Talcott Resolution Life Insurance 10-Q 29 Jul 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Jul. 29, 2016
Document and Entity Information [Abstract]
Entity Registrant Name	HARTFORD LIFE INSURANCE CO
Entity Central Index Key	45,947
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-Q
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Amendment Flag	false
Entity Common Stock, Shares Outstanding		1,000

Condensed Consolidated Statemen

Condensed Consolidated Statements of Operations (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Fee income and other	$ 246	$ 280	$ 500	$ 555
Premiums Earned, Net	28	23	56	46
Net investment income:
Net investment income	345	386	667	765
Net realized capital gains (losses):
Total other-than-temporary impairment (“OTTI”) losses	(1)	(3)	(12)	(9)
Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion Included in Net Income, Availabe-for-sale Securities, before Tax	0	1	1	1
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	1	2	11	8
Other net realized capital gains	4	15	(103)	12
Total net realized capital gains (losses)	3	13	(114)	4
Revenues	622	702	1,109	1,370
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net	342	303	691	633
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization			19	39
Insurance operating costs and other expenses	124	146	241	280
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal	0	8	0	8
Policyholder Dividends, Expense	0	0	1	0
Total benefits, losses and expenses	474	461	952	944
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Extraordinary Items, Noncontrolling Interest	148	241	157	426
Income Tax Expense (Benefit)	30	11	11	51
Net Income (Loss) Attributable to Parent	118	230	146	375
Continuing Operations [Member]
Benefits, losses and expenses
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization	$ 8	$ 20	$ 19	$ 39

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Comprehensive Income
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 118	$ 230	$ 146	$ 375
Total comprehensive income	351	(255)	621	3
Other comprehensive income (loss):
Total other comprehensive income	233	(485)	475	(372)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Other comprehensive income (loss):
Change in net unrealized gain / loss on securities	228	(467)	454	(364)
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	$ 4	$ (18)	$ 20	$ (8)

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015
Investments:
Available-for-sale Securities, Debt Securities	$ 25,700		$ 24,657
Marketable Securities, Fixed Maturities, Current	123		165
Trading Securities, Equity	11		11
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	136		459
Policy loans, at outstanding balance	1,434		1,446
Alternative Investments, Fair Value Disclosure	1,084		1,216
Other investments	381		293
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	874		572
Total investments	32,603		31,726
Cash	282		305
Premiums receivable and agents' balances	16		19
Reinsurance Recoverables	20,545		20,499
Deferred policy acquisition costs and present value of future profits	426		542
Deferred Tax Assets, Net	1,356
Deferred Tax Assets, Net of Valuation Allowance			1,581
Other assets	594		567
Separate account assets	117,851		120,111
Mortgage Loans on Real Estate, Commercial and Consumer, Net	2,871		2,918
Total assets	173,673		175,350
Liabilities
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	14,391		13,850
Other policyholder funds and benefits payable	30,901		31,157
Other liabilities (including variable interest entity liabilities of $443 and $477)	2,252		2,070
Separate account liabilities	117,851	[1],[2]	120,111
Total liabilities	165,395		167,188
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6		6
Additional paid-in capital	5,182		5,687
Accumulated other comprehensive income, net of tax	1,068		593
Retained earnings (accumulated deficit)	2,022		1,876
Total stockholders' equity	8,278		8,162
Total liabilities and stockholders' equity	173,673		175,350
Fair Value, Inputs, Level 3 [Member]
Investments:
Available-for-sale Securities, Debt Securities	1,786		1,625
Trading Securities, Equity	0		0
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	$ 42		$ 38
[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).

Condensed Consolidated Balance5

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Fixed maturities, available-for-sale, at amortized cost		$ 23,515	$ 23,737
Available-for-sale Debt Securities, Amortized Cost Basis		23,392	23,559
Variable Interest Entity, Consolidated, Carrying Amount, Assets		7	54
Available-for-sale Equity Securities, Amortized Cost Basis		123	471
Available-for-sale Securities, Equity Securities		136	459
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	[1]	$ 0	$ 12
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		$ 0	$ 49
Equity Securities [Member]
Available-for-sale Equity Securities, Amortized Cost Basis		0	293
Available-for-sale Securities, Equity Securities		0	281
Other Assets [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		0	0
Commercial Loan [Member]
Mortgage loans loss, net of allowances		(19)	(19)
Short-term Investments [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		3	2
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		4
Cash [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		0	0
Variable Interest Entity, Primary Beneficiary [Member]
Available-for-sale Equity Securities, Amortized Cost Basis		$ 0	$ 1
[1]	Included in other liabilities on the Company’s Condensed Consolidated Balance Sheets.

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Dividend to Parent [Member]	Retained Earnings (Accumulated Deficit)	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Common Stock	Extraordinary Item [Member]Dividend to Parent [Member]
Dividends		$ (505)
Balance, at beginning of period at Dec. 31, 2014	$ 9,291		$ 1,376	$ 6,688	$ 1,221	$ 6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	375
Total other comprehensive income	(372)				(372)
Net Income (Loss) Attributable to Parent	375		375
Balance, at end of period at Jun. 30, 2015	8,789		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
Balance, at end of period at Jun. 30, 2015	8,789		1,751	6,183	849	6
Liabilities	167,188
Dividends	(500)						$ (505)
Balance, at beginning of period at Dec. 31, 2015	8,162		1,876	5,687	593	6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	146
Total other comprehensive income	475
Net Income (Loss) Attributable to Parent	146		146
Balance, at end of period at Jun. 30, 2016	8,278		2,022	5,182	1,068	6
Balance, at beginning of period at Mar. 31, 2016					835
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	118
Total other comprehensive income	233
Net Income (Loss) Attributable to Parent	118
Balance, at end of period at Jun. 30, 2016	8,278		$ 2,022	$ 5,182	$ 1,068	$ 6
Liabilities	$ 165,395

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Operating Activities
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 146	$ 375
Adjustments to reconcile net income to net cash provided by operating activities
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	(114)	4
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization	19	39
Increase (Decrease) in Deferred Policy Acquisition Costs	(4)	(3)
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal	0	8
Depreciation and amortization	(6)	6
Other, net	48	(4)
Change in assets and liabilities:
Reinsurance recoverables	(19)	9
Increase (Decrease) in Deferred Income Taxes	(15)	(86)
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	105	46
Increase (Decrease) in Other Operating Assets and Liabilities, Net	(141)	(67)
Net Cash Provided by (Used in) Operating Activities	315	457
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	4,612	6,225
Fixed maturities, fair value option	17	13
Equity securities, available-for-sale	280	523
Mortgage loans	65	227
Proceeds from Limited Partnership Investments	169	140
Payments for the purchase of:
Fixed maturities, available-for-sale	4,365	6,788
Fixed maturities, fair value option	20	33
Equity securities, available-for-sale	38	178
Mortgage loans	17	134
Payments to Acquire Limited Partnership Interests	70	77
Change in derivatives, net	(190)	124
Payments for (Proceeds from) Policy Loans	(10)	22
Payments for (Proceeds from) Short-term Investments	328	(751)
Other investing activities, net	(37)
Net Cash Provided by (Used in) Investing Activities	542	523
Financing Activities
Deposits and other additions to investment and universal life-type contracts	2,188	2,311
Withdrawals and other deductions from investment and universal life-type contracts	8,070	8,702
Net transfers from separate accounts related to investment and universal life-type contracts	5,475	5,846
Net proceeds from securities loaned or sold under agreements to repurchase	37	111
Payments of Capital Distribution	(505)	(505)
Net repayments at maturity or settlement of consumer notes	(6)	(13)
Net cash used for financing activities	(881)	(952)
Foreign exchange rate effect on cash	1	0
Cash, Period Increase (Decrease)	(23)	28
Cash - beginning of period	305	258
Cash - end of period	282	286
Supplemental Disclosure of Cash Flow Information
Income Taxes Paid, Net	$ (5)	$ (49)

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies Level 1 (Notes)	6 Months Ended
	Jun. 30, 2016
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. During the first six months of 2016, the Company paid dividends of $500 to its parent. As a result of this dividend, the Company has no ordinary dividend capacity for the remainder of 2016. 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. The Company's obligations to its direct policyholders that have been reinsured to MassMutual and Prudential are secured by invested assets held in trust. Net of invested assets held in trust, as of June 30, 2016 , the Company has no 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 2015 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 2015 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. During the first six months of 2016, the Company paid dividends of $500 to its parent. As a result of this dividend, the Company has no ordinary dividend capacity for the remainder of 2016. 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. The Company's obligations to its direct policyholders that have been reinsured to MassMutual and Prudential are secured by invested assets held in trust. Net of invested assets held in trust, as of June 30, 2016 , the Company has no 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 2015 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 2015 Form 10-K Annual Report. Consolidation The Condensed Consolidated Financial Statements include the accounts of the Hartford Life Insurance Company and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries and affiliates 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. Adoption of New Accounting Standards On January 1, 2016 the Company adopted new consolidation guidance issued by the Financial Accounting Standards Board ("FASB"). The updates revise when to consolidate variable interest entities ("VIEs") and general partners’ investments in limited partnerships, end the deferral granted for applying the VIE guidance to certain investment companies, and reduce the number of circumstances where a decision maker’s or service provider’s fee arrangement is deemed to be a variable interest in an entity. The updates also modify guidance for determining whether limited partnerships are VIEs or voting interest entities. The new guidance did not have a material effect on the Company's Condensed Consolidated Financial Statements. Future Adoption of New Accounting Standards Financial Instruments - Credit Losses In June 2016, the FASB issued updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of debt instruments, such as mortgage loans, reinsurance recoverables and receivables. Credit losses on available-for-sale (“AFS”) debt securities carried at fair value will continue to be measured as other-than-temporary impairments (“OTTI”) when incurred; however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances and no longer accreted as investment income through an adjustment to the investment yield. The allowance on AFS securities cannot cause the net carrying value to be below fair value and, therefore, it is possible that increases in fair value due to decreases in market interest rates could cause the reversal of a valuation allowance and increase net income. The new guidance will also require purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The guidance is effective January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for debt instruments carried at other than fair value. No allowance will be recognized at adoption for AFS debt securities; rather, their cost basis will be evaluated for an allowance for OTTI prospectively. Early adoption is permitted as of January 1, 2019. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s Condensed Consolidated Financial Statements.

