Talcott Resolution Life Insurance 10-Q 30 Apr 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	HARTFORD LIFE INSURANCE CO
Entity Central Index Key	45947
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	-19
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
	Mar. 31, 2015	Mar. 31, 2014
Revenues
Fee income and other	$275,000,000	$317,000,000
Earned premiums	-23,000,000	123,000,000
Net investment income:
Net investment income	379,000,000	407,000,000
Net realized capital gains (losses):
Total other-than-temporary impairment (OTTI) losses	-6,000,000	-8,000,000
Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion Included in Net Income, Availabe-for-sale Securities, before Tax	0	1,000,000
Net OTTI losses recognized in earnings	-6,000,000	-7,000,000
Other net realized capital gains (losses)	-3,000,000	-99,000,000
Realized Investment Gains (Losses)	-9,000,000	-106,000,000
Total revenues	668,000,000	495,000,000
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net	330,000,000	254,000,000
Amortization of deferred policy acquisition costs and present value of future profits	19,000,000	32,000,000
Insurance operating costs and other expenses	134,000,000	166,000,000
Dividends to policyholders	0	-1,000,000
Benefits, Losses and Expenses	483,000,000	451,000,000
Income before income taxes	185,000,000	44,000,000
Income Tax Expense (Benefit)	40,000,000	-13,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	145,000,000	57,000,000
Net Income (Loss) Attributable to Noncontrolling Interest	0	1,000,000
Net income attributable to Hartford Life Insurance Company	145,000,000	56,000,000
Proceeds from Sale of Available-for-sale Securities	3,100,000,000	3,500,000,000
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]
Revenues
Earned premiums		5,000,000
Net realized capital gains (losses):
Realized Investment Gains (Losses)		-103,000,000	[1]
Total revenues		-108,000,000
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net		-1,000,000
Insurance operating costs and other expenses		-4,000,000
Benefits, Losses and Expenses		-5,000,000
Income before income taxes		-103,000,000
Income Tax Expense (Benefit)		($36,000,000)
[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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Comprehensive Income
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$145	$57
Total comprehensive income	258	369
Less: Comprehensive income attributable to noncontrolling interest	0	1
Total comprehensive income attributable to Hartford Life Insurance Company	258	368
Other comprehensive income (loss):
Total other comprehensive income	113	312
Accumulated Net Unrealized Investment Gain (Loss) [Member]
Other comprehensive income (loss):
Change in net unrealized gain / loss on securities	103	315
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	10	-2
Accumulated Translation Adjustment [Member]
Other comprehensive income (loss):
Change in foreign currency translation adjustments	$0	($1)

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $23,764 and $23,260)	$26,192	$25,436
Marketable Securities, Fixed Maturities, Current	231	280
Trading Securities, Equity	11	11
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	367	514
Policy loans, at outstanding balance	1,451	1,430
Alternative Investments, Fair Value Disclosure	1,245	1,309
Other investments	478	442
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	1,384	2,162
Total investments	34,471	34,682
Cash	293	258
Premiums receivable and agents' balances	28	27
Reinsurance Recoverables	19,910	20,053
Deferred policy acquisition costs and present value of future profits	482	521
Deferred Tax Assets, Net of Valuation Allowance	1,158	1,237
Other assets	670	308
Separate account assets	135,790	134,689
Mortgage Loans on Real Estate, Commercial and Consumer, Net	3,123	3,109
Total assets	192,802	191,775
Liabilities
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	13,784	13,624
Other policyholder funds and benefits payable	31,568	31,994
Other liabilities (including variable interest entity liabilities of $443 and $477)	2,610	2,177
Separate account liabilities	135,790	134,689
Total liabilities	183,752	182,484
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6	6
Additional paid-in capital	6,189	6,688
Accumulated other comprehensive income, net of tax	1,334	1,221
Retained earnings (accumulated deficit)	1,521	1,376
Total stockholders' equity	9,050	9,291
Total liabilities and stockholders' equity	192,802	191,775
Fair Value, Inputs, Level 3 [Member]
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $23,764 and $23,260)	1,990	2,025
Trading Securities, Equity	0	0
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	48	48
Mortgage Loans on Real Estate [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Investments:
Total assets		$3,109

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Fixed maturities, available-for-sale, at amortized cost	$23,985		$23,535
Available-for-sale Debt Securities, Amortized Cost Basis	23,764		23,260
Variable Interest Entity, Consolidated, Carrying Amount, Assets	99		157
Available-for-sale Equity Securities, Amortized Cost Basis	372		525
Available-for-sale Securities, Equity Securities	367		514
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	12		22
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		0
Fixed Maturities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	90		139
Equity Securities [Member]
Available-for-sale Equity Securities, Amortized Cost Basis	151		250
Available-for-sale Securities, Equity Securities	151		248
Commercial Loan [Member]
Fixed maturities, available-for-sale, at amortized cost	3,142	[1]	3,124	[1]
Mortgage loans loss, net of allowances	19		15
Short-term Investments [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	7		15
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Mortgage loans loss, net of allowances	2		3
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	1		2
Cash [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$0		$0
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (USD $)	Total	Non-controlling Interest	Dividend to Parent [Member]	Retained Earnings (Accumulated Deficit)	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Common Stock	Extraordinary Item [Member]	Extraordinary Item [Member]
									Dividend to Parent [Member]
Balance, at beginning of period at Dec. 31, 2013	$8,239,000,000	$0		$700,000,000	$6,959,000,000	$574,000,000	$6,000,000
Dividends			795,000,000					800,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	57,000,000
Total other comprehensive income	312,000,000					312,000,000
Net Income (Loss) Attributable to Parent	56,000,000			56,000,000
Net Income (Loss) Attributable to Noncontrolling Interest	1,000,000	1,000,000
Change in non-controlling interest ownership	-1,000,000	-1,000,000
Balance, at end of period at Mar. 31, 2014	7,812,000,000	0		756,000,000	6,164,000,000	886,000,000	6,000,000
Balance, at beginning of period at Dec. 31, 2014	9,291,000,000	0		1,376,000,000	6,688,000,000	1,221,000,000	6,000,000
Liabilities	183,752,000,000
Dividends								500,000,000	499,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	145,000,000
Total other comprehensive income	113,000,000
Net Income (Loss) Attributable to Parent	145,000,000
Net Income (Loss) Attributable to Noncontrolling Interest	0
Balance, at end of period at Mar. 31, 2015	$9,050,000,000	$0		$1,521,000,000	$6,189,000,000	$1,334,000,000	$6,000,000

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating Activities
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$145	$57
Adjustments to reconcile net income to net cash provided by operating activities
Amortization of deferred policy acquisition costs and present value of future profits	19	32
Increase (Decrease) in Deferred Policy Acquisition Costs	-1	-5
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	-9	-106
Depreciation and amortization	5	3
Other, net	-13	49
Change in assets and liabilities:
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	81	62
Reinsurance recoverables	-1	114
Receivables and other assets	160	-78
Payables and accruals	25	592
Increase (Decrease) in Deferred Income Taxes	-35	-21
Net Cash Provided by (Used in) Operating Activities	146	881
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	3,277	3,115
Fixed maturities, fair value option	10	55
Equity securities, available-for-sale	278	43
Mortgage loans	77	62
Proceeds from Limited Partnership Investments	110	25
Payments for the purchase of:
Fixed maturities, available-for-sale	3,751	2,425
Fixed maturities, fair value option	4	167
Equity securities, available-for-sale	161	8
Mortgage loans	48	34
Payments to Acquire Limited Partnership Interests	29	16
Change in derivatives, net	-3	-74
Payments for (Proceeds from) Policy Loans	24	-9
Payments for (Proceeds from) Short-term Investments	-827	159
Other investing activities, net	1	2
Net Cash Provided by (Used in) Investing Activities	564	572
Financing Activities
Deposits and other additions to investment and universal life-type contracts	1,196	933
Withdrawals and other deductions from investment and universal life-type contracts	4,669	5,008
Net transfers from separate accounts related to investment and universal life-type contracts	3,175	3,569
Net (decrease) increase in securities loaned or sold under agreements to repurchase	124
Payments of Capital Distribution	-499	-795
Net repayments at maturity or settlement of consumer notes	-2	-6
Net cash used for financing activities	-675	-1,307
Foreign exchange rate effect on cash	0	7
Cash, Period Increase (Decrease)	35	153
Cash - beginning of period	258	446
Cash - end of period	293	599
Supplemental Disclosure of Cash Flow Information
Net cash received during the period for income taxes	0	38
Other Significant Noncash Transaction, Value of Consideration Received	$0	($2)

Basis_of_Presentation_and_Acco

Basis of Presentation and Accounting Policies Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
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 Japan fixed payout annuities of approximately $770 as of March 31, 2015. For further discussion of this transaction see Note 7 - 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 7 - 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 HLI and the Company became a direct subsidiary of HLI.
	On January 30, 2015, the Company paid an extraordinary dividend of approximately $500, based on approval from the CTDOI. As a result of this dividend, the Company has no ordinary dividend capacity for the remainder of 2015. The Company anticipates paying an additional $500 in extraordinary dividends during 2015.
	The Company has ceded reinsurance in connection with the sales of its Retirement Plans and Individual Life businesses in 2013 to Massachusetts Mutual Life Insurance Company ("MassMutual") and The Prudential Insurance Company of America ("Prudential"), respectively. Reinsurance recoverables due from MassMutual and Prudential 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 March 31, 2015, $1.1 billion of unsecured reinsurance recoverables from Prudential represent approximately 13% of the Company's consolidated stockholder's equity. As of March 31, 2015, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholder's equity.
	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 2014 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 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 2014 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”) which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 3 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
	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_

