Derivative_Ins3

Investments and Derivative Instruments Level 4 Net Realized Capital Gains (Losses) (Details) (USD $)	3 Months Ended				9 Months Ended
	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Gain on Derivative Instruments, Pretax	$56,000,000	[1]	$50,000,000	[1]	$218,000,000	[1]	$1,723,000,000	[1]
Loss on Derivative Instruments, Pretax	8,000,000		47,000,000		203,000,000		145,000,000
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	'		16,000,000		20,000,000		32,000,000
Periodic Net Coupon Settlements on Credit Derivatives	1,000,000		3,000,000		10,000,000		-2,000,000
Results of Variable Annuity Hedge Program	'		'		2,000,000		37,000,000
Aggregate Results of Variable Annuity Hedge Program	18,000,000		81,000,000		-124,000,000		-634,000,000
Gain (Loss) on Reinsurance Recoverables	0		226,000,000		579,000,000		837,000,000
Gain (Loss) on Coinsurance and Modified Coinsurance Reinsurance Contracts	8,000,000		-322,000,000		402,000,000		-1,023,000,000
Other Net Realized Capital Gains Losses	-15,000,000	[2]	-8,000,000	[2]	-250,000,000	[2]	77,000,000	[2]
Realized Investment Gains (Losses)	50,000,000		-41,000,000		594,000,000		797,000,000
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	60,000,000		-25,000,000		614,000,000		-732,000,000
Derivative, Gain (Loss) on Derivative, Net	-65,000,000		-2,000,000		822,000,000		-1,155,000,000
Proceeds from Sale of Available-for-sale Securities	2,600,000,000		3,500,000,000		8,200,000,000		12,300,000,000
UNITED STATES	'		'		'		'
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Results of Variable Annuity Hedge Program	18,000,000		153,000,000		'		'
UNITED STATES | GMWB Derivatives, Net [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Results of Variable Annuity Hedge Program	6,000,000		203,000,000		15,000,000		219,000,000
UNITED STATES | Macro Hedge Program [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Results of Variable Annuity Hedge Program	12,000,000		-50,000,000		-13,000,000		-182,000,000
International [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Results of Variable Annuity Hedge Program	0	[3]	-72,000,000	[3]	-126,000,000	[3]	-671,000,000	[3]
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Foreign Currency Transaction Gain (Loss), before Tax	'		6,000,000		-2,000,000		-45,000,000
Retirement Plans and Individual Life Businesses [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Gain (Loss) on Derivative Instruments, Net, Pretax	'		'		71,000,000		'
Fixed Annuity Hedging Instruments [Member] | JAPAN	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain	'		-19,000,000		-51,000,000		222,000,000
Derivative, Gain (Loss) on Derivative, Net	0	[4]	6,000,000	[4]	22,000,000		-150,000,000
Three Win Related Foreign Currency Swaps [Member] | JAPAN	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain	83,000,000		-16,000,000		38,000,000		173,000,000
Derivative, Gain (Loss) on Derivative, Net	0		-8,000,000		-14,000,000		-4,000,000
Change in value of derivatives and Japan FVO securities [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Foreign Currency Transaction Gain (Loss), before Tax	'		11,000,000		37,000,000		-226,000,000
White River Life Reinsurance [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Loss on Contract Termination	'		'		213,000,000		'
Mortgage Loans on Real Estate [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Table [Abstract]	'		'		'		'
Valuation Allowances and Reserves, Adjustments	0		0		4,000,000		0
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	'		-13,000,000		'		1,546,000,000
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Retirement Plans and Individual Life Businesses [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	'		'		'		1,500,000,000
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'		'		'		'
Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'		'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	$37,000,000		($13,000,000)		($4,000,000)		$1,500,000,000
[1]	Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013.
[2]	Other, net gains and losses include transactional foreign currency revaluation gains (losses) on the Japan fixed payout annuity liabilities reinsured from HLIKK and gains (losses) on non-qualifying derivatives used to hedge the foreign currency exposure of the liabilities. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $83 and $38, respectively, for the three and nine months ended September 30, 2014, and $(16) and $173, respectively, for the three and nine months ended September 30, 2013. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(86) and $(58), respectively, for the three and nine months ended September 30, 2014, and $0 and $(184), respectively, for the three and nine months ended September 30, 2013. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the nine months ended September 30, 2013. Also includes for the nine months ended September 30, 2014 a loss of $213 related to the recapture of the GMIB/GMAB/GMWB reinsurance contracts, which is offset by gains on the termination of the embedded derivative reflected in the GMIB/GMAB/GMWB reinsurance line.
[3]	Includes for the three and nine months ended September 30, 2013 the transactional foreign currency re-valuation gains (losses) of $6 and $(45),
[4]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(51) for the nine months ended September 30, 2014, and $(19) and $222, respectively, for th

Reinsurance_Level_4_Reinsuranc1

Reinsurance Level 4 Reinsurance Revenues (Details) (Life Annuity Accident and Health Insurance Product Line [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Life Annuity Accident and Health Insurance Product Line [Member]	'	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Gross Fee Income Earned Premium and Other Life	$794	$889	$2,435	$2,556
Assumed Premiums Earned	18	18	55	53
Ceded Premiums Earned	464	477	1,582	1,389
Net Fee Income Earned Premium and Other Life	$348	$430	$908	$1,220

Investments_and_Derivative_Ins4

Investments and Derivative Instruments Level 4 Other-Than-Temporary Impairment Losses (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other-Than-Temporary Impairment Losses [Line Items]	'	'	'	'
Balance as of beginning of period	($351)	($699)	($410)	($813)
Additions for credit impairments recognized on securities not previously impaired	0	0	-3	-8
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	2	3	8	3
Securities that matured or were sold during the period	48	34	107	152
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	0	2	0	2
Securities due to an increase in expected cash flows	4	7	13	11
Balance as of end of period	($301)	($659)	($301)	($659)

