Talcott Resolution Life Insurance 10-Q 30 Jul 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - USD ($)	6 Months Ended
	Jun. 30, 2015	Jul. 30, 2015
Subsequent Event [Line Items]
Entity Registrant Name	HARTFORD LIFE INSURANCE CO
Entity Central Index Key	45,947
Document Type	10-Q
Document Period End Date	Jun. 30, 2015
Amendment Flag	false
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		1,000
Entity Well-known Seasoned Issuer	No
Entity Public Float	$ 0

Condensed Consolidated Statemen

Condensed Consolidated Statements of Operations (Unaudited) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Related Party Transaction [Line Items]
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal		$ (8)	$ 0	$ (8)	$ 0
Revenues
Fee income and other		280	314	555	631
Earned premiums		(23)	(52)	(46)	71
Net investment income:
Net investment income		386	380	765	787
Net realized capital gains (losses):
Total other-than-temporary impairment (OTTI) losses		(3)	(3)	(9)	(11)
Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion Included in Net Income, Availabe-for-sale Securities, before Tax		1	0	1	1
Net OTTI losses recognized in earnings		(2)	(3)	(8)	(10)
Other net realized capital gains (losses)		15	653	12	554
Realized Investment Gains (Losses)		13	650	4	544
Total revenues		702	1,396	1,370	1,891
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net		303	415	633	669
Amortization of deferred policy acquisition costs and present value of future profits		20	22	39	54
Insurance operating costs and other expenses		146	386	280	552
Dividends to policyholders		0	3	0	2
Benefits, Losses and Expenses		461	826	944	1,277
Income before income taxes		241	570	426	614
Income Tax Expense (Benefit)		11	171	51	158
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		230	399	375	456
Net Income (Loss) Attributable to Noncontrolling Interest		0	(1)	0	0
Net income attributable to Hartford Life Insurance Company		230	400	375	456
Proceeds from Sale of Available-for-sale Securities		$ 2,500	$ 2,200	$ 5,600
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]
Revenues
Earned premiums					5
Net realized capital gains (losses):
Realized Investment Gains (Losses)	[1]				(103)
Total revenues					(108)
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net					(1)
Insurance operating costs and other expenses					(4)
Benefits, Losses and Expenses					(5)
Income before income taxes					(103)
Income Tax Expense (Benefit)					(36)
Reinsurance Loss on Dispositions [Member]
Related Party Transaction [Line Items]
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal					$ 0
[1]	Amounts represent the change in valuation of the derivative associated with this transaction.

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Comprehensive Income
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 230	$ 399	$ 375	$ 456
Total comprehensive income	(255)	659	3	1,028
Less: Comprehensive income attributable to noncontrolling interest	0	(1)	0	0
Total comprehensive income attributable to Hartford Life Insurance Company	(255)	660	3	1,028
Other comprehensive income (loss):
Total other comprehensive income	(485)	260	(372)	572
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Other comprehensive income (loss):
Change in net unrealized gain / loss on securities	(467)	256	(364)	571
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	(18)	3	(8)	1
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Other comprehensive income (loss):
Change in foreign currency translation adjustments	$ 0	$ 1	$ 0	$ 0

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Unaudited) - Investments [Domain] - Fair Value, Option, Eligible Item or Group [Domain] - Disposal Group Name [Domain] - USD ($) $ in Millions	Jun. 30, 2015		Dec. 31, 2014
Investments:
Available-for-sale Securities, Debt Securities	$ 25,432		$ 25,436
Marketable Securities, Fixed Maturities, Current	213		280
Trading Securities, Equity	11		11	[1]
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	178		514
Policy loans, at outstanding balance	1,438		1,430
Alternative Investments, Fair Value Disclosure	1,264		1,309
Other investments	381		442
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	1,412		2,162
Total investments	33,317		34,682
Cash	286		258
Premiums receivable and agents' balances	30		27
Reinsurance Recoverables	20,009		20,053
Deferred policy acquisition costs and present value of future profits	511		521
Deferred Tax Assets, Net of Valuation Allowance	1,398		1,237
Other assets	666		308
Separate account assets	131,477		134,689
Mortgage Loans on Real Estate, Commercial and Consumer, Net	2,999		3,109
Total assets	187,694		191,775
Liabilities
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	13,566		13,624
Other policyholder funds and benefits payable	31,346		31,994
Other liabilities (including variable interest entity liabilities of $443 and $477)	2,516		2,177
Separate account liabilities	131,477	[2],[3]	134,689
Total liabilities	178,905		182,484
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6		6
Additional paid-in capital	6,183		6,688
Accumulated other comprehensive income, net of tax	849		1,221
Retained earnings (accumulated deficit)	1,751		1,376
Total stockholders' equity	8,789		9,291
Total liabilities and stockholders' equity	187,694		191,775
Fair Value, Inputs, Level 3 [Member]
Investments:
Available-for-sale Securities, Debt Securities	1,722		2,025
Trading Securities, Equity	0		0	[1]
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	$ 44		$ 48
[1]	Included in other investments on the Condensed Consolidated Balance Sheets.
[2]	AV includes the contract holder’s investment in the separate account and the general account.
[3]	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).

Condensed Consolidated Balance5

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) - Fair Value Hierarchy [Domain] - USD ($) $ in Millions		Jun. 30, 2015	Dec. 31, 2014
Fixed maturities, available-for-sale, at amortized cost		$ 24,127	$ 23,535
Available-for-sale Debt Securities, Amortized Cost Basis		23,960	23,260
Variable Interest Entity, Consolidated, Carrying Amount, Assets		55	157
Available-for-sale Equity Securities, Amortized Cost Basis		167	525
Available-for-sale Securities, Equity Securities		178	514
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities		$ 11	$ 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
Fixed Maturities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		$ 49	$ 139
Equity Securities [Member]
Available-for-sale Equity Securities, Amortized Cost Basis		0	250
Available-for-sale Securities, Equity Securities		0	248
Commercial Loan [Member]
Fixed maturities, available-for-sale, at amortized cost	[1]	3,018	3,124
Mortgage loans loss, net of allowances		19	15
Short-term Investments [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		4	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 Stateme6

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	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]
Dividends			$ 225
Balance, at beginning of period at Dec. 31, 2013	$ 8,239	$ 0		$ 700	$ 6,959	$ 574	$ 6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	456
Total other comprehensive income	572					572
Net Income (Loss) Attributable to Parent	456			456
Net Income (Loss) Attributable to Noncontrolling Interest	0	0
Balance, at end of period at Jun. 30, 2014	9,492	0		1,156	7,184	1,146	6
Dividends								$ 800
Balance, at beginning of period at Mar. 31, 2014						886
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	399
Total other comprehensive income	260
Net Income (Loss) Attributable to Parent	400
Net Income (Loss) Attributable to Noncontrolling Interest	(1)
Balance, at end of period at Jun. 30, 2014	9,492	0		1,156	7,184	1,146	6
Liabilities	182,484
Dividends	500								$ 505
Balance, at beginning of period at Dec. 31, 2014	9,291	0		1,376	6,688	1,221	6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	375
Total other comprehensive income	(372)
Net Income (Loss) Attributable to Parent	375
Net Income (Loss) Attributable to Noncontrolling Interest	0
Balance, at end of period at Jun. 30, 2015	8,789	0		1,751	6,183	849	6
Balance, at beginning of period at Mar. 31, 2015						1,334
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	230
Total other comprehensive income	(485)
Net Income (Loss) Attributable to Parent	230
Net Income (Loss) Attributable to Noncontrolling Interest	0
Balance, at end of period at Jun. 30, 2015	8,789	$ 0		$ 1,751	$ 6,183	$ 849	$ 6
Liabilities	$ 178,905

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Operating Activities
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 375	$ 456
Adjustments to reconcile net income to net cash provided by operating activities
Amortization of deferred policy acquisition costs and present value of future profits	39	54
Increase (Decrease) in Deferred Policy Acquisition Costs	(3)	(9)
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	4	544
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal	8	0
Depreciation and amortization	6	(6)
Other, net	(4)	(72)
Change in assets and liabilities:
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	46	422
Reinsurance recoverables	9	(147)
Receivables and other assets	162	30
Payables and accruals	95	(224)
Increase (Decrease) in Deferred Income Taxes	(86)	(20)
Net Cash Provided by (Used in) Operating Activities	457	214
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	6,225	5,585
Fixed maturities, fair value option	13	279
Equity securities, available-for-sale	523	51
Mortgage loans	227	148
Proceeds from Limited Partnership Investments	140	53
Payments for the purchase of:
Fixed maturities, available-for-sale	6,788	3,877
Fixed maturities, fair value option	33	190
Equity securities, available-for-sale	178	42
Mortgage loans	134	34
Payments to Acquire Limited Partnership Interests	77	38
Change in derivatives, net	124	137
Payments for (Proceeds from) Policy Loans	22	(3)
Payments for (Proceeds from) Short-term Investments	(751)	486
Other investing activities, net		(35)
Net Cash Provided by (Used in) Investing Activities	523	1,350
Financing Activities
Deposits and other additions to investment and universal life-type contracts	2,311	2,803
Withdrawals and other deductions from investment and universal life-type contracts	8,702	11,014
Net transfers from separate accounts related to investment and universal life-type contracts	5,846	6,233
Net (decrease) increase in securities loaned or sold under agreements to repurchase	111	42
Payments of Capital Distribution	(505)	225
Net repayments at maturity or settlement of consumer notes	(13)	(6)
Net cash used for financing activities	(952)	(1,717)
Foreign exchange rate effect on cash	0	7
Cash, Period Increase (Decrease)	28	(146)
Cash - beginning of period	258	446
Cash - end of period	286	300
Supplemental Disclosure of Cash Flow Information
Net cash received during the period for income taxes	$ 49	52
Reinsurance Loss on Dispositions [Member]
Adjustments to reconcile net income to net cash provided by operating activities
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal		$ 0

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies Level 1 (Notes)	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Business Description and Basis of Presentation [Text Block]	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 yen denominated fixed payout annuities of approximately $760 as of June 30, 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. In 2015, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI. Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 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 June 30, 2015 , $1.6 billion of unsecured reinsurance recoverables from Prudential represent approximately 18% of the Company's consolidated stockholder's equity. As of June 30, 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.
Basis of Presentation and Significant Accounting Policies [Text Block]	tford 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 yen denominated fixed payout annuities of approximately $760 as of June 30, 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. In 2015, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI. Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 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 June 30, 2015 , $1.6 billion of unsecured reinsurance recoverables from Prudential represent approximately 18% of the Company's consolidated stockholder's equity. As of June 30, 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. Certain reclassifications have been made to prior period financial information to conform to the current period presentation.

Fair Value Measurements Level 1

Fair Value Measurements Level 1 (Notes)	6 Months Ended
	Jun. 30, 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; certain limited partnerships and other alternative investment; 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 and exchange-traded derivative instruments. Level 2 Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Most fixed maturities and preferred stocks, including those reported in separate account assets, are model priced by vendors using observable inputs and are classified within Level 2. Also included are hedge funds where investment company accounting guidance has been applied to a wholly-owned fund of funds measured at fair value w here an investment can be redeemed, or substantially redeemed, at the net asset value per share or equivalent ("NAV") on the measurement date or in the near-term, not to exceed 90 days. Derivative instruments classified within Level 2 are priced using observable market inputs such as swap yield curves and credit default swap curves . Level 3 Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). Level 3 securities include less liquid securities, guaranteed product embedded and reinsurance derivatives and other complex derivative instruments, as well as hedge fund investments carried at fair value, consistent with investment company accounting guidance, that cannot be redeemed in the near-term at the NAV. Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs, as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges. In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy. In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value. Transfers of securities among the levels occur at the beginning of the reporting period. The amount of transfers from Level 1 to Level 2 was $155 and $227 for the three and six months ended June 30, 2015 , respectively, and $77 and $1.2 billion for the three and six months ended June 30, 2014 , respectively, which represented previously on-the-run U.S. Treasury securities that are now off-the-run. For the three and six months ended June 30, 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. June 30, 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 $ 1,212 $ — $ 1,198 $ 14 CDOs 1,421 — 1,073 348 CMBS 2,029 — 1,942 87 Corporate 15,644 — 15,097 547 Foreign government/government agencies 351 — 336 15 Municipal 1,052 — 1,003 49 RMBS 1,689 — 1,027 662 U.S. Treasuries 2,034 115 1,919 — Total fixed maturities 25,432 115 23,595 1,722 Fixed maturities, FVO 213 — 141 72 Equity securities, trading [1] 11 11 — — Equity securities, AFS 178 98 36 44 Derivative assets Credit derivatives 19 — 19 — Commodity derivatives 2 — — 2 Equity derivatives — — — — Foreign exchange derivatives 2 — 2 — Interest rate derivatives 101 — 101 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 87 — 6 81 Macro hedge program 100 — — 100 Total derivative assets [2] 311 — 128 183 Short-term investments 1,412 334 1,078 — Reinsurance recoverable for GMWB 50 — — 50 Modified coinsurance reinsurance contracts 60 — 60 — Separate account assets [3] 126,683 86,300 39,648 735 Total assets accounted for at fair value on a recurring basis $ 154,350 $ 86,858 $ 64,686 $ 2,806 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (112 ) $ — $ — $ (112 ) Equity linked notes (26 ) — — (26 ) Total other policyholder funds and benefits payable (138 ) — — (138 ) Derivative liabilities Credit derivatives (15 ) — (15 ) — Commodity derivatives — — — — Equity derivatives 28 — 25 3 Foreign exchange derivatives (479 ) — (479 ) — Interest rate derivatives (371 ) — (343 ) (28 ) GMWB hedging instruments 47 — 3 44 Macro hedge program 65 — — 65 Total derivative liabilities [4] (725 ) — (809 ) 84 Consumer notes [5] (3 ) — — (3 ) Total liabilities accounted for at fair value on a recurring basis $ (866 ) $ — $ (809 ) $ (57 ) 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 June 30, 2015 and December 31, 2014 , $280 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] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014 , respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. [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 fixed maturities, equity 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% to 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 have not 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 June 30, 2015 and December 31, 2014, 94% 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 fixed maturities, equity securities, 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. • 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 Level 2 measurements noted above, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including municipal securities, foreign government/government agencies, and bank loans. Primary inputs for these long-dated securities are consistent with the typical inputs used in Level 1 and Level 2 measurements noted above, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. 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, and commodity price curves. 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 June 30, 2015 Securities Unobservable Inputs Assets accounted for at fair value on a recurring basis Fair Value Predominant Valuation Method Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS $ 87 Discounted cash flows Spread (encompasses 41bps 577bps 186bps Decrease Corporate [3] 252 Discounted cash flows Spread 138bps 728bps 368bps Decrease Municipal [3] 31 Discounted cash flows Spread 192bps 192bps 192bps Decrease RMBS 662 Discounted cash flows Spread 36bps 1,748bps 146bps Decrease Constant prepayment rate —% 100% 6% Decrease [4] Constant default rate —% 14% 6% Decrease Loss severity —% 100% 76% Decrease As of December 31, 2014 CMBS $ 119 Discounted cash flows Spread (encompasses 46bps 2,475bps 284bps Decrease 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 June 30, 2015 Freestanding Derivatives Unobservable Inputs Fair Value Predominant Valuation Method Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] Interest rate swaps $ (28 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Customized swaps 125 Discounted cash flows Equity volatility 10% 40% Increase Macro hedge program Equity options 165 Option model Equity volatility 15% 28% Increase As of December 31, 2014 Interest rate derivative Interest rate swaps $ (29 ) Discounted cash flows Swap curve 3% 3% Decrease 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, June 30, 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 the Company formerly assumed GMWB, guaranteed minimum income benefit ("GMIB") and guaranteed minimum accumulation benefit ("GMAB") from HLIKK. Upon its sale, HLIKK recaptured certain risks reinsured to the Company and HLAI by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. For further discussion of 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