Fair Value Measurements Level 1

Fair Value Measurements Level 1 (Notes)	6 Months Ended
	Jun. 30, 2016
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 and equity securities at fair value using the fair value option ("FVO"); short-term investments; freestanding and embedded derivatives; certain limited partnerships and other alternative investments; separate account assets and certain other liabilities. The Company's estimates of fair value for financial assets and financial liabilities are based on the framework established in the fair value accounting guidance. The framework is based on the inputs used in valuation, gives the highest priority to quoted prices in active markets and requires that observable inputs be used in the valuations when available. The Company categorizes its assets and liabilities measured at estimated fair value based on whether the significant inputs into the valuation are observable. The fair value hierarchy categorizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3). Level 1 Unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Level 3 Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). 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. 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 within illiquid markets and/or priced by independent brokers. The following tables present assets and (liabilities) carried at fair value by hierarchy level. Upon implementation of the new disclosure guidance effective in 2016 certain NAV ("Net Asset Value")-based fair values are no longer included in the fair value level disclosures; however, these amounts are included in the total fair value disclosed. As a result, prior period values for separate account assets have been removed from Level 2 and Level 3. June 30, 2016 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 $ 1,019 $ — $ 1,012 $ 7 CDOs 1,269 — 1,003 266 CMBS 2,146 — 2,131 15 Corporate 15,594 — 14,877 717 Foreign government/government agencies 296 — 278 18 Municipal 1,282 — 1,209 73 RMBS 1,732 — 1,042 690 U.S. Treasuries 2,362 299 2,063 — Total fixed maturities 25,700 299 23,615 1,786 Fixed maturities, FVO 123 — 123 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 136 52 42 42 Derivative assets Credit derivatives 12 — 12 — Foreign exchange derivatives 1 — 1 — Interest rate derivatives 123 — 123 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 85 — (2 ) 87 Macro hedge program 49 — — 49 Total derivative assets [2] 270 — 134 136 Short-term investments 874 258 616 — Limited partnerships and other alternative investments [5] 5 — — — Reinsurance recoverable for GMWB 106 — — 106 Modified coinsurance reinsurance contracts 32 — 32 — Separate account assets [3] 114,607 73,805 39,605 171 Total assets accounted for at fair value on a recurring basis $ 141,864 $ 74,425 $ 64,167 $ 2,241 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (412 ) $ — $ — $ (412 ) Equity linked notes (28 ) — — (28 ) Total other policyholder funds and benefits payable (440 ) — — (440 ) Derivative liabilities Credit derivatives (21 ) — (21 ) — Equity derivatives 28 — 27 1 Foreign exchange derivatives (281 ) — (281 ) — Interest rate derivatives (447 ) — (413 ) (34 ) GMWB hedging instruments 118 — 40 78 Macro hedge program 98 — 6 92 Total derivative liabilities [4] (505 ) — (642 ) 137 Total liabilities accounted for at fair value on a recurring basis $ (945 ) $ — $ (642 ) $ (303 ) December 31, 2015 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS ABS $ 846 $ — $ 841 $ 5 CDOs 1,408 — 1,078 330 CMBS 1,964 — 1,902 62 Corporate 15,175 — 14,641 534 Foreign government/government agencies 331 — 314 17 Municipal 1,132 — 1,083 49 RMBS 1,503 — 875 628 U.S. Treasuries 2,298 123 2,175 — Total fixed maturities 24,657 123 22,909 1,625 Fixed maturities, FVO 165 1 162 2 Equity securities, trading [1] 11 11 — — Equity securities, AFS 459 396 25 38 Derivative assets Credit derivatives 7 — 7 — Foreign exchange derivatives 4 — 4 — Interest rate derivatives 54 — 54 — GMWB hedging instruments 111 — 27 84 Macro hedge program 74 — — 74 Total derivative assets [2] 250 — 92 158 Short-term investments 572 131 441 — Reinsurance recoverable for GMWB 83 — — 83 Modified coinsurance reinsurance contracts 79 — 79 — Separate account assets [3] 118,163 78,099 38,700 140 Total assets accounted for at fair value on a recurring basis $ 144,439 $ 78,761 $ 62,408 $ 2,046 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (262 ) $ — $ — $ (262 ) Equity linked notes (26 ) — — (26 ) Total other policyholder funds and benefits payable (288 ) — — (288 ) Derivative liabilities Credit derivatives (7 ) — (7 ) — Equity derivatives 41 — 41 — Foreign exchange derivatives (376 ) — (376 ) — Interest rate derivatives (431 ) — (402 ) (29 ) GMWB hedging instruments 47 — (4 ) 51 Macro hedge program 73 — — 73 Total derivative liabilities [4] (653 ) — (748 ) 95 Total liabilities accounted for at fair value on a recurring basis $ (941 ) $ — $ (748 ) $ (193 ) [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. See the following footnote 4 for derivative liabilities. [3] Approximately $3.2 billion and $1.8 billion of investment sales receivable, as of June 30, 2016 and December 31, 2015 , 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. Included in the total fair value amount are $1.0 billion and $1.2 billion of investments, as of June 30, 2016 and December 31, 2015 for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy in connection with the adoption of ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or its Equivalent), on January 1, 2016. [4] Includes OTC and OTC-cleared derivative instruments in a net negative fair 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. [5] Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value. The fair value is estimated using the net asset value per unit as a practical expedient and is excluded from the disclosure requirement to classify amounts in the fair value hierarchy in connection with the adoption of ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or its Equivalent), on January 1, 2016. Valuation Techniques, Procedures and Controls 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 fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments as well as addressing 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. 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, Equity Securities, 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 using a "waterfall" approach after considering the following pricing sources: quoted prices for identical assets or liabilities, prices from third-party pricing services, independent broker quotations, or internal matrix pricing processes. Typical inputs used by these pricing sources include, but are not limited to, benchmark yields, reported trades, broker/dealer quotes, issuer spreads, benchmark securities, bids, offers, and/or estimated cash flows, prepayment speeds, and default rates. Most fixed maturities do not trade daily. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services utilize matrix pricing to derive security prices. Matrix pricing relies on securities' relationships to other benchmark quoted securities, which trade more frequently. Pricing services utilize recently reported trades of identical or similar securities making adjustments through the reporting date based on the preceding outlined available market observable information. If there are no recently reported trades, the third-party pricing services may develop a security price using expected future cash flows based upon collateral performance and discounted at an estimated market rate. Both matrix pricing and discounted cash flow techniques develop prices by factoring in the time value for cash flows and risk, including liquidity and credit. Prices from third-party pricing services may be 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. The Company utilizes an internally developed matrix pricing process for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. The Company's process is similar to the third-party pricing services. The Company develops credit spreads 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 credit spreads determined through this survey approach are based upon the issuer’s financial strength and term to maturity, utilizing independent public security index and trade information and adjusting for the non-public nature of the securities. Credit spreads combined with risk-free rates are applied to contractual cash flows to develop a price. The Securities Working Group performs ongoing analyses 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 these analyses, 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 utilizing 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 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 for both debt and equity securities 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. 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 observable. Due to the lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers’ prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data. Derivative Instruments, including Embedded Derivatives within Investments Derivative instruments are fair valued using pricing valuation models for OTC derivatives that utilize independent market data inputs, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of June 30, 2016 and December 31, 2015, 93% and 94%, respectively, of derivatives, based upon notional values, were priced by valuation models, including discounted cash flow models and option-pricing models that utilize present value techniques, or quoted market prices. The remaining derivatives were priced by broker quotations. The Derivatives Working Group performs ongoing analyses of the valuations, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. The Company performs various controls on derivative valuations which include both quantitative and qualitative analyses. 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. On a daily basis, market valuations are compared to counterparty valuations for OTC derivatives. There are monthly analyses 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 and all new deals during the month. A model validation review is performed on any new models, which typically includes detailed documentation and validation to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. 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 the Level 3 rollforward may be offset by realized and unrealized gains and losses of the associated assets and liabilities in other line items of the financial statements. Valuation Inputs for Investments For Level 1 investments, which are comprised of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, short-term investments, and exchange traded futures and option contracts, valuations are based on quoted prices for identical assets in active markets that the Company has the ability to access at the measurement date. For the Company’s Level 2 and 3 debt securities, typical inputs used by pricing techniques include, but are not limited to, benchmark yields, reported trades, broker/dealer quotes, issuer spreads, benchmark securities, bids, offers, and/or estimated cash flows, prepayment speeds, and default rates. 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 certain 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, and credit default swap indices. ABS and RMBS prices also include estimates of the rate of future principal prepayments over the remaining life of the securities. These 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. • 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. • Equity derivatives – Primary inputs include equity index levels. • 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. Also included in Level 3 are securities valued based on broker prices or broker spreads, without adjustments. Primary inputs for non-broker priced investments, including structured securities, are consistent with the typical inputs used in the preceding noted Level 2 measurements, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including certain municipal securities, foreign government/government agency securities, and bank loans, which are included with corporate fixed maturities. Primary inputs for these long-dated securities are consistent with the typical inputs used in the preceding noted Level 1 and Level 2 measurements, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Significant inputs for Level 3 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. Transfers between Levels 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 $42 and $166 , for the three and six months ended June 30, 2016 and $155 and $227 for the three and six months ended June 30, 2015 , 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, 2016 and 2015 , there were no transfers from Level 2 to Level 1. See the fair value roll-forward tables for the three and six months ended June 30, 2016 and 2015 , for the transfers into and out of Level 3. 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 ABS, CRE CDOs, certain CMBS, corporate and municipal securities as well as index options for which fair values are based on broker quotations. As of June 30, 2016 Securities Unobservable Inputs Assets accounted for at fair value on a recurring basis Fair Value Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS [3] $ 14 Discounted cash flows Spread (encompasses 10bps 1,275bps 234bps Decrease Corporate [3] 385 Discounted cash flows Spread 158bps 1,531bps 360bps Decrease Municipal [3] 55 Discounted cash flows Spread 223bps 283bps 240bps Decrease RMBS 690 Discounted cash flows Spread 54bps 1,896bps 205bps Decrease Constant prepayment rate —% 20% 3% Decrease [4] Constant default rate 1% 10% 6% Decrease Loss severity —% 100% 79% Decrease As of December 31, 2015 CMBS [3] $ 61 Discounted cash flows Spread (encompasses 31bps 1,505bps 230bps Decrease Corporate [3] 213 Discounted cash flows Spread 63bps 800bps 290bps Decrease Municipal [3] 31 Discounted cash flows Spread 193bps 193bps 193bps Decrease RMBS 628 Discounted cash flows Spread 30bps 1,696bps 172bps Decrease Constant prepayment rate —% 20% 3% Decrease [4] Constant default rate 1% 10% 6% Decrease Loss severity —% 100% 79% Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities 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, 2016 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 derivative Interest rate swaps $ (34 ) Discounted cash flows Swap curve 2% 2% Decrease GMWB hedging instruments Equity variance swaps (34 ) Option model Equity volatility 22% 24% Increase Equity options 33 Option model Equity volatility 27% 30% Increase Customized swaps 166 Discounted cash flows Equity volatility 12% 30% Increase Macro hedge program [2] Equity options 175 Option model Equity volatility 12% 28% Increase As of December 31, 2015 Interest rate derivative Interest rate swaps $ (30 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps (31 ) Option model Equity volatility 19% 21% Increase Equity options 35 Option model Equity volatility 27% 29% Increase Customized swaps 131 Discounted cash flows Equity volatility 10% 40% Increase Macro hedge program Equity options 179 Option model Equity volatility 14% 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. [2] Excludes derivatives for which the Company bases fair value on broker quotations as noted in the following discussion. Securities and derivatives for which the Company bases fair value on broker quotations include ABS, CDOs, CMBS, corporate, and index options. 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 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 and six months ended June 30, 2016 , no significant adjustments were made by the Company to broker prices received. Product Derivatives The Company formerly offered certain variable annuity products with GMWB riders. 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. GMWB payments that are not life-contingent represent 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, excluding life-contingent payments, is carried at fair value and reported in other policyholder funds in the Condensed Consolidated Balance Sheets. 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”) as determined at contract issuance. 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. GMWB Reinsurance Derivative The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives and carried at fair value in reinsurance recoverables. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. The fair value of the GMWB reinsurance derivative is calculated as an aggregation of the components described in Living Benefits Required to be Fair Valued discussion below and is modeled using significant unobservable policyholder behavior inputs, identical to those used in calculating the underlying liability, such as lapses, fund selection, resets and withdrawal utilization and risk margins. Living Benefits Required to be Fair Valued (in Other Policyholder Funds and Benefits Payable) Fair values for GMWBs classified as embedded derivatives are calculated using the income approach based upon internally developed models because active, observable markets do not exist for those items. The fair value of these GMWBs and the related reinsurance and customized freestanding derivatives are calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The resulting aggregation is reconciled or calibrated, if necessary, to market information that is, or may be, available to the Company, but may not be observable by other market participants, including reinsurance discussions and transactions. The Company believes the aggregation of these components, as necessary and as reconciled or calibrated to the market information available to the Company, results in an amount that the Company would be required to transfer or receive, for an asset, to or from market participants in an active liquid market, if one existed, for those market participants to assume the risks associated with the guarante