Fair Value Measurements Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value Measurements	Financial instruments carried at fair value in the Company's Condensed Consolidated Financial Statements include: fixed maturity and equity securities, available-for-sale ("AFS"); fixed maturities at fair value using the fair value option ("FVO"); equity securities, FVO; short-term investments; freestanding and embedded derivatives; separate account assets and certain other liabilities.
	The following section applies to 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. 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. 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 $72 and $1.1 billion for the three months ended March 31, 2015 and March 31, 2014, respectively, which represented previously on-the-run U.S. Treasury securities that are now off-the-run. For the three months ended March 31, 2015 and 2014 there were no transfers from Level 2 to Level 1. In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3. Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such because these securities are primarily priced by independent brokers and/or within illiquid markets.
	The following tables present assets and (liabilities) carried at fair value by hierarchy level. These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements.
		March 31, 2015
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,294		$	—		$	1,198		$	96
	CDOs	1,254			—			892			362
	CMBS	2,118			—			1,999			119
	Corporate	15,878			—			15,208			670
	Foreign government/government agencies	364			—			347			17
	Municipal	1,126			—			1,074			52
	RMBS	1,779			—			1,105			674
	U.S. Treasuries	2,379			182			2,197			—
	Total fixed maturities	26,192			182			24,020			1,990
	Fixed maturities, FVO	231			—			159			72
	Equity securities, trading [1]	11			11			—			—
	Equity securities, AFS	367			272			47			48
	Derivative assets
	Credit derivatives	1			—			1			—
	Commodity derivatives	5			—			5			—
	Equity derivatives	2			—			—			2
	Foreign exchange derivatives	3			—			3			—
	Interest rate derivatives	88			—			88			—
	Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	142			—			47			95
	Macro hedge program	135			—			—			135
	Total derivative assets [2]	376			—			144			232
	Short-term investments	1,384			217			1,167			—
	Reinsurance recoverable for GMWB	65			—			—			65
	Modified coinsurance reinsurance contracts	22			—			22			—
	Separate account assets [3]	131,074			89,858			40,614			602
	Total assets accounted for at fair value on a recurring basis	$	159,722		$	90,540		$	66,173		$	3,009
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	GMWB	$	(176	)	$	—		$	—		$	(176	)
	Equity linked notes	(26		)	—			—			(26		)
	Total other policyholder funds and benefits payable	(202		)	—			—			(202		)
	Derivative liabilities
	Credit derivatives	1			—			7			(6		)
	Commodity derivatives	1			—			1			—
	Equity derivatives	28			—			25			3
	Foreign exchange derivatives	(468		)	—			(468		)	—
	Interest rate derivatives	(344		)	—			(314		)	(30		)
	GMWB hedging instruments	39			—			(25		)	64
	Macro hedge program	52			—			—			52
	Total derivative liabilities [4]	(691		)	—			(774		)	83
	Consumer notes [5]	(3		)	—			—			(3		)
	Total liabilities accounted for at fair value on a recurring basis	$	(896	)	$	—		$	(774	)	$	(122	)
		December 31, 2014
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,171		$	—		$	1,089		$	82
	CDOs	1,148			—			788			360
	CMBS	1,887			—			1,768			119
	Corporate	15,742			—			15,096			646
	Foreign government/government agencies	602			—			572			30
	Municipal	1,052			—			998			54
	RMBS	1,857			—			1,123			734
U.S. Treasuries	1,977			72			1,905			—
Total fixed maturities	25,436			72			23,339			2,025
Fixed maturities, FVO	280			—			196			84
Equity securities, trading [1]	11			11			—			—
Equity securities, AFS	514			411			55			48
Derivative assets
Credit derivatives	3			—			5			(2		)
Equity derivatives	2			—			—			2
Foreign exchange derivatives	(1		)	—			(1		)	—
Interest rate derivatives	123			—			123			—
GMWB hedging instruments	119			—			5			114
Macro hedge program	93			—			—			93
Total derivative assets [2]	339			—			132			207
Short-term investments	2,162			199			1,963			—
Reinsurance recoverable for GMWB	56			—			—			56
Modified coinsurance reinsurance contracts	34			—			34			—
Separate account assets [3]	132,198			91,524			40,096			578
Total assets accounted for at fair value on a recurring basis	$	161,030		$	92,217		$	65,815		$	2,998
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(139	)	$	—		$	—		$	(139	)
Equity linked notes	(26		)	—			—			(26		)
Total other policyholder funds and benefits payable	(165		)	—			—			(165		)
Derivative liabilities
Credit derivatives	—			—			1			(1		)
Equity derivatives	28			—			25			3
Foreign exchange derivatives	(444		)	—			(444		)	—
Interest rate derivatives	(409		)	—			(382		)	(27		)
GMWB hedging instruments	55			—			(1		)	56
Macro hedge program	48			—			—			48
Total derivative liabilities [4]	(722		)	—			(801		)	79
Consumer notes [5]	(3		)	—			—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(890	)	$	—		$	(801	)	$	(89	)
[1]	Included in other investments on the Condensed Consolidated Balance Sheets.
[2]	Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of March 31, 2015 and December 31, 2014, $330 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.
[3]	As of March 31, 2015 and December 31, 2014, excludes approximately $4.7 billion and $2.5 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 fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, 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 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 preceding 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 Investment 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 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.
Fixed Maturities, AFS; Fixed Maturities, FVO; Equity Securities, AFS; Equity Securities, FVO; and Short-term Investments
The fair value of AFS and FVO securities, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering the following primary sources of information: quoted prices for identical assets or liabilities, 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, and the remaining unpriced securities are submitted to independent brokers for prices, or 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 the preceding outlined available market observable information. 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.
Private placement securities are priced using a pricing matrix to determine the credit spreads that are used to discount the expected future cash flows for securities for which the Company is unable to obtain a price from a third-party pricing service. 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 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 and trade prices that differ over 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 that utilize independent market data inputs for OTC derivatives, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of March 31, 2015 and December 31, 2014, 95% and 95%, 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. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. 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.
Valuation Techniques and Inputs for Investments
Generally, the Company determines the estimated fair value of its AFS and FVO securities, 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. 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 included in the following discussion:
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 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.
•	Credit derivatives – Primary inputs include the swap yield curve and credit default swap curves.
•	Commodity derivatives – Primary input is the underlying commodity price 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.
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 the preceding noted Level 2 measurements, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including certain municipal securities, foreign government/government agencies, and bank loans. Primary inputs for these long-dated securities are consistent with the typical inputs used in the preceding noted Level 1 and Level 2 measurements, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Also included in Level 3 are below investment grade private placements, as well as 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 preceding noted Level 1 and Level 2 measurements; 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 Value
The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value. The tables exclude securities such as ABS and CRE CDOs for which fair values are predominately based on broker quotations.
	As of March 31, 2015
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	$	119		Discounted cash flows	Spread (encompasses	43bps	2,474bps	258bps	Decrease
					prepayment, default risk and loss severity)
Corporate [3]	359			Discounted cash flows	Spread	120bps	1,652bps	308bps	Decrease
Municipal [3]	33			Discounted cash flows	Spread	214bps	214bps	214bps	Decrease
RMBS	674			Discounted cash flows	Spread	24bps	1,693bps	148bps	Decrease
					Constant prepayment rate	—%	8%	3%	Decrease [4]
					Constant default rate	1%	14%	6%	Decrease
					Loss severity	50%	100%	80%	Decrease
	As of December 31, 2014
CMBS	$	119		Discounted cash flows	Spread (encompasses	46bps	2,475bps	284bps	Decrease
					prepayment, default risk and loss severity)
Corporate [3]	324			Discounted cash flows	Spread	123bps	765bps	267bps	Decrease
Municipal [3]	32			Discounted cash flows	Spread	212bps	212bps	212bps	Decrease
RMBS	734			Discounted cash flows	Spread	23bps	1,904bps	141bps	Decrease
					Constant prepayment rate	—%	7%	3%	Decrease [4]
					Constant default rate	1%	14%	7%	Decrease
					Loss severity	—%	100%	78%	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 preceding table.
[3]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.
[4]	Decrease for above market rate coupons and increase for below market rate coupons.
Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)
	As of March 31, 2015
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	$	(30	)	Discounted  cash flows	Swap curve	2%	2%	Decrease
					beyond 30 years
GMWB hedging instruments
Equity options	15			Option model	Equity volatility	23%	38%	Increase
Customized swaps	144			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program [2]
Equity options	187			Option model	Equity volatility	16%	30%	Increase
	As of December 31, 2014
Interest rate derivative
Interest rate swaps	$	(29	)	Discounted  cash flows	Swap curve	3%	3%	Decrease
					beyond 30 years
Interest rate swaptions	2			Option Model	Interest rate volatility	1%	1%	Increase
GMWB hedging instruments
Equity options	46			Option model	Equity volatility	22%	34%	Increase
Customized swaps	124			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	141			Option model	Equity volatility	27%	28%	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.
Securities and derivatives for which the Company bases fair value on broker quotations predominately include ABS, CDOs, corporate, fixed maturities, FVO. Due to the lack of transparency in the process brokers use to develop prices for these investments, the Company does not have access to the significant unobservable inputs brokers use to price these securities and derivatives. The Company believes however, the types of inputs brokers may use would likely be similar to those used to price securities and derivatives for which inputs are available to the Company, and therefore may include, but not be limited to, loss severity rates, constant prepayment rates, constant default rates and counterparty credit spreads. Therefore, similar to non broker priced securities and derivatives, generally, increases in these inputs would cause fair values to decrease. For the three months ended, March 31, 2015, no significant adjustments were made by the Company to broker prices received.
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, guaranteed minimum income benefit ("GMIB") and guaranteed minimum accumulation benefit ("GMAB").  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.
The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced 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 7 -Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.
GMWB Reinsurance Derivative
The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives and carried at fair value in reinsurance recoverables. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses.
The fair value of the GMWB reinsurance derivative is calculated as an aggregation of the components described in the following Living Benefits Required to be Fair Valued discussion and is modeled using significant unobservable policyholder behavior inputs, identical to those used in calculating the underlying liability, such as lapses, fund selection, resets and withdrawal utilization and risk margins.
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. Fair values for GMWBs classified as embedded derivatives 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 these GMWBs 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 in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its 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 Claims 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. These variables include expected markets 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. In addition, the Company will continue to evaluate policyholder behavior assumptions as we implement initiatives 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 annual comprehensive study to refine its estimate of future gross profits.
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. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. For the three months ended March 31, 2015 and 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 $0 and $38, respectively.
Margins
The behavior risk margin adds a margin that market participants would require 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.
There were no policyholder behavior assumption updates for the three months ended March 31, 2015 and 2014. As of March 31, 2015 and December 31, 2014 the behavior risk margin was $69 and $74, respectively.
In addition to the non-market-based updates described in the preceding discussion, 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 of $10 and $4 for the three months ended March 31, 2015 and 2014, respectively.
Significant unobservable inputs used in the fair value measurement of the GMWB embedded derivative 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 GMWB embedded derivative and the GMWB reinsurance derivative. 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	Minimum	Maximum	Impact of Increase in Input
			on Fair Value Measurement [1]
Withdrawal Utilization [2]	20%	100%	Increase
Withdrawal Rates [3]	—%	8%	Increase
Lapse Rates [4]	—%	75%	Decrease
Reset Elections [5]	20%	75%	Increase
Equity Volatility [6]	10%	40%	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]	Range represents assumed cumulative percentages of policyholders taking withdrawals.
[3]	Range represents assumed cumulative annual amount withdrawn by policyholders.
[4]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[5]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[6]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB 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 following tables provide fair value roll-forwards for the three months ended March 31, 2015 and 2014, for financial instruments classified as Level 3.
For the three months ended March 31, 2015
	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign govt./govt. agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of January 1, 2015	$	82		$	360		$	119		$	646		$	30		$	54		$	734		$	2,025		$	84
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			(1		)	—			(2		)	—			—			(1		)	(4		)	(4		)
Included in OCI [3]	—			15			(2		)	(16		)	—			(2		)	—			(5		)	—
Purchases	13			—			12			1			1			—			11			38			4
Settlements	—			(6		)	(6		)	2			(1		)	—			(29		)	(40		)	1
Sales	—			—			—			(3		)	(13		)	—			(22		)	(38		)	(4		)
Transfers into Level 3 [4]	1			—			4			58			—			—			—			63			—
Transfers out of Level 3 [4]	—			(6		)	(8		)	(16		)	—			—			(19		)	(49		)	(9		)
Fair value as of March 31, 2015	$	96		$	362		$	119		$	670		$	17		$	52		$	674		$	1,990		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	—		$	(1	)	$	—		$	(1	)	$	—		$	—		$	(1	)	$	(3	)	$	1
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free-Standing Derivatives [5]
Fair value as of January 1, 2015	$	48		$	(3	)	$	5		$	(27	)	$	170		$	141		$	286
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			3			11			(3		)	9			(1		)	19
Included in OCI [3]	(2		)	—			—			—			—			—			—
Purchases	2			(6		)	—			—			—			47			41
Settlements	—			—			(11		)	—			(20		)	—			(31		)
Fair value as of March 31, 2015	$	48		$	(6	)	$	5		$	(30	)	$	159		$	187		$	315
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	—		$	3		$	1		$	(5	)	$	16		$	3		$	18
Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of January 1, 2015	$	56		$	578
Total realized/unrealized gains (losses)
Included in net income [1] [2]	7			—
Purchases	—			38
Settlements	2			(5		)
Sales	—			(6		)
Transfers into Level 3 [4]	—			1
Transfers out of Level 3 [4]	—			(4		)
Fair value as of March 31, 2015	$	65		$	602
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	7		$	—
	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2015	$	(139	)	$	(26	)	$	(165	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(19		)	—			(19		)	—
Settlements	(18		)	—			(18		)	—
Fair value as of March 31, 2015	$	(176	)	$	(26	)	$	(202	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	(19	)	$	—		$	(19	)	$	—
For the three months ended March 31, 2014
	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign govt./govt. agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
Total realized/unrealized gains (losses)
Included in net income [1], [2]	—			—			8			(4		)	(1		)	—			(1		)	2			9
Included in OCI [3]	2			—			(6		)	18			3			2			9			28			—
Purchases	—			—			1			24			—			—			87			112			5
Settlements	—			(11		)	(25		)	2			(2		)	—			(31		)	(67		)	(1		)
Sales	(3		)	(9		)	(22		)	(34		)	(8		)	—			(47		)	(123		)	(1		)
Transfers into Level 3 [4]	—			48			—			30			—			—			—			78			—
Transfers out of Level 3 [4]	(72		)	(7		)	(7		)	(58		)	—			—			(8		)	(152		)	—
Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	—		$	—		$	1		$	(6	)	$	(1	)	$	—		$	—		$	(6	)	$	9
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing 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		)	(1		)	—			—			(34		)	(10		)	12			(33		)
Included in OCI [3]	2			—			—			—			—			—			—			—
Purchases	—			—			—			—			5			4			9			18
Settlements	—			—			—			—			6			—			—			6
Transfers out of Level 3 [4]	—			—			—			24			—			—			—			24
Fair value as of March 31, 2014	$	52		$	1		$	2		$	—		$	123		$	133		$	(40	)	$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(1	)	$	(1	)	$	—		$	(1	)	$	(50	)	$	(10	)	$	17		$	(45	)
Assets	Reinsurance Recoverable for GMWB [6]			Separate Accounts
Fair value as of January 1, 2014	$	(465	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(107		)	5
Purchases	—			130
Settlements	63			(1		)
Sales	—			(86		)
Transfers into Level 3 [4]	—			3
Transfers out of Level 3 [4]	—			(26		)
Fair value as of March 31, 2014	$	(509	)	$	762
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(107	)	$	5
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	74			(1		)	73			—
Settlements	(34		)	—			(34		)	—
Fair value as of March 31, 2014	$	(536	)	$	(19	)	$	(555	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	74		$	(1	)	$	73		$	—
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes fair value of reinsurance recoverables of approximately $539 as of March 31, 2014 related to a transaction entered into with an affiliated captive reinsurer. See Note 7 - 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).
Fair Value Option
The Company elected the fair value option for certain equity securities in order to align the accounting with total return swap contracts that hedge the risk associated with the investments. The swaps do not qualify for hedge accounting and the change in value of both the equity securities and the total return swaps are recorded in net realized capital gains and losses. These equity securities are classified within equity securities, AFS on the Condensed Consolidated Balance Sheets. 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.
FVO investments also include certain securities that contain embedded credit derivatives with underlying credit risk primarily related to residential and commercial real estate, for which the company has elected the fair value option.
The Company also classifies the underlying fixed maturities held in certain consolidated investment funds within the Fixed Maturities, FVO line on the Condensed Consolidated Balance Sheets. The Company reports 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 in multiple sectors and the Company has management and control of the funds as well as a significant ownership interest.
The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company’s Condensed Consolidated Statements of Operations.
	Three Months Ended March 31,
	2015			2014
Assets
Fixed maturities, FVO
Corporate	$	3		$	1
CRE CDOs	1			9
Foreign government	—			9
RMBS	1			1
Total realized capital gains	$	5		$	20
The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.
	As of
	March 31, 2015			December 31, 2014
Assets
Fixed maturities, FVO
ABS	$	4		$	13
Corporate	72			96
CDO	69			67
CMBS	7			15
Foreign government	1			3
Municipals	1			2
RMBS	76			82
U.S. Government	1			2
Total fixed maturities, FVO	$	231		$	280
Equity, FVO [1]	$	151		$	248
[1]	Included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
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 preceding fair value discussion.
		March 31, 2015				December 31, 2014
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	1,451		1,451		1,430		1,430
Mortgage loans	Level 3	3,123		3,284		3,109		3,280
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	6,840		7,067		7,134		7,353
Consumer notes [2]	Level 3	66		66		68		68
Assumed investment contracts [3]	Level 3	770		848		763		851
[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 preceding disclosures.
[3]	Included in other liabilities in the Condensed Consolidated Balance Sheets.
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.
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 and assumed investment contracts, 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)	3 Months Ended
	Mar. 31, 2015
Schedule of Investments [Abstract]
Investment Holdings [Text Block]	t Realized Capital Gains (Losses)
		Three Months Ended March 31,
	(Before-tax)	2015			2014
	Gross gains on sales	$	119		$	108
	Gross losses on sales	(95		)	(104		)
	Net OTTI losses recognized in earnings	(6		)	(7		)
	Valuation allowances on mortgage loans	(4		)	—
	Japanese fixed annuity contract hedges, net [1]	—			(9		)
	Periodic net coupon settlements on credit derivatives	1			5
	Results of variable annuity hedge program
	GMWB derivatives, net	1			15
	Macro hedge program	(4		)	(10		)
	Total U.S. program	(3		)	5
	International Program [2]	—			(23		)
	Total results of variable annuity hedge program	(3		)	(18		)
	GMIB/GMAB/GMWB reinsurance	—			51
	Modified coinsurance reinsurance contracts	(11		)	(130		)
	Other, net [3]	(10		)	(2		)
	Net realized capital (losses), before-tax	$	(9	)	$	(106	)
	[1]	Includes gains (losses) of $(30) for the three months ended March 31, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $21 for the three months ended March 31, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.
	[2]	Includes transactional foreign currency re-valuation gains (losses) of $3 for the three months ended March 31, 2014.
	[3]	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 $0 and $(28), respectively, for the three months ended March 31, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(14) and $15 for the three months ended March 31, 2015 and 2014.
	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 $18 and $3 for the three months ended March 31, 2015 and 2014, respectively. Proceeds from sales of AFS securities totaled $3.1 billion and $3.5 billion for the three months ended March 31, 2015 and 2014, respectively.
	Recognition and Presentation of Other-Than-Temporary Impairments
	The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.
	The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.
	The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.
	Impairments for the three months ended March 31, 2015 and 2014 were $6 and $7, respectively. Impairments for the three months ended March 31, 2015 primarily consisted of securities in an unrealized loss which the Company had the intent-to-sell. Impairments for the three months ended March 31, 2014 primarily consisted of credit impairments caused by issuer specific deterioration.
	The following table presents a roll-forward of the Company’s cumulative credit impairments on debt securities held.
		Three Months Ended March 31,
	(Before-tax)	2015			2014
	Balance, beginning of period	$	(296	)	$	(410	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(2		)	(3		)
	Securities previously impaired	—			(3		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	2			30
	Securities the Company made the decision to sell or more likely than not will be required to sell	1			—
	Securities due to an increase in expected cash flows	7			4
	Balance, end of period	$	(288	)	$	(382	)
	[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
	Available-for-Sale Securities
	The following table presents the Company’s AFS securities by type.
		March 31, 2015																December 31, 2014
		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	$	1,300		$	24		$	(30	)	$	1,294		$	—			$	1,181		$	20		$	(30	)	$	1,171		$	—
	CDOs [2]	1,172			97			(14		)	1,254			—				1,083			84			(20		)	1,148			—
	CMBS	2,018			108			(8		)	2,118			(4		)		1,797			97			(7		)	1,887			(3		)
	Corporate	14,138			1,800			(60		)	15,878			(6		)		14,166			1,685			(109		)	15,742			(3		)
	Foreign govt./govt. agencies	340			27			(3		)	364			—				576			35			(9		)	602			—
	Municipal	993			133			—			1,126			—				935			118			(1		)	1,052			—
	RMBS	1,721			68			(10		)	1,779			—				1,805			64			(12		)	1,857			—
	U.S. Treasuries	2,082			297			—			2,379			—				1,717			261			(1		)	1,977			—
	Total fixed maturities, AFS	23,764			2,554			(125		)	26,192			(10		)		23,260			2,364			(189		)	25,436			(6		)
	Equity securities, AFS [3]	221			11			(16		)	216			—				275			10			(19		)	266			—
	Total AFS securities	$	23,985		$	2,565		$	(141	)	$	26,408		$	(10	)		$	23,535		$	2,374		$	(208	)	$	25,702		$	(6	)
	[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2015 and December 31, 2014.
	[2]	Gross unrealized gains (losses) exclude the 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]	Excludes equity securities, FVO, with a cost and fair value of $151 and $151, respectively, as of March 31, 2015, and $250 and $248, respectively, as of December 31, 2014.
	The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.
		March 31, 2015						December 31, 2014
	Contractual Maturity	Amortized Cost			Fair Value			Amortized Cost			Fair Value
	One year or less	$	827		$	835		$	1,031		$	1,043
Over one year through five years	5,207			5,462			4,902			5,168
Over five years through ten years	3,627			3,833			3,345			3,501
Over ten years	7,892			9,617			8,116			9,661
Subtotal	17,553			19,747			17,394			19,373
Mortgage-backed and asset-backed securities	6,211			6,445			5,866			6,063
Total fixed maturities, AFS	$	23,764		$	26,192		$	23,260		$	25,436
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.
The Company did not have exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder’s equity, other than the U.S. government and certain U.S. government securities as of March 31, 2015 and December 31, 2014. 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 2014 Form 10-K Annual Report.
Securities Unrealized Loss Aging
The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
	March 31, 2015
	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	$	280		$	280		$	—			$	307		$	277		$	(30	)		$	587		$	557		$	(30	)
CDOs [1]	176			175			(1		)		666			652			(13		)		842			827			(14		)
CMBS	145			143			(2		)		98			92			(6		)		243			235			(8		)
Corporate	1,129			1,099			(30		)		348			318			(30		)		1,477			1,417			(60		)
Foreign govt./govt. agencies	58			56			(2		)		18			17			(1		)		76			73			(3		)
Municipal	3			3			—				4			4			—				7			7			—
RMBS	152			152			—				192			182			(10		)		344			334			(10		)
U.S. Treasuries	66			66			—				11			11			—				77			77			—
Total fixed maturities, AFS	2,009			1,974			(35		)		1,644			1,553			(90		)		3,653			3,527			(125		)
Equity securities, AFS [2]	41			38			(3		)		91			78			(13		)		132			116			(16		)
Total securities in an unrealized loss position	$	2,050		$	2,012		$	(38	)		$	1,735		$	1,631		$	(103	)		$	3,785		$	3,643		$	(141	)
	December 31, 2014
	Less Than 12 Months										12 Months or More										Total
	Amortized Cost			Fair Value			Unrealized Losses				Amortized Cost			Fair Value			Unrealized Losses				Amortized Cost			Fair Value			Unrealized Losses
ABS	$	368		$	367		$	(1	)		$	340		$	311		$	(29	)		$	708		$	678		$	(30	)
CDOs [1]	123			122			(1		)		771			753			(19		)		894			875			(20		)
CMBS	109			108			(1		)		194			188			(6		)		303			296			(7		)
Corporate	1,542			1,491			(51		)		661			603			(58		)		2,203			2,094			(109		)
Foreign govt./govt. agencies	145			140			(5		)		68			64			(4		)		213			204			(9		)
Municipal	14			14			—				13			12			(1		)		27			26			(1		)
RMBS	148			147			(1		)		229			218			(11		)		377			365			(12		)
U.S. Treasuries	184			184			—				18			17			(1		)		202			201			(1		)
Total fixed maturities, AFS	2,633			2,573			(60		)		2,294			2,166			(129		)		4,927			4,739			(189		)
Equity securities, AFS [2]	81			75			(6		)		92			79			(13		)		173			154			(19		)
Total securities in an unrealized loss position	$	2,714		$	2,648		$	(66	)		$	2,386		$	2,245		$	(142	)		$	5,100		$	4,893		$	(208	)
[1]	Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
[2]	As of March 31, 2015 and December 31, 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
As of March 31, 2015, AFS securities in an unrealized loss position, consisted of 1,482 securities, primarily in the corporate sector, as well as commercial and residential real estate and student loan ABS, which are depressed primarily due to an increase in interest rates and/or wider credit spreads since the securities were purchased. As of March 31, 2015, 91% of these securities were depressed less than 20% of cost or amortized cost. The decrease in unrealized losses as compared to December 31, 2014, was primarily attributable to a decrease in interest rates.
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, structured securities with exposure to commercial and residential real estate and student loan ABS. Corporate securities and student loan ABS are primarily depressed because the securities have floating-rate coupons and have long-dated maturities, or are perpetual, and current credit spreads are wider than when these securities were purchased. For certain commercial and residential real estate securities, current market spreads continue to be wider than spreads at the securities' respective purchase dates. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion.
Mortgage Loans
Mortgage Loan Valuation Allowances
The Company’s security monitoring process reviews mortgage loans on a quarterly basis to identify potential credit losses. Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. Criteria used to determine if an impairment exists include, but are not limited to: current and projected macroeconomic factors, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historic, current and projected delinquency rates and property values. These assumptions require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, projections of expected future cash flows may change based upon new information regarding the performance of the borrower and/or underlying collateral such as changes in the projections of the underlying property value estimates.
For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate, (b) the loan’s observable market price or, most frequently, (c) the fair value of the collateral. A valuation allowance has been established for either individual loans or as a projected loss contingency for loans with an LTV ratio of 90% or greater and consideration of other credit quality factors, including DSCR. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the loans continue to perform under the original or restructured terms. Interest income ceases to accrue for loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. Loans may resume accrual status when it is determined that sufficient collateral exists to satisfy the full amount of the loan and interest payments, as well as when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received.
	March 31, 2015									December 31, 2014
	Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,142		$	(19	)	$	3,123		$	3,124		$	(15	)	$	3,109
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
As of March 31, 2015, and December 31, 2014, the carrying value of mortgage loans associated with the valuation allowance was $45 and $49, respectively. There were no mortgage loans held-for-sale as of March 31, 2015 or December 31, 2014. As of March 31, 2015, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings other than what is allowable under the original terms of the contract are immaterial.
The following table presents the activity within the Company’s valuation allowance for mortgage loans. These loans have been evaluated both individually and collectively for impairment. Loans evaluated collectively for impairment are immaterial.
	Three Months Ended March 31,
	2015			2014
Balance, beginning of period	$	(15	)	$	(12	)
(Additions)/Reversals	(4		)	—
Deductions	—			—
Balance, end of period	$	(19	)	$	(12	)
The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 57% as of March 31, 2015, 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 compares a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.34x as of March 31, 2015. The Company held no delinquent commercial mortgage loans as of March 31, 2015.
The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
Commercial Mortgage Loans Credit Quality
	March 31, 2015				December 31, 2014
Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
Greater than 80%	$	18		1.14x	$	21		1.14x
65% - 80%	523			1.81x	452			1.71x
Less than 65%	2,582			2.46x	2,636			2.49x
Total commercial mortgage loans	$	3,123		2.34x	$	3,109		2.36x
The following tables present the carrying value of the Company’s mortgage loans by region and property type.
Mortgage Loans by Region
	March 31, 2015				December 31, 2014
	Carrying Value			Percent of Total	Carrying Value			Percent of Total
East North Central	$	63		2.00%	$	64		2.10%
Middle Atlantic	258			8.30%	272			8.70%
Mountain	35			1.10%	35			1.10%
New England	146			4.70%	146			4.70%
Pacific	923			29.50%	905			29.10%
South Atlantic	545			17.50%	532			17.10%
West North Central	15			0.50%	15			0.50%
West South Central	125			4.00%	125			4.00%
Other [1]	1,013			32.40%	1,015			32.70%
Total mortgage loans	$	3,123		100.00%	$	3,109		100.00%
[1]	Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type
	March 31, 2015				December 31, 2014
	Carrying Value			Percent of Total	Carrying Value			Percent of Total
Commercial
Agricultural	$	22		0.70%	$	22		0.70%
Industrial	952			30.50%	989			31.80%
Lodging	26			0.80%	26			0.80%
Multifamily	541			17.30%	522			16.80%
Office	720			23.10%	723			23.30%
Retail	751			24.00%	713			22.90%
Other	111			3.60%	114			3.70%
Total mortgage loans	$	3,123		100.00%	$	3,109		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, as well as a means of accessing capital through a contingent capital facility.
A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.
The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements.
Consolidated VIEs
The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.
	March 31, 2015									December 31, 2014
	Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]
Investment funds [3]	$	97		$	11		$	87		$	154		$	20		$	138
Limited partnerships and other alternative investments	2			1			1			3			2			1
Total	$	99		$	12		$	88		$	157		$	22		$	139
[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, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.
Investment funds represent wholly-owned fixed income funds for which the Company has management and control of investments which is the activity that most significantly impacts its economic performance. The decline in investments funds is due to redemptions paid by one of the funds. 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 does not hold any investments issued by VIEs for which the Company is not the primary beneficiary as of March 31, 2015 and December 31, 2014. In addition, 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.
As of March 31, 2015, the Company reported in fixed maturities, AFS on the Condensed Consolidated Balance Sheets financial collateral pledged relating to repurchase agreements of $124. The Company reported a corresponding obligation to repurchase the pledged securities of $124 in other liabilities on the Condensed Consolidated Balance Sheets. The Company had no outstanding dollar roll transactions as of March 31, 2015. The Company had no outstanding repurchase agreements or dollar roll transactions as of December 31, 2014.
The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of March 31, 2015 and December 31, 2014 the fair value of securities on deposit was approximately $15 and $14, 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, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.
Strategies that qualify for hedge accounting
Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements, included in the Company’s 2014 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 securities being hedged 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, foreign currency, and commodity 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 may use interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of March 31, 2015 and December 31, 2014 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.
Foreign currency swaps and forwards
The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.
Japan fixed payout annuity hedge
The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") through HLIKK, a former indirect wholly-owned subsidiary that was sold in 2014. The Company will continue to reinsure from HLIKK certain Japan fixed payout annuities. 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 certain structured fixed maturity securities that have embedded credit derivatives, which 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 total return swaps to hedge equity risk of specific common stock investments which are accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). The Company also 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.
Commodity contracts
During 2015 the Company purchased for $6 put option contracts on West Texas Intermediate oil futures with a strike of $35 per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially.
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 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
	31-Mar-15			December 31, 2014			31-Mar-15			December 31, 2014
Customized swaps	$	6,806		$	7,041		$	144		$	124
Equity swaps, options, and futures	1,803			3,761			11			39
Interest rate swaps and futures	3,570			3,640			26			11
Total	$	12,179		$	14,442		$	181		$	174
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 presents notional and fair value for the macro hedge program.
	Notional Amount						Fair Value
	31-Mar-15			December 31, 2014			31-Mar-15			December 31, 2014
Equity swaps, options, and futures	$	7,342		$	5,983		$	187		$	141
Foreign currency options	400			400			—			—
Total	$	7,742		$	6,383		$	187		$	141
Modified coinsurance reinsurance contracts
As of March 31, 2015 and December 31, 2014, the Company had approximately $1.0 billion of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amounts of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.
Derivative Balance Sheet Classification
The following table summarizes the balance sheet classification of the Company’s derivative related fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or 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 following fair value amounts 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 following tables 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 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.
	Net Derivatives												Asset Derivatives						Liability Derivatives
	Notional Amount						Fair Value						Fair Value						Fair Value
Hedge Designation/ Derivative Type	Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14
Cash flow hedges
Interest rate swaps	$	2,187		$	2,242		$	57		$	37		$	57		$	37		$	—		$	—
Foreign currency swaps	143			143			(26		)	(19		)	7			3			(33		)	(22		)
Total cash flow hedges	2,330			2,385			31			18			64			40			(33		)	(22		)
Fair value hedges
Interest rate swaps	66			32			—			—			—			—			—			—
Total fair value hedges	66			32			—			—			—			—			—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,866			4,857			(313		)	(323		)	489			385			(802		)	(708		)
Foreign exchange contracts
Foreign currency swaps and forwards	60			60			2			—			2			—			—			—
Japan fixed payout annuity hedge	1,319			1,319			(441		)	(427		)	—			—			(441		)	(427		)
Credit contracts
Credit derivatives that purchase credit protection	52			276			(1		)	(1		)	—			4			(1		)	(5		)
Credit derivatives that assume credit risk [1]	876			946			3			7			9			11			(6		)	(4		)
Credit derivatives in offsetting positions	2,089			2,175			(1		)	(1		)	19			21			(20		)	(22		)
Equity contracts
Equity index swaps and options	275			422			1			1			31			30			(30		)	(29		)
Commodity contracts
Commodity options	345			—			6			—			6			—			—			—
Variable annuity hedge program
GMWB product derivatives [2]	17,079			17,908			(176		)	(139		)	—			—			(176		)	(139		)
GMWB reinsurance contracts	3,514			3,659			65			56			65			56			—			—
GMWB hedging instruments	12,179			14,442			181			174			309			289			(128		)	(115		)
Macro hedge program	7,742			6,383			187			141			227			180			(40		)	(39		)
Other
Modified coinsurance reinsurance contracts	963			974			22			34			22			34			—			—
Total non-qualifying strategies	51,359			53,421			(465		)	(478		)	1,179			1,010			(1,644		)	(1,488		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	53,755		$	55,838		$	(434	)	$	(460	)	$	1,243		$	1,050		$	(1,677	)	$	(1,510	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	187		$	186		$	(1	)	$	1		$	—		$	1		$	(1	)	$	—
Other investments	12,819			13,588			376			339			437			478			(61		)	(139		)
Other liabilities	19,143			19,473			(694		)	(725		)	719			481			(1,413		)	(1,206		)
Reinsurance recoverable	4,477			4,633			87			90			87			90			—			—
Other policyholder funds and benefits payable	17,129			17,958			(202		)	(165		)	—			—			(202		)	(165		)
Total derivatives	$	53,755		$	55,838		$	(434	)	$	(460	)	$	1,243		$	1,050		$	(1,677	)	$	(1,510	)
[1]	The derivative instruments related to this strategy are held for other investment purposes.
[2]	These derivatives are embedded within liabilities and are not held for risk management purposes.
Change in Notional Amount
The net decrease in notional amount of derivatives since December 31, 2014 was primarily due to the following:
•	The decline in notional amount related to the GMWB hedging instruments, partially offset by an increase in notional amount related to the macro hedge program, was primarily driven by portfolio re-balancing.
Change in Fair Value
The net improvement in the total fair value of derivative instruments since December 31, 2014 was primarily related to the following:
•	The increase in the fair value related to the macro hedge program was primarily driven by portfolio re-balancing.
•	These improvements in fair value were partially offset by a decrease in fair value related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, primarily driven by declining interest rates and volatility levels.
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 in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.
As of March 31, 2015
	(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
Description
Other investments	$	1,156			$	971			$	376			$	(191	)		$	118			$	67
	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	$	(1,474	)		$	(658	)		$	(691	)		$	(125	)		$	(932	)		$	116
As of December 31, 2014
	(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	$	959			$	801			$	339			$	(181	)		$	83			$	75
	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	$	(1,345	)		$	(574	)		$	(722	)		$	(49	)		$	(900	)		$	129
[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 $(3) as of March 31, 2015 and December 31, 2014, 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 table presents the components of the gain or loss on derivatives that qualify as cash flow hedges:
Derivatives in Cash Flow Hedging Relationships
	Gain (Loss) Recognized in OCI on Derivative (Effective Portion)							Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)
	Three months ended March 31,							Three months ended March 31,
	2015			2014				2015			2014
Interest rate swaps	$	20		$	10			$	—		$	(1	)
Foreign currency swaps	(7		)	(1		)		—			—
Total	$	13		$	9			$	—		$	(1	)
		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended March 31,
	Location	2015			2014
Interest rate swaps	Net realized capital gain/(loss)	$	(1	)	$	1
Interest rate swaps	Net investment income	8			13
Foreign currency swaps	Net realized capital gain/(loss)	(10		)	—
Total		$	(3	)	$	14
As of March 31, 2015, 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 $16. 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 net investment income over the term of the investment cash flows.
During the three months ended March 31, 2015 and March 31, 2014, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.
Fair Value Hedges
For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
The Company recognized in income gains (losses) representing the ineffective portion of fair value hedges as follows:
Derivatives in Fair Value Hedging Relationships
	Gain or (Loss) Recognized in Income [1]
	Three months ended March 31,
	2015							2014
	Derivative			Hedge Item				Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	—		$	—			$	(1	)	$	2
Total	$	—		$	—			$	(1	)	$	2
[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.
Non-qualifying Strategies
For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies:
Derivatives Used in Non-Qualifying Strategies
Gain or (Loss) Recognized within Net Realized Capital Gains and Losses
	Three months ended March 31,
	2015			2014
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	(1	)	$	1
Foreign exchange contracts
Foreign currency swaps and forwards	2			1
Japan fixed payout annuity hedge [1]	(14		)	15
Japanese fixed annuity hedging instruments [2]	—			12
Credit contracts
Credit derivatives that purchase credit protection	(1		)	(3		)
Credit derivatives that assume credit risk	6			—
Equity contracts
Equity index swaps and options	(2		)	—
Commodity contracts
Commodity options	(3		)	—
Variable annuity hedge program
GMWB product derivatives	(19		)	36
GMWB reinsurance contracts	7			(4		)
GMWB hedging instruments	13			(17		)
Macro hedge program	(4		)	(10		)
International program hedging instruments	—			(23		)
Other
GMIB, GMAB, and GMWB reinsurance contracts	—			51
Modified coinsurance reinsurance contracts	(11		)	(130		)
Total [3]	$	(27	)	$	(71	)
[1]	Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $0 and $(28) for the three months ended March 31, 2015 and 2014, respectively.
[2]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(30) for the three months ended March 31, 2014.
[3]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
For the three months ended March 31, 2015, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The loss on the GMWB product derivatives was largely driven by a decline in interest rates and changes in volatility levels, offset by an increase in equity markets. These losses were offset by gains on the GMWB reinsurance contracts and GMWB hedging instruments.
•	The net loss related to the Japan fixed annuity payout hedge was primarily driven by a decline in U.S. interest rates.
•	The loss associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by a decline in long-term interest rates during the period. The assets remain on the Company's books and the Company recorded an offsetting gain in OCI as a result of the increase in market value of the bonds.
In addition, for the three months ended March 31, 2015, and 2014 the Company received gains of $0, and $7, respectively, due to cash recovered on derivative receivables that were previously written-off related to the bankruptcy of Lehman Brothers Inc. The derivative 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 months ended March 31, 2014 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net gains on derivatives associated with GMIB, GMAB, and GMWB reinsurance contracts, which were reinsured to an affiliated captive reinsurer, were primarily due to a decline in volatility and policyholder experience. The net loss on the modified coinsurance reinsurance agreement, which was 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 7 - Transactions with Affiliates for more information on this transaction.
•	The net losses associated with the international program hedging instruments were primarily driven by a decrease in volatility and interest rates.
•	The net gain related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily due to outperformance of underlying actively managed funds compared to their respective indices.
For additional disclosures regarding contingent credit related features in derivative agreements, see Note 6 - 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 that would be permissible investments under the Company's investment policies. 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 diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.
The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of March 31, 2015 and December 31, 2014.
As of March 31, 2015
								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	$	188		$	3		2 years	Corporate Credit/ Foreign Gov.	BBB+	$	163		$	(3	)
Below investment grade risk exposure	4			—			6 months	Corporate Credit	CCC	4			—
Basket credit default swaps [4]
Investment grade risk exposure	977			12			3 years	Corporate Credit	BBB+	625			(5		)
Below investment grade risk exposure	31			2			5 years	Corporate Credit	B+	—			—
Investment grade risk exposure	496			(7		)	6 years	CMBS Credit	AA+	178			1
Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
Embedded credit derivatives
Investment grade risk exposure	150			149			2 years	Corporate Credit	A+	—			—
Total [5]	$	1,921		$	148					$	1,045		$	4
As of December 31, 2014
								Underlying Referenced
								Credit Obligation(s) [1]
Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
							Years to		Rating	Amount [3]
							Maturity
Single name credit default swaps
Investment grade risk exposure	$	212		$	3		3 years	Corporate Credit/ Foreign Gov.	A-	$	163		$	(3	)
Below investment grade risk exposure	4			—			1 year	Corporate Credit	CCC	4			—
Basket credit default swaps [4]
Investment grade risk exposure	1,240			14			4 years	Corporate Credit	BBB+	667			(6		)
Below investment grade risk exposure	9			(1		)	5 years	Corporate Credit	BBB-	—			—
Investment grade risk exposure	344			(4		)	5 years	CMBS Credit	AA	179			2
Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
Embedded credit derivatives
Investment grade risk exposure	150			147			2 years	Corporate Credit	A	—			—
Total [5]	$	2,034		$	148					$	1,088		$	4
[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 $1.6 billion and $1.7 billion as of March 31, 2015 and December 31, 2014, 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 2 - Fair Value Measurements.
Derivative Collateral Arrangements
The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of March 31, 2015 and December 31, 2014, the Company pledged cash collateral associated with derivative instruments with a fair value of $41 and $16, 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 $932 and $900, respectively, as of March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014 the Company accepted cash collateral associated with derivative instruments of $81 and $33, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of March 31, 2015 and December 31, 2014 of $118 and $83, respectively, of which the Company has the ability to sell or repledge $118 and $83, respectively. As of March 31, 2015 and December 31, 2014, the fair value of repledged securities totaled $0 and $0, respectively, and the Company did not sell any securities. In addition, as of March 31, 2015 and December 31, 2014, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