Investments_and_Derivative_Ins5

Investments and Derivative Instruments Level 4 Available-for-Sale Securities (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
	Security
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	$23,852		$27,550
Available-for-sale Securities, Gross Unrealized Gain	2,157		1,562
Available-for-sale Securities, Gross Unrealized Loss	-197		-576
Available-for-sale Securities	25,811		28,535
Available-for-sale Securities Non Credit OTTI	-6	[1]	-14	[1]
Available-for-sale Securities, Amortized Cost	'		'
One year or less, amortized cost	1,060		1,615
Over one year through five years, amortized cost	4,906		5,328
Over five years through ten years, amortized cost	3,479		4,319
Over ten years, amortized cost	8,213		8,668
Subtotal, amortized cost	17,658		19,930
Mortgage-backed and asset-backed securities, amortized cost	5,955		7,258
Available-for-sale Securities, Fair Value	'		'
One year or less, fair value	1,075		1,639
Over one year through five years, fair value	5,213		5,535
Over five years through ten years, fair value	3,644		4,481
Over ten years, fair value	9,492		9,153
Subtotal, fair value	19,424		20,808
Mortgage-backed and asset-backed securities, fair value	6,152		7,355
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis	23,613		27,188
Total fixed maturities, AFS, fair value	25,576		28,163
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,565		6,743
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,522		6,532
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-43		-211
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	2,646		3,806
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	2,491		3,440
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-154		-365
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	5,211		10,549
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	5,013		9,972
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-197		-576
Number of Securities Included in AFS Securities in Unrealized Loss Position	1,826		'
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost	94.00%		'
Securities Depressed to Cost or Amortized Cost Lower Limit	20.00%		'
Available-for-sale Securities, Maturity of Securities Included in Continuous Loss Position, Minimum	'10 years		'
Asset-backed Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	1,122		1,172
Available-for-sale Securities, Gross Unrealized Gain	19		13
Available-for-sale Securities, Gross Unrealized Loss	-33		-56
Available-for-sale Securities	1,108		1,129
Available-for-sale Securities Non Credit OTTI	-1	[1]	-2	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	1,108		1,129
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	258		288
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	257		286
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1		-2
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	348		418
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	316		364
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-32		-54
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	606		706
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	573		650
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-33		-56
Collateralized Debt Obligations [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	1,102	[2]	1,392	[2]
Available-for-sale Securities, Gross Unrealized Gain	97	[2]	98	[2]
Available-for-sale Securities, Gross Unrealized Loss	-22	[2]	-41	[2]
Available-for-sale Securities	1,176	[2]	1,448	[2]
Available-for-sale Securities Non Credit OTTI	0	[1],[2]	0	[1],[2]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	1,176		1,448
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	108	[3]	64	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	107	[3]	63	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1	[3]	-1	[3]
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	812	[3]	1,185	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	790	[3]	1,144	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-21	[3]	-40	[3]
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	920	[3]	1,249	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	897	[3]	1,207	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-22	[3]	-41	[3]
Commercial Mortgage Backed Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	1,814		2,275
Available-for-sale Securities, Gross Unrealized Gain	100		106
Available-for-sale Securities, Gross Unrealized Loss	-11		-34
Available-for-sale Securities	1,903		2,347
Available-for-sale Securities Non Credit OTTI	-3	[1]	-3	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	1,903		2,347
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	94		437
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	93		423
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1		-14
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	228		392
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	218		372
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-10		-20
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	322		829
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	311		795
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-11		-34
Corporate Debt Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	14,510		15,913
Available-for-sale Securities, Gross Unrealized Gain	1,599		1,196
Available-for-sale Securities, Gross Unrealized Loss	-87		-192
Available-for-sale Securities	16,022		16,917
Available-for-sale Securities Non Credit OTTI	-2	[1]	-6	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	16,022		16,917
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	1,466		2,449
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,435		2,360
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-31		-89
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	754		799
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	698		696
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-56		-103
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	2,220		3,248
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	2,133		3,056
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-87		-192
Foreign Government Debt Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	593		1,267
Available-for-sale Securities, Gross Unrealized Gain	32		27
Available-for-sale Securities, Gross Unrealized Loss	-8		-117
Available-for-sale Securities	617		1,177
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	617		1,177
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	128		542
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	126		501
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-2		-41
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	87		303
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	81		227
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-6		-76
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	215		845
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	207		728
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-8		-117
Municipal Bonds [Member]	'		'
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	68		508
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	67		475
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1		-33
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	20		99
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	18		83
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-2		-16
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	88		607
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	85		558
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-3		-49
US States and Political Subdivisions Debt Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	913		988
Available-for-sale Securities, Gross Unrealized Gain	87		26
Available-for-sale Securities, Gross Unrealized Loss	-3		-49
Available-for-sale Securities	997		965
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	997		965
Residential Mortgage Backed Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	1,917		2,419
Available-for-sale Securities, Gross Unrealized Gain	62		60
Available-for-sale Securities, Gross Unrealized Loss	-14		-48
Available-for-sale Securities	1,965		2,431
Available-for-sale Securities Non Credit OTTI	0	[1]	-3	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	1,965		2,431
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	146		922
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	145		909
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1		-13
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	268		475
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	255		440
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-13		-35
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	414		1,397
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	400		1,349
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-14		-48
US Treasury Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	1,642		1,762
Available-for-sale Securities, Gross Unrealized Gain	148		1
Available-for-sale Securities, Gross Unrealized Loss	-2		-14
Available-for-sale Securities	1,788		1,749
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value	'		'
Total fixed maturities, AFS, fair value	1,788		1,749
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	248		1,456
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	247		1,442
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-1		-14
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	23		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	22		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-1		0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	271		1,456
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	269		1,442
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-2		-14
Debt Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	23,613		27,188
Available-for-sale Securities, Gross Unrealized Gain	2,144		1,527
Available-for-sale Securities, Gross Unrealized Loss	-180		-551
Available-for-sale Securities	25,576		28,163
Available-for-sale Securities Non Credit OTTI	-6	[1]	-14	[1]
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,516		6,666
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,477		6,459
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-39		-207
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	2,540		3,671
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	2,398		3,326
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-141		-344
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	5,056		10,337
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	4,875		9,785
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	-180		-551
Equity Securities [Member]	'		'
Available-for-sale Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Amortized Cost Basis	239		362
Available-for-sale Securities, Gross Unrealized Gain	13		35
Available-for-sale Securities, Gross Unrealized Loss	-17		-25
Available-for-sale Securities	235		372
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Unrealized Loss Aging for AFS Securities, by Type [Abstract]	'		'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	49		77
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	45		73
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	-4		-4
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	106		135
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	93		114
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	-13		-21
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	155		212
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	138		187
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	($17)		($25)
[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 September 30, 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).
[3]	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).

Investments_and_Derivative_Ins6

Investments and Derivative Instruments Level 4 Concentration of Credit Risk (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
			JAPAN
Concentration of Credit Risk [Line Items]	'	'	'
Concentration Risk, Benchmark Description	'greater than 10% of the Company’s stockholder’s equity	'greater than 10% of the Company’s stockholder’s equity	'
Company's Largest Exposure To Concentration Of Credit Risk With A Single Issuer	'	'	$853
Company's Percentage Of Largest Exposure To Stockholders Equity	'	'	10.00%
Company's Percentage of Largest Exposure to Invested Assets	'	'	2.00%