Investments and Derivative Inst

Investments and Derivative Instruments Level 1 (Notes)	6 Months Ended
	Jun. 30, 2016
Schedule of Investments [Abstract]
Investment Holdings [Text Block]	Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2016 2015 2016 2015 Gross gains on sales $ 61 $ 65 $ 91 $ 184 Gross losses on sales (13 ) (53 ) (60 ) (148 ) Net OTTI losses recognized in earnings (1 ) (2 ) (11 ) (8 ) Valuation allowances on mortgage loans — — — (4 ) Periodic net coupon settlements on credit derivatives (1 ) 2 — 3 Results of variable annuity hedge program GMWB derivatives, net 3 (4 ) (14 ) (3 ) Macro hedge program (20 ) (23 ) (34 ) (27 ) Total results of variable annuity hedge program (17 ) (27 ) (48 ) (30 ) Modified coinsurance reinsurance contracts (25 ) 37 (47 ) 26 Other, net [1] (1 ) (9 ) (39 ) (19 ) Net realized capital losses $ 3 $ 13 $ (114 ) $ 4 [1] Primarily consists of changes in value of non-qualifying derivatives and transactional foreign currency revaluation gains (losses). For the three months ended June 30, 2016 and 2015 , transactional foreign currency revaluation gains (losses) were $(64) and $16 , respectively, and related to yen denominated fixed payout annuity liabilities, which were largely offset by gains (losses) of $60 and $(17) , respectively, on derivative instruments used to hedge the foreign currency exposure. For the six months ended June 30, 2016 and 2015 , the transactional foreign currency revaluation gains (losses) were $(108) and $16 , respectively, which were largely offset by gains (losses) of $96 and $(31) , respectively, on the related hedging instruments. 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 $47 and $21 , respectively, for the three and six months ended June 30, 2016 , and $16 and $34 for the three and six months ended June 30, 2015 , respectively. Proceeds from sales of AFS securities totaled $1.7 billion and $3.9 billion , respectively, for the three and six months ended June 30, 2016 , and $2.5 billion and $5.6 billion for the three and six months ended June 30, 2015 , 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 includes 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, earnings multiples, underlying asset valuations and 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 primary factors considered in evaluating whether an impairment exists for an equity security may 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. The following table presents the Company's impairments by impairment type. Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Credit impairments $ 1 $ — $ 9 $ 2 Intent-to-sell impairments — 2 1 6 Impairments on equity securities — — 1 — Total impairments $ 1 $ 2 $ 11 $ 8 The following table presents a roll-forward of the Company’s cumulative credit impairments on fixed maturities held. Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2016 2015 2016 2015 Balance as of beginning of period $ (215 ) $ (288 ) $ (211 ) $ (296 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — (8 ) (2 ) Securities previously impaired (1 ) — (1 ) — Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 26 3 26 5 Securities due to an increase in expected cash flows 9 15 13 22 Securities the Company made the decision to sell or more likely than not will be required to sell — — — 1 Balance as of end of period $ (181 ) $ (270 ) $ (181 ) $ (270 ) [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, 2016 December 31, 2015 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 $ 1,035 $ 18 $ (34 ) $ 1,019 $ — $ 864 $ 16 $ (34 ) $ 846 $ — CDOs [2] 1,223 56 (11 ) 1,269 — 1,354 67 (11 ) 1,408 — CMBS 2,066 91 (11 ) 2,146 (2 ) 1,936 52 (24 ) 1,964 (3 ) Corporate 14,051 1,619 (76 ) 15,594 (9 ) 14,425 975 (225 ) 15,175 (3 ) Foreign govt./govt. agencies 272 27 (3 ) 296 — 328 14 (11 ) 331 — Municipal 1,090 192 — 1,282 — 1,057 80 (5 ) 1,132 — RMBS 1,686 54 (8 ) 1,732 — 1,468 43 (8 ) 1,503 — U.S. Treasuries 1,969 393 — 2,362 — 2,127 184 (13 ) 2,298 — Total fixed maturities, AFS 23,392 2,450 (143 ) 25,700 (11 ) 23,559 1,431 (331 ) 24,657 (6 ) Equity securities, AFS [3] 123 19 (6 ) 136 — 178 11 (11 ) 178 — Total AFS securities $ 23,515 $ 2,469 $ (149 ) $ 25,836 $ (11 ) $ 23,737 $ 1,442 $ (342 ) $ 24,835 $ (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, 2016 and December 31, 2015 . [2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses). [3] Excluded equity securities, FVO, with a cost and fair value of $293 and $281 as of December 31, 2015 . The Company did not hold any equity securities, FVO as of June 30, 2016 . The following table presents the Company’s fixed maturities, AFS, by contractual maturity year. June 30, 2016 December 31, 2015 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 846 $ 853 $ 953 $ 974 Over one year through five years 4,621 4,816 4,973 5,075 Over five years through ten years 3,870 4,096 3,650 3,714 Over ten years 8,045 9,769 8,361 9,173 Subtotal 17,382 19,534 17,937 18,936 Mortgage-backed and asset-backed securities 6,010 6,166 5,622 5,721 Total fixed maturities, AFS $ 23,392 $ 25,700 $ 23,559 $ 24,657 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 had no investment exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholders' equity , other than the U.S. government and certain U.S. government agencies as of June 30, 2016 and December 31, 2015 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments and Derivative Instruments of Notes to Consolidated Financial Statements in the Company’s 2015 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, 2016 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 $ 172 $ 171 $ (1 ) $ 309 $ 276 $ (33 ) $ 481 $ 447 $ (34 ) CDOs [1] 431 429 (3 ) 569 561 (8 ) 1,000 990 (11 ) CMBS 183 179 (4 ) 189 182 (7 ) 372 361 (11 ) Corporate 862 831 (31 ) 577 532 (45 ) 1,439 1,363 (76 ) Foreign govt./govt. agencies 33 31 (2 ) 35 34 (1 ) 68 65 (3 ) Municipal 2 2 — 6 6 — 8 8 — RMBS 187 186 (1 ) 235 228 (7 ) 422 414 (8 ) U.S. Treasuries — — — — — — — — — Total fixed maturities, AFS 1,870 1,829 (42 ) 1,920 1,819 (101 ) 3,790 3,648 (143 ) Equity securities, AFS [2] 30 28 (2 ) 38 34 (4 ) 68 62 (6 ) Total securities in an unrealized loss position $ 1,900 $ 1,857 $ (44 ) $ 1,958 $ 1,853 $ (105 ) $ 3,858 $ 3,710 $ (149 ) December 31, 2015 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 387 $ 385 $ (2 ) $ 271 $ 239 $ (32 ) $ 658 $ 624 $ (34 ) CDOs [1] 608 602 (6 ) 500 493 (5 ) 1,108 1,095 (11 ) CMBS 655 636 (19 ) 99 94 (5 ) 754 730 (24 ) Corporate 4,880 4,696 (184 ) 363 322 (41 ) 5,243 5,018 (225 ) Foreign govt./govt. agencies 144 136 (8 ) 30 27 (3 ) 174 163 (11 ) Municipal 179 174 (5 ) — — — 179 174 (5 ) RMBS 280 279 (1 ) 230 223 (7 ) 510 502 (8 ) U.S. Treasuries 963 950 (13 ) 8 8 — 971 958 (13 ) Total fixed maturities, AFS 8,096 7,858 (238 ) 1,501 1,406 (93 ) 9,597 9,264 (331 ) Equity securities, AFS [2] 83 79 (4 ) 44 37 (7 ) 127 116 (11 ) Total securities in an unrealized loss position $ 8,179 $ 7,937 $ (242 ) $ 1,545 $ 1,443 $ (100 ) $ 9,724 $ 9,380 $ (342 ) [1] Unrealized losses exclude the change in fair value of bifurcated embedded derivatives within certain securities, for which changes in fair value are recorded in net realized capital gains (losses). [2] As of June 30, 2016 and December 31, 2015 , excludes equity securities, FVO, which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets. As of June 30, 2016 , AFS securities in an unrealized loss position, consisted of 1,625 securities, primarily in the corporate sector, as well as student loan ABS , which were depressed primarily due to widening of credit spreads since the securities were purchased. As of June 30, 2016 , 90% of these securities were depressed less than 20% of cost or amortized cost. The decrease in unrealized losses during the first half of 2016 was primarily attributable to a decline in interest rates, as well as tighter credit spreads. Most of the securities depressed for twelve months or more primarily relate to corporate securities concentrated in the financial services and energy sectors, structured securities with exposure to commercial and residential real estate, and student loan ABS. Corporate financial services securities and student loan ABS were primarily depressed because the securities have floating-rate coupons and have long-dated maturities, and current credit spreads are wider than when these securities were purchased. Corporate securities within the energy sector were primarily depressed due to a decline in oil and gas prices. For certain commercial and residential real estate securities, current market spreads are 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 after 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, 2016 December 31, 2015 Amortized Cost [1] Valuation Allowance Carrying Value Amortized Cost [1] Valuation Allowance Carrying Value Total commercial mortgage loans $ 2,890 $ (19 ) $ 2,871 $ 2,937 $ (19 ) $ 2,918 [1] Amortized cost represents carrying value prior to valuation allowances, if any. As of June 30, 2016 , and December 31, 2015 , the carrying value of mortgage loans associated with the valuation allowance was $31 and $39 , respectively. There were no mortgage loans held-for-sale as of June 30, 2016 or December 31, 2015 . As of June 30, 2016 , 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, 2016 2015 Balance, beginning of period $ (19 ) $ (15 ) (Additions)/Reversals — (4 ) Deductions — — Balance, end of period $ (19 ) $ (19 ) The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 55% as of June 30, 2016 , while the weighted-average LTV ratio at origination of these loans was 63% . LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan values are updated no less than annually through property level reviews of the portfolio. Factors considered in the property valuation include, but are not limited to, actual and expected property cash flows, geographic market data and capitalization rates. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.43x as of June 30, 2016 . As of June 30, 2016 and December 31, 2015 , the Company held one delinquent commercial mortgage loan past due by 90 days or more. The loan had a total carrying value and valuation allowance of $15 and $16 , respectively, and was not accruing income. 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, 2016 December 31, 2015 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 96 0.96x $ 15 0.91x 65% - 80% 236 2.09x 280 1.78x Less than 65% 2,539 2.53x 2,623 2.54x Total commercial mortgage loans $ 2,871 2.43x $ 2,918 2.45x The following tables present the carrying value of the Company’s mortgage loans by region and property type. Mortgage Loans by Region June 30, 2016 December 31, 2015 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 66 2.3% $ 66 2.3% East South Central 14 0.5% 14 0.5% Middle Atlantic 209 7.3% 210 7.2% Mountain 4 0.1% 4 0.1% New England 163 5.7% 163 5.6% Pacific 898 31.3% 933 32.0% South Atlantic 571 19.9% 579 19.8% West North Central 1 —% 1 —% West South Central 128 4.5% 125 4.3% Other [1] 817 28.4% 823 28.2% Total mortgage loans $ 2,871 100.0% $ 2,918 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type June 30, 2016 December 31, 2015 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Agricultural $ 16 0.5% $ 16 0.5% Industrial 827 28.8% 829 28.4% Lodging 25 0.9% 26 0.9% Multifamily 559 19.5% 557 19.1% Office 706 24.6% 729 25.0% Retail 629 21.9% 650 22.3% Other 109 3.8% 111 3.8% Total mortgage loans $ 2,871 100.0% $ 2,918 100.0% 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, such as simple majority kick-out rights, 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, 2016 December 31, 2015 Total Assets Total Liabilities [1] Maximum Exposure to Loss [2] Total Assets Total Liabilities [1] Maximum Exposure to Loss [2] Investment funds [3] $ — $ — $ — $ 52 $ 11 $ 42 Limited partnerships and other alternative investments [4] 7 — 7 2 1 1 Total $ 7 $ — $ 7 $ 54 $ 12 $ 43 [1] Included in other liabilities on 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 on the Company’s Condensed Consolidated Balance Sheets. [4] Total assets included in limited partnerships and other alternative investments, short-term investments, and other assets on the Company’s Condensed Consolidated Balance Sheets. Effective January 1, 2016, the Company adopted new consolidation guidance which resulted in a hedge fund of funds that is part of limited partnerships and other alternative investments and which was previously a voting interest entity to be consolidated as a VIE. This hedge fund of funds limited partnership is considered a VIE under the updated guidance and the Company has determined it is the primary beneficiary and will consolidate the VIE. As of June 30, 2016 , this limited partnership has outstanding commitments totaling $20 , which may be called by the underlying partnerships during the commitment period to fund the purchase of new investments. For further information on the adoption, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. Also as a result of the adoption, the Company determined that one investment fund, which was previously identified as a consolidated VIE and for which the Company has management and control of the investments, is a voting interest entity under the new consolidation guidance. The Company still owns a majority interest in the investment fund and the fund that is still consolidated on the Company's Condensed Consolidated Financial Statements; however, as a result of the new consolidation guidance, this investment fund is not included as a VIE in the table above. Non-Consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. Upon the adoption of the new consolidation guidance discussed above, these investments are now considered VIEs. For these non-consolidated VIEs, the Company has determined it is not the primary beneficiary as it has no ability to direct activities that could significantly affect the economic performance of the investments. The Company’s maximum exposure to loss as of June 30, 2016 and December 31, 2015 is limited to the total carrying value of $1 billion and $729 , respectively, which are included in limited partnerships and other alternative investments in the Company's Condensed Consolidated Balance Sheets. As of June 30, 2016 and December 31, 2015 , the Company has outstanding commitments totaling $392 and $299 , respectively, which is committed to fund these investments and may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses. These investments are generally of a passive nature in that the Company does not take an active role in management. For further discussion of these investments, see Equity Method Investments within Note 3 - Investments and Derivatives of Notes to Consolidated Financial Statements included in the Company’s 2015 Form 10-K Annual Report. In addition, the Company also makes passive investments in structured securities issued by VIEs for which the Company is not the manager and, therefore, does not consolidate. These investments are included in ABS, CDOs, CMBS and RMBS in the Available-for-Sale Securities table and fixed maturities, FVO, in the Company’s Condensed Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment. Securities Lending, Repurchase Agreements and Other Collateral Transactions The Company participates in securities lending programs to generate additional income. Through these programs, certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities are loaned from the Company’s portfolio to qualifying third-party borrowers in return for collateral in the form of cash or securities. Borrowers of these securities provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan for domestic and non-domestic securities, respectively. The borrower will return the securities to the Company for cash or securities collateral at maturity dates generally of 90 days or less. Security collateral on deposit from counterparties in connection with securities lending transactions may not be sold or re-pledged, except in the event of default, and is not reflected on the Company’s consolidated balance sheets. The fair value of the loaned securities is monitored and additional collateral is obtained if the fair value of the collateral falls below 100% of the fair value of the loaned securities. The agreements provide the counterparty the right to sell or re-pledge the securities transferred. If cash, rather than securities, is received as collateral, the cash is typically invested in short-term investments or fixed maturities and is reported as an asset on the consolidated balance sheets. Income associated with securities lending transactions is reported as a component of net investment income on the Company’s consolidated statements of operations. As of June 30, 2016 , the fair value of securities on loan and the associated liability for cash collateral received was $69 and $70 , respectively. As of December 31, 2015 , the fair value of securities on loan and the associated liability for cash collateral received was $15 and $15 , respectively. From time to time, the Company enters into repurchase agreements and similar 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. Repurchase transactions generally have a contractual maturity of ninety days or less. As part of repurchase agreements, the Company transfers collateral of U.S. government and government agency securities and receives cash. For 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 as collateralized borrowings. The securities transferred under repurchase agreements 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, 2016 , the Company reported in fixed maturities, AFS and cash on the Condensed Consolidated Balance Sheets financial collateral pledged relating to repurchase agreements of $233 . The Company reported a corresponding obligation to repurchase the pledged securities of $231 in other liabilities on the Condensed Consolidated Balance Sheets. As of December 31, 2015 , the Company repo