Investments and Derivative Inst

Investments and Derivative Instruments Level 1 (Notes)	6 Months Ended
	Jun. 30, 2015
Schedule of Investments [Abstract]
Investment Holdings [Text Block]	t Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2015 2014 2015 2014 Gross gains on sales $ 65 $ 54 $ 184 $ 162 Gross losses on sales (53 ) (91 ) (148 ) (195 ) Net OTTI losses recognized in earnings (2 ) (3 ) (8 ) (10 ) Valuation allowances on mortgage loans — (4 ) (4 ) (4 ) Japanese fixed annuity contract hedges, net [1] — (5 ) — (14 ) Periodic net coupon settlements on credit derivatives 2 4 3 9 Results of variable annuity hedge program GMWB derivatives, net (4 ) (6 ) (3 ) 9 Macro hedge program (23 ) (15 ) (27 ) (25 ) Total U.S. program (27 ) (21 ) (30 ) (16 ) International Program [2] — (103 ) — (126 ) Total results of variable annuity hedge program (27 ) (124 ) (30 ) (142 ) GMIB/GMAB/GMWB reinsurance — 528 — 579 Modified coinsurance reinsurance contracts 37 524 26 394 Other, net [3] (9 ) (233 ) (19 ) (235 ) Net realized capital gains, before-tax $ 13 $ 650 $ 4 $ 544 [1] Includes gains (losses) of $(22) and $(51) , respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37 , respectively, for the three and six months ended June 30, 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 $(1) and $2 , respectively, for the three and six months ended June 30, 2014 . [3] Other, net gains and losses include transactional foreign currency revaluation gains (losses) on yen denominated fixed payout annuity liabilities 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 $16 and $(18) , respectively, for the three months ended June 30, 2015 and 2014 , and $16 and $(46) , respectively, for the six months ended June 30, 2015 and 2014 . Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13 , respectively, for the three months ended June 30, 2015 and 2014 , and $(31) and $28 , respectively for the six months ended June 30, 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 $16 and $34 , respectively, for the three and six months ended June 30, 2015 , and $(44) and $(41) for the three and six months ended June 30, 2014 , respectively. Proceeds from sales of AFS securities totaled $2.5 billion and $5.6 billion , respectively, for the three and six months ended June 30, 2015 , and $2.2 billion and $5.6 billion for the three and six months ended June 30, 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 and six months ended June 30, 2015 were $2 and $8 , respectively, and $3 and $10 for the three and six months ended June 30, 2014 , respectively. Impairments for the three and six months ended June 30, 2015 primarily consisted of securities in an unrealized loss position which the Company had made the decision to sell. Impairments for the three and six months ended June 30, 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 June 30, Six Months Ended June 30, (Before-tax) 2015 2014 2015 2014 Balance, beginning of period $ (288 ) $ (382 ) $ (296 ) $ (410 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — (2 ) (3 ) Securities previously impaired — (3 ) — (6 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 3 29 5 59 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 15 5 22 9 Balance, end of period $ (270 ) $ (351 ) $ (270 ) $ (351 ) [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. June 30, 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 $ 1,221 $ 19 $ (28 ) $ 1,212 $ — $ 1,181 $ 20 $ (30 ) $ 1,171 $ — CDOs [2] 1,340 90 (8 ) 1,421 — 1,083 84 (20 ) 1,148 — CMBS 1,965 79 (15 ) 2,029 (3 ) 1,797 97 (7 ) 1,887 (3 ) Corporate 14,583 1,185 (124 ) 15,644 (6 ) 14,166 1,685 (109 ) 15,742 (3 ) Foreign govt./govt. agencies 337 19 (5 ) 351 — 576 35 (9 ) 602 — Municipal 988 74 (10 ) 1,052 — 935 118 (1 ) 1,052 — RMBS 1,647 52 (10 ) 1,689 — 1,805 64 (12 ) 1,857 — U.S. Treasuries 1,879 158 (3 ) 2,034 — 1,717 261 (1 ) 1,977 — Total fixed maturities, AFS 23,960 1,676 (203 ) 25,432 (9 ) 23,260 2,364 (189 ) 25,436 (6 ) Equity securities, AFS [3] 167 21 (10 ) 178 — 275 10 (19 ) 266 — Total AFS securities $ 24,127 $ 1,697 $ (213 ) $ 25,610 $ (9 ) $ 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 June 30, 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 $250 and $248 , respectively, as of December 31, 2014 . The Company did not hold any equity securities, FVO as of June 30, 2015 . The following table presents the Company’s fixed maturities, AFS, by contractual maturity year. June 30, 2015 December 31, 2014 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 768 $ 777 $ 1,031 $ 1,043 Over one year through five years 5,315 5,527 4,902 5,168 Over five years through ten years 3,595 3,695 3,345 3,501 Over ten years 8,109 9,082 8,116 9,661 Subtotal 17,787 19,081 17,394 19,373 Mortgage-backed and asset-backed securities 6,173 6,351 5,866 6,063 Total fixed maturities, AFS $ 23,960 $ 25,432 $ 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 June 30, 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. Unrealized Losses on AFS Securities 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. June 30, 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 $ 293 $ 292 $ (1 ) $ 295 $ 268 $ (27 ) $ 588 $ 560 $ (28 ) CDOs [1] 422 420 (2 ) 605 598 (6 ) 1,027 1,018 (8 ) CMBS 473 463 (10 ) 100 95 (5 ) 573 558 (15 ) Corporate 3,711 3,615 (96 ) 319 291 (28 ) 4,030 3,906 (124 ) Foreign govt./govt. agencies 110 106 (4 ) 17 16 (1 ) 127 122 (5 ) Municipal 207 198 (9 ) 4 3 (1 ) 211 201 (10 ) RMBS 288 286 (2 ) 201 193 (8 ) 489 479 (10 ) U.S. Treasuries 267 264 (3 ) 11 11 — 278 275 (3 ) Total fixed maturities, AFS 5,771 5,644 (127 ) 1,552 1,475 (76 ) 7,323 7,119 (203 ) Equity securities, AFS [2] 57 52 (5 ) 51 46 (5 ) 108 98 (10 ) Total securities in an unrealized loss position $ 5,828 $ 5,696 $ (132 ) $ 1,603 $ 1,521 $ (81 ) $ 7,431 $ 7,217 $ (213 ) 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 June 30, 2015 and December 31, 2014 , excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets. As of June 30, 2015 , AFS securities in an unrealized loss position, consisted of 2,277 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 June 30, 2015 , 94% of these securities were depressed less than 20% of cost or amortized cost. The increase in unrealized losses as compared to December 31, 2014 , was primarily attributable to an increase in interest rates. Most of the securities depressed for twelve months or more relate to student loan ABS, certain floating rate corporate securities with greater than 10 years to maturity concentrated in the financial services sector, and structured securities with exposure to commercial and residential real estate. Student loan ABS and corporate securities 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. June 30, 2015 December 31, 2014 Amortized Cost [1] Valuation Allowance Carrying Value Amortized Cost [1] Valuation Allowance Carrying Value Total commercial mortgage loans $ 3,018 $ (19 ) $ 2,999 $ 3,124 $ (15 ) $ 3,109 [1] Amortized cost represents carrying value prior to valuation allowances, if any. As of June 30, 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 June 30, 2015 or December 31, 2014 . As of June 30, 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. Six Months Ended June 30, 2015 2014 Balance, beginning of period $ (15 ) $ (12 ) (Additions)/Reversals (4 ) (4 ) Deductions — — Balance, end of period $ (19 ) $ (16 ) The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 56% as of June 30, 2015 , while the weighted-average LTV ratio at origination of these loans was 64% . 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 2.39x as of June 30, 2015 . The Company held no delinquent commercial mortgage loans as of June 30, 2015 . The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR. Commercial Mortgage Loans Credit Quality June 30, 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 1.13x $ 21 1.14x 65% - 80% 452 1.72x 452 1.71x Less than 65% 2,529 2.53x 2,636 2.49x Total commercial mortgage loans $ 2,999 2.39x $ 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 June 30, 2015 December 31, 2014 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 63 2.1% $ 64 2.1% Middle Atlantic 245 8.2% 272 8.7% Mountain 35 1.2% 35 1.1% New England 146 4.9% 146 4.7% Pacific 918 30.5% 905 29.1% South Atlantic 566 18.9% 532 17.1% West North Central 1 —% 15 0.5% West South Central 125 4.2% 125 4.0% Other [1] 900 30.0% 1,015 32.7% Total mortgage loans $ 2,999 100.0% $ 3,109 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type June 30, 2015 December 31, 2014 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Agricultural $ 22 0.7% $ 22 0.7% Industrial 960 32.1% 989 31.8% Lodging 26 0.9% 26 0.8% Multifamily 547 18.2% 522 16.8% Office 720 24.0% 723 23.3% Retail 610 20.3% 713 22.9% Other 114 3.8% 114 3.7% Total mortgage loans $ 2,999 100.0% $ 3,109 100.0% 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. June 30, 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] $ 53 $ 10 $ 43 $ 154 $ 20 $ 138 Limited partnerships and other alternative investments 2 1 1 3 2 1 Total $ 55 $ 11 $ 44 $ 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 June 30, 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 approximates 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 June 30, 2015 , the Company reported in fixed maturities, AFS on the Condensed Consolidated Balance Sheets financial collateral pledged relating to repurchase agreements of $112 . The Company reported a corresponding obligation to repurchase the pledged securities of $115 in other liabilities on the Condensed Consolidated Balance Sheets. The Company had no outstanding dollar roll transactions as of June 30, 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 June 30, 2015 and December 31, 2014 the fair value of securities on deposit was approximately $13 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 swaps and, to a lesser extent, 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. These swaps are typically use

Separate Accounts, Death Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 1 (Notes)	6 Months Ended
	Jun. 30, 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 $ 15,974 $ 2,537 $ 396 70 With 5% rollup [2] 1,382 202 60 70 With Earnings Protection Benefit Rider (“EPB”) [3] 4,125 558 81 69 With 5% rollup & EPB 530 113 25 72 Total MAV 22,011 3,410 562 Asset Protection Benefit (APB) [4] 13,461 234 153 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 576 7 7 68 Reset [6] (5-7 years) 2,803 12 12 70 Return of Premium [7] /Other 10,508 56 50 67 Subtotal Variable Annuity with GMDB/GMWB [10] 49,359 3,719 784 69 Less: General Account Value with GMDB/GMWB 3,904 Subtotal Separate Account Liabilities with GMDB 45,455 Separate Account Liabilities without GMDB 86,022 Total Separate Account Liabilities $ 131,477 [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 $7.8 billion of total account value and weighted average attained age of 71 years . There is no NAR or retained NAR related to these contracts. Asset type June 30, 2015 December 31, 2014 Equity securities (including mutual funds) $ 41,524 $ 44,786 Cash and cash equivalents 3,931 4,066 Total $ 45,455 $ 48,852
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 81 146 Paid (56 ) — Unlock (61 ) (11 ) Liability balance as of June 30, 2015 $ 776 $ 2,176 Reinsurance recoverable asset, as of January 1, 2015 $ 480 $ 2,041 Incurred 50 135 Paid (45 ) — Unlock 2 — Reinsurance recoverable asset, as of June 30, 2015 $ 487 $ 2,176 GMDB/GMWB [1] Universal Life Secondary Guarantees Liability balance as of January 1, 2014 $ 849 $ 1,802 Incurred 89 115 Paid (57 ) — Unlock (24 ) — Liability balance as of June 30, 2014 $ 857 $ 1,917 Reinsurance recoverable asset, as of January 1, 2014 $ 533 $ 1,802 Incurred 52 115 Paid (44 ) — Unlock (14 ) — Reinsurance recoverable asset, as of June 30, 2014 $ 527 $ 1,917 [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 June 30, 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 $ 15,974 $ 2,537 $ 396 70 With 5% rollup [2] 1,382 202 60 70 With Earnings Protection Benefit Rider (“EPB”) [3] 4,125 558 81 69 With 5% rollup & EPB 530 113 25 72 Total MAV 22,011 3,410 562 Asset Protection Benefit (APB) [4] 13,461 234 153 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 576 7 7 68 Reset [6] (5-7 years) 2,803 12 12 70 Return of Premium [7] /Other 10,508 56 50 67 Subtotal Variable Annuity with GMDB/GMWB [10] 49,359 3,719 784 69 Less: General Account Value with GMDB/GMWB 3,904 Subtotal Separate Account Liabilities with GMDB 45,455 Separate Account Liabilities without GMDB 86,022 Total Separate Account Liabilities $ 131,477 [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 $7.8 billion of total account value and weighted average attained age of 71 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 June 30, 2015 December 31, 2014 Equity securities (including mutual funds) $ 41,524 $ 44,786 Cash and cash equivalents 3,931 4,066 Total $ 45,455 $ 48,852 As of June 30, 2015 and December 31, 2014 , approximately 17% of the equity securities (including mutual funds) 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)	6 Months Ended
	Jun. 30, 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 for income taxes is as follows: Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Tax provision at the U.S. federal statutory rate $ 84 $ 200 $ 149 $ 215 Dividends-received deduction ("DRD") (71 ) (26 ) (94 ) (52 ) Foreign related investments (2 ) — (4 ) — Other — (3 ) — (5 ) Provision for income taxes $ 11 $ 171 $ 51 $ 158 The Company’s effective tax rate for the three and six months ended June 30, 2015 was impacted by the recognition of tax benefits from an intercompany tax settlement of approximately $48 due to the conclusion of the Internal Revenue Service audit of the 2007-2011 federal consolidated income tax return in the second quarter. 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. 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 June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,385 and $3,189 , respectively. If unutilized, $9 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 June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $232 and $246 and foreign tax credit carryover of $135 and $58 , respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryovers expire from 2018 to 2024 . 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 and begun to purchase 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.

Commitments and Contingencies L

Commitments and Contingencies Level 1 (Notes)	6 Months Ended
	Jun. 30, 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 June 30, 2015 , is $813 . Of this $813 the legal entities have posted collateral of $1.1 billion in the normal course of business. In addition, the Company has posted collateral of $38 associated with a customized GMWB derivative. Based on derivative market values as of June 30, 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 Le

Transactions with Affiliates Level 1 (Notes)	6 Months Ended
	Jun. 30, 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 June 30, 2015 and December 31, 2014 , the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the six months ended June 30, 2015 and 2014 , the Company recorded earned premiums of $1 and $2 , respectively, for these intercompany claim annuities. Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital. 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 June 30, 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 Concurrent with the sale of HLIKK in 2014, certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders that had been previously reinsured to the Company and HLAI were recaptured by terminating or modifying intercompany agreements. Upon closing, the Company and HLAI transferred approximately $1.6 billion of assets supporting the recaptured reserves resulting in a loss of $213 on the recapture transaction and the Buyer became responsible for all liabilities of the recaptured business. HLAI continues to provide reinsurance for yen denominated fixed payout annuities approximating $760 as of June 30, 2015 . 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 $17 and $36 for the three and six months ended June 30, 2015 , respectively, and $20 and $42 for the three and six months ended June 30, 2014 , respectively. The Company ceded accident and health premiums to HLA of $38 and $79 for the three and six months ended June 30, 2015 , respectively, and $60 and $279 for the three and six months ended June 30, 2014 , respectively. Until April 1, 2014 , HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK. 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: Six Months Ended June 30, 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 Comprehensive

Accumulated Other Comprehensive Income Level 1 (Notes)	6 Months Ended
	Jun. 30, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Comprehensive Income (Loss) Note [Text Block]	Changes in AOCI, net of tax and DAC, by component consist of the following: Three months ended June 30, 2015 Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Total AOCI Beginning balance $ 1,257 $ 80 $ (3 ) $ 1,334 OCI before reclassifications (457 ) (10 ) — (467 ) Amounts reclassified from AOCI (10 ) (8 ) — (18 ) Net OCI (467 ) (18 ) — (485 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Six months ended June 30, 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 (342 ) (2 ) — (344 ) Amounts reclassified from AOCI (22 ) (6 ) — (28 ) Net OCI (364 ) (8 ) — (372 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Reclassifications from AOCI consist of the following for the six months ended June 30, 2015 : Amount Reclassified from AOCI AOCI Three months ended June 30, 2015 Six months ended June 30, 2015 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 16 $ 34 Net realized capital gains (losses) 16 34 Total before tax 6 12 Income tax expense $ 10 $ 22 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ — $ (1 ) Net realized capital gains (losses) Interest rate swaps 9 17 Net investment income Foreign currency swaps 3 (7 ) Net realized capital gains (losses) 12 9 Total before tax 4 3 Income tax expense $ 8 $ 6 Net income Total amounts reclassified from AOCI $ 18 $ 28 Net income Three Months Ended June 30, 2014 Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Total AOCI Beginning balance $ 810 $ 77 $ (1 ) $ 886 OCI before reclassifications 227 5 1 233 Amounts reclassified from AOCI 29 (2 ) — 27 Net OCI 256 3 1 260 Ending balance $ 1,066 $ 80 $ — $ 1,146 Six months ended June 30, 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 544 19 — 563 Amounts reclassified from AOCI 27 (18 ) — 9 Net OCI 571 1 — 572 Ending balance $ 1,066 $ 80 $ — $ 1,146 Reclassifications from AOCI consist of the following for the six months ended June 30, 2014 : Amount Reclassified from AOCI AOCI Three months ended June 30, 2014 Six months ended June 30, 2014 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ (44 ) $ (41 ) Net realized capital gains (losses) (44 ) (41 ) Total before tax (15 ) (14 ) Income tax expense $ (29 ) $ (27 ) Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ — $ 1 Net realized capital gains (losses) Interest rate swaps 3 26 Net investment income 3 27 Total before tax 1 9 Income tax expense $ 2 $ 18 Net income Total amounts reclassified from AOCI $ (27 ) $ (9 ) Net income

Basis of Presentation and Acc16

Basis of Presentation and Accounting Policies Level 2 (Policies)	6 Months Ended
	Jun. 30, 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 2

Fair Value Measurements Level 2 (Policies)	6 Months Ended
	Jun. 30, 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 In18