Investments_and_Derivative_Ins7

Investments and Derivative Instruments Level 4 Mortgage Loans (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013	Dec. 31, 2013		Dec. 31, 2012
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Available-for-sale Securities, Amortized Cost Basis	$23,852		'	$27,550		'
Allowance for Loan and Lease Losses, Real Estate	16		'	12		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	3,284		'	3,470		'
Loan-to-value [Abstract]	'		'	'		'
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%		'	'		'
Available-for-sale Securities Mortgage Loans Percent	100.00%		'	100.00%		'
Agricultural [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	36		'	93		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	1.10%		'	2.70%		'
Commercial Loan [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Available-for-sale Securities, Amortized Cost Basis	3,300	[1]	'	3,482	[1]	'
Allowance for Loan and Lease Losses, Real Estate	16		12	12		14
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	3,284		'	3,470		'
Valuation Allowance [Abstract]	'		'	'		'
Valuation Allowances and Reserves, Charged to Cost and Expense	4		0	'		'
Valuation Allowances and Reserves, Deductions	0		2	'		'
Loan-to-value [Abstract]	'		'	'		'
Average Debt Service Coverage Ratio	2.36		'	2.23		'
Industrial Property [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	1,132		'	1,182		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	34.40%		'	34.10%		'
Lodging [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	26		'	27		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	0.80%		'	0.80%		'
Multifamily [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	522		'	576		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	15.90%		'	16.60%		'
Office [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	739		'	723		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	22.50%		'	20.80%		'
Retail [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	715		'	745		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	21.80%		'	21.50%		'
Other Property Type Mortgage [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	114		'	124		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	3.50%		'	3.50%		'
Allowance for Loan and Lease Losses [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	70		'	86		'
Assets Held-for-sale [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	'		'	53		'
Assets Held-for-sale [Member] | Commercial Loan [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Allowance for Loan and Lease Losses, Real Estate	'		'	3		'
LTV Greater Than 80% [Member] | Commercial Loan [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	25		'	35		'
Loan-to-value [Abstract]	'		'	'		'
Average Debt Service Coverage Ratio	1.15		'	1.15		'
LTV Between 65% to 80% [Member] | Commercial Loan [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	486		'	777		'
Loan-to-value [Abstract]	'		'	'		'
Average Debt Service Coverage Ratio	1.79		'	1.94		'
LTV Less Than 65% [Member] | Commercial Loan [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	2,773		'	2,658		'
Loan-to-value [Abstract]	'		'	'		'
Average Debt Service Coverage Ratio	2.48		'	2.34		'
East North Central [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	73		'	79		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	2.20%		'	2.30%		'
Middle Atlantic [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	282		'	255		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	8.60%		'	7.30%		'
Mountain [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	35		'	40		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	1.10%		'	1.20%		'
New England [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	146		'	163		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	4.40%		'	4.70%		'
Pacific [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	909		'	1,019		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	27.70%		'	29.40%		'
South Atlantic [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	541		'	548		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	16.50%		'	15.80%		'
West North Central [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	15		'	17		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	0.50%		'	0.50%		'
West South Central [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	125		'	144		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	3.80%		'	4.10%		'
Region Others [Member]	'		'	'		'
Mortgage Loans on Real Estate [Line Items]	'		'	'		'
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$1,158		'	$1,205		'
Loan-to-value [Abstract]	'		'	'		'
Available-for-sale Securities Mortgage Loans Percent	35.20%		'	34.70%		'
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.

Investments_and_Derivative_Ins8

Investments and Derivative Instruments Level 4 Variable Interest Entities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$164	$150
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	24	35
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	142	121
Collateralized Debt Obligations [Member] | Variable Interest Entity, Primary Beneficiary [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	3	12
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	3	13
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	0	0
Fixed Income Funds [Member] | Variable Interest Entity, Primary Beneficiary [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	158	134
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	20	20
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	140	119
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	3	4
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	1	2
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$2	$2

Investments_and_Derivative_Ins9

Investments and Derivative Instruments Level 4 Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]	'	'
Secured Debt, Repurchase Agreements	$0	'
Fair Value of Securities on Deposit	$14	$13

Recovered_Sheet1

Investments and Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) (USD $)	3 Months Ended				9 Months Ended
	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Mar. 31, 2013
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	$58,093,000,000		'		$58,093,000,000	'	$170,851,000,000	$170,851,000,000
Derivative, Fair Value, Net	-470,000,000		'		-470,000,000	'	-1,548,000,000	'
Invested Assets Suppoting Modco	1,000,000,000		'		1,000,000,000	'	1,300,000,000	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-65,000,000		-2,000,000		822,000,000	-1,155,000,000	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'	'	'	'
Financing Receivable, Allowance for Credit Losses, Recovery	0		'		11,000,000	'	'	'
Derivative Accrued Interest and Collateral Liabilities After Offsetting	'		'		'	'	5,100,000,000	'
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0		226,000,000		579,000,000	837,000,000	'	'
International Program Hedging Instruments [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0		-72,000,000		-126,000,000	-671,000,000	'	'
Interest Rate Swaps Caps Floors and Futures [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-2,000,000		2,000,000		-3,000,000	-6,000,000	'	'
Interest Rate Swap [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	4,700,000,000		'		4,700,000,000	'	4,500,000,000	'
Foreign Currency Swaps and Forwards [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0		-1,000,000		2,000,000	4,000,000	'	'
Credit Derivatives that Purchase Credit Protection [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	1,000,000		-1,000,000		-5,000,000	-10,000,000	'	'
Credit Derivatives that Assume Credit Risk [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-5,000,000		12,000,000		6,000,000	32,000,000	'	'
Equity Index Swaps and Options [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	3,000,000		-5,000,000		3,000,000	-21,000,000	'	'
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	8,000,000		-322,000,000		402,000,000	-1,023,000,000	'	'
International Program Hedging Instruments [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	0		'		0	'	57,025,000,000	'
Derivative, Fair Value, Net	0		'		0	'	-27,000,000	'
UNITED STATES | Macro Hedge Program [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	6,428,000,000		'		6,428,000,000	'	9,934,000,000	'
Derivative, Fair Value, Net	134,000,000		'		134,000,000	'	139,000,000	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	12,000,000		-50,000,000		-13,000,000	-182,000,000	'	'
UNITED STATES | GMWB Hedging Instruments [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	15,023,000,000		'		15,023,000,000	'	18,691,000,000	'
Derivative, Fair Value, Net	124,000,000		'		124,000,000	'	41,000,000	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	41,000,000		-174,000,000		-30,000,000	-714,000,000	'	'
UNITED STATES | GMWB Product Derivatives [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-37,000,000		451,000,000		54,000,000	1,099,000,000	'	'
UNITED STATES | GMWB Reinsurance [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	2,000,000		-74,000,000		-9,000,000	-166,000,000	'	'
UNITED STATES | Macro Hedge Program [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	6,428,000,000		'		6,428,000,000	'	9,934,000,000	'
Derivative, Fair Value, Net	134,000,000		'		134,000,000	'	139,000,000	'
UNITED STATES | Macro Hedge Program [Member] | Equity Option [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	6,028,000,000		'		6,028,000,000	'	9,934,000,000	'
Derivative, Fair Value, Net	134,000,000		'		134,000,000	'	139,000,000	'
UNITED STATES | GMWB Hedging Instruments [Member] | Customized Swaps [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	7,181,000,000		'		7,181,000,000	'	7,839,000,000	'
Derivative, Fair Value, Net	93,000,000		'		93,000,000	'	74,000,000	'
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Swap [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	3,815,000,000		'		3,815,000,000	'	6,615,000,000	'
Derivative, Fair Value, Net	-3,000,000		'		-3,000,000	'	-77,000,000	'
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Swaps, Options and Futures [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	4,027,000,000		'		4,027,000,000	'	4,237,000,000	'
Derivative, Fair Value, Net	34,000,000		'		34,000,000	'	44,000,000	'
JAPAN | Three Win Related Foreign Currency Swaps [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-86,000,000	[1]	0	[1]	-58,000,000	-184,000,000	'	'
JAPAN | Fixed Annuity Hedging Instruments [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]	'		'		'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	[2]	6,000,000	[2]	22,000,000	-150,000,000	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'	'	'	'
Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain	'		-19,000,000		-51,000,000	222,000,000	'	'
JAPAN | Macro Hedge Program [Member] | Foreign Exchange Option [Member]	'		'		'	'	'	'
GMWB/Macro/Int'l Hedging Instruments [Abstract]	'		'		'	'	'	'
Derivative, Notional Amount	400,000,000		'		400,000,000	'	0	'
Derivative, Fair Value, Net	0		'		0	'	0	'
Customized Diversified Portfolios [Member] | Basket Credit Default Swaps [Member]	'		'		'	'	'	'
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]	'		'		'	'	'	'
Amount of Customized Diversified Portfolios of Corporate Issuers	'		'		'	'	$478,000,000	'
[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $83 and $(16) for the three months ended September 30, 2014 and 2013, respectively and $38 and $173, for the nine months ended September 30, 2014 and 2013, respectively.
[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $(51) for the nine months ended September 30, 2014, and $(19) and $222, respectively, for th