Derivative Instruments and Hedging Activities Disclosure [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 are 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 Consolidated Financial Statements, included in the Company’s 2015 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 hedged item closely match the terms of the swap. The interest rate 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 used to manage interest rate duration. 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 equity risk of certain fixed maturities, equities 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, 2016 , and December 31, 2015 , the notional amount of interest rate swaps in offsetting relationships was $4.2 billion and $4.6 billion , respectively. Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. During 2015, the Company also entered into foreign currency forwards to hedge non-U.S. dollar denominated cash and equity securities, which matured in January 2016. Fixed Payout Annuity Hedge The Company reinsures 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 of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Equity Index Swaps and Options The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. During 2015, the Company entered into a total return swap to hedge equity risk of specific common stock investments which were accounted for using the fair value option in order to align the accounting treatment within net realized capital gains (losses). The swap matured in January 2016 and the specific common stock investments were sold at that time. In addition, the Company formerly offered certain equity indexed products that remain in force, 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 $11 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. The Company has since reduced its exposure to the targeted fixed maturity securities and, therefore, these options were terminated at the end of 2015. 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, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Customized swaps $ 5,421 $ 5,877 $ 166 $ 131 Equity swaps, options, and futures 1,395 1,362 — 2 Interest rate swaps and futures 3,716 3,740 37 25 Total $ 10,532 $ 10,979 $ 203 $ 158 Macro Hedge Program The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program. Notional Amount Fair Value June 30, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Equity swaps, options, futures, and forwards $ 4,699 $ 4,548 $ 147 $ 147 Total $ 4,699 $ 4,548 $ 147 $ 147 Modified Coinsurance Reinsurance Contracts As of June 30, 2016 , and December 31, 2015 , the Company had approximately $928 and $895 , 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. Derivative Balance Sheet Classification The following table summarizes the balance sheet classification of the Company’s derivative related net fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements. Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Hedge Designation/ Derivative Type Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Cash flow hedges Interest rate swaps $ 1,766 $ 1,766 $ 83 $ 38 $ 83 $ 38 $ — $ — Foreign currency swaps 143 143 (19 ) (19 ) 9 7 (28 ) (26 ) Total cash flow hedges 1,909 1,909 64 19 92 45 (28 ) (26 ) Fair value hedges Interest rate swaps 23 23 — — — — — — Total fair value hedges 23 23 — — — — — — Non-qualifying strategies Interest rate contracts Interest rate swaps, swaptions, and futures 4,267 4,710 (407 ) (415 ) 566 285 (973 ) (700 ) Foreign exchange contracts Foreign currency swaps and forwards 2 386 — 4 — 4 — — Fixed payout annuity hedge 1,063 1,063 (261 ) (357 ) — — (261 ) (357 ) Credit contracts Credit derivatives that purchase credit protection 110 249 (4 ) 10 — 12 (4 ) (2 ) Credit derivatives that assume credit risk [1] 714 1,435 (3 ) (10 ) 5 5 (8 ) (15 ) Credit derivatives in offsetting positions 1,345 1,435 (1 ) (1 ) 20 17 (21 ) (18 ) Equity contracts Equity index swaps and options 748 404 — 15 28 41 (28 ) (26 ) Variable annuity hedge program GMWB product derivatives [2] 14,072 15,099 (412 ) (262 ) — — (412 ) (262 ) GMWB reinsurance contracts 2,905 3,106 106 83 106 83 — — GMWB hedging instruments 10,532 10,979 203 158 360 264 (157 ) (106 ) Macro hedge program 4,699 4,548 147 147 185 179 (38 ) (32 ) Other Modified coinsurance reinsurance contracts 928 895 32 79 32 79 — — Total non-qualifying strategies 41,385 44,309 (600 ) (549 ) 1,302 969 (1,902 ) (1,518 ) Total cash flow hedges, fair value hedges, and non-qualifying strategies $ 43,317 $ 46,241 $ (536 ) $ (530 ) $ 1,394 $ 1,014 $ (1,930 ) $ (1,544 ) Balance Sheet Location Fixed maturities, available-for-sale $ 150 $ 184 $ 1 $ (1 ) $ 1 $ — $ — $ (1 ) Other investments 5,241 11,837 270 250 281 360 (11 ) (110 ) Other liabilities 19,972 15,071 (505 ) (653 ) 974 492 (1,479 ) (1,145 ) Reinsurance recoverable 3,832 4,000 138 162 138 162 — — Other policyholder funds and benefits payable 14,122 15,149 (440 ) (288 ) — — (440 ) (288 ) Total derivatives $ 43,317 $ 46,241 $ (536 ) $ (530 ) $ 1,394 $ 1,014 $ (1,930 ) $ (1,544 ) [1] The derivative instruments related to this strategy are held for other investment purposes. [2] These derivatives are embedded within liabilities and are not held for risk management purposes. Change in Notional Amount The net decrease in notional amount of derivatives since December 31, 2015 , was primarily due to the following: • The decline in the combined notional amount associated with the GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by policyholder lapses and partial withdrawals. • The decline in notional amount related to the termination of credit derivatives that assume credit risk as a result of re-balancing within certain fixed maturity sectors. The terminated positions related to replication transactions that pair credit derivatives with high quality liquid securities to earn a higher credit spread. • The decline in notional amount related to non-qualifying interest rate derivatives was primarily driven by the termination of interest rate swaps that were used for the purpose of managing duration. • The increase in notional amount related to equity derivatives primarily resulted from purchases of equity index options which are hedging against the potential for a decline in the equity market on the investment portfolio. Change in Fair Value The net decline in the total fair value of derivative instruments since December 31, 2015 , was primarily related to the following: • The decrease in fair value related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by an increase in the equity markets. • The decrease in the fair value associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by a decline in interest rates and credit spread tightening. • The increase in fair value associated with the fixed payout annuity hedges was primarily driven by an appreciation of the Japanese yen in comparison to the U.S. dollar, slightly offset by a decline in U.S. interest rates. Offsetting of Derivative Assets/Liabilities The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP. As of June 30, 2016 (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] Accrued Interest and Cash Collateral Received [2] Financial Collateral Received [4] Net Amount Description Other investments $ 1,255 $ 1,015 $ 270 $ (30 ) $ 189 $ 51 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 $ (1,490 ) $ (696 ) $ (505 ) $ (289 ) $ (777 ) $ (17 ) As of December 31, 2015 (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 $ 852 $ 692 $ 250 $ (90 ) $ 99 $ 61 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 $ (1,255 ) $ (499 ) $ (653 ) $ (103 ) $ (753 ) $ (3 ) [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 amount presented 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 amount presented is limited to the net derivative payable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments. Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. The following tables present the components of the gain or loss on derivatives that qualify as cash flow hedges: Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion) Three Months Ended June 30, Six Months Ended June 30, Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 2016 2015 2016 2015 Interest rate swaps $ 11 $ (22 ) $ 45 $ (2 ) $ — $ — $ — $ — Foreign currency swaps — 6 1 (1 ) — — — — Total $ 11 $ (16 ) $ 46 $ (3 ) $ — $ — $ — $ — Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended June 30, Six Months Ended June 30, Location 2016 2015 2016 2015 Interest rate swaps Net realized capital gains (losses) $ — $ — $ — $ (1 ) Interest rate swaps Net investment income 7 9 12 17 Foreign currency swaps Net realized capital gains (losses) (2 ) 3 2 (7 ) Total $ 5 $ 12 $ 14 $ 9 As of June 30, 2016 , the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $21 . This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows. During the three and six months ended June 30, 2016 , and June 30, 2015 , the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring. Fair Value Hedges For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current period earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. For the six months ended June 30, 2016 and 2015 , the Company recognized in income losses of less than $1 , respectively, representing the ineffective portion of fair value hedges for the derivative instrument and the hedged item. Non-Qualifying Strategies For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies. Derivatives Used in Non-Qualifying Strategies Gain or (Loss) Recognized within Net Realized Capital Gains and Losses Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Interest rate contracts Interest rate swaps, swaptions, and futures $ 2 $ (2 ) $ (8 ) $ (3 ) Foreign exchange contracts Foreign currency swaps and forwards 2 — — 2 Fixed payout annuity hedge [1] 60 (17 ) 96 (31 ) Credit contracts Credit derivatives that purchase credit protection (1 ) — (3 ) (1 ) Credit derivatives that assume credit risk 3 (4 ) 1 2 Equity contracts Equity index swaps and options (2 ) 4 28 2 Commodity contracts Commodity options — (4 ) — (7 ) Variable annuity hedge program GMWB product derivatives (30 ) 78 (109 ) 59 GMWB reinsurance contracts 1 (16 ) 13 (9 ) GMWB hedging instruments 32 (66 ) 82 (53 ) Macro hedge program (20 ) (23 ) (34 ) (27 ) Other Modified coinsurance reinsurance contracts (25 ) 37 (47 ) 26 Total [2] $ 22 $ (13 ) $ 19 $ (40 ) [1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains (losses) of $(64) and $16 for the three months ended June 30, 2016 and 2015 , respectively, and $(108) and $16 for the six months ended June 30, 2016 and 2015 , respectively. [2] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements. For the three and six months ended June 30, 2016 , the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following: • The net gains on the fixed payout annuity hedge primarily resulted from an appreciation of the Japanese yen in comparison to the U.S. dollar, slightly offset by a decline in U.S. interest rates. • For the six months ended, the net loss related to the combined GMWB hedging program which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by an increase in the U.S. equity markets. • The net losses on the macro hedge program were primarily driven by an increase in equity markets and time decay of options, partially offset by gains due to a decline in interest rates and an increase in equity volatility. • The losses associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, were primarily driven by a decline in interest rates and credit spread tightening. The assets remain on the Company's books and the Company recorded an offsetting gain in OCI as a result of the increase in market value of the bonds. In addition, for the three and six months ended June 30, 2016 and 2015 , the Company recognized gains of $1 and $1 , respectively, due to cash recovered on derivative receivables that were previously written off related to the bankruptcy of Lehman Brothers Inc. The derivative receivables were the result of the contractual collateral threshold amounts and open collateral calls prior to the bankruptcy filing as well as interest rate and credit spread movements from the date of the last collateral call to the date of the bankruptcy filing. For the three and six months ended June 30, 2015 , the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following: • The losses on the macro hedge program were primarily driven by time decay on options and an increase in interest rates. • The net losses related to the fixed payout annuity hedge were primarily driven by the depreciation of the Japanese yen in comparison to the U.S. dollar, partially offset by an increase in U.S. interest rates. In addition, for the six months ended June 30, 2015 , losses were driven by a decline in short-term U.S. interest rates. • The gains on the GMWB product derivatives was largely driven by an increase in interest rates, offset by losses on the GMWB reinsurance contracts and GMWB hedging instruments. • The gains associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, were primarily driven by an increase in long-term interest rates during the period. For additional disclosures regarding contingent credit related features in derivative agreements, see Note 6 - Commitments and Contingencies of Notes to Condensed Consolidated Financial Statements. Credit Risk Assumed through Credit Derivatives The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that would be permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings. The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of June 30, 2016 , and December 31, 2015 . As of June 30, 2016 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 $ 101 $ — 3 years Corporate Credit/ Foreign Gov. A- $ 62 $ — Below investment grade risk exposure 43 (1 ) 2 years Corporate Credit CCC+ 43 — Basket credit default swaps [4] Investment grade risk exposure 673 5 3 years Corporate Credit BBB+ 345 (2 ) Below investment grade risk exposure 22 1 5 years Corporate Credit BB- 22 (1 ) Investment grade risk exposure 331 (8 ) 5 years CMBS Credit AA+ 134 1 Below investment grade risk exposure 67 (16 ) 1 year CMBS Credit CCC 67 16 Embedded credit derivatives Investment grade risk exposure 150 150 1 year Corporate Credit A+ — — Total [5] $ 1,387 $ 131 $ 673 $ 14 As of December 31, 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 $ 118 $ — 1 year Corporate Credit/ Foreign Gov. BBB+ $ 115 $ (1 ) Below investment grade risk exposure 43 (2 ) 2 years Corporate Credit CCC+ 43 1 Basket credit default swaps [4] Investment grade risk exposure 1,265 7 4 years Corporate Credit BBB+ 345 (2 ) Investment grade risk exposure 503 (14 ) 6 years CMBS Credit AAA- 141 1 Below investment grade risk exposure 74 (13 ) 1 year CMBS Credit CCC 74 13 Embedded credit derivatives Investment grade risk exposure 150 148 1 year Corporate Credit A+ — — Total [5] $ 2,153 $ 126 $ 718 $ 12 [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, 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. [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 $1.1 billion and $1.8 billion as of June 30, 2016 , and December 31, 2015 , respectively, of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. [5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements . Derivative Collateral Arrangements The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of June 30, 2016 , and December 31, 2015 , the Company pledged cash collateral associated with derivative instruments with a fair value of $39 and $173 , respectively, for which the collateral receivable has been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets. The Company also pledged securities collateral associated with derivative instruments with a fair value of $917 and $873 , respectively, as of June 30, 2016 and December 31, 2015 , which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. As of June 30, 2016 , and December 31, 2015 the Company accepted cash collateral associated with derivative instruments of $372 and $341 , respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of June 30, 2016 , and December 31, 2015 , with a fair value of $203 and $100 , respectively, of which the Company has the a