Separate_Accounts_Death_Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
Separate Accounts Disclosure [Abstract]
Account Value by GMDB Type [Table Text Block]
	Account Value by GMDB/GMWB Type
	Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]			Net Amount at Risk (“NAR”) [9]			Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
	MAV only	$	16,577		$	2,519		$	379	70
	With 5% rollup [2]	1,433			199			57		70
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,275			581			77		69
	With 5% rollup & EPB	544			115			24		71
	Total MAV	22,829			3,414			537
	Asset Protection Benefit (APB) [4]	14,304			195			128		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	608			7			7		68
	Reset [6] (5-7 years)	2,895			14			14		69
	Return of Premium [7] /Other	10,864			53			47		67
	Subtotal Variable Annuity with GMDB/GMWB [10]	51,500			3,683			733		69
	Less: General Account Value with GMDB/GMWB	3,951
	Subtotal Separate Account Liabilities with GMDB	47,549
	Separate Account Liabilities without GMDB	88,241
	Total Separate Account Liabilities	$	135,790
	[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 generally based on market performance that ratchets over time.
	[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 reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.
	[10]	Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $8.2 billion of total account value and weighted average attained age of 70 years. There is no NAR or retained NAR related to these contracts.
Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]	Changes in the gross GMDB/GMWB and universal life secondary guarantee benefits are as follows:
		GMDB/GMWB [1]			Universal Life Secondary
					Guarantees
	Liability balance as of January 1, 2015	$	812		$	2,041
	Incurred	41			66
	Paid	(29		)	—
	Unlock	(24		)	(3		)
	Liability balance as of March 31, 2015	$	800		$	2,104
	Reinsurance recoverable asset, as of January 1, 2015	$	480		$	2,041
	Incurred	25			63
	Paid	(22		)	—
	Unlock	(6		)	—
	Reinsurance recoverable asset, as of March 31, 2015	$	477		$	2,104
		GMDB/GMWB [1]			Universal Life Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	47			56
	Paid	(31		)	—
	Unlock	(11		)	—
	Liability balance as of March 31, 2014	$	854		$	1,858
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	26			56
	Paid	(22		)	—
	Unlock	(5		)	—
	Reinsurance recoverable asset, as of March 31, 2014	$	532		$	1,858
	[1]	These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.
	The following table presents details concerning GMDB/GMWB exposure as of March 31, 2015:
	Account Value by GMDB/GMWB Type
	Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]			Net Amount at Risk (“NAR”) [9]			Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
	MAV only	$	16,577		$	2,519		$	379	70
	With 5% rollup [2]	1,433			199			57		70
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,275			581			77		69
	With 5% rollup & EPB	544			115			24		71
	Total MAV	22,829			3,414			537
	Asset Protection Benefit (APB) [4]	14,304			195			128		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	608			7			7		68
	Reset [6] (5-7 years)	2,895			14			14		69
	Return of Premium [7] /Other	10,864			53			47		67
	Subtotal Variable Annuity with GMDB/GMWB [10]	51,500			3,683			733		69
	Less: General Account Value with GMDB/GMWB	3,951
	Subtotal Separate Account Liabilities with GMDB	47,549
	Separate Account Liabilities without GMDB	88,241
	Total Separate Account Liabilities	$	135,790
	[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 generally based on market performance that ratchets over time.
	[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 reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.
	[10]	Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $8.2 billion of total account value and weighted average attained age of 70 years. There is no NAR or retained NAR related to these contracts.
	Account balances of contracts with death benefit guarantees were invested in variable separate accounts as follows:
	Asset type	March 31, 2015			December 31, 2014
	Equity securities (including mutual funds)	$	43,532		$	44,786
	Cash and cash equivalents	4,017			4,066
	Total	$	47,549		$	48,852
	As of March 31, 2015 and December 31, 2014, approximately 17% of the equity securities in the preceding table were funds invested in fixed income securities and approximately 83% were funds invested in equity securities.
	For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

Income_Taxes_Level_1_Notes

Income Taxes Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows:
		Three Months Ended March 31,
		2015			2014
	Tax provision at the U.S. federal statutory rate	$	65		$	15
	Dividends-received deduction ("DRD")	(23		)	(26		)
	Foreign related investments	(2		)	—
	Other	—			(2		)
	Provision (benefit) for income taxes	$	40		$	(13	)
	The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distribution from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.
	The Company believes it is more likely than not the deferred tax assets will be fully realized. Consequently no valuation allowance has been provided. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching.
	Net deferred income taxes include the future tax benefits associated with the net operating loss carryover, alternative minimum tax credit carryover and foreign tax credit carryover as follows:
	Net operating loss carryover
	As of March 31, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,188 and $3,189, respectively. If unutilized, $6 of the losses expire in 2023 and the remainder from 2026-2033. Utilization of these loss carryovers is dependent upon the generation of sufficient future taxable income.
	Most of the net operating loss carryover originated from the Company's U.S. annuity business, including from the hedging program. Given the continued runoff of the U.S. fixed and variable annuity business, the exposure to taxable losses is significantly lessened. Accordingly, given the expected future consolidated group earnings, the Company believes sufficient taxable income will be generated in the future to utilize its net operating loss carryover. Although the Company believes there will be sufficient future taxable income to fully recover the remainder of the loss carryover, the Company's estimate of the likely realization may change over time.
	Alternative minimum tax credit and foreign tax credit carryover
	As of March 31, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $248 and $246 and foreign tax credit carryover of $59 and $58, respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryover expire from 2018 to 2025. These credits are available to offset regular federal income taxes from future taxable income and although the Company believes there will be sufficient future regular federal taxable income, there can be no certainty that future events will not affect the ability to utilize the credits. Additionally, the use of the foreign tax credits generally depends on the generation of sufficient taxable income to first utilize all of the U.S. net operating loss carryover. However, the Company has identified certain investments which allow for utilization of the foreign tax credits without first using the net operating loss carryover. Consequently, the Company believes it is more likely than not the foreign tax credit carryover will be fully realized. Accordingly, no valuation allowance has been provided on either the alternative minimum tax carryover or foreign tax credit carryover.
	The Company is no longer subject to U.S. federal, state and local, or non-U.S. income tax examinations for years prior to 2007. The audit of the years 2007-2011 is expected to conclude in 2015, with no material impact on the consolidated financial condition or results of operations. The federal audit of the years 2012 and 2013 began in March 2015 and is expected to be completed in 2016. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.