Recovered_Sheet2

Investments and Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013		Mar. 31, 2013
In Millions, unless otherwise specified
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	$58,093		$170,851		$170,851
Derivative, Fair Value, Net	-470		-1,548		'
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	847		1,923		'
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	1,317		3,471		'
Derivative Asset, Fair Value, Gross Asset	770		1,510		'
Derivative Liability, Fair Value, Gross Liability	-1,235		-2,063		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	585		1,290		'
Derivative Accrued Interest and Collateral Assets After Offsetting	-40		-52		'
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	76		121		'
Offsetting Derivative Liabilities [Abstract]	'		'		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	-560		-1,308		'
Derivative Accrued Interest and Collateral Liabilities After Offsetting	-65		-70		'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-808		-826		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	109		99		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	133		71		'
Fixed Maturities [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative Asset, Fair Value, Gross Asset	0		0		'
Derivative Financial Instruments, Liabilities [Member]	'		'		'
Offsetting Derivative Liabilities [Abstract]	'		'		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	152		120		'
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	-610		-825		'
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	-145		-272		'
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	964		29,423		'
Derivative, Fair Value, Net	41		-427		'
Derivative Asset, Fair Value, Gross Asset	41		383		'
Derivative Liability, Fair Value, Gross Liability	0		-810		'
Non-qualifying Strategies [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	55,126		166,232		'
Derivative, Fair Value, Net	-473		-1,535		'
Derivative Asset, Fair Value, Gross Asset	820		1,870		'
Derivative Liability, Fair Value, Gross Liability	-1,293		-3,405		'
Credit Derivatives that Assume Credit Risk [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	1,009	[1]	1,507	[1]	'
Derivative, Fair Value, Net	8	[1]	27	[1]	'
Derivative Asset, Fair Value, Gross Asset	12	[1]	28	[1]	'
Derivative Liability, Fair Value, Gross Liability	-4	[1]	-1	[1]	'
Equity Index Swaps Options [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	140		131		'
Derivative, Fair Value, Net	-2		-2		'
Derivative Asset, Fair Value, Gross Asset	23		18		'
Derivative Liability, Fair Value, Gross Liability	-25		-20		'
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	0		11,999		'
Derivative, Fair Value, Net	0		-540		'
Derivative Asset, Fair Value, Gross Asset	0		0		'
Derivative Liability, Fair Value, Gross Liability	0		-540		'
International Program Hedging Instruments [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	0		57,025		'
Derivative, Fair Value, Net	0		-27		'
Derivative Asset, Fair Value, Gross Asset	0		649		'
Derivative Liability, Fair Value, Gross Liability	0		-676		'
Other Investments [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	12,236		40,564		'
Derivative, Fair Value, Net	145		272		'
Derivative Asset, Fair Value, Gross Asset	308		721		'
Derivative Liability, Fair Value, Gross Liability	-163		-449		'
Other Liabilities [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	22,008		62,599		'
Derivative, Fair Value, Net	-612		-827		'
Derivative Asset, Fair Value, Gross Asset	462		789		'
Derivative Liability, Fair Value, Gross Liability	-1,074		-1,616		'
Cash Flow Hedging Interest Rate Swaps [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	2,792		3,215		'
Derivative, Fair Value, Net	16		16		'
Derivative Asset, Fair Value, Gross Asset	24		49		'
Derivative Liability, Fair Value, Gross Liability	-8		-33		'
Cash Flow Hedges Foreign Currency Swaps [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	143		143		'
Derivative, Fair Value, Net	-13		-5		'
Derivative Asset, Fair Value, Gross Asset	3		2		'
Derivative Liability, Fair Value, Gross Liability	-16		-7		'
Cash Flow Hedging [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	2,935		3,358		'
Derivative, Fair Value, Net	3		11		'
Derivative Asset, Fair Value, Gross Asset	27		51		'
Derivative Liability, Fair Value, Gross Liability	-24		-40		'
Fair Value Hedging Interest Rate Swaps [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	32		1,261		'
Derivative, Fair Value, Net	0		-24		'
Derivative Asset, Fair Value, Gross Asset	0		2		'
Derivative Liability, Fair Value, Gross Liability	0		-26		'
Fair Value Hedging [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	32		1,261		'
Derivative, Fair Value, Net	0		-24		'
Derivative Asset, Fair Value, Gross Asset	0		2		'
Derivative Liability, Fair Value, Gross Liability	0		-26		'
Interest Rate Swaps Caps Floors and Futures [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	4,839		4,633		'
Derivative, Fair Value, Net	-335		-368		'
Derivative Asset, Fair Value, Gross Asset	258		123		'
Derivative Liability, Fair Value, Gross Liability	-593		-491		'
Foreign Currency Swaps and Forwards Non-qualifying as Hedges [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	82		118		'
Derivative, Fair Value, Net	-4		-4		'
Derivative Asset, Fair Value, Gross Asset	0		6		'
Derivative Liability, Fair Value, Gross Liability	-4		-10		'
Credit Derivatives that Purchase Credit Protection [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	224		243		'
Derivative, Fair Value, Net	-6		-4		'
Derivative Asset, Fair Value, Gross Asset	0		0		'
Derivative Liability, Fair Value, Gross Liability	-6		-4		'
Credit Derivatives in Offsetting Positions [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	2,210		3,501		'
Derivative, Fair Value, Net	-2		-3		'
Derivative Asset, Fair Value, Gross Asset	23		35		'
Derivative Liability, Fair Value, Gross Liability	-25		-38		'
Reinsurance Recoverables [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	4,808		33,931		'
Derivative, Fair Value, Net	77		-398		'
Derivative Asset, Fair Value, Gross Asset	77		413		'
Derivative Liability, Fair Value, Gross Liability	0		-811		'
Other Policyholder Funds and Benefits Payable [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	18,842		33,561		'
Derivative, Fair Value, Net	-79		-594		'
Derivative Asset, Fair Value, Gross Asset	0		0		'
Derivative Liability, Fair Value, Gross Liability	-79		-594		'
Fixed Maturities [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	199		196		'
Derivative, Fair Value, Net	-1		-1		'
Derivative Liability, Fair Value, Gross Liability	-1		-1		'
JAPAN | International Program Hedging Instruments [Member] | Other Liabilities [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	'		-198		'
JAPAN | International Program Hedging Instruments [Member] | Other Investments [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	'		-171		'
JAPAN | Three Win Related Foreign Currency Swaps [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	1,571		1,571		'
Derivative, Fair Value, Net	-411		-354		'
Derivative Asset, Fair Value, Gross Asset	0		0		'
Derivative Liability, Fair Value, Gross Liability	-411		-354		'
JAPAN | Fixed Annuity Hedging Instruments [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	0		1,436		'
Derivative, Fair Value, Net	0		-6		'
Derivative Asset, Fair Value, Gross Asset	0		88		'
Derivative Liability, Fair Value, Gross Liability	0		-94		'
UNITED STATES | GMWB Hedging Instruments [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	15,023		18,691		'
Derivative, Fair Value, Net	124		41		'
Derivative Asset, Fair Value, Gross Asset	257		333		'
Derivative Liability, Fair Value, Gross Liability	-133		-292		'
UNITED STATES | Macro Hedge Program [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	6,428		9,934		'
Derivative, Fair Value, Net	134		139		'
Derivative Asset, Fair Value, Gross Asset	170		178		'
Derivative Liability, Fair Value, Gross Liability	-36		-39		'
UNITED STATES | Macro Hedge Program [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	6,428		9,934		'
Derivative, Fair Value, Net	134		139		'
UNITED STATES | Macro Hedge Program [Member] | Other Liabilities [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	53		30		'
UNITED STATES | Macro Hedge Program [Member] | Other Investments [Member]	'		'		'
Offsetting Derivative Assets [Abstract]	'		'		'
Derivative Assets (Liabilities), at Fair Value, Net	-81		-109		'
UNITED STATES | GMWB Product Derivatives [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	18,792	[2]	21,512	[2]	'
Derivative, Fair Value, Net	-56	[2]	-36	[2]	'
Derivative Asset, Fair Value, Gross Asset	0	[2]	0	[2]	'
Derivative Liability, Fair Value, Gross Liability	-56	[2]	-36	[2]	'
UNITED STATES | GMWB Reinsurance [Member]	'		'		'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]	'		'		'
Derivative, Notional Amount	3,844		4,508		'
Derivative, Fair Value, Net	36		29		'
Derivative Asset, Fair Value, Gross Asset	36		29		'
Derivative Liability, Fair Value, Gross Liability	$0		$0		'
[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.