Separate Accounts, Death Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 1 (Notes)	6 Months Ended
	Jun. 30, 2016
Separate Accounts Disclosure [Abstract]
Account Value by GMDB Type [Table Text Block]	Asset type June 30, 2016 December 31, 2015 Equity securities (including mutual funds) $ 34,783 $ 36,970 Cash and cash equivalents 3,151 3,453 Total $ 37,934 $ 40,423 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 $ 13,801 $ 2,599 $ 429 71 With 5% rollup [2] 1,192 215 71 71 With Earnings Protection Benefit Rider (“EPB”) [3] 3,507 463 74 70 With 5% rollup & EPB 470 103 23 72 Total MAV 18,970 3,380 597 Asset Protection Benefit (APB) [4] 10,850 392 261 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 483 8 8 69 Reset [6] (5-7 years) 2,453 31 30 70 Return of Premium [7] /Other 8,982 74 69 68 Subtotal Variable Annuity with GMDB/GMWB [10] 41,738 $ 3,885 $ 965 70 Less: General Account Value with GMDB/GMWB 3,804 Subtotal Separate Account Liabilities with GMDB 37,934 Separate Account Liabilities without GMDB 79,917 Total Separate Account Liabilities $ 117,851 [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 $6.6 billion of total account value and weighted average attained age of 72 years . There is no NAR or retained NAR related to these contracts.
Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]	Changes in the gross GMDB/GMWB and universal life secondary guarantee benefits are as follows: GMDB/GMWB [1,2] Universal Life Secondary Guarantees [1] Liability balance as of January 1, 2016 $ 863 $ 2,313 Incurred [3] 41 158 Paid (66 ) — Liability balance as of June 30, 2016 $ 838 $ 2,471 Reinsurance recoverable asset, as of January 1, 2016 $ 523 $ 2,313 Incurred [3] 32 158 Paid (51 ) — Reinsurance recoverable asset, as of June 30, 2016 $ 504 $ 2,471 GMDB/GMWB [1,2] Universal Life Secondary Guarantees [1] Liability balance as of January 1, 2015 $ 812 $ 2,041 Incurred [3] 20 135 Paid (56 ) — Liability balance as of June 30, 2015 $ 776 $ 2,176 Reinsurance recoverable asset, as of January 1, 2015 $ 480 $ 2,041 Incurred [3] 52 135 Paid (45 ) — Reinsurance recoverable asset, as of June 30, 2015 $ 487 $ 2,176 [1] Included in Reserve for future policy benefits and unpaid losses and loss adjustment expenses on the Condensed Consolidated Balance Sheets. [2] 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. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. The following table provides details concerning GMDB/GMWB exposure as of June 30, 2016 : 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 $ 13,801 $ 2,599 $ 429 71 With 5% rollup [2] 1,192 215 71 71 With Earnings Protection Benefit Rider (“EPB”) [3] 3,507 463 74 70 With 5% rollup & EPB 470 103 23 72 Total MAV 18,970 3,380 597 Asset Protection Benefit (APB) [4] 10,850 392 261 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 483 8 8 69 Reset [6] (5-7 years) 2,453 31 30 70 Return of Premium [7] /Other 8,982 74 69 68 Subtotal Variable Annuity with GMDB/GMWB [10] 41,738 $ 3,885 $ 965 70 Less: General Account Value with GMDB/GMWB 3,804 Subtotal Separate Account Liabilities with GMDB 37,934 Separate Account Liabilities without GMDB 79,917 Total Separate Account Liabilities $ 117,851 [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 $6.6 billion of total account value and weighted average attained age of 72 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, 2016 December 31, 2015 Equity securities (including mutual funds) $ 34,783 $ 36,970 Cash and cash equivalents 3,151 3,453 Total $ 37,934 $ 40,423 As of June 30, 2016 and December 31, 2015 , 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, 2016
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Tax provision at the U.S. federal statutory rate $ 52 $ 84 $ 55 $ 149 Dividends-received deduction ("DRD") (21 ) (71 ) (41 ) (94 ) Foreign related investments (1 ) (2 ) (3 ) (4 ) Provision for income taxes $ 30 $ 11 $ 11 $ 51 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’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. Other than the net operating losses discussed below, the Company believes it is more likely than not that all other deferred tax assets will be fully realized. 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 Due to limitations on the use of losses for one subsidiary, a valuation allowance of $1 has been established as of June 30, 2016 and December 31, 2015 in order to recognize only the portion of net operating losses that will more likely than not be realized. As of June 30, 2016 and December 31, 2015, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,334 and $3,333 , respectively. If unutilized, $3 of the losses will expire in 2016 and the remainder from 2023 - 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, 2016 and December 31, 2015, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $232 and $232 and foreign tax credit carryover of $109 and $122 , respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryovers expire from 2020 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 purchased 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, 2016
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 with respect to life, disability and accidental death and dismemberment insurance policies and with respect to annuity contracts. The Company accounts for such activity through the establishment of reserves for future policy benefits and unpaid 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. Such actions have alleged, for example, bad faith in the handling of insurance claims and improper sales practices in connection with the sale of insurance and investment products. Some of these actions also seek punitive damages. 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, it is possible that an adverse 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, as set by nationally recognized statistical agencies, of the individual legal entity that entered into the derivative agreement. 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, 2016 , is $800 . Of this $800 the legal entities have posted collateral of $926 in the normal course of business. In addition, the Company has posted collateral of $31 associated with a customized GMWB derivative. Based on derivative market values as of June 30, 2016 , 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, 2016
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, 2016 and December 31, 2015 , the Company had $53 of reserves for claim annuities purchased by affiliated entities. Reserves for annuities issued by the Company to The Hartford's property and casualty subsidiaries to fund structured settlement payments where the claimant has not released The Hartford's property and casualty subsidiaries of their primary obligation totaled $733 and $746 as of June 30, 2016 and December 31, 2015 , respectively. 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 Hartford is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote. In 1990 , Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990 . The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997 , it still covers policies that were issued from 1990 to 1997 . As of June 30, 2016 and December 31, 2015 , no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations. Reinsurance Ceded to Affiliates The Company also maintains a reinsurance agreement with Hartford Life and Accident Insurance Company ("HLA"), a wholly-owned subsidiary of Hartford Life, Inc., whereby the Company cedes both group life and group accident and health risk. Under this agreement, the Company ceded group life premium of $11 and $22 for the three and six months ended June 30, 2016 , respectively and $17 and $36 for the three and six months ended June 30, 2015 , respectively. The Company ceded accident and health premiums to HLA of $26 and $52 for the three and six months ended June 30, 2016 , respectively, and $38 and $79 for the three and six months ended June 30, 2015 , respectively.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income Level 1 (Notes)	6 Months Ended
	Jun. 30, 2016
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Comprehensive Income (Loss) Note [Text Block]	Changes in AOCI, net of tax, by component consist of the following: Three months ended June 30, 2016 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 765 $ 73 $ (3 ) $ 835 OCI before reclassifications 259 7 1 267 Amounts reclassified from AOCI (31 ) (3 ) — (34 ) OCI, net of tax 228 4 1 233 Ending balance $ 993 $ 77 $ (2 ) $ 1,068 Six months ended June 30, 2016 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 539 $ 57 $ (3 ) $ 593 OCI before reclassifications 468 29 1 498 Amounts reclassified from AOCI (14 ) (9 ) — (23 ) OCI, net of tax 454 20 1 475 Ending balance $ 993 $ 77 $ (2 ) $ 1,068 Reclassifications from AOCI consist of the following: Amount Reclassified from AOCI AOCI Three Months Ended June 30, 2016 Six Months Ended June 30, 2016 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 47 $ 21 Net realized capital gains (losses) 47 21 Total before tax 16 7 Income tax expense 31 14 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — — Net realized capital gains (losses) Interest rate swaps 7 12 Net investment income Foreign currency swaps (2 ) 2 Net realized capital gains (losses) 5 14 Total before tax 2 5 Income tax expense 3 9 Net income Total amounts reclassified from AOCI $ 34 $ 23 Net income Three months ended June 30, 2015 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,257 $ 80 $ (3 ) $ 1,334 OCI before reclassifications (457 ) (10 ) — (467 ) Amounts reclassified from AOCI (10 ) (8 ) — (18 ) OCI, net of tax (467 ) (18 ) — (485 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Six months ended June 30, 2015 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,154 $ 70 $ (3 ) $ 1,221 OCI before reclassifications (342 ) (2 ) — (344 ) Amounts reclassified from AOCI (22 ) (6 ) — (28 ) OCI, net of tax (364 ) (8 ) — (372 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Reclassifications from AOCI consist of the following: 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