Commitments_and_Contingencies_

Commitments and Contingencies Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015, is $847. Of this $847 the legal entities have posted collateral of $1.1 billion in the normal course of business. In addition, the Company has posted collateral of $39 associated with a customized GMWB derivative. Based on derivative market values as of March 31, 2015, 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.

Transactions_with_Affiliates_L

Transactions with Affiliates Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
Related Party Transactions [Abstract]
Related Party Transactions Disclosure [Text Block]	7. Transactions with Affiliates
	Parent Company Transactions
	Transactions of the Company with Hartford Fire Insurance Company ("Hartford Fire"), Hartford Holdings Inc ("HHI") 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 annuity contracts from the Company to fund structured settlement periodic payment obligations assumed by the affiliated entity as part of claims settlements with property casualty insurance companies and self-insured entities. As of March 31, 2015 and December 31, 2014, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the three months ended March 31, 2015 and 2014, the Company recorded earned premiums of $1 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 March 31, 2015 and December 31, 2014, 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).
	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 $770 of Japan fixed payout annuities as of March 31, 2015.
	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
	The Company maintains a reinsurance agreement with HLA, whereby the Company cedes both group life and group accident and health risk. Under this treaty, the Company ceded group life premium of $41 and $22 for the three months ended March 31, 2015, and 2014, respectively. The Company ceded accident and health premiums to HLA of $19 and $219 for the three months ended March 31, 2015, and 2014, respectively.
	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 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 year ended December 31, 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 $367 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 March 31,
		2014
	Earned premiums	$	(5	)
	Net realized losses [1]	(103		)
	Total revenues	(108		)
	Benefits, losses and loss adjustment expenses	(1		)
	Insurance operating costs and other expenses	(4		)
	Total expenses	(5		)
	Loss before income taxes	(103		)
	Income tax benefit	(36		)
	Net loss	$	(67	)
	[1]	Amounts represent the change in valuation of the derivative associated with this transaction.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income Level 1 (Notes)	3 Months Ended
	Mar. 31, 2015
Accumulated Other Comprehensive Income [Abstract]
Comprehensive Income (Loss) Note [Text Block]	Changes in AOCI, net of tax and DAC, by component consist of the following:
	Three months ended March 31, 2015
		Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
	Beginning balance	$	1,154		$	70		$	(3	)	$	1,221
	OCI before reclassifications	115			8			—			123
	Amounts reclassified from AOCI	(12		)	2			—			(10		)
	Net OCI	103			10			—			113
	Ending balance	$	1,257		$	80		$	(3	)	$	1,334
	Reclassifications from AOCI for the three months ended March 31, 2015 consist of the following:
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2015			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities	$	18		Net realized capital gains (losses)
		18			Total before tax
		6			Income tax expense
		$	12		Net income
	Net Gains on Cash Flow Hedging Instruments
	Interest rate swaps	$	(1	)	Net realized capital gains (losses)
	Interest rate swaps	8			Net investment income
	Foreign currency swaps	(10		)	Net realized capital gains (losses)
		(3		)	Total before tax
		(1		)	Income tax expense
		$	(2	)	Net income
	Total amounts reclassified from AOCI	$	10		Net income
	Three Months Ended March 31, 2014
		Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
	Beginning balance	$	495		$	79		$	—		$	574
	OCI before reclassifications	317			7			(1		)	323
	Amounts reclassified from AOCI	(2		)	(9		)	—			(11		)
	Net OCI	315			(2		)	(1		)	312
	Ending balance	$	810		$	77		$	(1	)	$	886
	Reclassifications from AOCI for the three months ended March 31, 2014 consist of the following:
		Amount Reclassified from AOCI
	AOCI	Three months ended March 31, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
	Net Unrealized Gain on Securities
	Available-for-sale securities	$	3		Net realized capital gains (losses)
		3			Total before tax
		1			Income tax expense
		$	2		Net income
	Net Gains on Cash Flow Hedging Instruments
	Interest rate swaps	$	1		Net realized capital gains (losses)
	Interest rate swaps	13			Net investment income
	Foreign currency swaps	—			Net realized capital gains (losses)
		14			Total before tax
		5			Income tax expense
		$	9		Net income
	Total amounts reclassified from AOCI	$	11		Net income

Basis_of_Presentation_and_Acco1

Basis of Presentation and Accounting Policies Level 2 (Policies)	3 Months Ended
	Mar. 31, 2015
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”) which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 3 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
Reclassification [Policy Text Block]	Reclassifications
	Certain reclassifications have been made to prior period financial information to conform to the current period presentation.
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)	3 Months Ended
	Mar. 31, 2015
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 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 preceding 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 Investment 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 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)	3 Months Ended
	Mar. 31, 2015
Schedule of Investments [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.
	The Company did not have exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder’s equity, other than the U.S. government and certain U.S. government securities as of March 31, 2015 and December 31, 2014. 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 2014 Form 10-K Annual Report.
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, as well as a means of accessing capital through a contingent capital facility.
	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, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.
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 2014 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 securities being hedged 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, foreign currency, and commodity 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 may use interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of March 31, 2015 and December 31, 2014 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.
	Foreign currency swaps and forwards
	The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.
	Japan fixed payout annuity hedge
	The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") through HLIKK, a former indirect wholly-owned subsidiary that was sold in 2014. The Company will continue to reinsure from HLIKK certain Japan fixed payout annuities. 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 certain structured fixed maturity securities that have embedded credit derivatives, which 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 total return swaps to hedge equity risk of specific common stock investments which are accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). The Company also 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.
	Commodity contracts
	During 2015 the Company purchased for $6 put option contracts on West Texas Intermediate oil futures with a strike of $35 per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially.
	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 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
		31-Mar-15		December 31, 2014		31-Mar-15		December 31, 2014
	Customized swaps	$	6,806	$	7,041	$	144	$	124
	Equity swaps, options, and futures	1,803		3,761		11		39
	Interest rate swaps and futures	3,570		3,640		26		11
	Total	$	12,179	$	14,442	$	181	$	174
	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 presents notional and fair value for the macro hedge program.
		Notional Amount				Fair Value
		31-Mar-15		December 31, 2014		31-Mar-15		December 31, 2014
	Equity swaps, options, and futures	$	7,342	$	5,983	$	187	$	141
	Foreign currency options	400		400		—		—
	Total	$	7,742	$	6,383	$	187	$	141
	Modified coinsurance reinsurance contracts
	As of March 31, 2015 and December 31, 2014, the Company had approximately $1.0 billion of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amounts of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

Fair_Value_Measurements_Level_2

Fair Value Measurements Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level
		March 31, 2015
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,294		$	—		$	1,198		$	96
	CDOs	1,254			—			892			362
	CMBS	2,118			—			1,999			119
	Corporate	15,878			—			15,208			670
	Foreign government/government agencies	364			—			347			17
	Municipal	1,126			—			1,074			52
	RMBS	1,779			—			1,105			674
	U.S. Treasuries	2,379			182			2,197			—
	Total fixed maturities	26,192			182			24,020			1,990
	Fixed maturities, FVO	231			—			159			72
	Equity securities, trading [1]	11			11			—			—
	Equity securities, AFS	367			272			47			48
	Derivative assets
	Credit derivatives	1			—			1			—
	Commodity derivatives	5			—			5			—
	Equity derivatives	2			—			—			2
	Foreign exchange derivatives	3			—			3			—
	Interest rate derivatives	88			—			88			—
	Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	142			—			47			95
	Macro hedge program	135			—			—			135
	Total derivative assets [2]	376			—			144			232
	Short-term investments	1,384			217			1,167			—
	Reinsurance recoverable for GMWB	65			—			—			65
	Modified coinsurance reinsurance contracts	22			—			22			—
	Separate account assets [3]	131,074			89,858			40,614			602
	Total assets accounted for at fair value on a recurring basis	$	159,722		$	90,540		$	66,173		$	3,009
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	GMWB	$	(176	)	$	—		$	—		$	(176	)
	Equity linked notes	(26		)	—			—			(26		)
	Total other policyholder funds and benefits payable	(202		)	—			—			(202		)
	Derivative liabilities
	Credit derivatives	1			—			7			(6		)
	Commodity derivatives	1			—			1			—
	Equity derivatives	28			—			25			3
	Foreign exchange derivatives	(468		)	—			(468		)	—
	Interest rate derivatives	(344		)	—			(314		)	(30		)
	GMWB hedging instruments	39			—			(25		)	64
	Macro hedge program	52			—			—			52
	Total derivative liabilities [4]	(691		)	—			(774		)	83
	Consumer notes [5]	(3		)	—			—			(3		)
	Total liabilities accounted for at fair value on a recurring basis	$	(896	)	$	—		$	(774	)	$	(122	)
		December 31, 2014
		Total			Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	1,171		$	—		$	1,089		$	82
	CDOs	1,148			—			788			360
	CMBS	1,887			—			1,768			119
	Corporate	15,742			—			15,096			646
	Foreign government/government agencies	602			—			572			30
	Municipal	1,052			—			998			54
	RMBS	1,857			—			1,123			734
	U.S. Treasuries	1,977			72			1,905			—
	Total fixed maturities	25,436			72			23,339			2,025
	Fixed maturities, FVO	280			—			196			84
	Equity securities, trading [1]	11			11			—			—
	Equity securities, AFS	514			411			55			48
	Derivative assets
Credit derivatives	3			—			5			(2		)
Equity derivatives	2			—			—			2
Foreign exchange derivatives	(1		)	—			(1		)	—
Interest rate derivatives	123			—			123			—
GMWB hedging instruments	119			—			5			114
Macro hedge program	93			—			—			93
Total derivative assets [2]	339			—			132			207
Short-term investments	2,162			199			1,963			—
Reinsurance recoverable for GMWB	56			—			—			56
Modified coinsurance reinsurance contracts	34			—			34			—
Separate account assets [3]	132,198			91,524			40,096			578
Total assets accounted for at fair value on a recurring basis	$	161,030		$	92,217		$	65,815		$	2,998
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(139	)	$	—		$	—		$	(139	)
Equity linked notes	(26		)	—			—			(26		)
Total other policyholder funds and benefits payable	(165		)	—			—			(165		)
Derivative liabilities
Credit derivatives	—			—			1			(1		)
Equity derivatives	28			—			25			3
Foreign exchange derivatives	(444		)	—			(444		)	—
Interest rate derivatives	(409		)	—			(382		)	(27		)
GMWB hedging instruments	55			—			(1		)	56
Macro hedge program	48			—			—			48
Total derivative liabilities [4]	(722		)	—			(801		)	79
Consumer notes [5]	(3		)	—			—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(890	)	$	—		$	(801	)	$	(89	)
[1]	Included in other investments on the Condensed Consolidated Balance Sheets.
[2]	Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of March 31, 2015 and December 31, 2014, $330 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.
[3]	As of March 31, 2015 and December 31, 2014, excludes approximately $4.7 billion and $2.5 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 fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, 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 (continued)
		As of March 31, 2015
	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	$	(30	)	Discounted  cash flows	Swap curve	2%	2%	Decrease
						beyond 30 years
	GMWB hedging instruments
	Equity options	15			Option model	Equity volatility	23%	38%	Increase
	Customized swaps	144			Discounted  cash flows	Equity volatility	10%	40%	Increase
	Macro hedge program [2]
	Equity options	187			Option model	Equity volatility	16%	30%	Increase
		As of December 31, 2014
	Interest rate derivative
	Interest rate swaps	$	(29	)	Discounted  cash flows	Swap curve	3%	3%	Decrease
						beyond 30 years
	Interest rate swaptions	2			Option Model	Interest rate volatility	1%	1%	Increase
	GMWB hedging instruments
	Equity options	46			Option model	Equity volatility	22%	34%	Increase
	Customized swaps	124			Discounted  cash flows	Equity volatility	10%	40%	Increase
	Macro hedge program
	Equity options	141			Option model	Equity volatility	27%	28%	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.
	Significant Unobservable Inputs for Level 3 Assets Measured at Fair Value
	The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value. The tables exclude securities such as ABS and CRE CDOs for which fair values are predominately based on broker quotations.
		As of March 31, 2015
	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	$	119		Discounted cash flows	Spread (encompasses	43bps	2,474bps	258bps	Decrease
						prepayment, default risk and loss severity)
	Corporate [3]	359			Discounted cash flows	Spread	120bps	1,652bps	308bps	Decrease
	Municipal [3]	33			Discounted cash flows	Spread	214bps	214bps	214bps	Decrease
	RMBS	674			Discounted cash flows	Spread	24bps	1,693bps	148bps	Decrease
						Constant prepayment rate	—%	8%	3%	Decrease [4]
						Constant default rate	1%	14%	6%	Decrease
						Loss severity	50%	100%	80%	Decrease
		As of December 31, 2014
	CMBS	$	119		Discounted cash flows	Spread (encompasses	46bps	2,475bps	284bps	Decrease
						prepayment, default risk and loss severity)
	Corporate [3]	324			Discounted cash flows	Spread	123bps	765bps	267bps	Decrease
	Municipal [3]	32			Discounted cash flows	Spread	212bps	212bps	212bps	Decrease
	RMBS	734			Discounted cash flows	Spread	23bps	1,904bps	141bps	Decrease
						Constant prepayment rate	—%	7%	3%	Decrease [4]
						Constant default rate	1%	14%	7%	Decrease
						Loss severity	—%	100%	78%	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 preceding table.
	[3]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.
	[4]	Decrease for above market rate coupons and increase for below market rate coupons.
	Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input
				on Fair Value Measurement [1]
	Withdrawal Utilization [2]	20%	100%	Increase
	Withdrawal Rates [3]	—%	8%	Increase
	Lapse Rates [4]	—%	75%	Decrease
	Reset Elections [5]	20%	75%	Increase
	Equity Volatility [6]	10%	40%	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]	Range represents assumed cumulative percentages of policyholders taking withdrawals.
	[3]	Range represents assumed cumulative annual amount withdrawn by policyholders.
	[4]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
	[5]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[6]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)
	The following tables provide fair value roll-forwards for the three months ended March 31, 2015 and 2014, for financial instruments classified as Level 3.
	For the three months ended March 31, 2015
		Fixed Maturities, AFS																								Fixed Maturities, FVO
	Assets	ABS			CDOs			CMBS			Corporate			Foreign govt./govt. agencies			Municipal			RMBS			Total Fixed Maturities, AFS
	Fair value as of January 1, 2015	$	82		$	360		$	119		$	646		$	30		$	54		$	734		$	2,025		$	84
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			(1		)	—			(2		)	—			—			(1		)	(4		)	(4		)
	Included in OCI [3]	—			15			(2		)	(16		)	—			(2		)	—			(5		)	—
	Purchases	13			—			12			1			1			—			11			38			4
	Settlements	—			(6		)	(6		)	2			(1		)	—			(29		)	(40		)	1
	Sales	—			—			—			(3		)	(13		)	—			(22		)	(38		)	(4		)
	Transfers into Level 3 [4]	1			—			4			58			—			—			—			63			—
	Transfers out of Level 3 [4]	—			(6		)	(8		)	(16		)	—			—			(19		)	(49		)	(9		)
	Fair value as of March 31, 2015	$	96		$	362		$	119		$	670		$	17		$	52		$	674		$	1,990		$	72
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	—		$	(1	)	$	—		$	(1	)	$	—		$	—		$	(1	)	$	(3	)	$	1
					Freestanding Derivatives [5]
	Assets (Liabilities)	Equity Securities, AFS			Credit			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free-Standing Derivatives [5]
	Fair value as of January 1, 2015	$	48		$	(3	)	$	5		$	(27	)	$	170		$	141		$	286
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			3			11			(3		)	9			(1		)	19
	Included in OCI [3]	(2		)	—			—			—			—			—			—
	Purchases	2			(6		)	—			—			—			47			41
	Settlements	—			—			(11		)	—			(20		)	—			(31		)
	Fair value as of March 31, 2015	$	48		$	(6	)	$	5		$	(30	)	$	159		$	187		$	315
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	—		$	3		$	1		$	(5	)	$	16		$	3		$	18
	Assets	Reinsurance Recoverable for GMWB			Separate Accounts
	Fair value as of January 1, 2015	$	56		$	578
	Total realized/unrealized gains (losses)
	Included in net income [1] [2]	7			—
	Purchases	—			38
	Settlements	2			(5		)
	Sales	—			(6		)
	Transfers into Level 3 [4]	—			1
	Transfers out of Level 3 [4]	—			(4		)
	Fair value as of March 31, 2015	$	65		$	602
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	7		$	—
		Other Policyholder Funds and Benefits Payable
	Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
	Fair value as of January 1, 2015	$	(139	)	$	(26	)	$	(165	)	$	(3	)
	Total realized/unrealized gains (losses)
	Included in net income [1] [2]	(19		)	—			(19		)	—
	Settlements	(18		)	—			(18		)	—
	Fair value as of March 31, 2015	$	(176	)	$	(26	)	$	(202	)	$	(3	)
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2015 [2] [7]	$	(19	)	$	—		$	(19	)	$	—
	For the three months ended March 31, 2014
		Fixed Maturities, AFS
	Assets	ABS			CDOs			CMBS			Corporate			Foreign govt./govt. agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
	Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
	Total realized/unrealized gains (losses)
	Included in net income [1], [2]	—			—			8			(4		)	(1		)	—			(1		)	2			9
	Included in OCI [3]	2			—			(6		)	18			3			2			9			28			—
	Purchases	—			—			1			24			—			—			87			112			5
	Settlements	—			(11		)	(25		)	2			(2		)	—			(31		)	(67		)	(1		)
	Sales	(3		)	(9		)	(22		)	(34		)	(8		)	—			(47		)	(123		)	(1		)
	Transfers into Level 3 [4]	—			48			—			30			—			—			—			78			—
	Transfers out of Level 3 [4]	(72		)	(7		)	(7		)	(58		)	—			—			(8		)	(152		)	—
	Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	—		$	—		$	1		$	(6	)	$	(1	)	$	—		$	—		$	(6	)	$	9
					Freestanding Derivatives [5]
	Assets (Liabilities)	Equity Securities, AFS			Credit			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing 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		)	(1		)	—			—			(34		)	(10		)	12			(33		)
Included in OCI [3]	2			—			—			—			—			—			—			—
Purchases	—			—			—			—			5			4			9			18
Settlements	—			—			—			—			6			—			—			6
Transfers out of Level 3 [4]	—			—			—			24			—			—			—			24
Fair value as of March 31, 2014	$	52		$	1		$	2		$	—		$	123		$	133		$	(40	)	$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(1	)	$	(1	)	$	—		$	(1	)	$	(50	)	$	(10	)	$	17		$	(45	)
Assets	Reinsurance Recoverable for GMWB [6]			Separate Accounts
Fair value as of January 1, 2014	$	(465	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(107		)	5
Purchases	—			130
Settlements	63			(1		)
Sales	—			(86		)
Transfers into Level 3 [4]	—			3
Transfers out of Level 3 [4]	—			(26		)
Fair value as of March 31, 2014	$	(509	)	$	762
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	(107	)	$	5
	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	74			(1		)	73			—
Settlements	(34		)	—			(34		)	—
Fair value as of March 31, 2014	$	(536	)	$	(19	)	$	(555	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at March 31, 2014 [2] [7]	$	74		$	(1	)	$	73		$	—
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes fair value of reinsurance recoverables of approximately $539 as of March 31, 2014 related to a transaction entered into with an affiliated captive reinsurer. See Note 7 - 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).
Fair value of assets and liabilities accounted for using the fair value option
		Three Months Ended March 31,
		2015			2014
	Assets
	Fixed maturities, FVO
	Corporate	$	3		$	1
	CRE CDOs	1			9
	Foreign government	—			9
	RMBS	1			1
	Total realized capital gains	$	5		$	20
Fair value of assets and liabilities accounted for using the fair value option	The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.
		As of
		March 31, 2015			December 31, 2014
	Assets
	Fixed maturities, FVO
	ABS	$	4		$	13
	Corporate	72			96
	CDO	69			67
	CMBS	7			15
	Foreign government	1			3
	Municipals	1			2
	RMBS	76			82
	U.S. Government	1			2
	Total fixed maturities, FVO	$	231		$	280
	Equity, FVO [1]	$	151		$	248
	[1]	Included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
Financial Instruments Not Carried at Fair Value	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 preceding fair value discussion.
			March 31, 2015				December 31, 2014
		Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
	Assets
	Policy loans	Level 3	1,451		1,451		1,430		1,430
	Mortgage loans	Level 3	3,123		3,284		3,109		3,280
	Liabilities
	Other policyholder funds and benefits payable [1]	Level 3	6,840		7,067		7,134		7,353
	Consumer notes [2]	Level 3	66		66		68		68
	Assumed investment contracts [3]	Level 3	770		848		763		851
	[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 preceding disclosures.
	[3]	Included in other liabilities in the Condensed Consolidated Balance Sheets.