Recovered_Sheet3

Investments and Derivative Instruments Level 4 Cash Flow Hedges (Details) (USD $)

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Dec. 31, 2011

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Currency Swap [Member]

Currency Swap [Member]

Currency Swap [Member]

Currency Swap [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Net Realized Capital Gain (Loss) [Member]

Interest Income [Member]

Interest Income [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Currency Swap [Member]

Currency Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedging [Member]

Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net

'

'

($19)

$1

$8

($119)

($17)

($2)

$13

($128)

($2)

$3

($5)

$9

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net

'

'

3

0

2

-2

3

0

2

-2

0

0

0

0

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net

'

'

1

18

28

111

'

'

'

'

'

'

'

'

-2

-1

-9

-9

12

38

Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months

37

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum Gain Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring Net

'

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet4

Investments and Derivative Instruments Level 4 Fair Value Hedges (Details) (Fair Value Hedging [Member], USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Fair Value Hedges [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	$1	[1]	$1	[1]	($1)	[1]	$20	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	-1	[1]	8	[1]	2	[1]	-19	[1]
Gain (Loss) on Investments [Member] | Interest Rate Swap [Member]	'		'		'		'
Fair Value Hedges [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	1	[1]	0	[1]	-1	[1]	22	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	-1	[1]	9	[1]	2	[1]	-21	[1]
Gain (Loss) on Investments [Member] | Currency Swap [Member]	'		'		'		'
Fair Value Hedges [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	0	[1]	2	[1]	0	[1]	0	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	0	[1]	-2	[1]	0	[1]	0	[1]
Benefits, losses and loss adjustment expenses [Member] | Currency Swap [Member]	'		'		'		'
Fair Value Hedges [Line Items]	'		'		'		'
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	0	[1]	-1	[1]	0	[1]	-2	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	$0	[1]	$1	[1]	$0	[1]	$2	[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_Sheet5

Investments and Derivative Instruments Level 4 Credit Derivatives (Details) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Mar. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Credit [Member]

Standard Market Indices of Diversified Portfolios [Member]

Standard Market Indices of Diversified Portfolios [Member]

Single Name Credit Default Swaps [Member]

Single Name Credit Default Swaps [Member]

Single Name Credit Default Swaps [Member]

Single Name Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Embedded Credit Derivatives [Member]

Embedded Credit Derivatives [Member]

Basket Credit Default Swaps [Member]

Basket Credit Default Swaps [Member]

Corporate Credit of Foreign Government [Member]

Corporate Credit of Foreign Government [Member]

Corporate Credit [Member]

Corporate Credit [Member]

Corporate Credit [Member]

Corporate Credit [Member]

Corporate Credit [Member]

Corporate Credit [Member]

CMBS Credit [Member]

CMBS Credit [Member]

CMBS Credit [Member]

CMBS Credit [Member]

Corporate Credit [Member]

Corporate Credit [Member]

Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Below Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Investment Grade Risk Exposure [Member]

Credit Derivatives [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Notional Amount

$58,093,000,000

$170,851,000,000

$170,851,000,000

$2,114,000,000

[1],[2]

$3,258,000,000

[1],[2]

$267,000,000

[1]

$735,000,000

[1]

$6,000,000

[1]

$24,000,000

[1]

$1,244,000,000

[1],[3]

$1,912,000,000

[1],[3]

$20,000,000

[1],[3]

$87,000,000

[1],[3]

$352,000,000

[1],[3]

$235,000,000

[1],[3]

$75,000,000

[1],[3]

$115,000,000

[1],[3]

$150,000,000

[1]

$150,000,000

[1]

'

'

Derivative, Fair Value, Net

-470,000,000

-1,548,000,000

'

150,000,000

[2]

161,000,000

[2]

4,000,000

6,000,000

0

0

16,000,000

[3]

25,000,000

[3]

1,000,000

[3]

8,000,000

[3]

-6,000,000

[3]

-5,000,000

[3]

-11,000,000

[3]

-18,000,000

[3]

146,000,000

145,000,000

'

'

Derivative, Average Remaining Maturity

'

'

'

'

'

'3 years

'2 years

'3 years

'1 year

'3 years

[3]

'3 years

[3]

'5 years

[3]

'5 years

[3]

'5 years

[3]

'3 years

[3]

'2 years

[3]

'3 years

[3]

'3 years

'3 years

'

'

Underlying Referenced Credit Obligation Type

'

'

'

'

'

'Corporate Credit/ Foreign Gov.