Investments and Derivative Instruments Level 2 (Policies)	6 Months Ended
	Jun. 30, 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 June 30, 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 approximates 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 swaps and, to a lesser extent, 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 uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of June 30, 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. Fixed payout annuity hedge The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") and continues to reinsure certain yen denominated 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 During 2015, the Company entered 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 dollars per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially. These options expire in early 2016. 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 June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 Customized swaps $ 6,493 $ 7,041 $ 116 $ 124 Equity swaps, options, and futures 1,719 3,761 10 39 Interest rate swaps and futures 3,520 3,640 8 11 Total $ 11,732 $ 14,442 $ 134 $ 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 June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 Equity swaps, options, and futures $ 4,591 $ 5,983 $ 165 $ 141 Foreign currency options — 400 — — Total $ 4,591 $ 6,383 $ 165 $ 141 Modified coinsurance reinsurance contracts As of June 30, 2015 and December 31, 2014 , the Company had approximately $921 and $ 1.0 billion , respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

Fair Value Measurements Level 3

Fair Value Measurements Level 3 (Tables)	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level	June 30, 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 $ 1,212 $ — $ 1,198 $ 14 CDOs 1,421 — 1,073 348 CMBS 2,029 — 1,942 87 Corporate 15,644 — 15,097 547 Foreign government/government agencies 351 — 336 15 Municipal 1,052 — 1,003 49 RMBS 1,689 — 1,027 662 U.S. Treasuries 2,034 115 1,919 — Total fixed maturities 25,432 115 23,595 1,722 Fixed maturities, FVO 213 — 141 72 Equity securities, trading [1] 11 11 — — Equity securities, AFS 178 98 36 44 Derivative assets Credit derivatives 19 — 19 — Commodity derivatives 2 — — 2 Equity derivatives — — — — Foreign exchange derivatives 2 — 2 — Interest rate derivatives 101 — 101 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 87 — 6 81 Macro hedge program 100 — — 100 Total derivative assets [2] 311 — 128 183 Short-term investments 1,412 334 1,078 — Reinsurance recoverable for GMWB 50 — — 50 Modified coinsurance reinsurance contracts 60 — 60 — Separate account assets [3] 126,683 86,300 39,648 735 Total assets accounted for at fair value on a recurring basis $ 154,350 $ 86,858 $ 64,686 $ 2,806 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (112 ) $ — $ — $ (112 ) Equity linked notes (26 ) — — (26 ) Total other policyholder funds and benefits payable (138 ) — — (138 ) Derivative liabilities Credit derivatives (15 ) — (15 ) — Commodity derivatives — — — — Equity derivatives 28 — 25 3 Foreign exchange derivatives (479 ) — (479 ) — Interest rate derivatives (371 ) — (343 ) (28 ) GMWB hedging instruments 47 — 3 44 Macro hedge program 65 — — 65 Total derivative liabilities [4] (725 ) — (809 ) 84 Consumer notes [5] (3 ) — — (3 ) Total liabilities accounted for at fair value on a recurring basis $ (866 ) $ — $ (809 ) $ (57 ) 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 June 30, 2015 and December 31, 2014 , $280 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] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014 , respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. [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 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 June 30, 2015 Securities Unobservable Inputs Assets accounted for at fair value on a recurring basis Fair Value Predominant Valuation Method Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS $ 87 Discounted cash flows Spread (encompasses 41bps 577bps 186bps Decrease Corporate [3] 252 Discounted cash flows Spread 138bps 728bps 368bps Decrease Municipal [3] 31 Discounted cash flows Spread 192bps 192bps 192bps Decrease RMBS 662 Discounted cash flows Spread 36bps 1,748bps 146bps Decrease Constant prepayment rate —% 100% 6% Decrease [4] Constant default rate —% 14% 6% Decrease Loss severity —% 100% 76% Decrease As of December 31, 2014 CMBS $ 119 Discounted cash flows Spread (encompasses 46bps 2,475bps 284bps Decrease 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 June 30, 2015 Freestanding Derivatives Unobservable Inputs Fair Value Predominant Valuation Method Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] Interest rate swaps $ (28 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Customized swaps 125 Discounted cash flows Equity volatility 10% 40% Increase Macro hedge program Equity options 165 Option model Equity volatility 15% 28% Increase As of December 31, 2014 Interest rate derivative Interest rate swaps $ (29 ) Discounted cash flows Swap curve 3% 3% Decrease 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 Input Minimum Maximum Impact of Increase in Input 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 June 30, 2015 , for financial instruments classified as Level 3. 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 March 31, 2015 $ 96 $ 362 $ 119 $ 670 $ 17 $ 52 $ 674 $ 1,990 $ 72 Total realized/unrealized gains (losses) Included in net income [1] [2] — — — — — — — — — Included in OCI [3] (2 ) (2 ) 1 (10 ) (2 ) (3 ) 1 (17 ) — Purchases 9 — — 2 2 — 35 48 1 Settlements — (12 ) (13 ) (26 ) (1 ) — (29 ) (81 ) 1 Sales (6 ) — (3 ) (12 ) (1 ) — (35 ) (57 ) (1 ) Transfers into Level 3 [4] — — — — — — 16 16 — Transfers out of Level 3 [4] (83 ) — (17 ) (77 ) — — — (177 ) (1 ) Fair value as of June 30, 2015 $ 14 $ 348 $ 87 $ 547 $ 15 $ 49 $ 662 $ 1,722 $ 72 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ — $ — $ — $ — $ — $ — $ — $ — $ — Freestanding Derivatives [5] Assets (Liabilities) Equity Securities, AFS Credit Commodity Equity Interest Rate GMWB Hedging Macro Hedge Program Total Free-Standing Derivatives [5] Fair value as of March 31, 2015 $ 48 $ (6 ) $ — $ 5 $ (30 ) $ 159 $ 187 $ 315 Total realized/unrealized gains (losses) Included in net income [1] [2] 6 (2 ) (4 ) (2 ) 3 (34 ) (22 ) (61 ) Included in OCI [3] — — — — — — — — Purchases 1 (2 ) — — — — — (2 ) Settlements — — — — (1 ) — — (1 ) Sales (8 ) — — — — — — — Transfers into Level 3 [4] — — 6 — — — — 6 Transfers out of Level 3 [4] (3 ) 10 — — — — — 10 Fair value as of June 30, 2015 $ 44 $ — $ 2 $ 3 $ (28 ) $ 125 $ 165 $ 267 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ — $ — $ (4 ) $ — $ 3 $ (32 ) $ (18 ) $ (51 ) Assets Reinsurance Recoverable for GMWB Separate Accounts Fair value as of March 31, 2015 $ 65 $ 602 Total realized/unrealized gains (losses) Included in net income [1] [2] (16 ) 7 Included in OCI — (1 ) Purchases — 224 Settlements 1 (5 ) Sales — (44 ) Transfers into Level 3 [4] — 5 Transfers out of Level 3 [4] — (53 ) Fair value as of June 30, 2015 $ 50 $ 735 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ (16 ) $ 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 March 31, 2015 $ (176 ) $ (26 ) $ (202 ) $ (3 ) Total realized/unrealized gains (losses) Included in net income [1] [2] 78 — 78 — Settlements (14 ) — (14 ) — Fair value as of June 30, 2015 $ (112 ) $ (26 ) $ (138 ) $ (3 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ 78 $ — $ 78 $ — The following tables provide fair value roll-forwards for the six months ended June 30, 2015 , for financial instruments classified as Level 3. Fixed Maturities, AFS Fixed Assets ABS CDOs CMBS Corporate Foreign Municipal RMBS Total Fixed 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] (2 ) 13 (1 ) (26 ) (2 ) (5 ) 1 (22 ) — Purchases 22 — 12 3 3 — 46 86 5 Settlements — (18 ) (19 ) (24 ) (2 ) — (58 ) (121 ) 2 Sales (6 ) — (3 ) (15 ) (14 ) — (57 ) (95 ) (5 ) Transfers into Level 3 [4] 1 — 4 58 — — 16 79 — Transfers out of Level 3 [4] (83 ) (6 ) (25 ) (93 ) — — (19 ) (226 ) (10 ) Fair value as of June 30, 2015 $ 14 $ 348 $ 87 $ 547 $ 15 $ 49 $ 662 $ 1,722 $ 72 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ — $ (1 ) $ (1 ) $ (1 ) $ — $ — $ — $ (3 ) $ (2 ) Freestanding Derivatives [5] Assets (Liabilities) Equity Credit Commodity Equity Interest GMWB Macro Total Free- 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] 6 1 (4 ) 8 — (25 ) (23 ) (43 ) Included in OCI [3] (2 ) — — — — — — — Purchases 3 (8 ) — — — — 47 39 Settlements — — — (10 ) (1 ) (20 ) — (31 ) Sales (8 ) — — — — — — — Transfers into Level 3 [4] — — 6 — — — — 6 Transfers out of Level 3 [4] (3 ) 10 — — — — — 10 Fair value as of June 30, 2015 $ 44 $ — $ 2 $ 3 $ (28 ) $ 125 $ 165 $ 267 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ — $ 3 $ (4 ) $ 1 $ (2 ) $ (16 ) $ (15 ) $ (33 ) 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] (9 ) 7 Included in OCI — (1 ) Purchases — 262 Settlements 3 (10 ) Sales — (50 ) Transfers into Level 3 [4] — 6 Transfers out of Level 3 [4] — (57 ) Fair value as of June 30, 2015 $ 50 $ 735 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ (9 ) $ 7 Other Policyholder Funds and Benefits Payable Liabilities Guaranteed Equity Linked Total Other Consumer Fair value as of January 1, 2015 $ (139 ) $ (26 ) $ (165 ) $ (3 ) Total realized/unrealized gains (losses) Included in net income [1] [2] 59 — 59 — Settlements (32 ) — (32 ) — Fair value as of June 30, 2015 $ (112 ) $ (26 ) $ (138 ) $ (3 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6] $ 59 $ — $ 59 $ — The following tables provide fair value roll-forwards for the three months ended June 30, 2014 , for financial instruments classified as Level 3. 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 March 31, 2014 $ 35 $ 449 $ 309 $ 768 $ 30 $ 51 $ 807 $ 2,449 $ 190 Total realized/unrealized gains (losses) Included in net income [1] [2] — — 1 (2 ) — — 10 9 5 Included in OCI [3] 1 6 1 7 1 2 (8 ) 10 — Purchases 24 — 2 21 1 — 55 103 5 Settlements (1 ) (16 ) (23 ) (20 ) — — (30 ) (90 ) (2 ) Sales (8 ) — (1 ) (24 ) (3 ) (1 ) (35 ) (72 ) (60 ) Transfers into Level 3 [4] — — — 77 — — — 77 — Transfers out of Level 3 [4] — (54 ) (43 ) (94 ) — — (24 ) (215 ) — Fair value as of June 30, 2014 $ 51 $ 385 $ 246 $ 733 $ 29 $ 52 $ 775 $ 2,271 $ 138 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ — $ — $ — $ (2 ) $ — $ — $ (1 ) $ (3 ) $ 10 Freestanding Derivatives [5] Assets (Liabilities) Equity Securities, AFS Credit Equity GMWB Hedging Macro Hedge Program Intl. Program Hedging Total Free-Standing Derivatives [5] Fair value as of March 31, 2014 $ 52 $ 1 $ 2 $ 123 $ 133 $ (40 ) $ 219 Total realized/unrealized gains (losses) Included in net income [1] [2] — (1 ) — (26 ) (15 ) 12 (30 ) Purchases — — — — 2 — 2 Settlements — — — — — (5 ) (5 ) Transfers out of Level 3 [4] — — — — — 33 33 Fair value as of June 30, 2014 $ 52 $ — $ 2 $ 97 $ 120 $ — $ 219 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ — $ (1 ) $ — $ (26 ) $ (15 ) $ — $ (42 ) Assets Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB Separate Accounts Fair value as of March 31, 2014 $ (509 ) $ 762 Total realized/unrealized gains (losses) Included in net income [1] [2] 533 (1 ) Purchases — 136 Settlements 7 (1 ) Sales — (78 ) Transfers into Level 3 [4] — 3 Transfers out of Level 3 [4] — (8 ) Fair value as of June 30, 2014 $ 31 $ 813 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ 533 $ 1 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 March 31, 2014 $ (535 ) $ (19 ) $ (554 ) $ (2 ) Total realized/unrealized gains (losses) Included in net income [1] [2] 596 (3 ) 593 — Settlements (59 ) — (59 ) — Fair value as of June 30, 2014 $ 2 $ (22 ) $ (20 ) $ (2 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ 596 $ (3 ) $ 593 $ — The following tables provide fair value roll-forwards for the six months ended June 30, 2014 , for financial instruments classified as Level 3. Fixed Maturities, AFS Assets ABS CDOs CMBS Corporate Foreign Municipal RMBS Total Fixed Fixed 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] — — 9 (6 ) (1 ) — 9 11 14 Included in OCI [3] 3 6 (5 ) 25 4 4 1 38 — Purchases 24 — 3 45 1 — 142 215 10 Settlements (1 ) (27 ) (48 ) (18 ) (2 ) — (61 ) (157 ) (3 ) Sales (11 ) (9 ) (23 ) (58 ) (11 ) (1 ) (82 ) (195 ) (61 ) Transfers into Level 3 [4] — 48 — 107 — — — 155 — Transfers out of Level 3 [4] (72 ) (61 ) (50 ) (152 ) — — (32 ) (367 ) — Fair value as of June 30, 2014 $ 51 $ 385 $ 246 $ 733 $ 29 $ 52 $ 775 $ 2,271 $ 138 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ — $ — $ — $ (7 ) $ (2 ) $ — $ (1 ) $ (10 ) $ 18 Freestanding Derivatives [5] Assets (Liabilities) Equity Credit Equity Interest GMWB Macro Intl. 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 ) (2 ) — — (60 ) (25 ) 24 (63 ) Included in OCI [3] 2 — — — — — — — Purchases — — — — 4 6 9 19 Settlements — — — — 7 — (5 ) 2 Transfers out of Level 3 [4] — — — 24 — — 33 57 Fair value as of June 30, 2014 $ 52 $ — $ 2 $ — $ 97 $ 120 $ — $ 219 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ (1 ) $ (2 ) $ — $ (1 ) $ (76 ) $ (25 ) $ 17 $ (87 ) Assets Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB Separate Accounts Fair value as of January 1, 2014 $ (467 ) $ 737 Total realized/unrealized gains (losses) Included in net income [1] [2] 426 4 Purchases — 265 Settlements 72 (1 ) Sales — (163 ) Transfers into Level 3 [4] — 4 Transfers out of Level 3 [4] — (33 ) Fair value as of June 30, 2014 $ 31 $ 813 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ 426 $ 6 Other Policyholder Funds and Benefits Payable [1] Liabilities Guaranteed Equity Linked Total Other Consumer Fair value as of January 1, 2014 $ (576 ) $ (18 ) $ (594 ) $ (2 ) Total realized/unrealized gains (losses) Included in net income [1] [2] 670 (4 ) 666 — Settlements (92 ) — (92 ) — Fair value as of June 30, 2014 $ 2 $ (22 ) $ (20 ) $ (2 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6] $ 670 $ (4 ) $ 666 $ — [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 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	Fair Value Option FVO investments 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 Company also 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. 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 June 30, Six Months Ended June 30, 2015 2014 2015 2014 Assets Fixed maturities, FVO Corporate $ (2 ) $ 2 $ 1 $ 3 CRE CDOs — 7 1 16 Foreign government — 7 — 16 RMBS (4 ) — (3 ) 1 Total fixed maturities, FVO $ (6 ) $ 16 $ (1 ) $ 36 Equity, FVO $ 2 — $ 2 $ — Total realized capital gains $ (4 ) $ 16 $ 1 $ 36
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 June 30, 2015 December 31, 2014 Assets Fixed maturities, FVO ABS $ 4 $ 13 Corporate 29 96 CDO 70 67 CMBS 7 15 Foreign government 1 3 Municipals 1 2 RMBS 99 82 U.S. Government 2 2 Total fixed maturities, FVO $ 213 $ 280 Equity, FVO [1] $ — $ 248 [1] Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015 .
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. June 30, 2015 December 31, 2014 Fair Value Hierarchy Level Carrying Amount Fair Value Carrying Amount Fair Value Assets Policy loans Level 3 $ 1,438 $ 1,438 $ 1,430 $ 1,430 Mortgage loans Level 3 2,999 3,099 3,109 3,280 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,773 $ 6,765 $ 7,134 $ 7,353 Consumer notes [2] Level 3 56 59 68 68 Assumed investment contracts [3] Level 3 760 831 763 851 [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 In20