Basis of Presentation and Acc16

Basis of Presentation and Accounting Policies Level 2 (Policies)	6 Months Ended
	Jun. 30, 2016
Accounting Policies [Abstract]
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. During the first six months of 2016, the Company paid dividends of $500 to its parent. As a result of this dividend, the Company has no ordinary dividend capacity for the remainder of 2016. 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. The Company's obligations to its direct policyholders that have been reinsured to MassMutual and Prudential are secured by invested assets held in trust. Net of invested assets held in trust, as of June 30, 2016 , the Company has no 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 2015 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 2015 Form 10-K Annual Report. Consolidation The Condensed Consolidated Financial Statements include the accounts of the Hartford Life Insurance Company and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries and affiliates 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. Adoption of New Accounting Standards On January 1, 2016 the Company adopted new consolidation guidance issued by the Financial Accounting Standards Board ("FASB"). The updates revise when to consolidate variable interest entities ("VIEs") and general partners’ investments in limited partnerships, end the deferral granted for applying the VIE guidance to certain investment companies, and reduce the number of circumstances where a decision maker’s or service provider’s fee arrangement is deemed to be a variable interest in an entity. The updates also modify guidance for determining whether limited partnerships are VIEs or voting interest entities. The new guidance did not have a material effect on the Company's Condensed Consolidated Financial Statements. Future Adoption of New Accounting Standards Financial Instruments - Credit Losses In June 2016, the FASB issued updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of debt instruments, such as mortgage loans, reinsurance recoverables and receivables. Credit losses on available-for-sale (“AFS”) debt securities carried at fair value will continue to be measured as other-than-temporary impairments (“OTTI”) when incurred; however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances and no longer accreted as investment income through an adjustment to the investment yield. The allowance on AFS securities cannot cause the net carrying value to be below fair value and, therefore, it is possible that increases in fair value due to decreases in market interest rates could cause the reversal of a valuation allowance and increase net income. The new guidance will also require purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The guidance is effective January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for debt instruments carried at other than fair value. No allowance will be recognized at adoption for AFS debt securities; rather, their cost basis will be evaluated for an allowance for OTTI prospectively. Early adoption is permitted as of January 1, 2019. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s Condensed Consolidated Financial Statements.
New Accounting Pronouncements, Policy [Policy Text Block]	Future Adoption of New Accounting Standards Financial Instruments - Credit Losses In June 2016, the FASB issued updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of debt instruments, such as mortgage loans, reinsurance recoverables and receivables. Credit losses on available-for-sale (“AFS”) debt securities carried at fair value will continue to be measured as other-than-temporary impairments (“OTTI”) when incurred; however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances and no longer accreted as investment income through an adjustment to the investment yield. The allowance on AFS securities cannot cause the net carrying value to be below fair value and, therefore, it is possible that increases in fair value due to decreases in market interest rates could cause the reversal of a valuation allowance and increase net income. The new guidance will also require purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The guidance is effective January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for debt instruments carried at other than fair value. No allowance will be recognized at adoption for AFS debt securities; rather, their cost basis will be evaluated for an allowance for OTTI prospectively. Early adoption is permitted as of January 1, 2019. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s Condensed Consolidated Financial Statements.
Consolidation, Policy [Policy Text Block]	Consolidation The Condensed Consolidated Financial Statements include the accounts of the Hartford Life Insurance Company and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries and affiliates 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, 2016
Fair Value Disclosures [Abstract]
Fair Value of Financial Instruments, Policy [Policy Text Block]	Valuation Techniques, Procedures and Controls 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 fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments as well as addressing 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. 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, 2016
Schedule of Investments [Abstract]
Investment, Policy [Policy Text Block]	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 includes 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, earnings multiples, underlying asset valuations and 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 primary factors considered in evaluating whether an impairment exists for an equity security may 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.
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 had no investment exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholders' equity , other than the U.S. government and certain U.S. government agencies as of June 30, 2016 and December 31, 2015 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments and Derivative Instruments of Notes to Consolidated Financial Statements in the Company’s 2015 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, such as simple majority kick-out rights, 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]	Securities Lending, Repurchase Agreements and Other Collateral Transactions The Company participates in securities lending programs to generate additional income. Through these programs, certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities are loaned from the Company’s portfolio to qualifying third-party borrowers in return for collateral in the form of cash or securities. Borrowers of these securities provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan for domestic and non-domestic securities, respectively. The borrower will return the securities to the Company for cash or securities collateral at maturity dates generally of 90 days or less. Security collateral on deposit from counterparties in connection with securities lending transactions may not be sold or re-pledged, except in the event of default, and is not reflected on the Company’s consolidated balance sheets. The fair value of the loaned securities is monitored and additional collateral is obtained if the fair value of the collateral falls below 100% of the fair value of the loaned securities. The agreements provide the counterparty the right to sell or re-pledge the securities transferred. If cash, rather than securities, is received as collateral, the cash is typically invested in short-term investments or fixed maturities and is reported as an asset on the consolidated balance sheets. Income associated with securities lending transactions is reported as a component of net investment income on the Company’s consolidated statements of operations. As of June 30, 2016 , the fair value of securities on loan and the associated liability for cash collateral received was $69 and $70 , respectively. As of December 31, 2015 , the fair value of securities on loan and the associated liability for cash collateral received was $15 and $15 , respectively. From time to time, the Company enters into repurchase agreements and similar 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. Repurchase transactions generally have a contractual maturity of ninety days or less.
Repurchase Agreements, Collateral, Policy [Policy Text Block]	As part of repurchase agreements, the Company transfers collateral of U.S. government and government agency securities and receives cash. For 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 as collateralized borrowings. The securities transferred under repurchase agreements 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 are 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 Consolidated Financial Statements, included in the Company’s 2015 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 hedged item closely match the terms of the swap. The interest rate 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 used to manage interest rate duration.
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 equity risk of certain fixed maturities, equities 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, 2016 , and December 31, 2015 , the notional amount of interest rate swaps in offsetting relationships was $4.2 billion and $4.6 billion , respectively. Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. During 2015, the Company also entered into foreign currency forwards to hedge non-U.S. dollar denominated cash and equity securities, which matured in January 2016. Fixed Payout Annuity Hedge The Company reinsures 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 of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Equity Index Swaps and Options The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. During 2015, the Company entered into a total return swap to hedge equity risk of specific common stock investments which were accounted for using the fair value option in order to align the accounting treatment within net realized capital gains (losses). The swap matured in January 2016 and the specific common stock investments were sold at that time. In addition, the Company formerly offered certain equity indexed products that remain in force, 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 $11 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. The Company has since reduced its exposure to the targeted fixed maturity securities and, therefore, these options were terminated at the end of 2015. 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, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Customized swaps $ 5,421 $ 5,877 $ 166 $ 131 Equity swaps, options, and futures 1,395 1,362 — 2 Interest rate swaps and futures 3,716 3,740 37 25 Total $ 10,532 $ 10,979 $ 203 $ 158 Macro Hedge Program The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program. Notional Amount Fair Value June 30, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Equity swaps, options, futures, and forwards $ 4,699 $ 4,548 $ 147 $ 147 Total $ 4,699 $ 4,548 $ 147 $ 147 Modified Coinsurance Reinsurance Contracts As of June 30, 2016 , and December 31, 2015 , the Company had approximately $928 and $895 , 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, 2016
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level	June 30, 2016 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 $ 1,019 $ — $ 1,012 $ 7 CDOs 1,269 — 1,003 266 CMBS 2,146 — 2,131 15 Corporate 15,594 — 14,877 717 Foreign government/government agencies 296 — 278 18 Municipal 1,282 — 1,209 73 RMBS 1,732 — 1,042 690 U.S. Treasuries 2,362 299 2,063 — Total fixed maturities 25,700 299 23,615 1,786 Fixed maturities, FVO 123 — 123 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 136 52 42 42 Derivative assets Credit derivatives 12 — 12 — Foreign exchange derivatives 1 — 1 — Interest rate derivatives 123 — 123 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 85 — (2 ) 87 Macro hedge program 49 — — 49 Total derivative assets [2] 270 — 134 136 Short-term investments 874 258 616 — Limited partnerships and other alternative investments [5] 5 — — — Reinsurance recoverable for GMWB 106 — — 106 Modified coinsurance reinsurance contracts 32 — 32 — Separate account assets [3] 114,607 73,805 39,605 171 Total assets accounted for at fair value on a recurring basis $ 141,864 $ 74,425 $ 64,167 $ 2,241 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (412 ) $ — $ — $ (412 ) Equity linked notes (28 ) — — (28 ) Total other policyholder funds and benefits payable (440 ) — — (440 ) Derivative liabilities Credit derivatives (21 ) — (21 ) — Equity derivatives 28 — 27 1 Foreign exchange derivatives (281 ) — (281 ) — Interest rate derivatives (447 ) — (413 ) (34 ) GMWB hedging instruments 118 — 40 78 Macro hedge program 98 — 6 92 Total derivative liabilities [4] (505 ) — (642 ) 137 Total liabilities accounted for at fair value on a recurring basis $ (945 ) $ — $ (642 ) $ (303 ) December 31, 2015 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS ABS $ 846 $ — $ 841 $ 5 CDOs 1,408 — 1,078 330 CMBS 1,964 — 1,902 62 Corporate 15,175 — 14,641 534 Foreign government/government agencies 331 — 314 17 Municipal 1,132 — 1,083 49 RMBS 1,503 — 875 628 U.S. Treasuries 2,298 123 2,175 — Total fixed maturities 24,657 123 22,909 1,625 Fixed maturities, FVO 165 1 162 2 Equity securities, trading [1] 11 11 — — Equity securities, AFS 459 396 25 38 Derivative assets Credit derivatives 7 — 7 — Foreign exchange derivatives 4 — 4 — Interest rate derivatives 54 — 54 — GMWB hedging instruments 111 — 27 84 Macro hedge program 74 — — 74 Total derivative assets [2] 250 — 92 158 Short-term investments 572 131 441 — Reinsurance recoverable for GMWB 83 — — 83 Modified coinsurance reinsurance contracts 79 — 79 — Separate account assets [3] 118,163 78,099 38,700 140 Total assets accounted for at fair value on a recurring basis $ 144,439 $ 78,761 $ 62,408 $ 2,046 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB $ (262 ) $ — $ — $ (262 ) Equity linked notes (26 ) — — (26 ) Total other policyholder funds and benefits payable (288 ) — — (288 ) Derivative liabilities Credit derivatives (7 ) — (7 ) — Equity derivatives 41 — 41 — Foreign exchange derivatives (376 ) — (376 ) — Interest rate derivatives (431 ) — (402 ) (29 ) GMWB hedging instruments 47 — (4 ) 51 Macro hedge program 73 — — 73 Total derivative liabilities [4] (653 ) — (748 ) 95 Total liabilities accounted for at fair value on a recurring basis $ (941 ) $ — $ (748 ) $ (193 ) [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. See the following footnote 4 for derivative liabilities. [3] Approximately $3.2 billion and $1.8 billion of investment sales receivable, as of June 30, 2016 and December 31, 2015 , 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. Included in the total fair value amount are $1.0 billion and $1.2 billion of investments, as of June 30, 2016 and December 31, 2015 for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy in connection with the adoption of ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or its Equivalent), on January 1, 2016. [4] Includes OTC and OTC-cleared derivative instruments in a net negative fair 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. [5] Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value. The fair value is estimated using the net asset value per unit as a practical expedient and is excluded from the disclosure requirement to classify amounts in the fair value hierarchy in connection with the adoption of ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or its Equivalent), on January 1, 2016.
Information about significant unobservable inputs used in Level 3 assets measured at fair value	Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued) As of June 30, 2016 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 derivative Interest rate swaps $ (34 ) Discounted cash flows Swap curve 2% 2% Decrease GMWB hedging instruments Equity variance swaps (34 ) Option model Equity volatility 22% 24% Increase Equity options 33 Option model Equity volatility 27% 30% Increase Customized swaps 166 Discounted cash flows Equity volatility 12% 30% Increase Macro hedge program [2] Equity options 175 Option model Equity volatility 12% 28% Increase As of December 31, 2015 Interest rate derivative Interest rate swaps $ (30 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps (31 ) Option model Equity volatility 19% 21% Increase Equity options 35 Option model Equity volatility 27% 29% Increase Customized swaps 131 Discounted cash flows Equity volatility 10% 40% Increase Macro hedge program Equity options 179 Option model Equity volatility 14% 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. [2] Excludes derivatives for which the Company bases fair value on broker quotations as noted in the following discussion. 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 ABS, CRE CDOs, certain CMBS, corporate and municipal securities as well as index options for which fair values are based on broker quotations. As of June 30, 2016 Securities Unobservable Inputs Assets accounted for at fair value on a recurring basis Fair Value Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS [3] $ 14 Discounted cash flows Spread (encompasses 10bps 1,275bps 234bps Decrease Corporate [3] 385 Discounted cash flows Spread 158bps 1,531bps 360bps Decrease Municipal [3] 55 Discounted cash flows Spread 223bps 283bps 240bps Decrease RMBS 690 Discounted cash flows Spread 54bps 1,896bps 205bps Decrease Constant prepayment rate —% 20% 3% Decrease [4] Constant default rate 1% 10% 6% Decrease Loss severity —% 100% 79% Decrease As of December 31, 2015 CMBS [3] $ 61 Discounted cash flows Spread (encompasses 31bps 1,505bps 230bps Decrease Corporate [3] 213 Discounted cash flows Spread 63bps 800bps 290bps Decrease Municipal [3] 31 Discounted cash flows Spread 193bps 193bps 193bps Decrease RMBS 628 Discounted cash flows Spread 30bps 1,696bps 172bps Decrease Constant prepayment rate —% 20% 3% Decrease [4] Constant default rate 1% 10% 6% Decrease Loss severity —% 100% 79% Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities 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. As of June 30, 2016 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] 12% 30% Increase As of December 31, 2015 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. Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB riders is typically different from policyholders that do not utilize these riders.
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 and six months ended June 30, 2016 for financial instruments classified as Level 3. For the three months ended June 30, 2016 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, 2016 $ 2 $ 328 $ 51 $ 538 $ 20 $ 50 $ 701 $ 1,690 $ 1 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] — (1 ) — (1 ) — — — (2 ) — Included in OCI [3] — (1 ) 1 16 1 3 3 23 — Purchases — — 3 19 — 12 40 74 — Settlements — (60 ) (4 ) (48 ) (1 ) — (44 ) (157 ) — Sales — — (2 ) (32 ) (2 ) — — (36 ) (1 ) Transfers into Level 3 [4] 5 — — 263 — 8 — 276 — Transfers out of Level 3 [4] — — (34 ) (38 ) — — (10 ) (82 ) — Fair value as of June 30, 2016 $ 7 $ 266 $ 15 $ 717 $ 18 $ 73 $ 690 $ 1,786 $ — Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ — $ — $ — $ (1 ) $ — $ — $ — $ (1 ) $ — Freestanding Derivatives [5] Assets (Liabilities) Equity Securities, AFS Equity Interest Rate GMWB Hedging Macro Hedge Program Total Free-Standing Derivatives [5] Fair value as of March 31, 2016 $ 36 $ 3 $ (32 ) $ 144 $ 145 $ 260 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] — (2 ) (2 ) 15 (4 ) 7 Included in OCI [3] 4 — — — — — Purchases 2 — — — — — Settlements — — — — — — Sales — — — — — — Transfers into Level 3 [4] — — — — — — Transfers out of Level 3 [4] — — — 6 — 6 Fair value as of June 30, 2016 $ 42 $ 1 $ (34 ) $ 165 $ 141 $ 273 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ — $ (2 ) $ (2 ) $ 15 $ (4 ) $ 7 Assets Reinsurance Recoverable for GMWB Separate Accounts Fair value as of March 31, 2016 $ 99 $ 154 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] 3 — Included in OCI [3] — 3 Purchases — 22 Settlements 4 (3 ) Sales — (6 ) Transfers into Level 3 [4] — 3 Transfers out of Level 3 [4] — (2 ) Fair value as of June 30, 2016 $ 106 $ 171 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ 3 $ — Other Policyholder Funds and Benefits Payable Liabilities Guaranteed Withdrawal Benefits Equity Linked Notes Total Other Policyholder Funds and Benefits Payable Fair value as of March 31, 2016 $ (361 ) $ (25 ) $ (386 ) Total realized/unrealized gains (losses) Included in net income [1] [2] [6] (35 ) (3 ) (38 ) Settlements (16 ) — (16 ) Fair value as of June 30, 2016 $ (412 ) $ (28 ) $ (440 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ (35 ) $ (3 ) $ (38 ) For the six months ended June 30, 2016 Fixed Maturities, AFS Fixed Assets ABS CDOs CMBS Corporate Foreign Municipal RMBS Total Fixed Fair value as of January 1, 2016 $ 5 $ 330 $ 62 $ 534 $ 17 $ 49 $ 628 $ 1,625 $ 2 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] — (1 ) — (7 ) — — — (8 ) — Included in OCI [3] — (4 ) (1 ) 4 2 4 (2 ) 3 — Purchases — — 19 34 3 12 148 216 1 Settlements — (59 ) (8 ) (45 ) (2 ) — (76 ) (190 ) — Sales — — (2 ) (35 ) (2 ) — — (39 ) (1 ) Transfers into Level 3 [4] 5 — — 307 — 8 2 322 — Transfers out of Level 3 [4] (3 ) — (55 ) (75 ) — — (10 ) (143 ) (2 ) Fair value as of June 30, 2016 $ 7 $ 266 $ 15 $ 717 $ 18 $ 73 $ 690 $ 1,786 $ — Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ — $ — $ — $ (1 ) $ — $ — $ — $ — $ — Freestanding Derivatives [5] Assets (Liabilities) Equity Equity Interest GMWB Macro Total Free- Fair value as of January 1, 2016 $ 38 $ — $ (29 ) $ 135 $ 147 $ 253 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] — (7 ) (5 ) 24 (4 ) 8 Included in OCI [3] 4 — — — — — Purchases 2 8 — — — 8 Settlements — — — — (2 ) (2 ) Sales (2 ) — — — — — Transfers into Level 3 [4] — — — — — — Transfers out of Level 3 [4] — — — 6 — 6 Fair value as of June 30, 2016 $ 42 $ 1 $ (34 ) $ 165 $ 141 $ 273 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ — $ (7 ) $ (5 ) $ 24 $ (4 ) $ 8 Assets Reinsurance Recoverable for GMWB Separate Accounts Fair value as of January 1, 2016 $ 83 $ 139 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] 16 — Included in OCI [3] — 7 Purchases — 61 Settlements 7 (9 ) Sales — (16 ) Transfers into Level 3 [4] — 6 Transfers out of Level 3 [4] — (17 ) Fair value as of June 30, 2016 $ 106 $ 171 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ 16 $ — Other Policyholder Funds and Benefits Payable Liabilities Guaranteed Equity Linked Total Other Fair value as of January 1, 2016 $ (262 ) $ (26 ) $ (288 ) Total realized/unrealized gains (losses) Included in net income [1] [2] [6] (117 ) (2 ) (119 ) Included in OCI [3] — — — Settlements (33 ) — (33 ) Fair value as of June 30, 2016 $ (412 ) $ (28 ) $ (440 ) Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2016 [2] [7] $ (117 ) $ (2 ) $ (119 ) The following tables provide fair value roll-forwards for the three and six months ended June 30, 2015 for financial instruments classified as Level 3. For the three months ended June 30, 2015 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, 2015 $ 96 $ 362 $ 119 $ 670 $ 17 $ 52 $ 674 $ 1,990 $ 72 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] — — — — — — — — — 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] [7] $ — $ — $ — $ — $ — $ — $ — $ — $ — 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] 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] [7] $ — $ — $ (4 ) $ — $ 3 $ (32 ) $ (18 ) $ (51 ) Assets Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB Separate Accounts Fair value as of March 31, 2015 $ 65 $ 137 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] (16 ) — Included in OCI [3] — (1 ) Purchases — 222 Settlements 1 (5 ) Sales — (19 ) Transfers into Level 3 [4] — 5 Transfers out of Level 3 [4] — (53 ) Fair value as of June 30, 2015 $ 50 $ 286 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [7] $ (16 ) $ — Other Policyholder Funds and Benefits Payable Liabilities Guaranteed Withdrawal Benefits 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] [6] 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] [7] $ 78 $ — $ 78 $ — For the six months ended June 30, 2015 Fixed Maturities, AFS Assets ABS CDOs CMBS Corporate Foreign Municipal RMBS Total Fixed 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] [6] — (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] [7] $ — $ (1 ) $ (1 ) $ (1 ) $ — $ — $ — $ (3 ) $ (2 ) Freestanding Derivatives [5] Assets (Liabilities) Equity Credit Commodity Equity Interest GMWB Macro Total Free-Standing Derivatives [5] Fair value as of January 1, 2015 $ 48 $ (3 ) $ — $ 5 $ (27 ) $ 170 $ 141 $ 286 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] 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] [7] $ — $ 3 $ (4 ) $ 1 $ (2 ) $ (16 ) $ (15 ) $ (33 ) Assets Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB Separate Accounts Fair value as of January 1, 2015 $ 56 $ 112 Total realized/unrealized gains (losses) Included in net income [1] [2] [6] (9 ) 1 Included in OCI [3] — (1 ) Purchases — 260 Settlements 3 (10 ) Sales — (25 ) Transfers into Level 3 [4] — 6 Transfers out of Level 3 [4] — (57 ) Fair value as of June 30, 2015 $ 50 $ 286 Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [7] $ (15 ) $ 1 Other Policyholder Funds and Benefits Payable [1] 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] [6] 59 — 59 — Included in OCI [3] — — — — 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] [7] $ 59 $ — $ 59 $ — [1] The Company classifies realized and unrealized 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). [7] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
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 a consolidated investment fund within the Fixed Maturities, FVO line on the Condensed Consolidated Balance Sheets. The Company reports this consolidated investment company at fair value with changes in the fair value of the underlying securities recognized in net realized capital gains and losses, which is consistent with accounting requirements for investment companies. As of December 31, 2015 , the fund held fixed income securities in multiple sectors and the Company had management and control of the funds as well as a significant ownership interest. The Company did not hold any of these funds as of June 30, 2016 . 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. As of June 30, 2016 , the Company no longer has any of these investments. 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, 2016 2015 2016 2015 Assets Fixed maturities, FVO Corporate $ — $ (2 ) $ — $ 1 CDOs — — — 1 Foreign government — — — — RMBS 2 (4 ) 2 (3 ) Total fixed maturities, FVO $ 2 $ (6 ) $ 2 $ (1 ) Equity, FVO — 2 (34 ) 2 Total realized capital gains (losses) $ 2 $ (4 ) $ (32 ) $ 1
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, 2016 December 31, 2015 Assets Fixed maturities, FVO ABS $ — $ 4 Corporate — 31 CDOs — 1 CMBS — 6 Foreign government — 1 RMBS 123 119 U.S. Government — 3 Total fixed maturities, FVO $ 123 $ 165 Equity, FVO $ — $ 281
Financial Instruments Not Carried at Fair Value	Financial Instruments Not Carried at Fair Value The following table presents carrying amounts and fair values of the Company's financial instruments not carried at fair value. June 30, 2016 December 31, 2015 Fair Value Hierarchy Level Carrying Amount Fair Value Carrying Amount Fair Value Assets Policy loans Level 3 $ 1,434 $ 1,434 $ 1,446 $ 1,446 Mortgage loans Level 3 2,871 3,053 2,918 2,995 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,390 $ 6,682 $ 6,611 $ 6,802 Consumer notes [2] [3] Level 3 32 32 38 38 Assumed investment contracts [3] Level 3 738 795 619 682 [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) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Investments [Abstract]
Realized Gain (Loss) on Investments [Table Text Block]			Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2016 2015 2016 2015 Gross gains on sales $ 61 $ 65 $ 91 $ 184 Gross losses on sales (13 ) (53 ) (60 ) (148 ) Net OTTI losses recognized in earnings (1 ) (2 ) (11 ) (8 ) Valuation allowances on mortgage loans — — — (4 ) Periodic net coupon settlements on credit derivatives (1 ) 2 — 3 Results of variable annuity hedge program GMWB derivatives, net 3 (4 ) (14 ) (3 ) Macro hedge program (20 ) (23 ) (34 ) (27 ) Total results of variable annuity hedge program (17 ) (27 ) (48 ) (30 ) Modified coinsurance reinsurance contracts (25 ) 37 (47 ) 26 Other, net [1] (1 ) (9 ) (39 ) (19 ) Net realized capital losses $ 3 $ 13 $ (114 ) $ 4 [1] Primarily consists of changes in value of non-qualifying derivatives and transactional foreign currency revaluation gains (losses). For the three months ended June 30, 2016 and 2015 , transactional foreign currency revaluation gains (losses) were $(64) and $16 , respectively, and related to yen denominated fixed payout annuity liabilities, which were largely offset by gains (losses) of $60 and $(17) , respectively, on derivative instruments used to hedge the foreign currency exposure. For the six months ended June 30, 2016 and 2015 , the transactional foreign currency revaluation gains (losses) were $(108) and $16 , respectively, which were largely offset by gains (losses) of $96 and $(31) , respectively, on the related hedging instruments. 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 $47 and $21 , respectively, for the three and six months ended June 30, 2016 , and $16 and $34 for the three and six months ended June 30, 2015 , respectively. Proceeds from sales of AFS securities totaled $1.7 billion and $3.9 billion , respectively, for the three and six months ended June 30, 2016 , and $2.5 billion and $5.6 billion for the three and six months ended June 30, 2015 , respectively.
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]			Three Months Ended June 30, Six Months Ended June 30, (Before-tax) 2016 2015 2016 2015 Balance as of beginning of period $ (215 ) $ (288 ) $ (211 ) $ (296 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — (8 ) (2 ) Securities previously impaired (1 ) — (1 ) — Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 26 3 26 5 Securities due to an increase in expected cash flows 9 15 13 22 Securities the Company made the decision to sell or more likely than not will be required to sell — — — 1 Balance as of end of period $ (181 ) $ (270 ) $ (181 ) $ (270 ) [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 $ (1,490 ) $ (696 ) $ (505 ) $ (289 ) $ (777 ) $ (17 ) 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 $ (1,255 ) $ (499 ) $ (653 ) $ (103 ) $ (753 ) $ (3 )
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, 2016 December 31, 2015 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 $ 1,035 $ 18 $ (34 ) $ 1,019 $ — $ 864 $ 16 $ (34 ) $ 846 $ — CDOs [2] 1,223 56 (11 ) 1,269 — 1,354 67 (11 ) 1,408 — CMBS 2,066 91 (11 ) 2,146 (2 ) 1,936 52 (24 ) 1,964 (3 ) Corporate 14,051 1,619 (76 ) 15,594 (9 ) 14,425 975 (225 ) 15,175 (3 ) Foreign govt./govt. agencies 272 27 (3 ) 296 — 328 14 (11 ) 331 — Municipal 1,090 192 — 1,282 — 1,057 80 (5 ) 1,132 — RMBS 1,686 54 (8 ) 1,732 — 1,468 43 (8 ) 1,503 — U.S. Treasuries 1,969 393 — 2,362 — 2,127 184 (13 ) 2,298 — Total fixed maturities, AFS 23,392 2,450 (143 ) 25,700 (11 ) 23,559 1,431 (331 ) 24,657 (6 ) Equity securities, AFS [3] 123 19 (6 ) 136 — 178 11 (11 ) 178 — Total AFS securities $ 23,515 $ 2,469 $ (149 ) $ 25,836 $ (11 ) $ 23,737 $ 1,442 $ (342 ) $ 24,835 $ (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, 2016 and December 31, 2015 . [2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses). [3] Excluded equity securities, FVO, with a cost and fair value of $293 and $281 as of December 31, 2015 . The Company did not hold any equity securities, FVO as of June 30, 2016 .
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, 2016 December 31, 2015 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 846 $ 853 $ 953 $ 974 Over one year through five years 4,621 4,816 4,973 5,075 Over five years through ten years 3,870 4,096 3,650 3,714 Over ten years 8,045 9,769 8,361 9,173 Subtotal 17,382 19,534 17,937 18,936 Mortgage-backed and asset-backed securities 6,010 6,166 5,622 5,721 Total fixed maturities, AFS $ 23,392 $ 25,700 $ 23,559 $ 24,657 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.
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, 2016 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 $ 172 $ 171 $ (1 ) $ 309 $ 276 $ (33 ) $ 481 $ 447 $ (34 ) CDOs [1] 431 429 (3 ) 569 561 (8 ) 1,000 990 (11 ) CMBS 183 179 (4 ) 189 182 (7 ) 372 361 (11 ) Corporate 862 831 (31 ) 577 532 (45 ) 1,439 1,363 (76 ) Foreign govt./govt. agencies 33 31 (2 ) 35 34 (1 ) 68 65 (3 ) Municipal 2 2 — 6 6 — 8 8 — RMBS 187 186 (1 ) 235 228 (7 ) 422 414 (8 ) U.S. Treasuries — — — — — — — — — Total fixed maturities, AFS 1,870 1,829 (42 ) 1,920 1,819 (101 ) 3,790 3,648 (143 ) Equity securities, AFS [2] 30 28 (2 ) 38 34 (4 ) 68 62 (6 ) Total securities in an unrealized loss position $ 1,900 $ 1,857 $ (44 ) $ 1,958 $ 1,853 $ (105 ) $ 3,858 $ 3,710 $ (149 ) December 31, 2015 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 387 $ 385 $ (2 ) $ 271 $ 239 $ (32 ) $ 658 $ 624 $ (34 ) CDOs [1] 608 602 (6 ) 500 493 (5 ) 1,108 1,095 (11 ) CMBS 655 636 (19 ) 99 94 (5 ) 754 730 (24 ) Corporate 4,880 4,696 (184 ) 363 322 (41 ) 5,243 5,018 (225 ) Foreign govt./govt. agencies 144 136 (8 ) 30 27 (3 ) 174 163 (11 ) Municipal 179 174 (5 ) — — — 179 174 (5 ) RMBS 280 279 (1 ) 230 223 (7 ) 510 502 (8 ) U.S. Treasuries 963 950 (13 ) 8 8 — 971 958 (13 ) Total fixed maturities, AFS 8,096 7,858 (238 ) 1,501 1,406 (93 ) 9,597 9,264 (331 ) Equity securities, AFS [2] 83 79 (4 ) 44 37 (7 ) 127 116 (11 ) Total securities in an unrealized loss position $ 8,179 $ 7,937 $ (242 ) $ 1,545 $ 1,443 $ (100 ) $ 9,724 $ 9,380 $ (342 ) [1] Unrealized losses exclude the change in fair value of bifurcated embedded derivatives within certain securities, for which changes in fair value are recorded in net realized capital gains (losses). [2] As of June 30, 2016 and December 31, 2015 , 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]			Mortgage Loans by Property Type June 30, 2016 December 31, 2015 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Agricultural $ 16 0.5% $ 16 0.5% Industrial 827 28.8% 829 28.4% Lodging 25 0.9% 26 0.9% Multifamily 559 19.5% 557 19.1% Office 706 24.6% 729 25.0% Retail 629 21.9% 650 22.3% Other 109 3.8% 111 3.8% Total mortgage loans $ 2,871 100.0% $ 2,918 100.0% 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, 2016 December 31, 2015 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 96 0.96x $ 15 0.91x 65% - 80% 236 2.09x 280 1.78x Less than 65% 2,539 2.53x 2,623 2.54x Total commercial mortgage loans $ 2,871 2.43x $ 2,918 2.45x 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 after 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, 2016 December 31, 2015 Amortized Cost [1] Valuation Allowance Carrying Value Amortized Cost [1] Valuation Allowance Carrying Value Total commercial mortgage loans $ 2,890 $ (19 ) $ 2,871 $ 2,937 $ (19 ) $ 2,918 [1] Amortized cost represents carrying value prior to valuation allowances, if any. As of June 30, 2016 , and December 31, 2015 , the carrying value of mortgage loans associated with the valuation allowance was $31 and $39 , respectively. There were no mortgage loans held-for-sale as of June 30, 2016 or December 31, 2015 . As of June 30, 2016 , 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, 2016 2015 Balance, beginning of period $ (19 ) $ (15 ) (Additions)/Reversals — (4 ) Deductions — — Balance, end of period $ (19 ) $ (19 ) The following tables present the carrying value of the Company’s mortgage loans by region and property type. Mortgage Loans by Region June 30, 2016 December 31, 2015 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 66 2.3% $ 66 2.3% East South Central 14 0.5% 14 0.5% Middle Atlantic 209 7.3% 210 7.2% Mountain 4 0.1% 4 0.1% New England 163 5.7% 163 5.6% Pacific 898 31.3% 933 32.0% South Atlantic 571 19.9% 579 19.8% West North Central 1 —% 1 —% West South Central 128 4.5% 125 4.3% Other [1] 817 28.4% 823 28.2% Total mortgage loans $ 2,871 100.0% $ 2,918 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions.
Schedule of Variable Interest Entities [Table Text Block]			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, 2016 December 31, 2015 Total Assets Total Liabilities [1] Maximum Exposure to Loss [2] Total Assets Total Liabilities [1] Maximum Exposure to Loss [2] Investment funds [3] $ — $ — $ — $ 52 $ 11 $ 42 Limited partnerships and other alternative investments [4] 7 — 7 2 1 1 Total $ 7 $ — $ 7 $ 54 $ 12 $ 43 [1] Included in other liabilities on 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 on the Company’s Condensed Consolidated Balance Sheets. [4] Total assets included in limited partnerships and other alternative investments, short-term investments, and other assets on 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, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Customized swaps $ 5,421 $ 5,877 $ 166 $ 131 Equity swaps, options, and futures 1,395 1,362 — 2 Interest rate swaps and futures 3,716 3,740 37 25 Total $ 10,532 $ 10,979 $ 203 $ 158 Macro Hedge Program The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program. Notional Amount Fair Value June 30, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Equity swaps, options, futures, and forwards $ 4,699 $ 4,548 $ 147 $ 147 Total $ 4,699 $ 4,548 $ 147 $ 147
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]			Derivative Balance Sheet Classification The following table summarizes the balance sheet classification of the Company’s derivative related net fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements. Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Hedge Designation/ Derivative Type Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Jun 30, 2016 Dec 31, 2015 Cash flow hedges Interest rate swaps $ 1,766 $ 1,766 $ 83 $ 38 $ 83 $ 38 $ — $ — Foreign currency swaps 143 143 (19 ) (19 ) 9 7 (28 ) (26 ) Total cash flow hedges 1,909 1,909 64 19 92 45 (28 ) (26 ) Fair value hedges Interest rate swaps 23 23 — — — — — — Total fair value hedges 23 23 — — — — — — Non-qualifying strategies Interest rate contracts Interest rate swaps, swaptions, and futures 4,267 4,710 (407 ) (415 ) 566 285 (973 ) (700 ) Foreign exchange contracts Foreign currency swaps and forwards 2 386 — 4 — 4 — — Fixed payout annuity hedge 1,063 1,063 (261 ) (357 ) — — (261 ) (357 ) Credit contracts Credit derivatives that purchase credit protection 110 249 (4 ) 10 — 12 (4 ) (2 ) Credit derivatives that assume credit risk [1] 714 1,435 (3 ) (10 ) 5 5 (8 ) (15 ) Credit derivatives in offsetting positions 1,345 1,435 (1 ) (1 ) 20 17 (21 ) (18 ) Equity contracts Equity index swaps and options 748 404 — 15 28 41 (28 ) (26 ) Variable annuity hedge program GMWB product derivatives [2] 14,072 15,099 (412 ) (262 ) — — (412 ) (262 ) GMWB reinsurance contracts 2,905 3,106 106 83 106 83 — — GMWB hedging instruments 10,532 10,979 203 158 360 264 (157 ) (106 ) Macro hedge program 4,699 4,548 147 147 185 179 (38 ) (32 ) Other Modified coinsurance reinsurance contracts 928 895 32 79 32 79 — — Total non-qualifying strategies 41,385 44,309 (600 ) (549 ) 1,302 969 (1,902 ) (1,518 ) Total cash flow hedges, fair value hedges, and non-qualifying strategies $ 43,317 $ 46,241 $ (536 ) $ (530 ) $ 1,394 $ 1,014 $ (1,930 ) $ (1,544 ) Balance Sheet Location Fixed maturities, available-for-sale $ 150 $ 184 $ 1 $ (1 ) $ 1 $ — $ — $ (1 ) Other investments 5,241 11,837 270 250 281 360 (11 ) (110 ) Other liabilities 19,972 15,071 (505 ) (653 ) 974 492 (1,479 ) (1,145 ) Reinsurance recoverable 3,832 4,000 138 162 138 162 — — Other policyholder funds and benefits payable 14,122 15,149 (440 ) (288 ) — — (440 ) (288 ) Total derivatives $ 43,317 $ 46,241 $ (536 ) $ (530 ) $ 1,394 $ 1,014 $ (1,930 ) $ (1,544 ) [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]			As of December 31, 2015 (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 $ 852 $ 692 $ 250 $ (90 ) $ 99 $ 61 As of June 30, 2016 (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] Accrued Interest and Cash Collateral Received [2] Financial Collateral Received [4] Net Amount Description Other investments $ 1,255 $ 1,015 $ 270 $ (30 ) $ 189 $ 51
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]			Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. The following tables present the components of the gain or loss on derivatives that qualify as cash flow hedges: Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion) Three Months Ended June 30, Six Months Ended June 30, Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 2016 2015 2016 2015 Interest rate swaps $ 11 $ (22 ) $ 45 $ (2 ) $ — $ — $ — $ — Foreign currency swaps — 6 1 (1 ) — — — — Total $ 11 $ (16 ) $ 46 $ (3 ) $ — $ — $ — $ — Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended June 30, Six Months Ended June 30, Location 2016 2015 2016 2015 Interest rate swaps Net realized capital gains (losses) $ — $ — $ — $ (1 ) Interest rate swaps Net investment income 7 9 12 17 Foreign currency swaps Net realized capital gains (losses) (2 ) 3 2 (7 ) Total $ 5 $ 12 $ 14 $ 9
Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block]			Derivatives Used in Non-Qualifying Strategies Gain or (Loss) Recognized within Net Realized Capital Gains and Losses Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Interest rate contracts Interest rate swaps, swaptions, and futures $ 2 $ (2 ) $ (8 ) $ (3 ) Foreign exchange contracts Foreign currency swaps and forwards 2 — — 2 Fixed payout annuity hedge [1] 60 (17 ) 96 (31 ) Credit contracts Credit derivatives that purchase credit protection (1 ) — (3 ) (1 ) Credit derivatives that assume credit risk 3 (4 ) 1 2 Equity contracts Equity index swaps and options (2 ) 4 28 2 Commodity contracts Commodity options — (4 ) — (7 ) Variable annuity hedge program GMWB product derivatives (30 ) 78 (109 ) 59 GMWB reinsurance contracts 1 (16 ) 13 (9 ) GMWB hedging instruments 32 (66 ) 82 (53 ) Macro hedge program (20 ) (23 ) (34 ) (27 ) Other Modified coinsurance reinsurance contracts (25 ) 37 (47 ) 26 Total [2] $ 22 $ (13 ) $ 19 $ (40 ) [1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains (losses) of $(64) and $16 for the three months ended June 30, 2016 and 2015 , respectively, and $(108) and $16 for the six months ended June 30, 2016 and 2015 , respectively. [2] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements
Disclosure of Credit Derivatives [Table Text Block]			As of June 30, 2016 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 $ 101 $ — 3 years Corporate Credit/ Foreign Gov. A- $ 62 $ — Below investment grade risk exposure 43 (1 ) 2 years Corporate Credit CCC+ 43 — Basket credit default swaps [4] Investment grade risk exposure 673 5 3 years Corporate Credit BBB+ 345 (2 ) Below investment grade risk exposure 22 1 5 years Corporate Credit BB- 22 (1 ) Investment grade risk exposure 331 (8 ) 5 years CMBS Credit AA+ 134 1 Below investment grade risk exposure 67 (16 ) 1 year CMBS Credit CCC 67 16 Embedded credit derivatives Investment grade risk exposure 150 150 1 year Corporate Credit A+ — — Total [5] $ 1,387 $ 131 $ 673 $ 14 As of December 31, 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 $ 118 $ — 1 year Corporate Credit/ Foreign Gov. BBB+ $ 115 $ (1 ) Below investment grade risk exposure 43 (2 ) 2 years Corporate Credit CCC+ 43 1 Basket credit default swaps [4] Investment grade risk exposure 1,265 7 4 years Corporate Credit BBB+ 345 (2 ) Investment grade risk exposure 503 (14 ) 6 years CMBS Credit AAA- 141 1 Below investment grade risk exposure 74 (13 ) 1 year CMBS Credit CCC 74 13 Embedded credit derivatives Investment grade risk exposure 150 148 1 year Corporate Credit A+ — — Total [5] $ 2,153 $ 126 $ 718 $ 12 [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, 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. [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 $1.1 billion and $1.8 billion as of June 30, 2016 , and December 31, 2015 , 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
Gain (Loss) on Investments [Table Text Block]			Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Credit impairments $ 1 $ — $ 9 $ 2 Intent-to-sell impairments — 2 1 6 Impairments on equity securities — — 1 — Total impairments $ 1 $ 2 $ 11 $ 8
Other than Temporary Impairment Losses, Investments	$ 1	$ 2	$ 11	$ 8