[4]

'Corporate Credit/ Foreign Gov.

[4]

'Corporate Credit

[4]

'Corporate Credit

[4]

'Corporate Credit

[3],[4]

'Corporate Credit

[3],[4]

'Corporate Credit

[3],[4]

'Corporate Credit

[3],[4]

'CMBS Credit

[3],[4]

'CMBS Credit

[3],[4]

'CMBS Credit

[3],[4]

'CMBS Credit

[3],[4]

'Corporate Credit

[4]

'Corporate Credit

[4]

'

'

Average Credit Rating

'

'

'

'

'

'A-

[4]

'A

[4]

'B-

[4]

'CCC

[4]

'BBB+

[3],[4]

'BBB+

[3],[4]

'BB-

[3],[4]

'BB-

[3],[4]

'AA

[3],[4]

'A

[3],[4]

'CCC+

[3],[4]

'B-

[3],[4]

'A

[4]

'BBB+

[4]

'

'

Offsetting Notional Amount

'

'

'

1,105,000,000

[2],[5]

1,751,000,000

[2],[5]

163,000,000

[5]

592,000,000

[5]

4,000,000

[5]

25,000,000

[5]

683,000,000

[3],[5]

784,000,000

[3],[5]

0

[3],[5]

0

[3],[5]

180,000,000

[3],[5]

235,000,000

[3],[5]

75,000,000

[3],[5]

115,000,000

[3],[5]

0

[5]

0

[5]

'

'

Derivative, Fair Value, Amount Offset Against Collateral, Net

'

'

'

3,000,000

[2],[5]

9,000,000

[2],[5]

-3,000,000

[5]

-4,000,000

[5]

0

[5]

0

[5]

-7,000,000

[3],[5]

-10,000,000

[3],[5]

0

[3],[5]

0

[3],[5]

2,000,000

[3],[5]

5,000,000

[3],[5]

11,000,000

[3],[5]

18,000,000

[3],[5]

0

[5]

0

[5]

'

'

Credit Derivatives Footnote [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,700,000,000

$2,300,000,000

[1]

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.

[2]

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.

[3]

Includes $1.7 billion and $2.3 billion as of September 30, 2014 and December 31, 2013, respectively, of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

[4]

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.

[5]

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.

Recovered_Sheet6

Investments and Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) (USD $)	9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Derivative Collateral Arrangements [Line Items]	'	'	'
Security Owned and Pledged as Collateral, Fair Value	$11,000,000	'	$290,000,000
Cash Collateral Received	16,000,000	'	171,000,000
Securities Received as Collateral	76,000,000	'	121,000,000
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	76,000,000	'	117,000,000
Securities Received as Collateral, Amount Repledged and Sold	0	39,000,000	'
Cash Collateral for Loaned Securities, Collateral Received as Percentage of Securities Loaned, Minimum	95.00%	'	'
Fixed Maturities [Member]	'	'	'
Derivative Collateral Arrangements [Line Items]	'	'	'
Security Owned and Pledged as Collateral, Fair Value	$809,000,000	'	$865,000,000

Deferred_Policy_Acquisition_Co2

Deferred Policy Acquisition Costs and Present Value of Future Profits Level 4 (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Movement Analysis of Deferred Policy Acquisition Costs and Present Value of Future Profits [Roll Forward]	'	'	'	'
Balance, beginning of period, as currently reported	'	'	$689	$3,072
Deferred costs	'	'	12	10
Amortization of Deferred Charges	'	'	86	109
Amortization - DAC	-134	-147	-188	-218
Deferred Policy Acquisition Cost, Amortization Expense, Effect of Adjustments to Estimated Gross Profit	'	'	102	109
Deferred Policy Acquisition Cost, Unrealized Investment Gain (Loss)	'	'	-22	-89
Balance, end of period	535	724	535	724
Retirement Plans and Individual Life Businesses [Member]	'	'	'	'
Movement Analysis of Deferred Policy Acquisition Costs and Present Value of Future Profits [Roll Forward]	'	'	'	'
Amortization - DAC	'	'	0	-2,229
Individual Life [Member]	'	'	'	'
Movement Analysis of Deferred Policy Acquisition Costs and Present Value of Future Profits [Roll Forward]	'	'	'	'
Deferred Policy Acquisition Cost, Unrealized Investment Gain (Loss)	'	'	-349	'
Deferred Policy Acquisition Costs, Period Increase (Decrease)	'	'	-2,374	'
Retirement Plans [Member]	'	'	'	'
Movement Analysis of Deferred Policy Acquisition Costs and Present Value of Future Profits [Roll Forward]	'	'	'	'
Deferred Policy Acquisition Cost, Unrealized Investment Gain (Loss)	'	'	-148	'
Deferred Policy Acquisition Costs, Period Increase (Decrease)	'	'	($352)	'