Investments and Derivative Instruments Level 3 (Tables)	6 Months Ended
	Jun. 30, 2015
Investments [Abstract]
Realized Gain (Loss) on Investments [Table Text Block]	Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2015 2014 2015 2014 Gross gains on sales $ 65 $ 54 $ 184 $ 162 Gross losses on sales (53 ) (91 ) (148 ) (195 ) Net OTTI losses recognized in earnings (2 ) (3 ) (8 ) (10 ) Valuation allowances on mortgage loans — (4 ) (4 ) (4 ) Japanese fixed annuity contract hedges, net [1] — (5 ) — (14 ) Periodic net coupon settlements on credit derivatives 2 4 3 9 Results of variable annuity hedge program GMWB derivatives, net (4 ) (6 ) (3 ) 9 Macro hedge program (23 ) (15 ) (27 ) (25 ) Total U.S. program (27 ) (21 ) (30 ) (16 ) International Program [2] — (103 ) — (126 ) Total results of variable annuity hedge program (27 ) (124 ) (30 ) (142 ) GMIB/GMAB/GMWB reinsurance — 528 — 579 Modified coinsurance reinsurance contracts 37 524 26 394 Other, net [3] (9 ) (233 ) (19 ) (235 ) Net realized capital gains, before-tax $ 13 $ 650 $ 4 $ 544 [1] Includes gains (losses) of $(22) and $(51) , respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37 , respectively, for the three and six months ended June 30, 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 $(1) and $2 , respectively, for the three and six months ended June 30, 2014 . [3] Other, net gains and losses include transactional foreign currency revaluation gains (losses) on yen denominated fixed payout annuity liabilities 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 $16 and $(18) , respectively, for the three months ended June 30, 2015 and 2014 , and $16 and $(46) , respectively, for the six months ended June 30, 2015 and 2014 . Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13 , respectively, for the three months ended June 30, 2015 and 2014 , and $(31) and $28 , respectively for the six months ended June 30, 2015 and 2014 .
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2015 2014 2015 2014 Balance, beginning of period $ (288 ) $ (382 ) $ (296 ) $ (410 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — (2 ) (3 ) Securities previously impaired — (3 ) — (6 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 3 29 5 59 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 15 5 22 9 Balance, end of period $ (270 ) $ (351 ) $ (270 ) $ (351 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
Offsetting Liabilities [Table Text Block]	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 June 30, 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 Available-for-sale Securities Reconciliation [Table Text Block]	Available-for-Sale Securities The following table presents the Company’s AFS securities by type. June 30, 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 $ 1,221 $ 19 $ (28 ) $ 1,212 $ — $ 1,181 $ 20 $ (30 ) $ 1,171 $ — CDOs [2] 1,340 90 (8 ) 1,421 — 1,083 84 (20 ) 1,148 — CMBS 1,965 79 (15 ) 2,029 (3 ) 1,797 97 (7 ) 1,887 (3 ) Corporate 14,583 1,185 (124 ) 15,644 (6 ) 14,166 1,685 (109 ) 15,742 (3 ) Foreign govt./govt. agencies 337 19 (5 ) 351 — 576 35 (9 ) 602 — Municipal 988 74 (10 ) 1,052 — 935 118 (1 ) 1,052 — RMBS 1,647 52 (10 ) 1,689 — 1,805 64 (12 ) 1,857 — U.S. Treasuries 1,879 158 (3 ) 2,034 — 1,717 261 (1 ) 1,977 — Total fixed maturities, AFS 23,960 1,676 (203 ) 25,432 (9 ) 23,260 2,364 (189 ) 25,436 (6 ) Equity securities, AFS [3] 167 21 (10 ) 178 — 275 10 (19 ) 266 — Total AFS securities $ 24,127 $ 1,697 $ (213 ) $ 25,610 $ (9 ) $ 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 June 30, 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 $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. June 30, 2015 December 31, 2014 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 768 $ 777 $ 1,031 $ 1,043 Over one year through five years 5,315 5,527 4,902 5,168 Over five years through ten years 3,595 3,695 3,345 3,501 Over ten years 8,109 9,082 8,116 9,661 Subtotal 17,787 19,081 17,394 19,373 Mortgage-backed and asset-backed securities 6,173 6,351 5,866 6,063 Total fixed maturities, AFS $ 23,960 $ 25,432 $ 23,260 $ 25,436
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]	Derivatives in Fair Value Hedging Relationships Gain or (Loss) Recognized in Income [1] Three months ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Derivative Hedge Item Derivative Hedge Item Derivative Hedge Item Derivative Hedge Item Interest rate swaps Net realized capital gain/(loss) $ — $ — $ (1 ) $ 1 $ — $ — $ (2 ) $ 2 Total $ — $ — $ (1 ) $ 1 $ — $ — $ (2 ) $ 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.
Schedule of Unrealized Loss on Investments [Table Text Block]	Unrealized Losses on AFS Securities 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. June 30, 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 $ 293 $ 292 $ (1 ) $ 295 $ 268 $ (27 ) $ 588 $ 560 $ (28 ) CDOs [1] 422 420 (2 ) 605 598 (6 ) 1,027 1,018 (8 ) CMBS 473 463 (10 ) 100 95 (5 ) 573 558 (15 ) Corporate 3,711 3,615 (96 ) 319 291 (28 ) 4,030 3,906 (124 ) Foreign govt./govt. agencies 110 106 (4 ) 17 16 (1 ) 127 122 (5 ) Municipal 207 198 (9 ) 4 3 (1 ) 211 201 (10 ) RMBS 288 286 (2 ) 201 193 (8 ) 489 479 (10 ) U.S. Treasuries 267 264 (3 ) 11 11 — 278 275 (3 ) Total fixed maturities, AFS 5,771 5,644 (127 ) 1,552 1,475 (76 ) 7,323 7,119 (203 ) Equity securities, AFS [2] 57 52 (5 ) 51 46 (5 ) 108 98 (10 ) Total securities in an unrealized loss position $ 5,828 $ 5,696 $ (132 ) $ 1,603 $ 1,521 $ (81 ) $ 7,431 $ 7,217 $ (213 ) 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 June 30, 2015 and December 31, 2014 , excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
Schedule of Accounts, Notes, Loans and Financing Receivable [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 June 30, 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 1.13x $ 21 1.14x 65% - 80% 452 1.72x 452 1.71x Less than 65% 2,529 2.53x 2,636 2.49x Total commercial mortgage loans $ 2,999 2.39x $ 3,109 2.36x Mortgage Loans by Region June 30, 2015 December 31, 2014 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 63 2.1% $ 64 2.1% Middle Atlantic 245 8.2% 272 8.7% Mountain 35 1.2% 35 1.1% New England 146 4.9% 146 4.7% Pacific 918 30.5% 905 29.1% South Atlantic 566 18.9% 532 17.1% West North Central 1 —% 15 0.5% West South Central 125 4.2% 125 4.0% Other [1] 900 30.0% 1,015 32.7% Total mortgage loans $ 2,999 100.0% $ 3,109 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. 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. Six Months Ended June 30, 2015 2014 Balance, beginning of period $ (15 ) $ (12 ) (Additions)/Reversals (4 ) (4 ) Deductions — — Balance, end of period $ (19 ) $ (16 ) Mortgage Loans by Property Type June 30, 2015 December 31, 2014 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Agricultural $ 22 0.7% $ 22 0.7% Industrial 960 32.1% 989 31.8% Lodging 26 0.9% 26 0.8% Multifamily 547 18.2% 522 16.8% Office 720 24.0% 723 23.3% Retail 610 20.3% 713 22.9% Other 114 3.8% 114 3.7% Total mortgage loans $ 2,999 100.0% $ 3,109 100.0% June 30, 2015 December 31, 2014 Amortized Cost [1] Valuation Allowance Carrying Value Amortized Cost [1] Valuation Allowance Carrying Value Total commercial mortgage loans $ 3,018 $ (19 ) $ 2,999 $ 3,124 $ (15 ) $ 3,109 [1] Amortized cost represents carrying value prior to valuation allowances, if any.
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. June 30, 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] $ 53 $ 10 $ 43 $ 154 $ 20 $ 138 Limited partnerships and other alternative investments 2 1 1 3 2 1 Total $ 55 $ 11 $ 44 $ 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 GMWB Hedging Instruments [Table Text Block]	Notional Amount Fair Value June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 Customized swaps $ 6,493 $ 7,041 $ 116 $ 124 Equity swaps, options, and futures 1,719 3,761 10 39 Interest rate swaps and futures 3,520 3,640 8 11 Total $ 11,732 $ 14,442 $ 134 $ 174 Notional Amount Fair Value June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 Equity swaps, options, and futures $ 4,591 $ 5,983 $ 165 $ 141 Foreign currency options — 400 — — Total $ 4,591 $ 6,383 $ 165 $ 141
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 Jun 30, 2015 Dec 31, 2014 Jun 30, 2015 Dec 31, 2014 Jun 30, 2015 Dec 31, 2014 Jun 30, 2015 Dec 31, 2014 Cash flow hedges Interest rate swaps $ 2,187 $ 2,242 $ 34 $ 37 $ 34 $ 37 $ — $ — Foreign currency swaps 143 143 (20 ) (19 ) 4 3 (24 ) (22 ) Total cash flow hedges 2,330 2,385 14 18 38 40 (24 ) (22 ) Fair value hedges Interest rate swaps 49 32 — — — — — — Total fair value hedges 49 32 — — — — — — Non-qualifying strategies Interest rate contracts Interest rate swaps, swaptions, caps, floors, and futures 4,862 4,857 (304 ) (323 ) 314 385 (618 ) (708 ) Foreign exchange contracts Foreign currency swaps and forwards 65 60 1 — 1 — — — Fixed payout annuity hedge 1,319 1,319 (458 ) (427 ) — — (458 ) (427 ) Credit contracts Credit derivatives that purchase credit protection 66 276 1 (1 ) 2 4 (1 ) (5 ) Credit derivatives that assume credit risk [1] 1,398 946 3 7 14 11 (11 ) (4 ) Credit derivatives in offsetting positions 1,506 2,175 (1 ) (1 ) 18 21 (19 ) (22 ) Equity contracts Equity index swaps and options 120 422 (1 ) 1 28 30 (29 ) (29 ) Commodity contracts Commodity options 378 — 2 — 2 — — — Variable annuity hedge program GMWB product derivatives [2] 16,361 17,908 (112 ) (139 ) — — (112 ) (139 ) GMWB reinsurance contracts 3,366 3,659 50 56 50 56 — — GMWB hedging instruments 11,732 14,442 134 174 246 289 (112 ) (115 ) Macro hedge program 4,591 6,383 165 141 200 180 (35 ) (39 ) Other Modified coinsurance reinsurance contracts 921 974 60 34 60 34 — — Total non-qualifying strategies 46,685 53,421 (460 ) (478 ) 935 1,010 (1,395 ) (1,488 ) Total cash flow hedges, fair value hedges, and non-qualifying strategies $ 49,064 $ 55,838 $ (446 ) $ (460 ) $ 973 $ 1,050 $ (1,419 ) $ (1,510 ) Balance Sheet Location Fixed maturities, available-for-sale $ 184 $ 186 $ (1 ) $ 1 $ — $ 1 $ (1 ) $ — Other investments 13,198 13,588 311 339 429 478 (118 ) (139 ) Other liabilities 14,984 19,473 (728 ) (725 ) 434 481 (1,162 ) (1,206 ) Reinsurance recoverable 4,287 4,633 110 90 110 90 — — Other policyholder funds and benefits payable 16,411 17,958 (138 ) (165 ) — — (138 ) (165 ) Total derivatives $ 49,064 $ 55,838 $ (446 ) $ (460 ) $ 973 $ 1,050 $ (1,419 ) $ (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]	June 30, 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 $ 863 $ 712 $ 311 $ (160 ) $ 80 $ 71 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 $ (1,280 ) $ (494 ) $ (725 ) $ (61 ) $ (936 ) $ 150 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
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 June 30, Six months ended June 30, Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 2015 2014 2015 2014 Interest rate swaps $ (22 ) $ 20 $ (2 ) $ 30 $ — $ — $ — $ (1 ) Foreign currency swaps 6 (2 ) (1 ) (3 ) — — — — Total $ (16 ) $ 18 $ (3 ) $ 27 $ — $ — $ — $ (1 ) Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three months ended June 30, Six months ended June 30, Location 2015 2014 2015 2014 Interest rate swaps Net realized capital gain/(loss) $ — $ — $ (1 ) $ 1 Interest rate swaps Net investment income 9 3 17 26 Foreign currency swaps Net realized capital gain/(loss) 3 — (7 ) — Total $ 12 $ 3 $ 9 $ 27
Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block]	Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 Interest rate contracts Interest rate swaps, caps, floors, and forwards $ (2 ) $ (2 ) $ (3 ) $ (1 ) Foreign exchange contracts Foreign currency swaps and forwards — 1 2 2 Fixed payout annuity hedge [1] (17 ) 13 (31 ) 28 Japanese fixed annuity hedging instruments [2] — 10 — 22 Credit contracts Credit derivatives that purchase credit protection — (3 ) (1 ) (6 ) Credit derivatives that assume credit risk (4 ) 11 2 11 Equity contracts Equity index swaps and options 4 1 2 1 Commodity contracts Commodity options (4 ) — (7 ) — Variable annuity hedge program GMWB product derivatives 78 55 59 91 GMWB reinsurance contracts (16 ) (7 ) (9 ) (11 ) GMWB hedging instruments (66 ) (54 ) (53 ) (71 ) Macro hedge program (23 ) (15 ) (27 ) (25 ) International program hedging instruments — (103 ) — (126 ) Other GMIB, GMAB, and GMWB reinsurance contracts — 528 — 579 Modified coinsurance reinsurance contracts 37 524 26 394 Total [3] $ (13 ) $ 959 $ (40 ) $ 888 [1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014 , respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014 , respectively. [2] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $ (22) and $(51) for the three and six months ended June 30, 2014 , respectively. [3] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
Disclosure of Credit Derivatives [Table Text Block]	As of June 30, 2015 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 177 $ 2 2 years Corporate Credit/ Foreign Gov. BBB+ $ 152 $ (3 ) Below investment grade risk exposure 4 — Less than 1 year Corporate Credit CCC+ 4 — Basket credit default swaps [4] Investment grade risk exposure 1,157 16 4 years Corporate Credit BBB+ 346 (4 ) Below investment grade risk exposure 31 2 5 years Corporate Credit B+ — — Investment grade risk exposure 557 (11 ) 6 years CMBS Credit AA+ 176 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] $ 2,151 $ 147 $ 753 $ 5 As of December 31, 2014 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] 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 $1.8 billion and $1.7 billion as of June 30, 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 Bene21

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 3 (Tables)	6 Months Ended
	Jun. 30, 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 81 146 Paid (56 ) — Unlock (61 ) (11 ) Liability balance as of June 30, 2015 $ 776 $ 2,176 Reinsurance recoverable asset, as of January 1, 2015 $ 480 $ 2,041 Incurred 50 135 Paid (45 ) — Unlock 2 — Reinsurance recoverable asset, as of June 30, 2015 $ 487 $ 2,176 GMDB/GMWB [1] Universal Life Secondary Guarantees Liability balance as of January 1, 2014 $ 849 $ 1,802 Incurred 89 115 Paid (57 ) — Unlock (24 ) — Liability balance as of June 30, 2014 $ 857 $ 1,917 Reinsurance recoverable asset, as of January 1, 2014 $ 533 $ 1,802 Incurred 52 115 Paid (44 ) — Unlock (14 ) — Reinsurance recoverable asset, as of June 30, 2014 $ 527 $ 1,917 [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.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [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 $ 15,974 $ 2,537 $ 396 70 With 5% rollup [2] 1,382 202 60 70 With Earnings Protection Benefit Rider (“EPB”) [3] 4,125 558 81 69 With 5% rollup & EPB 530 113 25 72 Total MAV 22,011 3,410 562 Asset Protection Benefit (APB) [4] 13,461 234 153 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 576 7 7 68 Reset [6] (5-7 years) 2,803 12 12 70 Return of Premium [7] /Other 10,508 56 50 67 Subtotal Variable Annuity with GMDB/GMWB [10] 49,359 3,719 784 69 Less: General Account Value with GMDB/GMWB 3,904 Subtotal Separate Account Liabilities with GMDB 45,455 Separate Account Liabilities without GMDB 86,022 Total Separate Account Liabilities $ 131,477 [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 $7.8 billion of total account value and weighted average attained age of 71 years . There is no NAR or retained NAR related to these contracts. Asset type June 30, 2015 December 31, 2014 Equity securities (including mutual funds) $ 41,524 $ 44,786 Cash and cash equivalents 3,931 4,066 Total $ 45,455 $ 48,852

Income Taxes Level 3 (Tables)

Income Taxes Level 3 (Tables)	6 Months Ended
	Jun. 30, 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 for income taxes is as follows: Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Tax provision at the U.S. federal statutory rate $ 84 $ 200 $ 149 $ 215 Dividends-received deduction ("DRD") (71 ) (26 ) (94 ) (52 ) Foreign related investments (2 ) — (4 ) — Other — (3 ) — (5 ) Provision for income taxes $ 11 $ 171 $ 51 $ 158

Transactions with Affiliates 23

Transactions with Affiliates Level 3 (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2015 and December 31, 2014 , the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the six months ended June 30, 2015 and 2014 , the Company recorded earned premiums of $1 and $2 , respectively, for these intercompany claim annuities. Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital. 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 June 30, 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 Concurrent with the sale of HLIKK in 2014, certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders that had been previously reinsured to the Company and HLAI were recaptured by terminating or modifying intercompany agreements. Upon closing, the Company and HLAI transferred approximately $1.6 billion of assets supporting the recaptured reserves resulting in a loss of $213 on the recapture transaction and the Buyer became responsible for all liabilities of the recaptured business. HLAI continues to provide reinsurance for yen denominated fixed payout annuities approximating $760 as of June 30, 2015 . 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 $17 and $36 for the three and six months ended June 30, 2015 , respectively, and $20 and $42 for the three and six months ended June 30, 2014 , respectively. The Company ceded accident and health premiums to HLA of $38 and $79 for the three and six months ended June 30, 2015 , respectively, and $60 and $279 for the three and six months ended June 30, 2014 , respectively. Until April 1, 2014 , HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK. 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: Six Months Ended June 30, 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.
Schedule of Related Party Transactions [Table Text Block]	Six Months Ended June 30, 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 Comprehensi24