Investments_and_Derivative_Ins2

Investments and Derivative Instruments Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015
Investments [Abstract]
Realized Gain (Loss) on Investments [Table Text Block]
		Three Months Ended March 31,
	(Before-tax)	2015			2014
	Gross gains on sales	$	119		$	108
	Gross losses on sales	(95		)	(104		)
	Net OTTI losses recognized in earnings	(6		)	(7		)
	Valuation allowances on mortgage loans	(4		)	—
	Japanese fixed annuity contract hedges, net [1]	—			(9		)
	Periodic net coupon settlements on credit derivatives	1			5
	Results of variable annuity hedge program
	GMWB derivatives, net	1			15
	Macro hedge program	(4		)	(10		)
	Total U.S. program	(3		)	5
	International Program [2]	—			(23		)
	Total results of variable annuity hedge program	(3		)	(18		)
	GMIB/GMAB/GMWB reinsurance	—			51
	Modified coinsurance reinsurance contracts	(11		)	(130		)
	Other, net [3]	(10		)	(2		)
	Net realized capital (losses), before-tax	$	(9	)	$	(106	)
	[1]	Includes gains (losses) of $(30) for the three months ended March 31, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $21 for the three months ended March 31, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.
	[2]	Includes transactional foreign currency re-valuation gains (losses) of $3 for the three months ended March 31, 2014.
	[3]	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 $0 and $(28), respectively, for the three months ended March 31, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(14) and $15 for the three months ended March 31, 2015 and 2014.
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]
		Three Months Ended March 31,
	(Before-tax)	2015			2014
	Balance, beginning of period	$	(296	)	$	(410	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(2		)	(3		)
	Securities previously impaired	—			(3		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	2			30
	Securities the Company made the decision to sell or more likely than not will be required to sell	1			—
	Securities due to an increase in expected cash flows	7			4
	Balance, end of period	$	(288	)	$	(382	)
	[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.
		March 31, 2015																December 31, 2014
		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	$	1,300		$	24		$	(30	)	$	1,294		$	—			$	1,181		$	20		$	(30	)	$	1,171		$	—
	CDOs [2]	1,172			97			(14		)	1,254			—				1,083			84			(20		)	1,148			—
	CMBS	2,018			108			(8		)	2,118			(4		)		1,797			97			(7		)	1,887			(3		)
	Corporate	14,138			1,800			(60		)	15,878			(6		)		14,166			1,685			(109		)	15,742			(3		)
	Foreign govt./govt. agencies	340			27			(3		)	364			—				576			35			(9		)	602			—
	Municipal	993			133			—			1,126			—				935			118			(1		)	1,052			—
	RMBS	1,721			68			(10		)	1,779			—				1,805			64			(12		)	1,857			—
	U.S. Treasuries	2,082			297			—			2,379			—				1,717			261			(1		)	1,977			—
	Total fixed maturities, AFS	23,764			2,554			(125		)	26,192			(10		)		23,260			2,364			(189		)	25,436			(6		)
	Equity securities, AFS [3]	221			11			(16		)	216			—				275			10			(19		)	266			—
	Total AFS securities	$	23,985		$	2,565		$	(141	)	$	26,408		$	(10	)		$	23,535		$	2,374		$	(208	)	$	25,702		$	(6	)
	[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2015 and December 31, 2014.
	[2]	Gross unrealized gains (losses) exclude the 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]	Excludes equity securities, FVO, with a cost and fair value of $151 and $151, respectively, as of March 31, 2015, and $250 and $248, respectively, as of December 31, 2014.
Investments Classified by Contractual Maturity Date [Table Text Block]	The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.
		March 31, 2015						December 31, 2014
	Contractual Maturity	Amortized Cost			Fair Value			Amortized Cost			Fair Value
	One year or less	$	827		$	835		$	1,031		$	1,043
	Over one year through five years	5,207			5,462			4,902			5,168
	Over five years through ten years	3,627			3,833			3,345			3,501
	Over ten years	7,892			9,617			8,116			9,661
	Subtotal	17,553			19,747			17,394			19,373
	Mortgage-backed and asset-backed securities	6,211			6,445			5,866			6,063
	Total fixed maturities, AFS	$	23,764		$	26,192		$	23,260		$	25,436
Schedule of Unrealized Loss on Investments [Table Text Block]	Securities Unrealized Loss Aging
	The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
		March 31, 2015
		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	$	280		$	280		$	—			$	307		$	277		$	(30	)		$	587		$	557		$	(30	)
	CDOs [1]	176			175			(1		)		666			652			(13		)		842			827			(14		)
	CMBS	145			143			(2		)		98			92			(6		)		243			235			(8		)
	Corporate	1,129			1,099			(30		)		348			318			(30		)		1,477			1,417			(60		)
	Foreign govt./govt. agencies	58			56			(2		)		18			17			(1		)		76			73			(3		)
	Municipal	3			3			—				4			4			—				7			7			—
	RMBS	152			152			—				192			182			(10		)		344			334			(10		)
	U.S. Treasuries	66			66			—				11			11			—				77			77			—
	Total fixed maturities, AFS	2,009			1,974			(35		)		1,644			1,553			(90		)		3,653			3,527			(125		)
	Equity securities, AFS [2]	41			38			(3		)		91			78			(13		)		132			116			(16		)
	Total securities in an unrealized loss position	$	2,050		$	2,012		$	(38	)		$	1,735		$	1,631		$	(103	)		$	3,785		$	3,643		$	(141	)
		December 31, 2014
		Less Than 12 Months										12 Months or More										Total
		Amortized Cost			Fair Value			Unrealized Losses				Amortized Cost			Fair Value			Unrealized Losses				Amortized Cost			Fair Value			Unrealized Losses
	ABS	$	368		$	367		$	(1	)		$	340		$	311		$	(29	)		$	708		$	678		$	(30	)
	CDOs [1]	123			122			(1		)		771			753			(19		)		894			875			(20		)
	CMBS	109			108			(1		)		194			188			(6		)		303			296			(7		)
	Corporate	1,542			1,491			(51		)		661			603			(58		)		2,203			2,094			(109		)
	Foreign govt./govt. agencies	145			140			(5		)		68			64			(4		)		213			204			(9		)
	Municipal	14			14			—				13			12			(1		)		27			26			(1		)
	RMBS	148			147			(1		)		229			218			(11		)		377			365			(12		)
	U.S. Treasuries	184			184			—				18			17			(1		)		202			201			(1		)
	Total fixed maturities, AFS	2,633			2,573			(60		)		2,294			2,166			(129		)		4,927			4,739			(189		)
	Equity securities, AFS [2]	81			75			(6		)		92			79			(13		)		173			154			(19		)
	Total securities in an unrealized loss position	$	2,714		$	2,648		$	(66	)		$	2,386		$	2,245		$	(142	)		$	5,100		$	4,893		$	(208	)
	[1]	Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
	[2]	As of March 31, 2015 and December 31, 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
Mortgage Loans [Table Text Block]
		March 31, 2015									December 31, 2014
		Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
	Total commercial mortgage loans	$	3,142		$	(19	)	$	3,123		$	3,124		$	(15	)	$	3,109
	[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
Valuation Allowance for Mortgage Loans [Table Text Block]	The following table presents the activity within the Company’s valuation allowance for mortgage loans. These loans have been evaluated both individually and collectively for impairment. Loans evaluated collectively for impairment are immaterial.
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	(15	)	$	(12	)
	(Additions)/Reversals	(4		)	—
	Deductions	—			—
	Balance, end of period	$	(19	)	$	(12	)
Commercial Mortgage Loans Credit Quality [Table Text Block]	The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
	Commercial Mortgage Loans Credit Quality
		March 31, 2015				December 31, 2014
	Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
	Greater than 80%	$	18		1.14x	$	21		1.14x
	65% - 80%	523			1.81x	452			1.71x
	Less than 65%	2,582			2.46x	2,636			2.49x
	Total commercial mortgage loans	$	3,123		2.34x	$	3,109		2.36x
Mortgage Loans by Region [Table Text Block]
	Mortgage Loans by Region
		March 31, 2015				December 31, 2014
		Carrying Value			Percent of Total	Carrying Value			Percent of Total
	East North Central	$	63		2.00%	$	64		2.10%
	Middle Atlantic	258			8.30%	272			8.70%
	Mountain	35			1.10%	35			1.10%
	New England	146			4.70%	146			4.70%
	Pacific	923			29.50%	905			29.10%
	South Atlantic	545			17.50%	532			17.10%
	West North Central	15			0.50%	15			0.50%
	West South Central	125			4.00%	125			4.00%
	Other [1]	1,013			32.40%	1,015			32.70%
	Total mortgage loans	$	3,123		100.00%	$	3,109		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
		March 31, 2015				December 31, 2014
		Carrying Value			Percent of Total	Carrying Value			Percent of Total
	Commercial
	Agricultural	$	22		0.70%	$	22		0.70%
	Industrial	952			30.50%	989			31.80%
	Lodging	26			0.80%	26			0.80%
	Multifamily	541			17.30%	522			16.80%
	Office	720			23.10%	723			23.30%
	Retail	751			24.00%	713			22.90%
	Other	111			3.60%	114			3.70%
	Total mortgage loans	$	3,123		100.00%	$	3,109		100.00%
Schedule of Variable Interest Entities [Table Text Block]	The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.
		March 31, 2015									December 31, 2014
		Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities  [1]			Maximum Exposure to Loss [2]
	Investment funds [3]	$	97		$	11		$	87		$	154		$	20		$	138
	Limited partnerships and other alternative investments	2			1			1			3			2			1
	Total	$	99		$	12		$	88		$	157		$	22		$	139
	[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, 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
		31-Mar-15			December 31, 2014			31-Mar-15			December 31, 2014
	Equity swaps, options, and futures	$	7,342		$	5,983		$	187		$	141
	Foreign currency options	400			400			—			—
	Total	$	7,742		$	6,383		$	187		$	141
Notional and Fair Value for GMWB Hedging Instruments [Table Text Block]
		Notional Amount						Fair Value
		31-Mar-15			December 31, 2014			31-Mar-15			December 31, 2014
	Customized swaps	$	6,806		$	7,041		$	144		$	124
	Equity swaps, options, and futures	1,803			3,761			11			39
	Interest rate swaps and futures	3,570			3,640			26			11
	Total	$	12,179		$	14,442		$	181		$	174
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	Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14			Mar 31, 2015			31-Dec-14
	Cash flow hedges
	Interest rate swaps	$	2,187		$	2,242		$	57		$	37		$	57		$	37		$	—		$	—
	Foreign currency swaps	143			143			(26		)	(19		)	7			3			(33		)	(22		)
	Total cash flow hedges	2,330			2,385			31			18			64			40			(33		)	(22		)
	Fair value hedges
	Interest rate swaps	66			32			—			—			—			—			—			—
	Total fair value hedges	66			32			—			—			—			—			—			—
	Non-qualifying strategies
	Interest rate contracts
	Interest rate swaps, swaptions, caps, floors, and futures	4,866			4,857			(313		)	(323		)	489			385			(802		)	(708		)
	Foreign exchange contracts
	Foreign currency swaps and forwards	60			60			2			—			2			—			—			—
	Japan fixed payout annuity hedge	1,319			1,319			(441		)	(427		)	—			—			(441		)	(427		)
	Credit contracts
	Credit derivatives that purchase credit protection	52			276			(1		)	(1		)	—			4			(1		)	(5		)
	Credit derivatives that assume credit risk [1]	876			946			3			7			9			11			(6		)	(4		)
	Credit derivatives in offsetting positions	2,089			2,175			(1		)	(1		)	19			21			(20		)	(22		)
	Equity contracts
	Equity index swaps and options	275			422			1			1			31			30			(30		)	(29		)
	Commodity contracts
	Commodity options	345			—			6			—			6			—			—			—
	Variable annuity hedge program
	GMWB product derivatives [2]	17,079			17,908			(176		)	(139		)	—			—			(176		)	(139		)
	GMWB reinsurance contracts	3,514			3,659			65			56			65			56			—			—
	GMWB hedging instruments	12,179			14,442			181			174			309			289			(128		)	(115		)
	Macro hedge program	7,742			6,383			187			141			227			180			(40		)	(39		)
	Other
	Modified coinsurance reinsurance contracts	963			974			22			34			22			34			—			—
	Total non-qualifying strategies	51,359			53,421			(465		)	(478		)	1,179			1,010			(1,644		)	(1,488		)
	Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	53,755		$	55,838		$	(434	)	$	(460	)	$	1,243		$	1,050		$	(1,677	)	$	(1,510	)
	Balance Sheet Location
	Fixed maturities, available-for-sale	$	187		$	186		$	(1	)	$	1		$	—		$	1		$	(1	)	$	—
	Other investments	12,819			13,588			376			339			437			478			(61		)	(139		)
	Other liabilities	19,143			19,473			(694		)	(725		)	719			481			(1,413		)	(1,206		)
	Reinsurance recoverable	4,477			4,633			87			90			87			90			—			—
	Other policyholder funds and benefits payable	17,129			17,958			(202		)	(165		)	—			—			(202		)	(165		)
	Total derivatives	$	53,755		$	55,838		$	(434	)	$	(460	)	$	1,243		$	1,050		$	(1,677	)	$	(1,510	)
	[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.
Offsetting Assets and Liabilities [Table Text Block]	March 31, 2015
		(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
										Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
		Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
	Description
	Other investments	$	1,156			$	971			$	376			$	(191	)		$	118			$	67
		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	$	(1,474	)		$	(658	)		$	(691	)		$	(125	)		$	(932	)		$	116
	As of December 31, 2014
		(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	$	959			$	801			$	339			$	(181	)		$	83			$	75
		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	$	(1,345	)		$	(574	)		$	(722	)		$	(49	)		$	(900	)		$	129
	[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 $(3) as of March 31, 2015 and December 31, 2014, 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 March 31,							Three months ended March 31,
		2015			2014				2015			2014
	Interest rate swaps	$	20		$	10			$	—		$	(1	)
	Foreign currency swaps	(7		)	(1		)		—			—
	Total	$	13		$	9			$	—		$	(1	)
			Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
			Three months ended March 31,
		Location	2015			2014
	Interest rate swaps	Net realized capital gain/(loss)	$	(1	)	$	1
	Interest rate swaps	Net investment income	8			13
	Foreign currency swaps	Net realized capital gain/(loss)	(10		)	—
	Total		$	(3	)	$	14
Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block]	Derivatives in Fair Value Hedging Relationships
		Gain or (Loss) Recognized in Income [1]
		Three months ended March 31,
		2015							2014
		Derivative			Hedge Item				Derivative			Hedge Item
	Interest rate swaps
	Net realized capital gain/(loss)	$	—		$	—			$	(1	)	$	2
	Total	$	—		$	—			$	(1	)	$	2
	[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.
		Three months ended March 31,
		2015			2014
	Interest rate contracts
	Interest rate swaps, caps, floors, and forwards	$	(1	)	$	1
	Foreign exchange contracts
	Foreign currency swaps and forwards	2			1
	Japan fixed payout annuity hedge [1]	(14		)	15
	Japanese fixed annuity hedging instruments [2]	—			12
	Credit contracts
	Credit derivatives that purchase credit protection	(1		)	(3		)
	Credit derivatives that assume credit risk	6			—
	Equity contracts
	Equity index swaps and options	(2		)	—
	Commodity contracts
	Commodity options	(3		)	—
	Variable annuity hedge program
	GMWB product derivatives	(19		)	36
	GMWB reinsurance contracts	7			(4		)
	GMWB hedging instruments	13			(17		)
	Macro hedge program	(4		)	(10		)
	International program hedging instruments	—			(23		)
	Other
	GMIB, GMAB, and GMWB reinsurance contracts	—			51
	Modified coinsurance reinsurance contracts	(11		)	(130		)
	Total [3]	$	(27	)	$	(71	)
	[1]	Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $0 and $(28) for the three months ended March 31, 2015 and 2014, respectively.
	[2]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(30) for the three months ended March 31, 2014.
	[3]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
Disclosure of Credit Derivatives [Table Text Block]	As of March 31, 2015
									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	$	188		$	3		2 years	Corporate Credit/ Foreign Gov.	BBB+	$	163		$	(3	)
	Below investment grade risk exposure	4			—			6 months	Corporate Credit	CCC	4			—
	Basket credit default swaps [4]
	Investment grade risk exposure	977			12			3 years	Corporate Credit	BBB+	625			(5		)
	Below investment grade risk exposure	31			2			5 years	Corporate Credit	B+	—			—
	Investment grade risk exposure	496			(7		)	6 years	CMBS Credit	AA+	178			1
	Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
	Embedded credit derivatives
	Investment grade risk exposure	150			149			2 years	Corporate Credit	A+	—			—
	Total [5]	$	1,921		$	148					$	1,045		$	4
	As of December 31, 2014
									Underlying Referenced
									Credit Obligation(s) [1]
	Credit Derivative type by derivative	Notional			Fair			Weighted	Type	Average	Offsetting			Offsetting
	risk exposure	Amount [2]			Value			Average		Credit	Notional			Fair Value [3]
								Years to		Rating	Amount [3]
								Maturity
	Single name credit default swaps
	Investment grade risk exposure	$	212		$	3		3 years	Corporate Credit/ Foreign Gov.	A-	$	163		$	(3	)
	Below investment grade risk exposure	4			—			1 year	Corporate Credit	CCC	4			—
	Basket credit default swaps [4]
	Investment grade risk exposure	1,240			14			4 years	Corporate Credit	BBB+	667			(6		)
	Below investment grade risk exposure	9			(1		)	5 years	Corporate Credit	BBB-	—			—
	Investment grade risk exposure	344			(4		)	5 years	CMBS Credit	AA	179			2
	Below investment grade risk exposure	75			(11		)	2 years	CMBS Credit	CCC+	75			11
	Embedded credit derivatives
	Investment grade risk exposure	150			147			2 years	Corporate Credit	A	—			—
	Total [5]	$	2,034		$	148					$	1,088		$	4
	[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 $1.6 billion and $1.7 billion as of March 31, 2015 and December 31, 2014, 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 2 - Fair Value Measurements.