Separate_Accounts_Death_Benefi2

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 4 (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Jun. 30, 2013
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Unlock	($102)	($109)	'	'
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	'	'	'	1,143
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	1,485	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	24,226	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	3,603	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	590	'	'	'
Separate Accounts, Liability	136,306	'	140,874	'
Schedule of Fair Value of Separate Accounts [Abstract]	'	'	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	50,266	'	57,463	'
Invested in Fixed Income Securities	18.00%	'	17.00%	'
Invested in Equity Securities	82.00%	'	83.00%	'
Guaranteed Minimum Death Benefit [Member]	'	'	'	'
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Liability, balance, beginning of period	849	944	'	'
Incurred	135	150	'	'
Paid	-85	-125	'	'
Unlock	90	120	'	'
Currency translation adjustment	'	-5	'	'
Liability balance, end of period	809	844	'	'
Reinsurance recoverable asset, beginning of period	533	608	'	'
Incurred	78	79	'	'
Paid	-66	-76	'	'
Reinsurance recoverable asset, end of period	483	538	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	4,083	'	'	'
Return of Premium ROP Other [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	10,533	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	61	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	53	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'68 years	'	'	'
Reset [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	3,054	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	38	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	37	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'69 years	'	'	'
Lifetime Income Benefit ("LIB") - Death Benefit [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	646	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	7	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	7	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'67 years	'	'	'
Asset Protection Benefit ("APB") [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	15,890	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	263	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	175	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'68 years	'	'	'
With Five Percent Rollup and EPB [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	552	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	115	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	25	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'71 years	'	'	'
With Earnings Protection Benefit Rider (EPB) [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	4,444	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	584	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	83	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'68 years	'	'	'
With Five Percent Rollup [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	1,481	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	220	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	63	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'70 years	'	'	'
MAV Only [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	17,749	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	2,684	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	419	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'70 years	'	'	'
Universal Life [Member] | Secondary Guarantees [Member]	'	'	'	'
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Liability, balance, beginning of period	1,802	363	'	'
Incurred	174	240	'	'
Paid	0	'	'	'
Unlock	-5	'	'	'
Currency translation adjustment	'	0	'	'
Liability balance, end of period	1,981	1,746	'	'
Reinsurance recoverable asset, beginning of period	1,802	21	'	'
Incurred	179	240	'	'
Paid	0	'	'	'
Reinsurance recoverable asset, end of period	1,981	1,746	'	'
Reinsurance Recoverables [Member] | Guaranteed Minimum Death Benefit [Member]	'	'	'	'
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Unlock	-62	-73	'	'
Reinsurance Recoverables [Member] | Universal Life [Member] | Secondary Guarantees [Member]	'	'	'	'
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Unlock	0	'	'	'
Equity Securities Including Mutual Funds [Member]	'	'	'	'
Schedule of Fair Value of Separate Accounts [Abstract]	'	'	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	45,981	'	52,858	'
Cash and Cash Equivalents [Member]	'	'	'	'
Schedule of Fair Value of Separate Accounts [Abstract]	'	'	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	4,285	'	4,605	'
UNITED STATES	'	'	'	'
Changes in the gross U.S. GMDB and UL secondary guarantee benefits	'	'	'	'
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	'	'	'	0
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	0	'	'
UNITED STATES | Guaranteed Minimum Death Benefit [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Net Amount at Risk by Product and Guarantee, General Account Value	54,349	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	3,972	'	'	'
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	862	'	'	'
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	'69 years	'	'	'
Separate Accounts, Liability	50,266	'	'	'
JAPAN | Guaranteed Minimum Death Benefit [Member]	'	'	'	'
Individual Variable Annuity Account Value by GMDB [Abstract]	'	'	'	'
Separate Accounts, Liability	$86,040	'	'	'

Sales_Inducements_Level_4_Deta

Sales Inducements Level 4 (Details) (USD $)	9 Months Ended				3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Mar. 31, 2013	Mar. 31, 2013
			Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans [Member]	Individual Life [Member]
Movement in Deferred Sales Inducements [Roll Forward]	'	'	'	'	'	'
Balance, beginning of period	$36	$118	'	'	'	'
Deferred Sales Inducements, Additions	0	0	'	'	'	'
Amortization Unlock	31	3	'	'	'	'
Deferred Sales Inducements, Adjustments	5	6	'	'	'	'
Deferred Sales Inducements, Amortization Expense	'	'	0	71	22	49
Balance, end of period	$0	$38	'	'	'	'

Commitments_and_Contingencies_1

Commitments and Contingencies Level 4 (Details) (USD $)	Sep. 30, 2014
In Millions, unless otherwise specified
Guarantor Obligations [Line Items]	'
Derivative, Net Liability Position, Aggregate Fair Value	$746
Collateral Already Posted, Aggregate Fair Value	839
GMWB Product Derivatives [Member]	'
Guarantor Obligations [Line Items]	'
Derivative Instrument, Collateral Payment, Preventing Termination	$42

Stock_Compensation_Plans_Level1

Stock Compensation Plans Level 4 (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'
Allocated Share-based Compensation Expense	$3	$2

Transactions_with_Affiliates_L2

Transactions with Affiliates Level 4 (Details) (USD $)

3 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Jun. 30, 2013

Jan. 02, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Apr. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Affiliated Entity [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Hartford Life Insurance K.K. [Member]

White River Life Reinsurance [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]

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]

White River Life Reinsurance [Member]

Hartford Life Insurance K.K. [Member]

HLAI [Member]

White River Life Reinsurance [Member]

White River Life Reinsurance [Member]

White River Life Reinsurance [Member]

White River Life Reinsurance [Member]

Guaranteed Minimum Income Benefit [Member]

Guaranteed Minimum Accumulation Benefit and Guaranteed Minimum Withdrawal Benefit [Member]

Guaranteed Minimum Death Benefit [Member]

Hartford Life Insurance K.K. [Member]

Hartford Life Liimited Ireland [Member]

Hartford Life Insurance K.K. [Member]

Related Party Transaction [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reinsurance Payable

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$129,000,000

'

'

'

'

'

'

Assumed Liability for Unpaid Claims and Claims Adjustment Expense

'

'

'

'

'

'

'

54,000,000

'

54,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Assumed Premiums Earned

'

'

'

'

'

'

'

2,000,000

8,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees

0

'

0

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fixed annuities transfered from HLIKK to HLIC and HLAI

'

'

'

'

2,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Liability

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

500,000,000

4,000,000

'

'

'

'

Liability for assumed GMDB Reinsurance

'

'

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

Net Amount at Risk by Product and Guarantee, Net Amount at Risk

3,603,000,000

'

3,603,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

200,000,000

'

'

'

Transfer of assets from HLIC and HLAI to HLIKK

1,600,000,000

'

1,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss on Contract Termination

'

'

'

'

'

'

'

'

'

'

'

213,000,000

'

'

'

'

'

'

'

'

'

'

'

Fixed payout annuities obligation after sale

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,100,000,000

'

Funds Held under Reinsurance Agreements, Liability

'

'

'

'

'

'

691,000,000

'

'

'

'

'

310,000,000

'

'

'

'

'

'

'

'

'

'

Surplus Notes

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

655,000,000

'

'

Capital

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

345,000,000

'

'

Schedule of Related Party Transactions [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Premiums Earned, Net

56,000,000

55,000,000

-15,000,000

135,000,000

'

'

'

'

'

'

'

'

'

-7,000,000

-5,000,000

-25,000,000

'

'

'

'

'

'

'

Realized Investment Gains (Losses)

50,000,000

-41,000,000

594,000,000

797,000,000

'

'

'

'

'

'

'

'

'

-323,000,000

[1]

-103,000,000

[1]

-1,250,000,000

[1]

'

'

'

'

'

'

'

Revenues

789,000,000

804,000,000

2,680,000,000

3,300,000,000

'

'

'

'

'

'

'

'

'

-330,000,000

-108,000,000

-1,275,000,000

'

'

'

'

'

'

'

Policyholder Benefits and Claims Incurred, Net

421,000,000

435,000,000

1,090,000,000

1,304,000,000

'

'

'

'

'

'

'

'

'

-2,000,000

-1,000,000

-7,000,000

'

'

'

'

'

'

'

Insurance operating costs and other expenses

144,000,000

-36,000,000

696,000,000

-450,000,000

'

'

'

'

'

'

'

'

'

-194,000,000

-4,000,000

-1,016,000,000

'

'

'

'

'

'

'

Benefits, Losses and Expenses

699,000,000

550,000,000

1,976,000,000

2,575,000,000

'

'

'

'

'

'

'