Accumulated Other Comprehensive Income Level 3 (Tables)	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [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 June 30, 2015 Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Total AOCI Beginning balance $ 1,257 $ 80 $ (3 ) $ 1,334 OCI before reclassifications (457 ) (10 ) — (467 ) Amounts reclassified from AOCI (10 ) (8 ) — (18 ) Net OCI (467 ) (18 ) — (485 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Six months ended June 30, 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 (342 ) (2 ) — (344 ) Amounts reclassified from AOCI (22 ) (6 ) — (28 ) Net OCI (364 ) (8 ) — (372 ) Ending balance $ 790 $ 62 $ (3 ) $ 849	Three Months Ended June 30, 2014 Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Total AOCI Beginning balance $ 810 $ 77 $ (1 ) $ 886 OCI before reclassifications 227 5 1 233 Amounts reclassified from AOCI 29 (2 ) — 27 Net OCI 256 3 1 260 Ending balance $ 1,066 $ 80 $ — $ 1,146 Six months ended June 30, 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 544 19 — 563 Amounts reclassified from AOCI 27 (18 ) — 9 Net OCI 571 1 — 572 Ending balance $ 1,066 $ 80 $ — $ 1,146
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Reclassifications from AOCI consist of the following for the six months ended June 30, 2015 : Amount Reclassified from AOCI AOCI Three months ended June 30, 2015 Six months ended June 30, 2015 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 16 $ 34 Net realized capital gains (losses) 16 34 Total before tax 6 12 Income tax expense $ 10 $ 22 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ — $ (1 ) Net realized capital gains (losses) Interest rate swaps 9 17 Net investment income Foreign currency swaps 3 (7 ) Net realized capital gains (losses) 12 9 Total before tax 4 3 Income tax expense $ 8 $ 6 Net income Total amounts reclassified from AOCI $ 18 $ 28 Net income	Reclassifications from AOCI consist of the following for the six months ended June 30, 2014 : Amount Reclassified from AOCI AOCI Three months ended June 30, 2014 Six months ended June 30, 2014 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ (44 ) $ (41 ) Net realized capital gains (losses) (44 ) (41 ) Total before tax (15 ) (14 ) Income tax expense $ (29 ) $ (27 ) Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ — $ 1 Net realized capital gains (losses) Interest rate swaps 3 26 Net investment income 3 27 Total before tax 1 9 Income tax expense $ 2 $ 18 Net income Total amounts reclassified from AOCI $ (27 ) $ (9 ) Net income

Basis of Presentation and Acc25

Basis of Presentation and Accounting Policies Level 4 (Details) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jan. 30, 2015	Dec. 31, 2014
Dividends Payable [Line Items]
Liabilities				$ 178,905		$ 182,484
Dividends				500
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments without Regulatory Approval				316	$ 0
Reinsurance Recoverable, Unsecured				1,600
JAPAN | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member] | Investment Contracts [Member] | Hartford Life Insurance K.K. [Member]
Dividends Payable [Line Items]
Liabilities	[1]			$ 760		$ 763
Extraordinary Item [Member]
Dividends Payable [Line Items]
Dividends			$ 800
Subsequent Event [Member] | Extraordinary Item [Member]
Dividends Payable [Line Items]
Dividends		$ 500
Stockholders' Equity, Total [Member] | Reinsurer Concentration Risk [Member]
Dividends Payable [Line Items]
Concentration Risk, Percentage				0.00%
Stockholders' Equity, Total [Member] | Reinsurer Concentration Risk [Member] | Individual Life [Member]
Dividends Payable [Line Items]
Concentration Risk, Percentage				18.00%
[1]	Included in other liabilities in the Condensed Consolidated Balance Sheets.

Fair Value Measurements Level 4

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) - Marketable Securities and Investments Held at Cost [Domain] - Fair Value, Option, Eligible Item or Group [Domain] - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015	Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount		$ 0			$ 0
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		25,432			25,432					$ 25,436
Marketable Securities, Fixed Maturities		213			213					280
Trading Securities, Equity		11			11					11	[1]
Available-for-sale Securities, Equity Securities		178			178					514
Other Short-term Investments		1,412			1,412					2,162
Alternative Investments, Fair Value Disclosure		1,264			1,264					1,309
Reinsurance Recoverables		20,009			20,009					20,053
Separate Account Assets		131,477			131,477					134,689
Assets, Fair Value Disclosure		154,350			154,350					161,030
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(866)			(866)
Cash collateral liability		150			150					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		(138)			(138)
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		311			311					339	[2]
Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		19			19					3
Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2					(1)
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		101			101					123
Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Cash collateral liability		280			280					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		(725)			(725)					(722)	[3]
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)					(3)	[4]
ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,212			1,212					1,171
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,421			1,421					1,148
CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,029			2,029					1,887
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,644			15,644					15,742
Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		351			351					602
Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,052			1,052					1,052
RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,689			1,689					1,857
U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,034			2,034					1,977
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		115			115					72
Marketable Securities, Fixed Maturities		0			0					0
Trading Securities, Equity		11			11					11	[1]
Available-for-sale Securities, Equity Securities		98			98					411
Other Short-term Investments		334			334					199
Assets, Fair Value Disclosure		86,858			86,858					92,217
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		0			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			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					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			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			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			0
Level 1 [Member] | Equity Contract [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] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 1 [Member] | Foreign Exchange Contract [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] | Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 1 [Member] | Interest Rate Contract [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] | 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					0	[3]
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					0	[4]
Level 1 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			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					0
Level 1 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			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					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					0
Level 1 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			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					0
Level 1 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		115			115					72
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		23,595			23,595					23,339
Marketable Securities, Fixed Maturities		141			141					196
Trading Securities, Equity		0			0					0	[1]
Available-for-sale Securities, Equity Securities		36			36					55
Other Short-term Investments		1,078			1,078					1,963
Assets, Fair Value Disclosure		64,686			64,686					65,815
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(809)			(809)
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			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		128			128					132	[2]
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		19			19					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		(15)			(15)
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		0			0
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		0			0
Level 2 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		25			25
Level 2 [Member] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2					(1)
Level 2 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Level 2 [Member] | Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		101			101					123
Level 2 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(343)			(343)
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		(809)			(809)					(801)	[3]
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					0	[4]
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,198			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		1,073			1,073					788
Level 2 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,942			1,942					1,768
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,097			15,097					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		336			336					572
Level 2 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,003			1,003					998
Level 2 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,027			1,027					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		1,919			1,919					1,905
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602	578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[5],[6]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(7)	[5],[7]		(7)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[8]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[8]		57
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,722			1,722					2,025
Marketable Securities, Fixed Maturities		72			72					84
Trading Securities, Equity		0			0					0	[1]
Available-for-sale Securities, Equity Securities		44			44					48
Other Short-term Investments		0			0					0
Assets, Fair Value Disclosure		2,806			2,806					2,998
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(57)			(57)
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		(138)			(138)
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		183			183					207	[2]
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			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		0			0
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		2			2
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			0
Level 3 [Member] | Equity Contract [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] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 3 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [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 Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 3 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
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		84			84					79	[3]
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)					(3)	[4]
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		14			14					82
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		348			348					360
Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		87			87					119
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		547			547					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		15			15					30
Level 3 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		49			49					54
Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		662			662					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					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 Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					2
Fair Value, Measurements, Recurring [Member] | Equity Contract [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 Contract [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 Contract [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 Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity Contract [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 Contract [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 Contract [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 Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity Contract [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 Contract [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 Contract [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]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(138)		$ (20)	(138)		$ (20)		(202)	(165)		$ (554)	$ (594)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[5],[6]	593	59		666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(78)	[7],[9]	(593)	(59)		(666)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
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 Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity Contract [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 Contract [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 Contract [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] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(3)		(2)	(3)		(2)		(3)	(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[5],[6]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[7],[9]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
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		87			87					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		662			662					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		(112)			(112)
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			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			0
U.S. [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(112)		2	(112)		2		(176)	(139)		(535)	(576)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[5],[6]	596	59		670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(78)	[7],[9]	(596)	(59)		(670)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
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		87			87					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		47			47					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					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					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		6			6					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		3			3					(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		81			81					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		44			44					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		100			100					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		65			65					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					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					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					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					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		100			100					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		65			65					48
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		50			50					56
GMWB Reinsurance [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
GMWB Reinsurance [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
GMWB Reinsurance [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		50			50					56
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		60			60					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					0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		60			60					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					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)			(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			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			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)			(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]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(26)		(22)	(26)		(22)		(26)	(26)		(19)	(18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[5],[6]	(3)	0		(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[7],[9]	3	0		4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
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		126,683			126,683					132,198	[10]
Separate Accounts [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		86,300			86,300					91,524	[10]
Separate Accounts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		39,648			39,648					40,096	[10]
Separate Accounts [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		735			735					578	[10]
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		155		77	155		77
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				1,200			1,200					227
Portion at Other than Fair Value Measurement [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		3,800			3,800					2,500
Derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							9
Derivative [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[11]	219	267	[11]	219			286	[11]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(42)	(33)	[5],[6],[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				30	43	[5],[7],[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[8],[11]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)	(10)	[8],[11]
Derivative [Member] | Level 3 [Member] | Credit derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0	0		0		(6)	(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)	3	[5],[6]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		2	[5],[7]	1	(1)	[5],[7]	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[11]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[8]	(10)			(10)
Derivative [Member] | Level 3 [Member] | Equity Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		3		2	3		2		5	5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[5],[6]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[7]	2			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[11]
Derivative [Member] | Level 3 [Member] | Interest Rate Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(28)		0	(28)		0		(30)	(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		3	[5],[6]		(2)	[5],[6]	(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[7]	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							(24)
Derivative [Member] | Non-US [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs													(61)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings							(24)
Derivative [Member] | International Program Hedging Instruments [Member] | JAPAN | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				0			0					(40)
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				5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)
Derivative [Member] | US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		125		97	125		97		$ 159	$ 170		$ 123	$ 146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(32)	[5],[6]	(26)	(16)	[5],[6]	(76)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		$ 34	[5],[7]	26	25	[5],[7]	60
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					$ 20		(7)	[11]
Derivative [Member] | Designated as Hedging Instrument [Member] | Non-US [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				$ 0			0
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, Unobservable Inputs Reconciliation, Settlements							5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							$ (33)
[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 June 30, 2015 and December 31, 2014, $280 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]	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.
[4]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
[5]	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.
[6]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[7]	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.
[8]	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.
[9]	All amounts are before income taxes and amortization of DAC.
[10]	Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.
[11]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

Fair Value Measurements Level27

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended		12 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Dec. 31, 2014	Mar. 31, 2015	Mar. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		$ 25,432			$ 25,432		$ 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 June 30, 2015 and December 31, 2014, 94% 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]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			$ 735		578	$ 602
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[1],[2]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[1],[3]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(5)			(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[4]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[4]		57
Available-for-sale Securities, Debt Securities		1,722			1,722		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		165			$ 165		$ 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	[5]				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		(28)			$ (28)		$ (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	[5]				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	[5]						Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		125			$ 125		$ 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	[5]				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							$ 46
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques							Option model
Fair value measurements significant assumptions							Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	[5]						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					28.00%		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					3.00%		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] | Other Contract [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							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					15.00%		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					3.00%		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] | Other Contract [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							22.00%
Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		72		$ 138	$ 72		$ 84	72	$ 190
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				10	(2)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				5	4	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		1		(2)	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		1		60	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[4]	1			$ 10
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	[6]				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					577.00%		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					41.00%		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	[7]				186.00%		284.00%
Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[8]				Discounted cash flows		Discounted cash flows
Fair value measurements significant assumptions	[8]				Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description	[6],[8]				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	[8]				728.00%		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	[8]				138.00%		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	[7],[8]				368.00%		267.00%
Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[8]				Discounted cash flows		Discounted cash flows
Fair value measurements significant assumptions	[8]				Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description	[6],[8]				Decrease		Decrease
Level 3 [Member] | Municipal [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[8]				192.00%		212.00%
Level 3 [Member] | Municipal [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[8]				192.00%		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	[7],[8]				192.00%		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					1748.00%		1904.00%
Fair Value Inputs, Prepayment Rate					100.00%		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					36.00%		23.00%
Fair Value Inputs, Prepayment Rate					0.00%		0.00%
Fair Value Inputs, Probability of Default					0.00%		1.00%
Fair Value Inputs, Loss Severity					0.00%		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	[7]				146.00%		141.00%
Fair Value Inputs, Prepayment Rate	[7]				6.00%		3.00%
Fair Value Inputs, Probability of Default	[7]				6.00%		7.00%
Fair Value Inputs, Loss Severity	[7]				76.00%		78.00%
Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		115			$ 115		$ 72
Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		23,595			$ 23,595		$ 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	[6]				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	[6],[9]				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	[6]				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	[6]				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%
Foreign Government Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		351			$ 351		$ 602
Foreign Government Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15			15		30
Foreign Government 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		0
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		336			336		572
Asset-backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212		1,171
Asset-backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		14			14		82
Asset-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		0
Asset-backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,198			1,198		1,089
RMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689		1,857
RMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		662			662		734
RMBS [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
RMBS [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,027			1,027		1,123
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		662			662		734
Municipal [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052		1,052
Municipal [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		49			49		54
Municipal [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Municipal [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,003			1,003		998
Municipal [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	[8]	31			31		32
Corporate [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644		15,742
Corporate [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		547			547		646
Corporate [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Corporate [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15,097			15,097		15,096
Corporate [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	[8]	252			252		324
CMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029		1,887
CMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		87			87		119
CMBS [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
CMBS [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,942			1,942		1,768
CMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		87			87		119
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421		1,148
Collateralized Debt Obligations [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		348			348		360
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,073			1,073		788
Available-for-sale Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1,722		2,271	1,722		2,025	1,990	2,449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(3)	(3)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				9	4	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(17)	[10]	10	22	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		48		103	86
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(81)		(90)	(121)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		57		72	95
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		16	[4]	77	79	[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		177	[4]	215	226	[4]
Available-for-sale Securities [Member] | Foreign Government Debt Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		15		29	15		30	17	30
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	1	2	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		1		3	14
Available-for-sale Securities [Member] | Asset-backed Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		14		51	14		82	96	35
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	1	2	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		9		24	22
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		6		8	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[4]	83			83
Available-for-sale Securities [Member] | RMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		662		775	662		734	674	807
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, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				10	1	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[10]	(8)	(1)	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		35		55	46
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(29)		(30)	(58)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		35		35	57
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]	16			16
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				24	19	[4]
Available-for-sale Securities [Member] | Municipal [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		49		52	49		54	52	51
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(3)	[10]	2	5	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales				1
Available-for-sale Securities [Member] | Corporate [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		547		733	547		646	670	768
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(2)	(1)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(2)	2	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(10)	[10]	7	26	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		21	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(26)		(20)	(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		12		24	15
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3				77	58	[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		77	[4]	94	93	[4]
Available-for-sale Securities [Member] | CMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		87		246	87		119	119	309
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[1],[2]				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[10]	1	1	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(13)		(23)	(19)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		3		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]				4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		17	[4]	43	25	[4]
Available-for-sale Securities [Member] | Collateralized Debt Obligations [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		348		385	348		$ 360	$ 362	$ 449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[1],[2]				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[1],[3]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	6	(13)	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		$ (12)		(16)	(18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				$ 54	$ 6	[4]
[1]	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.
[2]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[3]	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.
[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]	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.
[6]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the preceding table.
[7]	The weighted average is determined based on the fair value of the securities.
[8]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.
[9]	Decrease for above market rate coupons and increase for below market rate coupons.
[10]	All amounts are before income taxes and amortization of DAC.