Separate_Accounts_Death_Benefi1

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015
Separate Accounts Disclosure [Abstract]
Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]
		GMDB/GMWB [1]			Universal Life Secondary
					Guarantees
	Liability balance as of January 1, 2015	$	812		$	2,041
	Incurred	41			66
	Paid	(29		)	—
	Unlock	(24		)	(3		)
	Liability balance as of March 31, 2015	$	800		$	2,104
	Reinsurance recoverable asset, as of January 1, 2015	$	480		$	2,041
	Incurred	25			63
	Paid	(22		)	—
	Unlock	(6		)	—
	Reinsurance recoverable asset, as of March 31, 2015	$	477		$	2,104
		GMDB/GMWB [1]			Universal Life Secondary
					Guarantees
	Liability balance as of January 1, 2014	$	849		$	1,802
	Incurred	47			56
	Paid	(31		)	—
	Unlock	(11		)	—
	Liability balance as of March 31, 2014	$	854		$	1,858
	Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
	Incurred	26			56
	Paid	(22		)	—
	Unlock	(5		)	—
	Reinsurance recoverable asset, as of March 31, 2014	$	532		$	1,858
	[1]	These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.
Individual Variable Annuity Account Value by GMDB [Table Text Block]
	Account Value by GMDB/GMWB Type
	Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]			Net Amount at Risk (“NAR”) [9]			Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
	MAV only	$	16,577		$	2,519		$	379	70
	With 5% rollup [2]	1,433			199			57		70
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,275			581			77		69
	With 5% rollup & EPB	544			115			24		71
	Total MAV	22,829			3,414			537
	Asset Protection Benefit (APB) [4]	14,304			195			128		68
	Lifetime Income Benefit (LIB) – Death Benefit [5]	608			7			7		68
	Reset [6] (5-7 years)	2,895			14			14		69
	Return of Premium [7] /Other	10,864			53			47		67
	Subtotal Variable Annuity with GMDB/GMWB [10]	51,500			3,683			733		69
	Less: General Account Value with GMDB/GMWB	3,951
	Subtotal Separate Account Liabilities with GMDB	47,549
	Separate Account Liabilities without GMDB	88,241
	Total Separate Account Liabilities	$	135,790
	[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 generally based on market performance that ratchets over time.
	[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 reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.
	[10]	Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $8.2 billion of total account value and weighted average attained age of 70 years. There is no NAR or retained NAR related to these contracts.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]
	Asset type	March 31, 2015			December 31, 2014
	Equity securities (including mutual funds)	$	43,532		$	44,786
	Cash and cash equivalents	4,017			4,066
	Total	$	47,549		$	48,852

Income_Taxes_Level_3_Tables

Income Taxes Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows:
		Three Months Ended March 31,
		2015			2014
	Tax provision at the U.S. federal statutory rate	$	65		$	15
	Dividends-received deduction ("DRD")	(23		)	(26		)
	Foreign related investments	(2		)	—
	Other	—			(2		)
	Provision (benefit) for income taxes	$	40		$	(13	)

Transactions_with_Affiliates_L1

Transactions with Affiliates Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015
Related Party Transactions [Abstract]
Schedule of Related Party Transactions [Table Text Block]
		Three Months Ended March 31,
		2014
	Earned premiums	$	(5	)
	Net realized losses [1]	(103		)
	Total revenues	(108		)
	Benefits, losses and loss adjustment expenses	(1		)
	Insurance operating costs and other expenses	(4		)
	Total expenses	(5		)
	Loss before income taxes	(103		)
	Income tax benefit	(36		)
	Net loss	$	(67	)
	[1]	Amounts represent the change in valuation of the derivative associated with this transaction.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income Level 3 (Tables)	3 Months Ended
	Mar. 31, 2015												Mar. 31, 2014
Accumulated Other Comprehensive Income [Abstract]
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	Changes in AOCI, net of tax and DAC, by component consist of the following:												Three Months Ended March 31, 2014
	Three months ended March 31, 2015
														Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
		Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments		Foreign Currency Translation Adjustments			Total AOCI			Beginning balance	$	495		$	79		$	—		$	574
	Beginning balance	$	1,154		$	70	$	(3	)	$	1,221
													OCI before reclassifications	317			7			(1		)	323
	OCI before reclassifications	115			8		—			123
													Amounts reclassified from AOCI	(2		)	(9		)	—			(11		)
	Amounts reclassified from AOCI	(12		)	2		—			(10		)
													Net OCI	315			(2		)	(1		)	312
	Net OCI	103			10		—			113
													Ending balance	$	810		$	77		$	(1	)	$	886
	Ending balance	$	1,257		$	80	$	(3	)	$	1,334
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Reclassifications from AOCI for the three months ended March 31, 2015 consist of the following:												Reclassifications from AOCI for the three months ended March 31, 2014 consist of the following:
		Amount Reclassified from AOCI												Amount Reclassified from AOCI
													AOCI	Three months ended March 31, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
	AOCI	Three months ended March 31, 2015			Affected Line Item in the Condensed Consolidated Statement of Operations								Net Unrealized Gain on Securities
	Net Unrealized Gain on Securities												Available-for-sale securities	$	3		Net realized capital gains (losses)
	Available-for-sale securities	$	18		Net realized capital gains (losses)
														3			Total before tax
		18			Total before tax
														1			Income tax expense
		6			Income tax expense
														$	2		Net income
		$	12		Net income
													Net Gains on Cash Flow Hedging Instruments
	Net Gains on Cash Flow Hedging Instruments												Interest rate swaps	$	1		Net realized capital gains (losses)
	Interest rate swaps	$	(1	)	Net realized capital gains (losses)
	Interest rate swaps	8			Net investment income								Interest rate swaps	13			Net investment income
	Foreign currency swaps	(10		)	Net realized capital gains (losses)								Foreign currency swaps	—			Net realized capital gains (losses)
		(3		)	Total before tax
		(1		)	Income tax expense									14			Total before tax
		$	(2	)	Net income
	Total amounts reclassified from AOCI	$	10		Net income									5			Income tax expense
														$	9		Net income
													Total amounts reclassified from AOCI	$	11		Net income

Basis_of_Presentation_and_Acco2

Basis of Presentation and Accounting Policies Level 4 (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Jun. 30, 2015
Effective Income Taxes [Line Items]
Reinsurance Recoverable, Unsecured	$1,100,000,000
Individual Life [Member]
Effective Income Taxes [Line Items]
Reinsurance Recoverables, Percentage of Total	13.00%
Reinsurance Recoverables [Member]
Effective Income Taxes [Line Items]
Fair Value, Concentration of Risk, Investments	0
Extraordinary Item [Member]
Effective Income Taxes [Line Items]
Dividends	500,000,000	800,000,000
Extraordinary Item [Member] | Subsequent Event [Member]
Effective Income Taxes [Line Items]
Dividends			$500,000,000

Fair_Value_Measurements_Level_3

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount	$0
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	26,192	25,436
Marketable Securities, Fixed Maturities	231	280
Trading Securities, Equity	11	11
Available-for-sale Securities, Equity Securities	367	514
Short-term investments	1,384	2,162
Alternative Investments, Fair Value Disclosure	1,245	1,309
Reinsurance Recoverables	19,910	20,053
Separate Account Assets	135,790	134,689
Assets, Fair Value Disclosure	159,722	161,030
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	-896
Cash collateral liability	116	129
Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-202
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	376	339
Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1	3
Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1
Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	5
Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1
Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	28
Foreign exchange derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	3	-1
Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-468
Interest rate derivatives [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	88	123
Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-344
Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Cash collateral liability	330	399
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-691	-722
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-3	-3
ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,294	1,171
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,254	1,148
CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	2,118	1,887
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	15,878	15,742
Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	364	602
Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,126	1,052
RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,779	1,857
U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	2,379	1,977
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	182	72
Marketable Securities, Fixed Maturities	0	0
Trading Securities, Equity	11	11
Available-for-sale Securities, Equity Securities	272	411
Short-term investments	217	199
Assets, Fair Value Disclosure	90,540	92,217
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	0
Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 1 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Foreign exchange derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 1 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Interest rate derivatives [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 1 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 1 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 1 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Level 1 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	182	72
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	24,020	23,339
Marketable Securities, Fixed Maturities	159	196
Trading Securities, Equity	0	0
Available-for-sale Securities, Equity Securities	47	55
Short-term investments	1,167	1,963
Assets, Fair Value Disclosure	66,173	65,815
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	-774
Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 2 [Member] | Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	144	132
Level 2 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1	5
Level 2 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	7
Level 2 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	5
Level 2 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1
Level 2 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	25
Level 2 [Member] | Foreign exchange derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	3	-1
Level 2 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-468
Level 2 [Member] | Interest rate derivatives [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	88	123
Level 2 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-314
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-774	-801
Level 2 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,198	1,089
Level 2 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	892	788
Level 2 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,999	1,768
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	15,208	15,096
Level 2 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	347	572
Level 2 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,074	998
Level 2 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,105	1,123
Level 2 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	2,197	1,905
Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,990	2,025
Marketable Securities, Fixed Maturities	72	84
Trading Securities, Equity	0	0
Available-for-sale Securities, Equity Securities	48	48
Short-term investments	0	0
Assets, Fair Value Disclosure	3,009	2,998
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	-122
Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-202
Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	232	207
Level 3 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	-2
Level 3 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-6
Level 3 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 3 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 3 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	3
Level 3 [Member] | Foreign exchange derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 3 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Level 3 [Member] | Interest rate derivatives [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Level 3 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-30
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	83	79
Level 3 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-3	-3
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	96	82
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	362	360
Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	119	119
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	670	646
Level 3 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	17	30
Level 3 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	52	54
Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	674	734
Level 3 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Measurements, Recurring [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		-890
Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-165
Fair Value, Measurements, Recurring [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Equity derivative [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset	2	2
Fair Value, Measurements, Recurring [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		28
Fair Value, Measurements, Recurring [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-444
Fair Value, Measurements, Recurring [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-409
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity derivative [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		-801
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		1
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity derivative [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset	0	0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		25
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-444
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-382
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		-89
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-165
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-1
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity derivative [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset	2	2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		3
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign exchange derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest rate derivatives [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-27
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	119	119
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	674	734
U.S. [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-176
U.S. [Member] | Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
U.S. [Member] | Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
U.S. [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-176
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-139
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-139
US GMWB Hedging Instruments [Member] | U.S. [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	142	119
US GMWB Hedging Instruments [Member] | U.S. [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	39	55
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 1 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 1 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 2 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	47	5
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 2 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-25	-1
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	95	114
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	64	56
Macro Hedge Program [Member] | U.S. [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	135	93
Macro Hedge Program [Member] | U.S. [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	52	48
Macro Hedge Program [Member] | U.S. [Member] | Level 1 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Macro Hedge Program [Member] | U.S. [Member] | Level 1 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Macro Hedge Program [Member] | U.S. [Member] | Level 2 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Macro Hedge Program [Member] | U.S. [Member] | Level 2 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0	0
Macro Hedge Program [Member] | U.S. [Member] | Level 3 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	135	93
Macro Hedge Program [Member] | U.S. [Member] | Level 3 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	52	48
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	65	56
GMWB Reinsurance [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	0	0
GMWB Reinsurance [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	0	0
GMWB Reinsurance [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	65	56
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	22	34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	0	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	22	34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables	0	0
Equity Linked Notes [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-26
Equity Linked Notes [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Equity Linked Notes [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0
Equity Linked Notes [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	-26
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-26
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		-26
Separate Accounts [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	131,074	132,198
Separate Accounts [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	89,858	91,524
Separate Accounts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	40,614	40,096
Separate Accounts [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	602	578
Interim Period [Member] | U.S. Treasuries [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	72
Annual Period [Member] | U.S. Treasuries [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount			1,100
Portion at Other than Fair Value Measurement [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	$4,700	$2,500

Fair_Value_Measurements_Level_4

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	$26,192	$25,436
Derivative Financial Instruments, Assets [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Derivative instruments are fair valued using pricing valuation models that utilize independent market data inputs for OTC derivatives, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of March 31, 2015 and December 31, 2014, 95% and 95%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.
Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,990	2,025
Level 3 [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	187	141
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Option model	Option model
Fair value measurements significant assumptions	Equity volatility	Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Level 3 [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	-30	-29
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted  cash flows	Discounted  cash flows
Fair value measurements significant assumptions	Swap curve  beyond 30 years	Swap curve  beyond 30 years
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Level 3 [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques		Option Model
Fair value measurements significant assumptions		Interest rate volatility
Fair Value Measurements, Sensitivity Analysis, Description		Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Customized Swaps [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	144	124
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted  cash flows	Discounted  cash flows
Fair value measurements significant assumptions	Equity volatility	Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	15	46
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Option model	Option model
Fair value measurements significant assumptions	Equity volatility	Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Level 3 [Member] | Maximum [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	30.00%	28.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve	2.00%	3.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve		1.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Customized Swaps [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	40.00%	40.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	38.00%	34.00%
Level 3 [Member] | Minimum [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	16.00%	27.00%
Level 3 [Member] | Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve	2.00%	3.00%
Level 3 [Member] | Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve		1.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Customized Swaps [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	10.00%	10.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate	23.00%	22.00%
Level 3 [Member] | CMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted cash flows	Discounted cash flows
Fair value measurements significant assumptions	Spread (encompasses prepayment, default risk and loss severity)	Spread (encompasses prepayment, default risk and loss severity)
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Level 3 [Member] | CMBS [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	2474.00%	2475.00%
Level 3 [Member] | CMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	43.00%	46.00%
Level 3 [Member] | CMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	258.00%	284.00%
Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted cash flows	Discounted cash flows
Fair value measurements significant assumptions	Spread	Spread
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Level 3 [Member] | Corporate [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	1652.00%	765.00%
Level 3 [Member] | Corporate [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	120.00%	123.00%
Level 3 [Member] | Corporate [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	308.00%	267.00%
Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted cash flows	Discounted cash flows
Fair value measurements significant assumptions	Spread	Spread
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Level 3 [Member] | Municipal [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	214.00%	212.00%
Level 3 [Member] | Municipal [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	214.00%	212.00%
Level 3 [Member] | Municipal [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	214.00%	212.00%
Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	Discounted cash flows	Discounted cash flows
Level 3 [Member] | RMBS [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	1693.00%	1904.00%
Fair Value Inputs, Prepayment Rate	8.00%	7.00%
Fair Value Inputs, Probability of Default	14.00%	14.00%
Fair Value Inputs, Loss Severity	100.00%	100.00%
Level 3 [Member] | RMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	24.00%	23.00%
Fair Value Inputs, Prepayment Rate	0.00%	0.00%
Fair Value Inputs, Probability of Default	1.00%	1.00%
Fair Value Inputs, Loss Severity	50.00%	0.00%
Level 3 [Member] | RMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	148.00%	141.00%
Fair Value Inputs, Prepayment Rate	3.00%	3.00%
Fair Value Inputs, Probability of Default	6.00%	7.00%
Fair Value Inputs, Loss Severity	80.00%	78.00%
Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	182	72
Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	24,020	23,339
Withdrawal Utilization [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description	Increase
Withdrawal Utilization [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	100.00%
Withdrawal Utilization [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	20.00%
Withdrawal Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description	Increase
Withdrawal Rates [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	8.00%
Withdrawal Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	0.00%
Spread [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions	Spread	Spread
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Prepayment Rate [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions	Constant prepayment rate	Constant prepayment rate
Fair Value Measurements, Sensitivity Analysis, Description	Decrease [4]	Decrease [4]
Probability of Default [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions	Constant default rate	Constant default rate
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Loss Severity [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions	Loss severity	Loss severity
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Lapse Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease
Lapse Rates [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	75.00%
Lapse Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	0.00%
Reset Elections [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description	Increase
Reset Elections [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	75.00%
Reset Elections [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	20.00%
Equity Volatility [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description	Increase
Equity Volatility [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	40.00%
Equity Volatility [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs	10.00%
Residential Mortgage Backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,779	1,857
Residential Mortgage Backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	674	734
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,105	1,123
Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	674	734
US States and Political Subdivisions Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,126	1,052
US States and Political Subdivisions Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	52	54
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	0	0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,074	998
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Non-Broker Priced [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	33	32
Corporate Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	15,878	15,742
Corporate Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	670	646
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	15,208	15,096
Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Non-Broker Priced [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	359	324
Commercial Mortgage Backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	2,118	1,887
Commercial Mortgage Backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	119	119
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,999	1,768
Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	$119	$119

Fair_Value_Measurements_Level_5

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014	Dec. 31, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Reinsurance Recoverables	$19,910				$20,053
Equity Securities [Member] | Available-for-sale Securities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	[1]
Derivative [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, Settlements	-31	[1]
Interest Rate Contract [Member] | Derivative [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, Settlements	0	[1]
Equity Contract [Member] | Derivative [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, Settlements	-11	[1]
Credit Risk Contract [Member] | Derivative [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, Settlements	0	[1]
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)	7		-107
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	65		-509		56	-465
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	7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)			-107	[2],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	2		63
Net Income Impact [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Reinsurance Recoverables			539
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)			5
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	578		737
Total realized/unrealized gains (losses) included in net income	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)			5	[2]
Purchases	38		130
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-5		-1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-6		-86
Fair value, Ending Balance	602		762
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	1		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-4		-26
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		9
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	84		178
Total realized/unrealized gains (losses) included in net income	-4		9
Purchases	4		5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-1		-1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-4		-1
Fair value, Ending Balance	72		190
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-9
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)	-5		-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-30		0		-27	-24
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	-3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3			24
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)	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	5		2		5	2
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0	[1]
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)	3		-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-6		1		-3	2
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	3		-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	-6
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)	18		-45
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	315		219		286	204
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	19		-33
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			6	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	41		18
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3			24
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)	-19		74
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-176		-536		-139	-576
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	-19		74
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	-18		-34
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)			-1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	48		51
Total realized/unrealized gains (losses) included in net income			-1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-2		2
Purchases	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements			0	[1]
Fair value, Ending Balance	48		52
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)	-3		-6
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	2,025		2,571
Total realized/unrealized gains (losses) included in net income	-4		2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-5		28
Purchases	38		112
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-40		-67
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-38		-123
Fair value, Ending Balance	1,990		2,449
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	63		78
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-49		-152
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Asset-backed Securities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	82		108
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)			2
Purchases	13
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales			-3
Fair value, Ending Balance	96		35
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3			-72
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)	-1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	734		798
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)			9
Purchases	11		87
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-29		-31
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-22		-47
Fair value, Ending Balance	674		807
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-19		-8
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	54		49
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-2		2
Fair value, Ending Balance	52		51
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	30		38
Total realized/unrealized gains (losses) included in net income			-1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)			3
Purchases	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-1		-2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-13		-8
Fair value, Ending Balance	17		30
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)	-1		-6
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	646		790
Total realized/unrealized gains (losses) included in net income	-2		-4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-16		18
Purchases	1		24
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-2		2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	-3		-34
Fair value, Ending Balance	670		768
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	58		30
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-16		-58
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)			1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	119		360
Total realized/unrealized gains (losses) included in net income			8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	-2		-6
Purchases	12		1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-6		-25
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales			-22
Fair value, Ending Balance	119		309
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-8		-7
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)	-1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair value, Beginning Balance	360		428
Total realized/unrealized gains (losses) included in net income	-1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	15
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-6		-11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales			-9
Fair value, Ending Balance	362		449
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3			48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	-6		-7
International Program 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)			17
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs			-40			-61
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			12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases			9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3			0
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)	3		-10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	187		133		141	139
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		-10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	47		4
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)	16		-50
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	159		123		170	146
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	9		-34
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	-20	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			6	[1]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases			5
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)	-19		73
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-202		-555		-165	-594
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	-19		73
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	-18		-34
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-3		-2		-3	-2
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	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)	0		-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	-26		-19		-26	-18
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		-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	$0		$0
[1]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.
[2]	All amounts are before income taxes and amortization of DAC.
[3]	Includes fair value of reinsurance recoverables of approximately $539 as of March 31, 2014 related to a transaction entered into with an affiliated captive reinsurer. See Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements for more information.