'

'

-196,000,000

-5,000,000

-1,023,000,000

'

'

'

'

'

'

'

Income (loss) before income taxes

90,000,000

254,000,000

704,000,000

725,000,000

'

'

'

'

'

'

'

'

'

-134,000,000

-103,000,000

-252,000,000

'

'

'

'

'

'

'

Income tax expense (benefit)

-1,000,000

52,000,000

157,000,000

145,000,000

'

'

'

'

'

'

'

'

'

-47,000,000

-36,000,000

-88,000,000

'

'

'

'

'

'

'

Income (Loss) from Continuing Operations Attributable to Parent

'

'

'

'

'

'

'

'

'

'

'

'

'

-87,000,000

-67,000,000

-164,000,000

'

'

'

'

'

'

'

Income (Loss) from Discontinued Operations, Net of Tax, Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

'

'

'

'

'

3,000,000

0

1,000,000

'

'

'

'

'

'

'

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

91,000,000

201,000,000

547,000,000

552,000,000

'

'

'

'

'

'

'

'

'

-84,000,000

-67,000,000

-163,000,000

'

'

'

'

'

'

'

Deposit Contracts, Liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

638,000,000

'

'

'

'

'

'

Reinsurance Recoverables

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

495,000,000

'

'

'

'

'

'

Recapture Fee Paid

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

347,000,000

Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

344,000,000

Disposal Group, Not Discontinued Operation, Gain (Loss) On Disposal, Net Of Tax

'

$224,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Amounts represent the change in valuation of the derivative associated with this transaction.

Restructuring_and_Other_Costs_2

Restructuring and Other Costs Level 4 (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Restructuring Costs [Line Items]	'	'	'	'
Restructuring and Related Cost, Expected Cost	$149	'	$149	'
Restructuring and Other Costs [Abstract]	'	'	'	'
Severance benefits and related costs	'	'	-2	-2
Professional fees	'	2	0	10
Asset impairment charges	0	0	0	5
Restructuring Costs	0	-2	-2	-17
Movement in Restructuring Reserve by Type of Cost [Roll Forward]	'	'	'	'
Balance, beginning of period	'	'	1	31
Accruals	'	'	2	17
Payments	'	'	3	39
Balance, end of period	0	9	0	9
Contract Termination [Member]	'	'	'	'
Movement in Restructuring Reserve by Type of Cost [Roll Forward]	'	'	'	'
Balance, beginning of period	'	'	0	0
Accruals	'	'	0	0
Payments	'	'	0	0
Balance, end of period	0	0	0	0
Asset Impairment Charges [Member]	'	'	'	'
Movement in Restructuring Reserve by Type of Cost [Roll Forward]	'	'	'	'
Balance, beginning of period	'	'	0	'
Accruals	'	'	0	5
Payments	'	'	0	0
Balance, end of period	0	5	0	5
professional fees restructuring [Member]	'	'	'	'
Movement in Restructuring Reserve by Type of Cost [Roll Forward]	'	'	'	'
Balance, beginning of period	'	'	0	0
Accruals	'	'	0	10
Payments	'	'	0	10
Balance, end of period	0	0	0	0
Employee Severance [Member]	'	'	'	'
Movement in Restructuring Reserve by Type of Cost [Roll Forward]	'	'	'	'
Balance, beginning of period	'	'	1	31
Accruals	'	'	2	2
Payments	'	'	3	29
Restructuring Reserve, Accrual Adjustment	'	-4	'	'
Balance, end of period	$0	$4	$0	$4
Minimum [Member]	'	'	'	'
Restructuring Costs [Line Items]	'	'	'	'
Months to Complete Restructuring Plan	'	'	'9 months	'

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenue	'	'	'	'
Earned premiums	'	$0	'	($2)
Fee income	'	0	'	8
Disposal Group, Including Discontinued Operation, Net Investment Income, Securities Available-for-sale and Other	'	-1	'	-3
Equity securities, trading	'	0	'	138
Total net investment income	'	-1	'	135
Net realized capital losses	'	-7	'	-17
Total revenues	'	-8	'	124
Benefits, losses and expenses	'	'	'	'
Benefits, losses and loss adjustment expenses	'	0	'	1
Policyholder Benefits and Claims Incurred, Net	421	435	1,090	1,304
Insurance operating costs and other expenses	'	-6	'	-39
Disposal Group, Including Discontinued Operation, Operating Expense	'	-6	'	100
Income (loss) before income taxes	'	-2	'	24
Income tax expense (benefit)	'	-1	'	1
Discontinued Operation, Income (Loss) from Discontinued Operation During Phase-out Period, Net of Tax	'	-1	'	23
Discontinued Operation, Gain (Loss) on Disposal of Discontinued Operation, Net of Tax	'	0	'	-51
Loss from discontinued operations, net of tax	'	-1	'	-28
International Annuity [Member]	'	'	'	'
Benefits, losses and expenses	'	'	'	'
Policyholder Benefits and Claims Incurred, Net	'	$0	'	$138

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income Level 4 (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	'	'	$574	'	$1,114
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	-7	-29	555	-423	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-25	-4	-15	-1,077	'
Other Comprehensive Income (Loss), Net of Tax	-32	-33	540	-1,500	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	-60	25	-614	732	'
Income before income taxes	90	254	704	725	'
Income tax expense (benefit)	-1	52	157	145	'
Retirement Plans and Individual Life Businesses [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Gain (Loss) on Derivative Instruments, Net, Pretax	'	'	71	'	'
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	25	4	15	1,077	'
Cash Flow Hedging [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	1	18	28	111	'
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Net Realized Capital Gain (Loss) [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-2	'	-1	'	'
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Net Realized Capital Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-2	0	-1	66	'
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Interest Income [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	12	'	38	'	'
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Interest Income [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	12	14	38	43	'
Currency Swap [Member] | Cash Flow Hedging [Member] | Net Realized Capital Gain (Loss) [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-9	'	-9	'	'
Currency Swap [Member] | Cash Flow Hedging [Member] | Net Realized Capital Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-9	4	-9	2	'
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	8	-92	552	-368	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-24	8	3	-1,005	'
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	-16	-84	555	-1,373	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	'	13	'	-1,546	'
Income tax expense (benefit)	13	-5	-1	541	'
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Retirement Plans and Individual Life Businesses [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	'	'	'	-1,500	'
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	24	-8	-3	1,005	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	-37	13	4	-1,500	'
Income before income taxes	37	-13	-4	1,546	'
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	-14	1	4	-76	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-1	-12	-18	-72	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	-15	-11	-14	-148	'
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Income tax expense (benefit)	0	6	10	39	'
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	1	12	18	72	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]	'	'	'	'	'
Income before income taxes	1	18	28	111	'
Accumulated Translation Adjustment [Member]	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'	'
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	-1	62	-1	21	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	0	0	0	0	'
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	($1)	$62	($1)	$21	'

Subsequent_Events_Details

Subsequent Events (Details) (USD $)	Apr. 30, 2014	Sep. 30, 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