Fair Value Measurements Level28

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013	Sep. 30, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		$ 167			$ 167						$ 525
Available-for-sale Securities, Debt Securities		25,432			25,432						25,436
Reinsurance Recoverables		20,009			20,009						20,053
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		213			213						280
Trading Securities, Equity		11			11						11	[1]
Available-for-sale Securities, Equity Securities		178			178						514
Financial and Nonfinancial Liabilities, Fair Value Disclosure		866			866
Other Short-term Investments		1,412			1,412						2,162
Separate Account Assets		131,477			131,477						134,689
Assets, Fair Value Disclosure		154,350			154,350						161,030
Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212						1,171
Available-for-sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		167			167
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Available-for-sale Securities, Equity Securities		178			178						266
Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689						1,857
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052						1,052
Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		351			351						602
Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644						15,742
Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029						1,887
Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421						1,148
Separate Accounts [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		(1)
Derivative [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							$ 9
Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		0			0						250
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Available-for-sale Securities, Equity Securities		0			0						248
Reinsurance Recoverable [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 with Unobservable Inputs				$ 31			31						$ (509)	$ (467)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				533			426
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2],[3]			533			426
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(7)			(72)
Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)						(3)	[4]
Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
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 Value				813			813						762	737	$ 813
Available-for-sale Securities, Debt Securities		1,722			1,722						2,025
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602		578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[3],[5]		7
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	[5],[6]		7
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2]			(1)			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(44)			(50)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[7]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(53)	[7]		(57)
Marketable Securities, Fixed Maturities		72			72						84
Trading Securities, Equity		0			0						0	[1]
Available-for-sale Securities, Equity Securities		44			44						48
Financial and Nonfinancial Liabilities, Fair Value Disclosure		57			57
Other Short-term Investments		0			0						0
Assets, Fair Value Disclosure		2,806			2,806						2,998
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				136			265
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				1			1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				78			163
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				3			4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				8			33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)				1			6
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		14			14						82
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		662			662						734
Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		49			49						54
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		15			15						30
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		547			547						646
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		87			87						119
Fair Value, Inputs, Level 3 [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		348			348						360
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[8]	219	267	[8]	219				286	[8]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(42)	(33)	[3],[5],[8]
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				(30)	(43)	[5],[6],[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7],[8]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				33	10	[7],[8]
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 Value				138			138							178
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							14
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		72		138	72		$ 138		72		84		190
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				10	(2)	[3],[5]
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				5	4	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)		2	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(1)		(60)	(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(1)			(10)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							$ 10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							61
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							18
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 with Unobservable Inputs		(28)		0	(28)		0		(30)		(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		3	[3],[5]		(2)	[3],[5]	(1)
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	[5],[6]	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[8]
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 with Unobservable Inputs		3		2	3		2		5		5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				1
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	[5],[6]	(2)			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[8]
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 with Unobservable Inputs		0		0	0		0		(6)		(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)	3	[3],[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		(2)	[5],[6]	(1)	1	[5],[6]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	10			10
Fair Value, Inputs, Level 3 [Member] | Commodity 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 with Unobservable Inputs		2			2				0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]	(4)			(4)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]	(4)			(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]	6			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 with Unobservable Inputs		267	[8]	219	267	[8]	219		315	[8]				204
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(51)	[3],[5],[8]				(87)
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		(61)	[5],[6],[8]				(63)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]	(1)					(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)	[8]				19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7],[8]	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		10	[7],[8]				57
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
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 with Unobservable Inputs		(112)		2	(112)		2		(176)		(139)		(535)	(576)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[3],[5]	596	59		670
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		78	[2],[6]	596	59		670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)						(3)	[4]
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		3			3
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		0			0
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 Value				52			52							51
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		44		52	44		52		48		48		52
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	[5],[6]	6			6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2]				(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1			3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(8)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(3)			(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[8]						0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(1)
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 Value				2,271			2,271							2,571
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1,722		2,271	1,722		2,271		1,990		2,025		2,449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(3)	(3)	[3],[5]
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	4	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							38
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(17)	[2]	10	22	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		81		90	121
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		48		103	86
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(57)		(72)	(95)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		16	[7]	77	79	[7]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(177)	[7]	(215)	(226)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							215
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							157
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							195
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3							155
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							367
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(10)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				51			51							108
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		14		51	14		51		96		82		35
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	1	2	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		9		24	22
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(6)		(8)	(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(83)			(83)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							24
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							11
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 Value				775			775							798
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		662		775	662		775		674		734		807
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, 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, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				10	1	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[2]	(8)	(1)	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		29		30	58
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		35		55	46
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(35)		(35)	(57)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]	16			16
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(24)	(19)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							142
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							61
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							82
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							32
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(1)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				52			52							49
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		49		52	49		52		52		54		51
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(3)	[2]	2	5	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales				(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							1
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 Value				29			29							38
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		15		29	15		29		17		30		30
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	1	2	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		1			2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(1)		(3)	(14)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(2)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				733			733							790
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		547		733	547		733		670		646		768
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(2)	(1)	[3],[5]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(2)	2	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							25
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(10)	[2]	7	26	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		26		20	24
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		21	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(12)		(24)	(15)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3				77	58	[7]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(77)	[7]	(94)	(93)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							45
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							18
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3							107
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							152
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(7)
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 Value				246			246							360
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		87		246	87		246		119		119		309
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				(1)
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
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[2]	1	1	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		13		23	19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(3)		(1)	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]				4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(17)	[7]	(43)	(25)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							23
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							50
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 Value				385			385							428
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		348		385	348		385		362		360		449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				(1)
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	[5],[6]				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	6	(13)	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		12		16	18
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(54)	(6)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							9
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							61
Reinsurance Recoverable [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		50			50				65		56
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(16)	[3],[5]		(9)
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		(16)	[5],[6]		(9)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			(3)
International Program Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | JAPAN | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				0			0						(40)
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				5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				33
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
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 with Unobservable Inputs		165		120	165		120		187		141		133	139
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(18)	[3],[5]	(15)	(15)	[3],[5]	(25)
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		(22)	[5],[6]	(15)	(23)	[5],[6]	(25)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	47		6
US GMWB Hedging Instruments [Member] | Other Liabilities [Member] | UNITED STATES
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		47			47						55
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Other Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		125			125						124
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 with Unobservable Inputs		125		97	125		97		159		170		123	146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(32)	[3],[5]	(26)	(16)	[3],[5]	(76)
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		(34)	[5],[6]	(26)	(25)	[5],[6]	(60)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					20		(7)	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | UNITED STATES
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		44			44						56
Fair Value, Measurements, Recurring [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Financial and Nonfinancial Liabilities, Fair Value Disclosure											890
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Asset		0			0						2
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(165)
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(139)
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(409)
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											28
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Financial and Nonfinancial Liabilities, Fair Value Disclosure											89
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		662			662						734
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		87			87						119
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Asset		0			0						2
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 with Unobservable Inputs		(138)		(20)	(138)		(20)		(202)		(165)		(554)	(594)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[3],[5]	593	59		666
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		78	[2],[6]	593	59		666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Derivative Assets (Liabilities), at Fair Value, Net											(165)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(139)
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 with Unobservable Inputs		(3)		(2)	(3)		(2)		(3)		(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[3],[5]	0	0		0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[2],[6]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(27)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											3
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(1)
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(26)
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 with Unobservable Inputs		(26)		(22)	(26)		(22)		$ (26)		(26)		$ (19)	$ (18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[3],[5]	(3)	0		(4)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[2],[6]	(3)	0		(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		$ 0		$ 0	$ 0		$ 0
Derivative Assets (Liabilities), at Fair Value, Net											$ (26)
[1]	Included in other investments on the Condensed Consolidated Balance Sheets.
[2]	All amounts are before income taxes and amortization of DAC.
[3]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[4]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
[5]	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.
[6]	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.
[7]	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.
[8]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

Fair Value Measurements Level29

Fair Value Measurements Level 4 Credit Standing Adjustments and Behavior Risk Margin (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (13)	$ 959	$ (40)	$ 888
Behavior Risk Margin	69		69		$ 74
Credit standing adjustment assumption net of reinsurance [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(2)	2	(2)	39
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	1	7	11	10
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	$ 0	$ 0

Fair Value Measurements Level30

Fair Value Measurements Level 4 Fair Value Option (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013	Sep. 30, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		$ (4)		$ 16	$ 1		$ 36
Fair value of assets accounted for using fair value option		213			213						$ 280
Fixed Maturities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		(6)		16	(1)
Asset-backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		4			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		(2)		2	1		3
Fair value of assets accounted for using fair value option		29			29						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		0		7	1		16
Fair value of assets accounted for using fair value option		70			70						67
Commercial Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		7			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		7	0		16
Fair value of assets accounted for using fair value option		1			1						3
Municipal Bonds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		1			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		(4)		0	(3)		1
Fair value of assets accounted for using fair value option		99			99						82
US Treasury and Government [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		2			2						2
Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		2		0	2		0
Fair value of assets accounted for using fair value option	[1]	0			0						248
Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							9
Fair Value, Inputs, Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				813			813						$ 762	$ 737	$ 813
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602		578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[2],[3]		7
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[4]			(1)			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				136			265
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				1			1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				78			163
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				3			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[5]		6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				8			33
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[5]		57
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[6]	219	267	[6]	219				286	[6]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(30)	(43)	[2],[3],[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[5],[6]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)	(10)	[5],[6]
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				52			52							51
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		44		52	44		52		48		48		52
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	6			6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[4]				(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1			3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[6]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		8			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[5]	3			3
Credit Risk Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0	0		0		(6)		(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(2)	[2],[3]	(1)	1	[2],[3]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[5]	(10)			(10)
Equity Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		3		2	3		2		5		5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	(2)			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[6]
Interest Rate Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(28)		0	(28)		0		(30)		(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							(24)
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[6]	219	267	[6]	219		315	[6]				204
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(61)	[2],[3],[6]				(63)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)	[6]				19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]	(1)					(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[5],[6]	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(10)	[5],[6]				(57)
UNITED STATES | US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		125		97	125		97		159		170		123	146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(34)	[2],[3]	(26)	(25)	[2],[3]	(60)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					20		(7)	[6]
UNITED STATES | US Macro Hedge Program [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		165		120	165		120		$ 187		$ 141		$ 133	139
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		$ (22)	[2],[3]	(15)	(23)	[2],[3]	(25)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	$ 47		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]						0
Non-US [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs														$ (61)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings							24
Designated as Hedging Instrument [Member] | Non-US [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				$ 0			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements							5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							$ (33)
[1]	Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015.
[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]	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.
[4]	All amounts are before income taxes and amortization of DAC.
[5]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[6]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

Fair Value Measurements Level31

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) - Fair Value, Option, Eligible Item or Group [Domain] - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2015	Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		$ 25,432			$ 25,432			$ 25,436
Assets		187,694			187,694			191,775
Assets, Fair Value Disclosure		154,350			154,350			161,030
Liabilities		178,905			178,905			182,484
Marketable Securities, Fixed Maturities		213			213			280
Trading Securities, Equity		11			11			11	[1]
Available-for-sale Securities, Equity Securities		178			178			514
Other Short-term Investments		1,412			1,412			2,162
Reinsurance Recoverables		20,009			20,009			20,053
Separate Account Assets		131,477			131,477			134,689
Financial and Nonfinancial Liabilities, Fair Value Disclosure		866			866
Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		115			115			72
Assets, Fair Value Disclosure		86,858			86,858			92,217
Marketable Securities, Fixed Maturities		0			0			0
Trading Securities, Equity		11			11			11	[1]
Available-for-sale Securities, Equity Securities		98			98			411
Other Short-term Investments		334			334			199
Financial and Nonfinancial Liabilities, Fair Value Disclosure		0			0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735		$ 602	578
Available-for-sale Securities, Debt Securities		1,722			1,722			2,025
Assets, Fair Value Disclosure		2,806			2,806			2,998
Marketable Securities, Fixed Maturities		72			72			84
Trading Securities, Equity		0			0			0	[1]
Available-for-sale Securities, Equity Securities		44			44			48
Other Short-term Investments		0			0			0
Financial and Nonfinancial Liabilities, Fair Value Disclosure		57			57
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[2],[3]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[2],[4]		7
Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		23,595			23,595			23,339
Assets, Fair Value Disclosure		64,686			64,686			65,815
Marketable Securities, Fixed Maturities		141			141			196
Trading Securities, Equity		0			0			0	[1]
Available-for-sale Securities, Equity Securities		36			36			55
Other Short-term Investments		1,078			1,078			1,963
Financial and Nonfinancial Liabilities, Fair Value Disclosure		809			809
Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Mortgages [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets								3,109
Mortgages [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		3,099			3,099			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		1,438			1,438			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		1,438			1,438			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	[5]	6,773			6,773			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	[5]	6,765			6,765			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	[6]	831			831
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	[6]							851
Credit Risk Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		19			19			3
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			(2)
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		19			19			5
Credit Risk Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)			(3)	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)			(3)	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[7]
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	[8]	56			56			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	[8]	59			59			68
Commodity Option [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		3			3
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		25			25
Foreign Exchange Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2			(1)
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2			(1)
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Interest Rate Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		101			101			123
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		101			101			123
Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(343)			(343)
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(725)			(725)			(722)	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		84			84			79	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(809)			(809)			(801)	[9]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		311			311			339	[10]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		183			183			207	[10]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		128			128			132	[10]
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	[6]	760			760			763
Asset-backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212			1,171
Asset-backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Asset-backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		14			14			82
Asset-backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,198			1,198			1,089
Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421			1,148
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		348			348			360
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,073			1,073			788
Commercial Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029			1,887
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		87			87			119
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,942			1,942			1,768
Corporate Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644			15,742
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		547			547			646
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15,097			15,097			15,096
Foreign Government Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		351			351			602
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15			15			30
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		336			336			572
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052			1,052
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		49			49			54
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,003			1,003			998
Residential Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689			1,857
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		662			662			734
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,027			1,027			1,123
US Treasury Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,034			2,034			1,977
US Treasury Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		115			115			72
US Treasury Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
US Treasury Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,919			1,919			1,905
Fair Value, Measurements, Recurring [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								890
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								89
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								801
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(165)
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(138)		$ (20)	(138)	$ (20)	(202)	(165)		$ (554)	$ (594)
Derivative Assets (Liabilities), at Fair Value, Net								(165)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[3],[11]	593	59	666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32	92
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[2],[4]	593	59	666
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(1)
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								1
Fair Value, Measurements, Recurring [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(3)		(2)	(3)	(2)	(3)	(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[3],[11]	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[2],[4]	0	0	0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			2
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			2
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								28
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								3
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								25
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(444)
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(444)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(409)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(27)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(382)
Fair Value, Measurements, Recurring [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		87			87			119
Fair Value, Measurements, Recurring [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		662			662			734
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		87			87			119
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		81			81			114
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		6			6			5
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		47			47			55
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		44			44			56
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		3			3			(1)
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		100			100			93
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		100			100			93
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		65			65			48
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		65			65			48
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
GMWB Reinsurance [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		50			50			56
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		50			50			56
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		60			60			34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		60			60			34
Separate Accounts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		126,683			126,683			132,198	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		86,300			86,300			91,524	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		735			735			578	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		39,648			39,648			40,096	[12]
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(26)
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(26)		(22)	(26)	(22)	(26)	(26)		(19)	(18)
Derivative Assets (Liabilities), at Fair Value, Net								(26)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[3],[11]	(3)	0	(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[2],[4]	(3)	0	(4)
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(112)		2	(112)	2	$ (176)	(139)		$ (535)	$ (576)
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[3],[11]	596	59	670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32	92
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[2],[4]	$ 596	59	$ 670
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 0			$ 0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(139)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(139)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								$ 0
[1]	Included in other investments on the Condensed Consolidated Balance Sheets.
[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]	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.
[4]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[5]	Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.
[6]	Included in other liabilities in the Condensed Consolidated Balance Sheets.
[7]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
[8]	Excludes amounts carried at fair value and included in preceding disclosures.
[9]	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.
[10]	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 June 30, 2015 and December 31, 2014, $280 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.
[11]	All amounts are before income taxes and amortization of DAC.
[12]	Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

Investments and Derivative In32

Investments and Derivative Instruments Level 4 Net Realized Capital Gains (Losses) (Details) - Related Party [Domain] - Derivative, Name [Domain] - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014		Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		$ 167				$ 167		$ 525
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		81				81		142
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,676				1,676		2,364
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax		21				21		10
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax		10				10		19
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		213				213		208
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		132				132		66
Net Realized Capital Gains (Losses) Table [Abstract]
Gain on Derivative Instruments, Pretax	[1]	65		$ 54		184	$ 162
Loss on Derivative Instruments, Pretax		53		91		148	195
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net		(2)		(3)		(8)	(10)
Periodic Net Coupon Settlements on Credit Derivatives		2		4		3	9
Gain (Loss) on Reinsurance Recoverables		0		528		0	579
Gain (Loss) on Coinsurance and Modified Coinsurance Reinsurance Contracts		37		524		26	394
Realized Investment Gains (Losses)		13		650		4	544
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		15		653		12	554
Derivative, Gain (Loss) on Derivative, Net		(13)		959		(40)	888
Proceeds from Sale of Available-for-sale Securities		2,500		2,200		5,600
JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax				(1)			2
Derivative, Gain (Loss) on Derivative, Net	[2]	0		(103)		0	(126)
UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(21)		(30)	(16)
Fixed Annuity Hedging Instruments [Member] | JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge				(22)			(51)
Derivative, Gain (Loss) on Derivative, Net		0	[3]	10	[3]	0	22
Three Win Related Foreign Currency Swaps [Member] | JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge		16		(18)		16	(46)
Derivative, Gain (Loss) on Derivative, Net		0		(5)		0	(14)
Change in value of derivatives and Japan FVO securities [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax				17			37
Mortgages [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments		0		(4)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments				(44)		34	(41)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		16		(44)		34	(41)
Municipal Bonds [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		1				1		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		9				9		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		27				27		29
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19				19		20
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		28				28		30
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		1				1		1
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		28				28		58
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,185				1,185		1,685
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		124				124		109
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		96				96		51
Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		76				76		129
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		203				203		189
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		127				127		60
Equity Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis								275
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		5				5		13
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		19
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		5				5		6
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				1		4
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19				19		35
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		5				5		9
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		4				4		5
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		74				74		118
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		8				8		11
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		52				52		64
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		12
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		2				2		1
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				0		1
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		158				158		261
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		3				3		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		3				3		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	[4]	6				6		19
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		90				90		84
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	[4]	8				8		20
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	[4]	2				2		1
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		5				5		6
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		79				79		97
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		15				15		7
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		10				10		$ 1
Macro Hedge Program [Member] | UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(27)	(25)
Variable Annuity [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(124)		(30)	(142)
Other Investments [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Realized Investment Gains (Losses)		$ (9)		$ (233)		(19)	(235)
Mortgages [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments						$ 4	$ 4
[1]	Includes gains (losses) of $(22) and $(51), respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37, respectively, for the three and six months ended June 30, 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 yen denominated fixed payout annuity liabilities 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 $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.
[3]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.
[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).