Fair_Value_Measurements_Level_6

Fair Value Measurements Level 4 Credit Standing Adjustments and Behavior Risk Margin (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	($27)	($71)
Behavior Risk Margin	69		74
Credit standing adjustment assumption net of reinsurance [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	38
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	10	4
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	$0	$0

Fair_Value_Measurements_Level_7

Fair Value Measurements Level 4 Fair Value Option (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option	$5	$20
Fair value of assets accounted for using fair value option	231		280
Asset-backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option	4		13
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	3	1
Fair value of assets accounted for using fair value option	72		96
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	9
Fair value of assets accounted for using fair value option	69		67
Commercial Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option	7		15
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	9
Fair value of assets accounted for using fair value option	1		3
Municipal Bonds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option	1		2
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	1
Fair value of assets accounted for using fair value option	76		82
US Treasury and Government [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option	1		2
Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option	$151		$248

Fair_Value_Measurements_Level_8

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	$192,802	$191,775
Assets, Fair Value Disclosure	159,722	161,030
Liabilities	183,752	182,484
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure	3,009	2,998
Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure	66,173	65,815
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		3,109
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	3,284	3,280
Policy Loans [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	1,451	1,430
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	1,451	1,430
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	6,840	7,134
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	7,067	7,353
Investment Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	848
Investment Contracts [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure		851
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	66	68
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	66	68
JAPAN | Hartford Life Insurance K.K. [Member] | Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	770
Hartford Life Insurance K.K. [Member] | Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fixed payout annuities obligation after sale		$763

Investments_and_Derivative_Ins3

Investments and Derivative Instruments Level 4 Net Realized Capital Gains (Losses) (Details) (USD $)	3 Months Ended					12 Months Ended
	Mar. 31, 2015		Mar. 31, 2014		Jun. 30, 2014	Dec. 31, 2014
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$103,000,000					$142,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	2,565,000,000					2,374,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	141,000,000					208,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	38,000,000					66,000,000
Net Realized Capital Gains (Losses) Table [Abstract]
Gain on Derivative Instruments, Pretax	119,000,000	[1]	108,000,000	[1]
Loss on Derivative Instruments, Pretax	95,000,000		104,000,000
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	-6,000,000		-7,000,000
Periodic Net Coupon Settlements on Credit Derivatives	1,000,000		5,000,000
Aggregate Results of Variable Annuity Hedge Program	-3,000,000		-18,000,000
Gain (Loss) on Reinsurance Recoverables	0		51,000,000
Gain (Loss) on Coinsurance and Modified Coinsurance Reinsurance Contracts	-11,000,000		-130,000,000
Other Net Realized Capital Gains Losses	-10,000,000		-2,000,000
Realized Investment Gains (Losses)	-9,000,000		-106,000,000
Net Realized Capital Gains (Losses) Footnote [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	-3,000,000		-99,000,000
Derivative, Gain (Loss) on Derivative, Net	-27,000,000		-71,000,000
Proceeds from Sale of Available-for-sale Securities	3,100,000,000		3,500,000,000
UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Results of Variable Annuity Hedge Program	-3,000,000		5,000,000
UNITED STATES | GMWB Derivatives, Net [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Results of Variable Annuity Hedge Program	1,000,000		15,000,000
UNITED STATES | Macro Hedge Program [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Results of Variable Annuity Hedge Program	-4,000,000		-10,000,000
International [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Results of Variable Annuity Hedge Program	0	[2]	-23,000,000	[2]
Net Realized Capital Gains (Losses) Footnote [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax			3,000,000
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			-30,000,000
Derivative, Gain (Loss) on Derivative, Net	0	[3]	12,000,000	[3]
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	0		-28,000,000
Derivative, Gain (Loss) on Derivative, Net	0		-9,000,000
Change in value of derivatives and Japan FVO securities [Member]
Net Realized Capital Gains (Losses) Footnote [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax			21,000,000
White River Life Reinsurance [Member]
Net Realized Capital Gains (Losses) Footnote [Abstract]
Loss on Contract Termination					213,000,000	213,000,000
Mortgage Loans on Real Estate [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments	-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			3,000,000
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	18,000,000		3,000,000
Municipal Bonds [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0					1,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	0					1,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0					0
Asset-backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	30,000,000					29,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	24,000,000					20,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	30,000,000					30,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0					1,000,000
Corporate Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	30,000,000					58,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,800,000,000					1,685,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	60,000,000					109,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	30,000,000					51,000,000
Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	90,000,000					129,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	2,554,000,000					2,364,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	125,000,000					189,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	35,000,000					60,000,000
Equity Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	13,000,000					13,000,000
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax	11,000,000					10,000,000
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax	16,000,000					19,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	16,000,000					19,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	3,000,000					6,000,000
Foreign Government Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	1,000,000					4,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	27,000,000					35,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	3,000,000					9,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	2,000,000					5,000,000
US States and Political Subdivisions Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	133,000,000					118,000,000
Residential Mortgage Backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	10,000,000					11,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	68,000,000					64,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	10,000,000					12,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0					1,000,000
US Treasury Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0					1,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	297,000,000					261,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	0					1,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0					0
Collateralized Debt Obligations [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	13,000,000	[4]				19,000,000	[4]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	97,000,000	[5]				84,000,000	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	14,000,000	[4]				20,000,000	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1,000,000	[4]				1,000,000	[4]
Commercial Mortgage Backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	6,000,000					6,000,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	108,000,000					97,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	8,000,000					7,000,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$2,000,000					$1,000,000
[1]	Includes gains (losses) of $(30) for the three months ended March 31, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $21 for the three months ended March 31, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.
[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 $0 and $(28), respectively, for the three months ended March 31, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(14) and $15 for the three months ended March 31, 2015 and 2014.
[3]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(30) for the three months ended March 31, 2014
[4]	Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
[5]	Gross unrealized gains (losses) exclude the 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_and_Derivative_Ins4

Investments and Derivative Instruments Level 4 Other-Than-Temporary Impairment Losses (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Period Increase (Decrease)	$6	$7
Balance as of beginning of period	-296	-410
Additions for credit impairments recognized on securities not previously impaired	-2	-3
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	3
Securities that matured or were sold during the period	2	30
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	1	0
Securities due to an increase in expected cash flows	7	4
Balance as of end of period	($288)	($382)

Investments_and_Derivative_Ins5

Investments and Derivative Instruments Level 4 Available-for-Sale Securities (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
	Security
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis	$372		$525
Available-for-sale Securities, Equity Securities	367		514
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	141		208
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	23,985		23,535
Available-for-sale Securities	26,408		25,702
Available-for-sale Securities Non Credit OTTI	-10	[1]	-6	[1]
Available-for-sale Securities, Amortized Cost
One year or less, amortized cost	827		1,031
Over one year through five years, amortized cost	5,207		4,902
Over five years through ten years, amortized cost	3,627		3,345
Over ten years, amortized cost	7,892		8,116
Subtotal, amortized cost	17,553		17,394
Mortgage-backed and asset-backed securities, amortized cost	6,211		5,866
Available-for-sale Securities, Fair Value
One year or less, fair value	835		1,043
Over one year through five years, fair value	5,462		5,168
Over five years through ten years, fair value	3,833		3,501
Over ten years, fair value	9,617		9,661
Subtotal, fair value	19,747		19,373
Mortgage-backed and asset-backed securities, fair value	6,445		6,063
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis	23,764		23,260
Total fixed maturities, AFS, fair value	26,192		25,436
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,050		2,714
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,012		2,648
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	1,735		2,386
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	1,631		2,245
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	3,785		5,100
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	3,643		4,893
Number of Securities Included in AFS Securities in Unrealized Loss Position	1,482
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost	91.00%
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]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	30		30
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	1,300		1,181
Available-for-sale Securities	1,294		1,171
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	1,294		1,171
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	280		368
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	280		367
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	307		340
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	277		311
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	587		708
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	557		678
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	14	[2]	20	[2]
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	1,172	[2]	1,083	[2]
Available-for-sale Securities	1,254	[2]	1,148	[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	1,254		1,148
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	176	[3]	123	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	175	[3]	122	[3]
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	666	[3]	771	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	652	[3]	753	[3]
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	842	[3]	894	[3]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	827	[3]	875	[3]
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	8		7
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	2,018		1,797
Available-for-sale Securities	2,118		1,887
Available-for-sale Securities Non Credit OTTI	-4	[1]	-3	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	2,118		1,887
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	145		109
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	143		108
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	98		194
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	92		188
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	243		303
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	235		296
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	60		109
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	14,138		14,166
Available-for-sale Securities	15,878		15,742
Available-for-sale Securities Non Credit OTTI	-6	[1]	-3	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	15,878		15,742
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	1,129		1,542
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,099		1,491
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	348		661
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	318		603
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	1,477		2,203
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	1,417		2,094
Foreign Government Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	3		9
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	340		576
Available-for-sale Securities	364		602
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	364		602
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	58		145
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	56		140
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	18		68
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	17		64
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	76		213
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	73		204
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	3		14
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	3		14
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	4		13
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	4		12
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	7		27
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	7		26
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	0		1
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	993		935
Available-for-sale Securities	1,126		1,052
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	1,126		1,052
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	10		12
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	1,721		1,805
Available-for-sale Securities	1,779		1,857
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	1,779		1,857
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	152		148
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	152		147
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	192		229
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	182		218
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	344		377
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	334		365
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	0		1
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	2,082		1,717
Available-for-sale Securities	2,379		1,977
Available-for-sale Securities Non Credit OTTI	0	[1]	0	[1]
Available-for-sale Securities, Fair Value
Total fixed maturities, AFS, fair value	2,379		1,977
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	66		184
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	66		184
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	11		18
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	11		17
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	77		202
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	77		201
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	125		189
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities	26,192		25,436
Available-for-sale Securities Non Credit OTTI	-10	[1]	-6	[1]
Unrealized Loss Aging for AFS Securities, by Type [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,009		2,633
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,974		2,573
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	1,644		2,294
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	1,553		2,166
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	3,653		4,927
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	3,527		4,739
Equity Securities [Member]
Available-for-sale Securities, by Type [Abstract]
Available-for-sale Securities, Amortized Cost Basis	221		275
Available-for-sale Securities	216		266
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	41		81
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	38		75
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	91		92
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	78		79
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	132		173
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	116		154
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis	151		250
Available-for-sale Securities, Equity Securities	$151		$248
[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2015 and December 31, 2014
[2]	Gross unrealized gains (losses) exclude the 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, for which 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)	3 Months Ended
	Mar. 31, 2015
Concentration of Credit Risk [Line Items]
Concentration Risk, Benchmark Description	greater than 10% of the Company’s stockholder’s equity

Investments_and_Derivative_Ins7

Investments and Derivative Instruments Level 4 Mortgage Loans (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014		Dec. 31, 2013
Mortgage Loans on Real Estate [Line Items]
Available-for-sale Securities, Amortized Cost Basis	$23,985			$23,535
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	3,123			3,109
Loan-to-value [Abstract]
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan	57.00%
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	22			22
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	0.70%			0.70%
Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Available-for-sale Securities, Amortized Cost Basis	3,142	[1]		3,124	[1]
Allowance for Loan and Lease Losses, Real Estate	19		12	15		12
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	3,123			3,109
Loan-to-value [Abstract]
Average Debt Service Coverage Ratio	2.34			2.36
Allowance for Loan and Lease Losses, Period Increase (Decrease)	4		0
Allowance for Loan and Lease Losses, Write-offs	0		0
Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	952			989
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	30.50%			31.80%
Lodging [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	26			26
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	541			522
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	17.30%			16.80%
Office [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	720			723
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	23.10%			23.30%
Retail [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	751			713
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	24.00%			22.90%
Other Property Type Mortgage [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	111			114
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	3.60%			3.70%
Allowance for Loan and Lease Losses [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	45			49
LTV Greater Than 80% [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	18			21
Loan-to-value [Abstract]
Average Debt Service Coverage Ratio	1.14			1.14
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	523			452
Loan-to-value [Abstract]
Average Debt Service Coverage Ratio	1.81			1.71
LTV Less Than 65% [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	2,582			2,636
Loan-to-value [Abstract]
Average Debt Service Coverage Ratio	2.46			2.49
East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	63			64
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	2.00%			2.10%
Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	258			272
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	8.30%			8.70%
Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	35			35
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	1.10%			1.10%
New England [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	146			146
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	4.70%			4.70%
Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	923			905
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	29.50%			29.10%
South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	545			532
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	17.50%			17.10%
West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	15			15
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			125
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	4.00%			4.00%
Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$1,013			$1,015
Loan-to-value [Abstract]
Available-for-sale Securities Mortgage Loans Percent	32.40%			32.70%
[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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$99	$157
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	12	22
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	88	139
Fixed Income Funds [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	97	154
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	11	20
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	87	138
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	1	2
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$1	$1

Investments_and_Derivative_Ins9

Investments and Derivative Instruments Level 4 Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]
Secured Debt, Dollar Rolls	$0	$0
Secured Debt, Repurchase Agreements		0
Fixed Maturities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	124
Other Liabilities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	124
US Treasury Securities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	$15	$14

Recovered_Sheet1

Investments and Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014	Mar. 31, 2013
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	$53,755,000,000				$55,838,000,000	$55,838,000,000
Derivative, Fair Value, Net	-434,000,000				-460,000,000
Invested Assets Suppoting Modco	1,000,000,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-27,000,000		-71,000,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]
Financing Receivable, Allowance for Credit Losses, Recovery	0		7,000,000
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		51,000,000
International Program Hedging Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	0		-23,000,000
Interest Rate Swaps Caps Floors and Futures [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-1,000,000		1,000,000
Interest Rate Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	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	2,000,000		1,000,000
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		-3,000,000
Credit Derivatives that Assume Credit Risk [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	6,000,000		0
Equity Index Swaps and Options [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-2,000,000		0
Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-3,000,000		0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-11,000,000		-130,000,000
Commodity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	345,000,000				0
Derivative, Fair Value, Net	6,000,000				0
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]
Derivative, Cost of Hedge	6,000,000
Derivative, Price Risk Option Strike Price	35
Customized Diversified Portfolios [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]
Amount of Customized Diversified Portfolios of Corporate Issuers					478,000,000
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	7,742,000,000				6,383,000,000
Derivative, Fair Value, Net	187,000,000				141,000,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-4,000,000		-10,000,000
UNITED STATES | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	12,179,000,000				14,442,000,000
Derivative, Fair Value, Net	181,000,000				174,000,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	13,000,000		-17,000,000
UNITED STATES | GMWB Product Derivatives [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-19,000,000		36,000,000
UNITED STATES | GMWB Reinsurance [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	7,000,000		-4,000,000
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	7,742,000,000				6,383,000,000
Derivative, Fair Value, Net	187,000,000				141,000,000
UNITED STATES | Macro Hedge Program [Member] | Equity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	7,342,000,000				5,983,000,000
Derivative, Fair Value, Net	187,000,000				141,000,000
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	-14,000,000	[1]	15,000,000	[1]
JAPAN | Fixed Annuity Hedging Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	0	[2]	12,000,000	[2]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Footnote [Abstract]
Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain			-30,000,000
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
Derivative, Fair Value, Net	$0				$0
[1]	Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $0 and $(28) for the three months ended March 31, 2015 and 2014, respectively
[2]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(30) for the three months ended March 31, 2014