Investments and Derivative In33

Investments and Derivative Instruments Level 4 Other-Than-Temporary Impairment Losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Period Increase (Decrease)	$ 2	$ 3	$ 8	$ 10
Balance as of beginning of period	(288)	(382)	(296)	(410)
Additions for credit impairments recognized on securities not previously impaired	0	0	(2)	(3)
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	3	0	6
Securities that matured or were sold during the period	3	29	5	59
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	0	0	22	9
Securities due to an increase in expected cash flows	15	5	1	0
Balance as of end of period	$ (270)	$ (351)	$ (270)	$ (351)

Investments and Derivative In34

Investments and Derivative Instruments Level 4 Available-for-Sale Securities (Details) - Fair Value Hierarchy [Domain] $ in Millions		Jun. 30, 2015USD ($)Security	Dec. 31, 2014USD ($)
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		$ 203	$ 189
Available-for-sale Equity Securities, Amortized Cost Basis		167	525
Available-for-sale Securities, Equity Securities		178	514
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax		213	208
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax		1,697	2,374
Available-for-sale Securities, Amortized Cost
One year or less, amortized cost		768	1,031
Over one year through five years, amortized cost		5,315	4,902
Over five years through ten years, amortized cost		3,595	3,345
Over ten years, amortized cost		8,109	8,116
Available-for-sale Securities, Fair Value
One year or less, fair value		777	1,043
Over one year through five years, fair value		5,527	5,168
Over five years through ten years, fair value		3,695	3,501
Over ten years, fair value		9,082	9,661
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		23,960	23,260
Available-for-sale Securities, Debt Securities		25,432	25,436
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Amortized Cost Basis		6,173	5,866
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Fair Value		6,351	6,063
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Amortized Cost Basis		24,127	23,535
Available-for-sale Securities			25,702
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		5,828	2,714
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		5,696	2,648
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,603	2,386
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,521	2,245
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		7,431	5,100
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		7,217	4,893
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		$ 1,676	2,364
Number of Securities Included in AFS Securities in Unrealized Loss Position | Security		2,277
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost		94.00%
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax		$ 21	10
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax		10	19
Fixed maturities available-for-sale, excluding mortgage-backed and asset-backed securities [Member]
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		17,787	17,394
Available-for-sale Securities, Debt Securities		19,081	19,373
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		28	30
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,221	1,181
Available-for-sale Securities, Debt Securities		1,212	1,171
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		293	368
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		292	367
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		295	340
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		268	311
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		588	708
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		560	678
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19	20
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		8	20
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,340	1,083
Available-for-sale Securities, Debt Securities		1,421	1,148
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	[1]	422	123
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	[1]	420	122
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	[1]	605	771
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	[1]	598	753
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	[1]	1,027	894
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	[1]	1,018	875
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		90	84
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		15	7
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,965	1,797
Available-for-sale Securities, Debt Securities		2,029	1,887
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		473	109
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		463	108
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		100	194
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		95	188
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		573	303
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		558	296
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		79	97
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		3	3
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		124	109
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		14,583	14,166
Available-for-sale Securities, Debt Securities		15,644	15,742
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		3,711	1,542
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		3,615	1,491
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		319	661
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		291	603
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		4,030	2,203
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		3,906	2,094
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,185	1,685
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		6	3
Foreign Government Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		5	9
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		337	576
Available-for-sale Securities, Debt Securities		351	602
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		110	145
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		106	140
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		17	68
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		16	64
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		127	213
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		122	204
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19	35
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Municipal Bonds [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		207	14
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		198	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		3	12
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		211	27
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		201	26
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		10	1
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		988	935
Available-for-sale Securities, Debt Securities		1,052	1,052
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		74	118
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		10	12
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,647	1,805
Available-for-sale Securities, Debt Securities		1,689	1,857
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		288	148
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		286	147
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		201	229
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		193	218
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		489	377
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		479	365
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		52	64
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		3	1
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,879	1,717
Available-for-sale Securities, Debt Securities		2,034	1,977
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		267	184
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		264	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		278	202
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		275	201
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		158	261
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		5,771	2,633
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		5,644	2,573
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,552	2,294
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,475	2,166
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		7,323	4,927
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		7,119	4,739
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		9	6
Available-for-sale Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		167
Available-for-sale Securities, Equity Securities		178	266
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities		25,610
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		9	6
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis			275
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		57	81
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		52	75
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		51	92
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		46	79
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		108	173
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		98	154
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		0	250
Available-for-sale Securities, Equity Securities		$ 0	$ 248
[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).

Investments and Derivative In35

Investments and Derivative Instruments Level 4 Concentration of Credit Risk (Details) - Investment Geographic Region [Domain] - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Mar. 31, 2013
Concentration of Credit Risk [Line Items]
Concentration Risk, Benchmark Description	greater than 10% of the Company’s stockholder’s equity
Derivative, Notional Amount	$ 49,064	$ 55,838	$ 55,838

Investments and Derivative In36

Investments and Derivative Instruments Level 4 Mortgage Loans (Details) $ in Millions		6 Months Ended
		Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)	Mar. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.39
Available-for-sale Securities, Amortized Cost Basis		$ 24,127		$ 23,535
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,999		$ 3,109
Valuation Allowance [Abstract]
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan		56.00%
Original Weighted Average Loan to Value Ratio of Commercial Mortgage loan		64.00%
Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.39		2.36
Available-for-sale Securities, Amortized Cost Basis	[1]	$ 3,018		$ 3,124
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		2,999		3,109
Valuation Allowance [Abstract]
Allowance for Loan and Lease Losses, Period Increase (Decrease)		4	$ 4
Allowance for Loan and Lease Losses, Write-offs		0	$ 0
Allowance for Loan and Lease Losses, Real Estate		19		15	$ 16	$ 12
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
East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		63		64
Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		245		272
Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		35		35
New England [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		146		146
Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		918		905
South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		566		532
West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		1		15
West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		125		125
Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		900		1,015
Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		720		723
Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		26		26
agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		22		22
Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		960		989
Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		547		522
Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		610		713
Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 114		$ 114
Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		100.00%		100.00%
Mortgages [Member] | East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		2.10%		2.10%
Mortgages [Member] | Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		8.20%		8.70%
Mortgages [Member] | Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		1.20%		1.10%
Mortgages [Member] | New England [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.90%		4.70%
Mortgages [Member] | Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		30.50%		29.10%
Mortgages [Member] | South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		18.90%		17.10%
Mortgages [Member] | West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.00%		0.50%
Mortgages [Member] | West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.20%		4.00%
Mortgages [Member] | Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		30.00%		32.70%
Mortgages [Member] | Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		24.00%		23.30%
Mortgages [Member] | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.90%		0.80%
Mortgages [Member] | agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.70%		0.70%
Mortgages [Member] | Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		32.10%		31.80%
Mortgages [Member] | Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		18.20%		16.80%
Mortgages [Member] | Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		20.30%		22.90%
Mortgages [Member] | Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		3.80%		3.70%
LTV Less than 65 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.53		2.49
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,529		$ 2,636
LTV 80 to 100 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		1.13		1.14
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 18		$ 21
LTV Between 65 to 80 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		1.72		1.71
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 452		$ 452
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.

Investments and Derivative In37

Investments and Derivative Instruments Level 4 Variable Interest Entities (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 55	$ 157
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	11	22
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	44	139
Fixed Income Funds [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	53	154
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	10	20
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	43	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 In38

Investments and Derivative Instruments Level 4 Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
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	112
Other Liabilities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	115
US Treasury Securities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	$ 13	$ 14

Investments and Derivative In39

Investments and Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) - Fair Value Hierarchy [Domain] $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2015USD ($)$ / Barrels		Jun. 30, 2014USD ($)		Jun. 30, 2015USD ($)$ / Barrels	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)		Mar. 31, 2013USD ($)
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		$ 49,064				$ 49,064		$ 55,838		$ 55,838
Derivative, Fair Value, Net		(446)				(446)		(460)
Invested Assets Suppoting Modco		921				921		1,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(13)		$ 959		(40)	$ 888
Derivative Accrued Interest and Collateral Liabilities After Offsetting								4,500
Derivative Asset, Fair Value, Gross Asset		863				863		959
Derivative Liability, Fair Value, Gross Liability		1,280				1,280		1,345
Financing Receivable, Allowance for Credit Losses, Recovery		1		4		1	11
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		528		0	579
International Program Hedging Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(103)		0	(126)
Interest Rate Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,500				4,500
Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		1		2	2
Credit Default Swap, Buying Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(3)		(1)	(6)
Credit Default Swap, Selling Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(4)		11		2	11
Equity Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		4		1		2	1
Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(4)		0		(7)	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		37		524		26	394
Credit Derivatives in Offsetting Positions [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		1,506				1,506		2,175
Derivative, Fair Value, Net		(1)				(1)		(1)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		18				18		21
Derivative Liability, Fair Value, Gross Liability		19				19		22
Credit Default Swap, Selling Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	[1]	1,398				1,398		946
Derivative, Fair Value, Net	[1]	3				3		7
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset	[1]	14				14		11
Derivative Liability, Fair Value, Gross Liability	[1]	11				11		4
Credit Default Swap, Buying Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		66				66		276
Derivative, Fair Value, Net		1				1		(1)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		2				2		4
Derivative Liability, Fair Value, Gross Liability		1				1		5
Currency Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		65				65		60
Derivative, Fair Value, Net		1				1		0
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		1				1		0
Derivative Liability, Fair Value, Gross Liability		0				0		0
Cash Flow Hedging [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		2,330				2,330		2,385
Derivative, Fair Value, Net		14				14		18
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		38				38		40
Derivative Liability, Fair Value, Gross Liability		24				24		22
Commodity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		378				378		0
Derivative, Fair Value, Net		$ 2				2		0
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Cost of Hedge						$ 6
Derivative, Price Risk Option Strike Price | $ / Barrels		35				35
Derivative Asset, Fair Value, Gross Asset		$ 2				$ 2		0
Derivative Liability, Fair Value, Gross Liability		0				0		0
UNITED STATES
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(21)		(30)	(16)
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		6,383
Derivative, Fair Value, Net		165				165		141
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(23)		(15)
Derivative Asset, Fair Value, Gross Asset		200				200		180
Derivative Liability, Fair Value, Gross Liability		35				35		39
UNITED STATES | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		11,732				11,732		14,442
Derivative, Fair Value, Net		134				134		174
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(66)		(54)		(53)	(71)
Derivative Asset, Fair Value, Gross Asset		246				246		289
Derivative Liability, Fair Value, Gross Liability		112				112		115
UNITED STATES | GMWB Product Derivatives [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		78		55		59	91
UNITED STATES | GMWB Reinsurance [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(16)		(7)		(9)	(11)
UNITED STATES | Interest Rate Contract [Member] | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		3,520				3,520		3,640
Derivative, Fair Value, Net		8				8		11
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		6,383
Derivative, Fair Value, Net		165				165		141
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(27)	(25)
UNITED STATES | Macro Hedge Program [Member] | Equity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		5,983
Derivative, Fair Value, Net		165				165		141
JAPAN
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	[2]	0		(103)		0	(126)
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Non-qualifying Strategies for Hedge Accounting [Line Items]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge		16		(18)		16	(46)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(5)		0	(14)
JAPAN | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(17)	[3]	13	[3]	(31)	28
JAPAN | Fixed Annuity Hedging Instruments [Member]
Non-qualifying Strategies for Hedge Accounting [Line Items]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge				(22)			(51)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0	[4]	10	[4]	0	22
JAPAN | Macro Hedge Program [Member] | Foreign Exchange Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		0				0		400
Derivative, Fair Value, Net		0				0		0
Other Liabilities [Member] | Interest Rate Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(371)				(371)
Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(3)				(3)		(3)	[5]
Other Liabilities [Member] | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(479)				(479)
Other Liabilities [Member] | Equity Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		28				28
Other Liabilities [Member] | Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		0				0
Other Liabilities [Member] | UNITED STATES | Macro Hedge Program [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		65				65		48
Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Foreign Exchange Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Fair Value, Net		(20)				(20)
Not Designated as Hedging Instrument [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		46,685				46,685		53,421
Derivative, Fair Value, Net		(460)				(460)		(478)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(3)
Derivative Asset, Fair Value, Gross Asset		935				935		1,010
Derivative Liability, Fair Value, Gross Liability		1,395				1,395		1,488
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(2)		$ (2)			$ (1)
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,862				4,862		4,857
Derivative, Fair Value, Net		(304)				(304)		(323)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		314				314		385
Derivative Liability, Fair Value, Gross Liability		618				618		708
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		2,187				2,187		2,242
Derivative, Fair Value, Net		34				34		37
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		34				34		37
Derivative Liability, Fair Value, Gross Liability		0				0		0
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		143				143		143
Derivative, Fair Value, Net		4				4		(19)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset								3
Derivative Liability, Fair Value, Gross Liability		$ 24				$ 24		$ 22
[1]	The derivative instruments related to this strategy are held for other investment purposes.
[2]	Other, net gains and losses include transactional foreign currency revaluation gains (losses) on yen denominated fixed payout annuity liabilities 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 $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.
[3]	Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014, respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014, respectively.
[4]	The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

Investments and Derivative In40

Investments and Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) - Fair Value Hierarchy [Domain] - USD ($) $ in Millions		Jun. 30, 2015	Dec. 31, 2014		Mar. 31, 2013
Derivative Balance Sheet Location [Line Items]
Derivative Asset, Collateral, Obligation to Return Cash, Offset		$ 30	$ 33
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		49,064	55,838		$ 55,838
Derivative, Fair Value, Net		(446)	(460)
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		973	1,050
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		1,419	1,510
Derivative Asset, Fair Value, Gross Asset		863	959
Derivative Liability, Fair Value, Gross Liability		(1,280)	(1,345)
Offsetting Derivative Assets [Abstract]
Derivative Asset, Fair Value, Amount Offset Against Collateral		712	801
Derivative Accrued Interest and Collateral Assets After Offsetting		(160)	(181)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		80	83
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral		(494)	(574)
Derivative Accrued Interest and Collateral Liabilities After Offsetting		(61)	(49)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		(936)	(900)
Derivative Asset, Fair Value, Amount Offset Against Collateral		71	75
Derivative Liability, Fair Value, Amount Offset Against Collateral		150	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
Not Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		46,685	53,421
Derivative, Fair Value, Net		(460)	(478)
Derivative Asset, Fair Value, Gross Asset		935	1,010
Derivative Liability, Fair Value, Gross Liability		(1,395)	(1,488)
Interest Rate Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(371)
Interest Rate Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		101	123
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(479)
Foreign Exchange Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		2	(1)
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(3)	(3)	[1]
Derivative Financial Instruments, Liabilities [Member]
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral		280	399
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(725)	(722)	[2]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		311	339	[3]
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		921	974
Derivative, Fair Value, Net		60	34
Derivative Asset, Fair Value, Gross Asset		60	34
Derivative Liability, Fair Value, Gross Liability		0	0
Credit Default Swap, Selling Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[4]	1,398	946
Derivative, Fair Value, Net	[4]	3	7
Derivative Asset, Fair Value, Gross Asset	[4]	14	11
Derivative Liability, Fair Value, Gross Liability	[4]	(11)	(4)
Equity Contract [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		120	422
Derivative, Fair Value, Net		(1)	1
Derivative Asset, Fair Value, Gross Asset		28	30
Derivative Liability, Fair Value, Gross Liability		(29)	(29)
Commodity Option [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		378	0
Derivative, Fair Value, Net		2	0
Derivative Asset, Fair Value, Gross Asset		2	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		13,198	13,588
Derivative, Fair Value, Net		311	339
Derivative Asset, Fair Value, Gross Asset		429	478
Derivative Liability, Fair Value, Gross Liability		(118)	(139)
Other Liabilities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		14,984	19,473
Derivative, Fair Value, Net		(728)	(725)
Derivative Asset, Fair Value, Gross Asset		434	481
Derivative Liability, Fair Value, Gross Liability		(1,162)	(1,206)
Foreign Exchange Contract [Member] | Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Fair Value, Net		(20)
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		14	18
Derivative Asset, Fair Value, Gross Asset		38	40
Derivative Liability, Fair Value, Gross Liability		(24)	(22)
Fair Value Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		49	32
Derivative, Fair Value, Net		0	0
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		0	0
Currency Swap [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		65	60
Derivative, Fair Value, Net		1	0
Derivative Asset, Fair Value, Gross Asset		1	0
Derivative Liability, Fair Value, Gross Liability		0	0
Credit Default Swap, Buying Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		66	276
Derivative, Fair Value, Net		1	(1)
Derivative Asset, Fair Value, Gross Asset		2	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		1,506	2,175
Derivative, Fair Value, Net		(1)	(1)
Derivative Asset, Fair Value, Gross Asset		18	21
Derivative Liability, Fair Value, Gross Liability		(19)	(22)
Reinsurance Recoverable [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,287	4,633
Derivative, Fair Value, Net		110	90
Derivative Asset, Fair Value, Gross Asset		110	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		16,411	17,958
Derivative, Fair Value, Net		(138)	(165)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(138)	(165)
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		184	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		(458)	(427)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(458)	(427)
UNITED STATES | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		11,732	14,442
Derivative, Fair Value, Net		134	174
Derivative Asset, Fair Value, Gross Asset		246	289
Derivative Liability, Fair Value, Gross Liability		(112)	(115)
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,591	6,383
Derivative, Fair Value, Net		165	141
Derivative Asset, Fair Value, Gross Asset		200	180
Derivative Liability, Fair Value, Gross Liability		(35)	(39)
UNITED STATES | Equity Contract [Member] | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,719	3,761
Derivative, Fair Value, Net		10	39
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,591	6,383
Derivative, Fair Value, Net		165	141
UNITED STATES | Macro Hedge Program [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		65	48
UNITED STATES | Macro Hedge Program [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		100	93
UNITED STATES | GMWB Product Derivatives [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[5]	16,361	17,908
Derivative, Fair Value, Net	[5]	(112)	(139)
Derivative Asset, Fair Value, Gross Asset	[5]	0	0
Derivative Liability, Fair Value, Gross Liability	[5]	(112)	(139)
UNITED STATES | GMWB Reinsurance [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		3,366	3,659
Derivative, Fair Value, Net		50	56
Derivative Asset, Fair Value, Gross Asset		50	56
Derivative Liability, Fair Value, Gross Liability		0	0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Designated as Hedging Instrument [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		34	37
Derivative Asset, Fair Value, Gross Asset		34	37
Derivative Liability, Fair Value, Gross Liability		0	0
Cash Flow Hedging [Member] | Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		143	143
Derivative, Fair Value, Net		4	(19)
Derivative Asset, Fair Value, Gross Asset			3
Derivative Liability, Fair Value, Gross Liability		$ (24)	$ (22)
[1]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.
[2]	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.
[3]	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 June 30, 2015 and December 31, 2014, $280 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.
[4]	The derivative instruments related to this strategy are held for other investment purposes.
[5]	These derivatives are embedded within liabilities and are not held for risk management purposes.