Recovered_Sheet2

Investments and Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2013
In Millions, unless otherwise specified
Derivative Balance Sheet Location [Line Items]
Derivative Asset, Collateral, Obligation to Return Cash, Offset	$81		$33
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	53,755		55,838		55,838
Derivative, Fair Value, Net	-434		-460
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	1,243		1,050
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	1,677		1,510
Derivative Asset, Fair Value, Gross Asset	1,156		959
Derivative Liability, Fair Value, Gross Liability	-1,474		-1,345
Offsetting Derivative Assets [Abstract]
Derivative Asset, Fair Value, Amount Offset Against Collateral	971		801
Derivative Accrued Interest and Collateral Assets After Offsetting	-191		-181
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	118		83
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-658		-574
Derivative Accrued Interest and Collateral Liabilities After Offsetting	-125		-49
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	-932		-900
Derivative Asset, Fair Value, Amount Offset Against Collateral	67		75
Derivative Liability, Fair Value, Amount Offset Against Collateral	116		129
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative Asset, Fair Value, Gross Asset	0		1
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	-3		-3
Derivative Financial Instruments, Liabilities [Member]
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral	330		399
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	-691		-722
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	376		339
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	963		974
Derivative, Fair Value, Net	22		34
Derivative Asset, Fair Value, Gross Asset	22		34
Derivative Liability, Fair Value, Gross Liability	0		0
Non-qualifying Strategies [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	51,359		53,421
Derivative, Fair Value, Net	-465		-478
Derivative Asset, Fair Value, Gross Asset	1,179		1,010
Derivative Liability, Fair Value, Gross Liability	-1,644		-1,488
Credit Derivatives that Assume Credit Risk [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	876	[1]	946	[1]
Derivative, Fair Value, Net	3	[1]	7	[1]
Derivative Asset, Fair Value, Gross Asset	9	[1]	11	[1]
Derivative Liability, Fair Value, Gross Liability	-6	[1]	-4	[1]
Equity Index Swaps Options [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	275		422
Derivative, Fair Value, Net	1		1
Derivative Asset, Fair Value, Gross Asset	31		30
Derivative Liability, Fair Value, Gross Liability	-30		-29
Commodity Option [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	345		0
Derivative, Fair Value, Net	6		0
Derivative Asset, Fair Value, Gross Asset	6		0
Derivative Liability, Fair Value, Gross Liability	0		0
Other Investments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	12,819		13,588
Derivative, Fair Value, Net	376		339
Derivative Asset, Fair Value, Gross Asset	437		478
Derivative Liability, Fair Value, Gross Liability	-61		-139
Other Liabilities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	19,143		19,473
Derivative, Fair Value, Net	-694		-725
Derivative Asset, Fair Value, Gross Asset	719		481
Derivative Liability, Fair Value, Gross Liability	-1,413		-1,206
Cash Flow Hedging Interest Rate Swaps [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	2,187		2,242
Derivative, Fair Value, Net	57		37
Derivative Asset, Fair Value, Gross Asset	57		37
Derivative Liability, Fair Value, Gross Liability	0		0
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	-26		-19
Derivative Asset, Fair Value, Gross Asset	7		3
Derivative Liability, Fair Value, Gross Liability	-33		-22
Cash Flow Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	2,330		2,385
Derivative, Fair Value, Net	31		18
Derivative Asset, Fair Value, Gross Asset	64		40
Derivative Liability, Fair Value, Gross Liability	-33		-22
Fair Value Hedging Interest Rate Swaps [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	66		32
Derivative, Fair Value, Net	0		0
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Liability, Fair Value, Gross Liability	0		0
Fair Value Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	66		32
Derivative, Fair Value, Net	0		0
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Liability, Fair Value, Gross Liability	0		0
Interest Rate Swaps Caps Floors and Futures [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	4,866		4,857
Derivative, Fair Value, Net	-313		-323
Derivative Asset, Fair Value, Gross Asset	489		385
Derivative Liability, Fair Value, Gross Liability	-802		-708
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	60		60
Derivative, Fair Value, Net	2		0
Derivative Asset, Fair Value, Gross Asset	2		0
Derivative Liability, Fair Value, Gross Liability	0		0
Credit Derivatives that Purchase Credit Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	52		276
Derivative, Fair Value, Net	-1		-1
Derivative Asset, Fair Value, Gross Asset	0		4
Derivative Liability, Fair Value, Gross Liability	-1		-5
Credit Derivatives in Offsetting Positions [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	2,089		2,175
Derivative, Fair Value, Net	-1		-1
Derivative Asset, Fair Value, Gross Asset	19		21
Derivative Liability, Fair Value, Gross Liability	-20		-22
Reinsurance Recoverables [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	4,477		4,633
Derivative, Fair Value, Net	87		90
Derivative Asset, Fair Value, Gross Asset	87		90
Derivative Liability, Fair Value, Gross Liability	0		0
Other Policyholder Funds and Benefits Payable [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	17,129		17,958
Derivative, Fair Value, Net	-202		-165
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Liability, Fair Value, Gross Liability	-202		-165
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	187		186
Derivative, Fair Value, Net	-1		1
Derivative Liability, Fair Value, Gross Liability	-1		0
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	1,319		1,319
Derivative, Fair Value, Net	-441		-427
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Liability, Fair Value, Gross Liability	-441		-427
UNITED STATES | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	12,179		14,442
Derivative, Fair Value, Net	181		174
Derivative Asset, Fair Value, Gross Asset	309		289
Derivative Liability, Fair Value, Gross Liability	-128		-115
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	7,742		6,383
Derivative, Fair Value, Net	187		141
Derivative Asset, Fair Value, Gross Asset	227		180
Derivative Liability, Fair Value, Gross Liability	-40		-39
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	7,742		6,383
Derivative, Fair Value, Net	187		141
UNITED STATES | Macro Hedge Program [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	52		48
UNITED STATES | Macro Hedge Program [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	135		93
UNITED STATES | GMWB Product Derivatives [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	17,079	[2]	17,908	[2]
Derivative, Fair Value, Net	-176	[2]	-139	[2]
Derivative Asset, Fair Value, Gross Asset	0	[2]	0	[2]
Derivative Liability, Fair Value, Gross Liability	-176	[2]	-139	[2]
UNITED STATES | GMWB Reinsurance [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	3,514		3,659
Derivative, Fair Value, Net	65		56
Derivative Asset, Fair Value, Gross Asset	65		56
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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	$16
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	0	0
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	13	9
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	-1
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-3	14
Interest Rate Swap [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	20	10
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	-1
Currency Swap [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	-7	-1
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-1
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-10
Interest Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	8
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-1	1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-10	0
Reclassification out of Accumulated Other Comprehensive Income [Member] | Interest Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$8	$13

Recovered_Sheet4

Investments and Derivative Instruments Level 4 Fair Value Hedges (Details) (Fair Value Hedging [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Fair Value Hedges [Line Items]
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	$0	[1]	($1)	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	0	[1]	2	[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	0	[1]	-1	[1]
Derivative Instruments Gain (Loss) Recognized in Income on Hedged Item Net	$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 $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014		Mar. 31, 2013
Credit Derivatives [Line Items]
Derivative, Notional Amount	$53,755,000,000				$55,838,000,000		$55,838,000,000
Derivative, Fair Value, Net	-434,000,000				-460,000,000
Basket Credit Default Swaps [Member]
Credit Derivatives Footnote [Abstract]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers	1,600,000,000				1,700,000,000
Credit [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	1,921,000,000	[1],[2]			2,034,000,000	[1],[2]
Derivative, Fair Value, Net	148,000,000	[1]			148,000,000	[1]
Offsetting Notional Amount	1,045,000,000	[1],[3]			1,088,000,000	[1],[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net	4,000,000	[1],[3]			4,000,000	[1],[3]
Credit [Member] | Single Name Credit Default Swaps [Member] | Corporate Credit of Foreign Government [Member] | Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	188,000,000	[2]			212,000,000	[2]
Derivative, Fair Value, Net	3,000,000				3,000,000
Derivative, Average Remaining Maturity	2 years		3 years
Underlying Referenced Credit Obligation Type	Corporate Credit/ Foreign Gov.	[4]	Corporate Credit/ Foreign Gov.	[4]
Average Credit Rating	BBB+	[4]	A-	[4]
Offsetting Notional Amount	163,000,000	[3]			163,000,000	[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net	-3,000,000	[3]			-3,000,000	[3]
Credit [Member] | Single Name Credit Default Swaps [Member] | Corporate Credit [Member] | Below Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	4,000,000	[2]			4,000,000	[2]
Derivative, Fair Value, Net	0				0
Derivative, Average Remaining Maturity	6 months		1 year
Underlying Referenced Credit Obligation Type	Corporate Credit	[4]	Corporate Credit	[4]
Average Credit Rating	CCC	[4]	CCC	[4]
Offsetting Notional Amount	4,000,000	[3]			4,000,000	[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	[3]			0	[3]
Credit [Member] | Basket Credit Default Swaps [Member] | Corporate Credit [Member] | Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	977,000,000	[2],[5]			1,240,000,000	[2],[5]
Derivative, Fair Value, Net	12,000,000	[5]			14,000,000	[5]
Derivative, Average Remaining Maturity	3 years	[5]	4 years	[5]
Underlying Referenced Credit Obligation Type	Corporate Credit	[4],[5]	Corporate Credit	[4],[5]
Average Credit Rating	BBB+	[4],[5]	BBB+	[4],[5]
Offsetting Notional Amount	625,000,000	[3],[5]			667,000,000	[3],[5]
Derivative, Fair Value, Amount Offset Against Collateral, Net	-5,000,000	[3],[5]			-6,000,000	[3],[5]
Credit [Member] | Basket Credit Default Swaps [Member] | Corporate Credit [Member] | Below Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	31,000,000	[2],[5]			9,000,000	[2],[5]
Derivative, Fair Value, Net	2,000,000	[5]			-1,000,000	[5]
Derivative, Average Remaining Maturity	5 years	[5]	5 years	[5]
Underlying Referenced Credit Obligation Type	Corporate Credit	[4],[5]	Corporate Credit	[4],[5]
Average Credit Rating	B+	[4],[5]	BBB-	[4],[5]
Offsetting Notional Amount	0	[3],[5]			0	[3],[5]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	[3],[5]			0	[3],[5]
Credit [Member] | Basket Credit Default Swaps [Member] | CMBS Credit [Member] | Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	496,000,000	[2],[5]			344,000,000	[2],[5]
Derivative, Fair Value, Net	-7,000,000	[5]			-4,000,000	[5]
Derivative, Average Remaining Maturity	6 years	[5]	5 years	[5]
Underlying Referenced Credit Obligation Type	CMBS Credit	[4],[5]	CMBS Credit	[4],[5]
Average Credit Rating	AA+	[4],[5]	AA	[4],[5]
Offsetting Notional Amount	178,000,000	[3],[5]			75,000,000	[3],[5]
Derivative, Fair Value, Amount Offset Against Collateral, Net	1,000,000	[3],[5]			11,000,000	[3],[5]
Credit [Member] | Basket Credit Default Swaps [Member] | CMBS Credit [Member] | Below Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	75,000,000	[2],[5]			75,000,000	[2],[5]
Derivative, Fair Value, Net	-11,000,000	[5]			-11,000,000	[5]
Derivative, Average Remaining Maturity	2 years	[5]	2 years	[5]
Underlying Referenced Credit Obligation Type	CMBS Credit	[4],[5]	CMBS Credit	[4],[5]
Average Credit Rating	CCC+	[4],[5]	CCC+	[4],[5]
Offsetting Notional Amount	75,000,000	[3],[5]			179,000,000	[3],[5]
Derivative, Fair Value, Amount Offset Against Collateral, Net	11,000,000	[3],[5]			2,000,000	[3],[5]
Credit [Member] | Embedded Credit Derivatives [Member] | Corporate Credit [Member] | Investment Grade Risk Exposure [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	150,000,000	[2]			150,000,000	[2]
Derivative, Fair Value, Net	149,000,000				147,000,000
Derivative, Average Remaining Maturity	2 years		2 years
Underlying Referenced Credit Obligation Type	Corporate Credit	[4]	Corporate Credit	[4]
Average Credit Rating	A+	[4]	A	[4]
Offsetting Notional Amount	0	[3]			0	[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net	$0	[3]			$0	[3]
[1]	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 2 - Fair Value Measurements.
[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]	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]	Includes $1.6 billion and $1.7 billion as of March 31, 2015 and December 31, 2014, 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.

Recovered_Sheet6

Investments and Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Mar. 31, 2013
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	$53,755,000,000		$55,838,000,000	$55,838,000,000
Derivative, Fair Value, Net	-434,000,000		-460,000,000
Security Owned and Pledged as Collateral, Fair Value	41,000,000		16,000,000
Securities Received as Collateral	118,000,000		83,000,000
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	118,000,000		83,000,000
Securities Received as Collateral, Amount Repledged and Sold	0	0
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	932,000,000		900,000,000
UNITED STATES | GMWB Hedging Instruments [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	12,179,000,000		14,442,000,000
Derivative, Fair Value, Net	181,000,000		174,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Customized Swaps [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	6,806,000,000		7,041,000,000
Derivative, Fair Value, Net	144,000,000		124,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Swaps, Options and Futures [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	1,803,000,000		3,761,000,000
Derivative, Fair Value, Net	11,000,000		39,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Swaps and Futures [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	3,570,000,000		3,640,000,000
Derivative, Fair Value, Net	$26,000,000		$11,000,000

Separate_Accounts_Death_Benefi2

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 4 (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Sep. 30, 2013	Dec. 31, 2012
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$22,829
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	3,414
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	537
Separate Accounts, Liability	135,790		134,689
Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	812			854	849
Incurred	41	47
Paid	-29	-31
Unlock	24	11
Liability balance, end of period	800			854	849
Reinsurance recoverable asset, beginning of period	480			532	533
Incurred	25	26
Paid	-22	-22
Reinsurance recoverable asset, end of period	477			532	533
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	3,951
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	47,549		48,852
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Percent Debt Securities	17.00%
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Percent Equity Securities	83.00%
Return of Premium ROP Other [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	10,864
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	53
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	47
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	67 years
Reset [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	2,895
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	14
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	14
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	69 years
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	608
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	68 years
Asset Protection Benefit ("APB") [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	14,304
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	195
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	128
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	68 years
With Five Percent Rollup and EPB [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	544
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	24
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
With Earnings Protection Benefit Rider (EPB) [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	4,275
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	581
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	77
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	69 years
With Five Percent Rollup [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	1,433
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	199
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	57
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
MAV Only [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	16,577
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	2,519
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	379
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	2,041			1,858	1,802
Incurred	66	56
Paid	0
Unlock	3
Liability balance, end of period	2,104			1,858	1,802
Reinsurance recoverable asset, beginning of period	2,041			1,858	1,802
Incurred	63	56
Paid	0
Reinsurance recoverable asset, end of period	2,104			1,858	1,802
Reinsurance Recoverables [Member] | Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Unlock	-6	-5
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 [Member] | Guaranteed Minimum Death Benefit [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	43,532		44,786
Cash and Cash Equivalents [Member] | Guaranteed Minimum Death Benefit [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	4,017		4,066
UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	8,200
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	0
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
UNITED STATES | Guaranteed Minimum Death Benefit [Member]
Account Value by GMDB Type [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	51,500
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	3,683
Net Amount at Risk by Product and Guarantee, Net Amount at Risk at Annuitization	733
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	69 years
Separate Accounts, Liability	47,549
JAPAN | Guaranteed Minimum Death Benefit [Member]
Account Value by GMDB Type [Abstract]
Separate Accounts, Liability	$88,241

Income_Taxes_Level_4_Effective

Income Taxes Level 4 Effective Income Tax Rate Reconciliation (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Effective Income Tax Rate Reconciliation [Abstract]
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	$65	$15
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	23	26
Income Tax Reconciliation, Deductions, Foreign Investments	2	0
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	0	-2
Income Tax Expense (Benefit)	$40	($13)

Income_Taxes_Level_4_Valuation

Income Taxes Level 4 Valuation Allowance Comment (Details)	3 Months Ended
	Mar. 31, 2015
Valuation Allowance [Abstract]
Valuation Allowance, Commentary	The Company believes it is more likely than not the deferred tax assets will be fully realized. Consequently no valuation allowance has been provided. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching.

Income_Taxes_Level_4_Net_Opera

Income Taxes Level 4 Net Operating Loss Carrryover (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Significant Change in Unrecognized Tax Benefits, Nature of Event	The Company is no longer subject to U.S. federal, state and local, or non-U.S. income tax examinations for years prior to 2007. The audit of the years 2007-2011 is expected to conclude in 2015, with no material impact on the consolidated financial condition or results of operations. The federal audit of the years 2012 and 2013 began in March 2015 and is expected to be completed in 2016. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$3,188	$3,189
Expiring within Tax Years 2016 to 2017 [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$6
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	31-Dec-23
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	31-Dec-33

Income_Taxes_Level_4_AMT_Credi

Income Taxes Level 4 AMT Credit and Foreign Tax Credit Carryover (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax	248	$0
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	59	58
Tax Credit Carryforward, Valuation Allowance	0
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-25
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-18

Commitments_and_Contingencies_1

Commitments and Contingencies Level 4 (Details) (USD $)	Mar. 31, 2015
Guarantor Obligations [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$847,000,000
Collateral Already Posted, Aggregate Fair Value	1,100,000,000
GMWB Product Derivatives [Member]
Guarantor Obligations [Line Items]
Derivative Instrument, Collateral Payment, Preventing Termination	$39,000,000

Transactions_with_Affiliates_L2

Transactions with Affiliates Level 4 (Details) (USD $)	3 Months Ended				12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014		Jun. 30, 2014	Dec. 31, 2014	Apr. 30, 2014
Related Party Transaction [Line Items]
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees	$0				$0
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	3,414,000,000
Transfer of assets from HLIC and HLAI to HLIKK				1,600,000,000
Liabilities	183,752,000,000				182,484,000,000
Schedule of Related Party Transactions [Abstract]
Premiums Earned, Net	23,000,000	-123,000,000
Realized Investment Gains (Losses)	-9,000,000	-106,000,000
Revenues	668,000,000	495,000,000
Policyholder Benefits and Claims Incurred, Net	330,000,000	254,000,000
Insurance operating costs and other expenses	134,000,000	166,000,000
Benefits, Losses and Expenses	483,000,000	451,000,000
Income (loss) before income taxes	185,000,000	44,000,000
Income Tax Expense (Benefit)	40,000,000	-13,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	145,000,000	57,000,000
Reinsurance Recoverables	19,910,000,000				20,053,000,000
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Assumed Liability for Unpaid Claims and Claims Adjustment Expense	54,000,000				54,000,000
Assumed Premiums Earned	1,000,000
White River Life Reinsurance [Member]
Related Party Transaction [Line Items]
Loss on Contract Termination				213,000,000	213,000,000
Hartford Life and Annuity Insurance Company [Member]
Related Party Transaction [Line Items]
Funds Held under Reinsurance Agreements, Liability				310,000,000
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]
Schedule of Related Party Transactions [Abstract]
Premiums Earned, Net		-5,000,000
Realized Investment Gains (Losses)		-103,000,000	[1]
Revenues		-108,000,000
Policyholder Benefits and Claims Incurred, Net		-1,000,000
Insurance operating costs and other expenses		-4,000,000
Benefits, Losses and Expenses		-5,000,000
Income (loss) before income taxes		-103,000,000
Income Tax Expense (Benefit)		-36,000,000
Income (Loss) from Continuing Operations Attributable to Parent		-67,000,000
White River Life Reinsurance [Member]
Related Party Transaction [Line Items]
Surplus Notes						655,000,000
Capital						367,000,000
Investment Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Related Party Transaction [Line Items]
Financial Liabilities Fair Value Disclosure	848,000,000
Hartford Life Insurance K.K. [Member] | JAPAN | Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Related Party Transaction [Line Items]
Liabilities	770,000,000
Accident and Health Insurance Product Line [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	19,000,000	219,000,000
Group Life and Accident [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	$41,000,000	$22,000,000
[1]	Amounts represent the change in valuation of the derivative associated with this transaction.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income Level 4 (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax	$1,221	$574	$1,334	$886
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	123	323
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-10	-11
Other Comprehensive Income (Loss), Net of Tax	113	312
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	3	99
Income before income taxes	185	44
Income Tax Expense (Benefit)	40	-13
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	10	11
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	-3	14
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [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
Interest Rate Swap [Member] | Cash Flow Hedging [Member] | 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]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-1	1
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	8
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	8	13
Currency Swap [Member] | Cash Flow Hedging [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [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	-10
Currency Swap [Member] | Cash Flow Hedging [Member] | 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]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	-10	0
Accumulated Net Unrealized Investment Gain (Loss) [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax	1,154	495	1,257	810
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	115	317
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	-12	-2
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	103	315
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		-3
Income Tax Expense (Benefit)	6	1
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	12	2
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	-18	-3
Income before income taxes	18	3
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax	70	79	80	77
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	8	7
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	2	-9
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	10	-2
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)	-1	5
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	-2	9
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax [Abstract]
Income before income taxes	-3	14
Accumulated Translation Adjustment [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax	-3	0	-3	-1
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	0	-1
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	0	0
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	$0	($1)