Investments and Derivative In41

Investments and Derivative Instruments Level 4 Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			$ 20
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) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 12	$ 3	9	27
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(16)	18	(3)	27
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0	0	(1)
Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net			(2)	30
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net				(1)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(22)	20
Currency Swap [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net			(1)	(3)
Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	6	(2)
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	0		(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	3		(7)
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	9		17
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	0	0		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	3	0	(7)	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	$ 9	$ 3	$ 17	$ 26

Investments and Derivative In42

Investments and Derivative Instruments Level 4 Fair Value Hedges (Details) - Fair Value Hedging [Member] - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Fair Value Hedges [Line Items]
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	[1]	$ 0	$ (1)	$ 0	$ (2)
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	[1]	0	1	0	2
Gain (Loss) on Investments [Member] | Interest Rate Swap [Member]
Fair Value Hedges [Line Items]
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	[1]	0	(1)	0	(2)
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	[1]	$ 0	$ 1	$ 0	$ 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.

Investments and Derivative In43

Investments and Derivative Instruments Level 4 Credit Derivatives (Details) - Hedging Designation [Domain] - Hedging Relationship [Domain] - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Mar. 31, 2013
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 49,064,000,000	$ 55,838,000,000	$ 55,838,000,000
Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	2,151,000,000	2,034,000,000
Credit Risk Derivatives, at Fair Value, Net	147,000,000	148,000,000
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	177,000,000	212,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 2,000,000	$ 3,000,000
Average Term of Credit Risk Derivatives	2 years	3 years
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BB Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 4,000,000	$ 4,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 0	$ 0
Average Term of Credit Risk Derivatives	3 months	1 year
Basket Credit Default Swaps [Member]
Credit Derivatives Footnote [Abstract]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers	$ 1,800,000,000	$ 1,700,000,000
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	1,157,000,000	1,240,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 16,000,000	$ 14,000,000
Average Term of Credit Risk Derivatives	4 years	4 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 31,000,000	$ 9,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 2,000,000	$ (1,000,000)
Average Term of Credit Risk Derivatives	5 years	5 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 557,000,000	$ 344,000,000
Credit Risk Derivatives, at Fair Value, Net	$ (11,000,000)	$ (4,000,000)
Average Term of Credit Risk Derivatives	6 years	5 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 75,000,000	$ 75,000,000
Credit Risk Derivatives, at Fair Value, Net	$ (11,000,000)	$ (11,000,000)
Average Term of Credit Risk Derivatives	2 years	2 years
Embedded Derivative Financial Instruments [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 150,000,000	$ 150,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 149,000,000	$ 147,000,000
Average Term of Credit Risk Derivatives	2 years	2 years
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 753,000,000	$ 1,088,000,000
Credit Risk Derivatives, at Fair Value, Net	5,000,000	4,000,000
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	152,000,000	163,000,000
Credit Risk Derivatives, at Fair Value, Net	(3,000,000)	(3,000,000)
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BB Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	4,000,000	4,000,000
Credit Risk Derivatives, at Fair Value, Net	0	0
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	346,000,000	667,000,000
Credit Risk Derivatives, at Fair Value, Net	(4,000,000)	(6,000,000)
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	0	0
Credit Risk Derivatives, at Fair Value, Net	0	0
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	176,000,000	179,000,000
Credit Risk Derivatives, at Fair Value, Net	1,000,000	2,000,000
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	75,000,000	75,000,000
Credit Risk Derivatives, at Fair Value, Net	11,000,000	11,000,000
Credit Derivatives in Offsetting Positions [Member] | Embedded Derivative Financial Instruments [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	0	0
Credit Risk Derivatives, at Fair Value, Net	$ 0	$ 0

Investments and Derivative In44

Investments and Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) - USD ($)	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014	Mar. 31, 2013
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	$ 49,064,000,000		$ 55,838,000,000	$ 55,838,000,000
Derivative, Fair Value, Net	(446,000,000)		(460,000,000)
Security Owned and Pledged as Collateral, Fair Value	40,000,000		16,000,000
Securities Received as Collateral	80,000,000		83,000,000
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	80,000,000		83,000,000
Securities Received as Collateral, Amount Repledged and Sold	0	$ 0
Fixed Maturities [Member]
Derivative Collateral Arrangements [Line Items]
Security Owned and Pledged as Collateral, Fair Value	936,000,000		900,000,000
Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	120,000,000		422,000,000
Derivative, Fair Value, Net	(1,000,000)		1,000,000
UNITED STATES | GMWB Hedging Instruments [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	11,732,000,000		14,442,000,000
Derivative, Fair Value, Net	134,000,000		174,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Other Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	6,493,000,000		7,041,000,000
Derivative, Fair Value, Net	116,000,000		124,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	1,719,000,000		3,761,000,000
Derivative, Fair Value, Net	10,000,000		39,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	3,520,000,000		3,640,000,000
Derivative, Fair Value, Net	$ 8,000,000		$ 11,000,000

Separate Accounts, Death Bene45

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 4 (Details) - USD ($) $ in Millions		6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Dec. 31, 2014
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 22,011
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	3,410
Separate Accounts, Liability		131,477	[1],[2]		$ 134,689
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value		7,800
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		71 years
Secondary Guarantees [Member] | Universal Life [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period		$ 2,041		$ 1,802
Incurred		146		115
Paid		0
Unlock		11
Liability balance, end of period		2,176		1,917
Reinsurance recoverable asset, beginning of period		2,041		1,802
Reinsurance recoverable asset, end of period		2,176		1,917
Schedule of Fair Value of Separate Accounts [Abstract]
Reinsurance Recoverables on Paid Losses		0
Secondary Guarantees [Member] | Reinsurance Recoverable [Member] | Universal Life [Member]
Separate Accounts Disclosure [Line Items]
Reinsurance Recoverables on Unpaid Losses		135		115
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Unlock		0
Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	562
Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	[4]	812		849
Incurred	[4]	81		89
Paid	[4]	(56)		(57)
Unlock	[4]	61		24
Liability balance, end of period	[4]	776		857
Reinsurance recoverable asset, beginning of period	[4]	480		533
Reinsurance recoverable asset, end of period	[4]	487		527
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	3,904
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		$ 45,455			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%
Reinsurance Recoverables on Paid Losses	[4]	$ 45
Guaranteed Minimum Death Benefit [Member] | Reinsurance Recoverable [Member]
Separate Accounts Disclosure [Line Items]
Reinsurance Recoverables on Unpaid Losses	[4]	50		52
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Unlock	[4]	2		(14)
Schedule of Fair Value of Separate Accounts [Abstract]
Reinsurance Recoverables on Paid Losses	[4]			$ 44
Guaranteed Minimum Death Benefit [Member] | Equity Securities [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		41,524			44,786
Guaranteed Minimum Death Benefit [Member] | Cash and Cash Equivalents [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		3,931			$ 4,066
Guaranteed Minimum Death Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[5]	$ 49,359
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[5]	69 years
Separate Accounts, Liability	[1],[2]	$ 45,455
Guaranteed Minimum Death Benefit [Member] | JAPAN
Minimum Guarantees, Net Amount at Risk [Abstract]
Separate Accounts, Liability	[1],[2]	86,022
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[6]	$ 2,803
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[6]	70 years
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[7]	$ 576
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[7]	68 years
Asset Protection Benefit ("APB") [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[8]	$ 13,461
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[8]	69 years
With Five Percent Rollup and EPB [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 530
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2]	72 years
With Earnings Protection Benefit Rider (EPB) [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[9]	$ 4,125
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[9]	69 years
With Five Percent Rollup [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[10]	$ 1,382
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[10]	70 years
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 15,974
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2]	70 years
Return of Net Deposit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[11]	$ 10,508
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[11]	67 years
Return of Net Deposit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[11]	$ 56
Return of Net Deposit [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[11]	50
Guaranteed Minimum Death Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[5]	3,719
Guaranteed Minimum Death Benefit [Member] | Annuitization Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[5]	784
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[6]	12
Reset [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[6]	12
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[7]	7
Lifetime Income Benefit ("LIB") - Death Benefit [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[7]	7
Asset Protection Benefit ("APB") [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[8]	234
Asset Protection Benefit ("APB") [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[8]	153
With Five Percent Rollup and EPB [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	113
With Five Percent Rollup and EPB [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	25
With Earnings Protection Benefit Rider (EPB) [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[9]	558
With Earnings Protection Benefit Rider (EPB) [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[9]	81
With Five Percent Rollup [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[10]	202
With Five Percent Rollup [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[10]	60
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	2,537
MAV Only [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	$ 396
[1]	AV includes the contract holder’s investment in the separate account and the general account.
[2]	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).
[3]	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
[4]	[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.
[5]	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 $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.
[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]	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.
[8]	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).
[9]	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.
[10]	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.
[11]	ROP GMDB is the greater of current AV or net premiums paid.

Income Taxes Level 4 Effective

Income Taxes Level 4 Effective Income Tax Rate Reconciliation (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Effective Income Tax Rate Reconciliation [Abstract]
Unrecognized Tax Benefits, Decrease Resulting from Prior Period Tax Positions	$ 48		$ 48
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	84	$ 200	149	$ 215
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(71)	(26)	(94)	(52)
Income Tax Reconciliation, Deductions, Foreign Investments	(2)	0	(4)	0
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	0	(3)	0	(5)
Income Tax Expense (Benefit)	$ 11	$ 171	$ 51	$ 158
Income Tax Examination, Description			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.

Income Taxes Level 4 Valuation

Income Taxes Level 4 Valuation Allowance Comment (Details)	6 Months Ended
	Jun. 30, 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 Operat

Income Taxes Level 4 Net Operating Loss Carrryover (Details) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 3,385	$ 3,189
Expiring within Tax Years 2016 to 2017 [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 9
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	Dec. 31, 2023
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	Dec. 31, 2033

Income Taxes Level 4 AMT Credit

Income Taxes Level 4 AMT Credit and Foreign Tax Credit Carryover (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax	$ 232	$ 246
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	135	$ 58
Tax Credit Carryforward, Valuation Allowance	$ 0
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2024
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2018

Commitments and Contingencies50

Commitments and Contingencies Level 4 (Details) $ in Millions	Jun. 30, 2015USD ($)
Guarantor Obligations [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 813
Collateral Already Posted, Aggregate Fair Value	1,100
GMWB Product Derivatives [Member]
Guarantor Obligations [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 38

Transactions with Affiliates 51

Transactions with Affiliates Level 4 (Details) - Balance Sheet Location [Domain] - Guaranteed Insurance Contract, Type of Benefit [Domain] - USD ($)		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014	Apr. 30, 2014
Related Party Transaction [Line Items]
Unrecognized Tax Benefits, Decrease Resulting from Prior Period Tax Positions		$ 48,000,000		$ 48,000,000
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees		0		0		$ 0
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[1],[2]	3,410,000,000		3,410,000,000
Transfer of assets from HLIC and HLAI to HLIKK			$ 1,600,000,000		$ 1,600,000,000
Liabilities		178,905,000,000		178,905,000,000		182,484,000,000
Schedule of Related Party Transactions [Abstract]
Premiums Earned, Net		23,000,000	52,000,000	46,000,000	(71,000,000)
Realized Investment Gains (Losses)		13,000,000	650,000,000	4,000,000	544,000,000
Revenues		702,000,000	1,396,000,000	1,370,000,000	1,891,000,000
Policyholder Benefits and Claims Incurred, Net		303,000,000	415,000,000	633,000,000	669,000,000
Insurance operating costs and other expenses		146,000,000	386,000,000	280,000,000	552,000,000
Benefits, Losses and Expenses		461,000,000	826,000,000	944,000,000	1,277,000,000
Income (loss) before income taxes		241,000,000	570,000,000	426,000,000	614,000,000
Income Tax Expense (Benefit)		11,000,000	171,000,000	51,000,000	158,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		230,000,000	399,000,000	375,000,000	456,000,000
Reinsurance Recoverables		20,009,000,000		20,009,000,000		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		54,000,000
Assumed Premiums Earned				1,000,000	2,000,000
Hartford Life Insurance K.K. [Member]
Related Party Transaction [Line Items]
Loss on Contract Termination			213,000,000
White River Life Reinsurance [Member]
Related Party Transaction [Line Items]
Gain (Loss) on Contract Termination						213,000,000
Hartford Life and Annuity Insurance Company [Member]
Related Party Transaction [Line Items]
Funds Held under Reinsurance Agreements, Liability			310,000,000		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)	[3]				(103,000,000)
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	[4]	831,000,000		831,000,000
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	[4]	760,000,000		760,000,000		$ 763,000,000
Group Insurance Policies [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written		17,000,000	20,000,000	36,000,000	42,000,000
Accident and Health Insurance Product Line [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written		$ 38,000,000	$ 60,000,000	$ 79,000,000	$ 279,000,000
[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]	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
[3]	Amounts represent the change in valuation of the derivative associated with this transaction.
[4]	Included in other liabilities in the Condensed Consolidated Balance Sheets.

Accumulated Other Comprehensi52

Accumulated Other Comprehensive Income Level 4 (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	$ 8,789	$ 9,492	$ 8,789	$ 9,492		$ 9,291		$ 8,239
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(467)	233	(344)	563
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(18)	27	(28)	9
Other Comprehensive Income (Loss), Net of Tax	(485)	260	(372)	572
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	15	653	12	554
Income before income taxes	241	570	426	614
Income Tax Expense (Benefit)	11	171	51	158
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	790	1,066	790	1,066	$ 1,257	1,154	$ 810	495
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(457)	227	(342)	544
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(10)	29	(22)	27
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	(467)	256	(364)	571
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		(44)	34	(41)
Income before income taxes				(41)
Income Tax Expense (Benefit)	6	(15)	12	(14)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	62	80	62	80	80	70	77	79
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(10)	5	(2)	19
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(8)	(2)	(6)	(18)
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	(18)	3	(8)	1
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	(3)	0	(3)	0	(3)	(3)	(1)	0
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	0	1	0	0
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	0	0	0	0
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	0	1	0	0
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	849	1,146	849	1,146	$ 1,334	$ 1,221	$ 886	$ 574
Other Comprehensive Income (Loss), Net of Tax				572
Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	18	(27)	28	(9)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	10	(29)	22	(27)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	16	(44)	34	(41)
Income before income taxes	16	(44)	34
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Income Tax Expense (Benefit)	4	1	3	9
Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	12	3	9	27
Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	8	2	6	18
Income before income taxes	12	3	9	27
Interest Rate Swap [Member] | Interest Income [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	9		17
Interest Rate Swap [Member] | Interest Income [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	9	3	17	26
Interest Rate Swap [Member] | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			(1)
Interest Rate Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0		(1)
Interest Rate Swap [Member] | 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) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0		1
Currency Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3		(7)
Currency Swap [Member] | 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) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 3	$ 0	$ (7)	$ 0

Uncategorized Items - hlic-2015

Label	Element	Value
UNITED STATES | GMWB Derivatives, Net [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (3)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(4)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(6)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	9
UNITED STATES | Macro Hedge Program [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(15)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(23)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(25)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (27)