Separate Accounts, Death Bene21

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 3 (Tables)	6 Months Ended
	Jun. 30, 2016
Separate Accounts Disclosure [Abstract]
Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]	GMDB/GMWB [1,2] Universal Life Secondary Guarantees [1] Liability balance as of January 1, 2016 $ 863 $ 2,313 Incurred [3] 41 158 Paid (66 ) — Liability balance as of June 30, 2016 $ 838 $ 2,471 Reinsurance recoverable asset, as of January 1, 2016 $ 523 $ 2,313 Incurred [3] 32 158 Paid (51 ) — Reinsurance recoverable asset, as of June 30, 2016 $ 504 $ 2,471 GMDB/GMWB [1,2] Universal Life Secondary Guarantees [1] Liability balance as of January 1, 2015 $ 812 $ 2,041 Incurred [3] 20 135 Paid (56 ) — Liability balance as of June 30, 2015 $ 776 $ 2,176 Reinsurance recoverable asset, as of January 1, 2015 $ 480 $ 2,041 Incurred [3] 52 135 Paid (45 ) — Reinsurance recoverable asset, as of June 30, 2015 $ 487 $ 2,176 [1] Included in Reserve for future policy benefits and unpaid losses and loss adjustment expenses on the Condensed Consolidated Balance Sheets. [2] 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. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]	Asset type June 30, 2016 December 31, 2015 Equity securities (including mutual funds) $ 34,783 $ 36,970 Cash and cash equivalents 3,151 3,453 Total $ 37,934 $ 40,423 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 $ 13,801 $ 2,599 $ 429 71 With 5% rollup [2] 1,192 215 71 71 With Earnings Protection Benefit Rider (“EPB”) [3] 3,507 463 74 70 With 5% rollup & EPB 470 103 23 72 Total MAV 18,970 3,380 597 Asset Protection Benefit (APB) [4] 10,850 392 261 69 Lifetime Income Benefit (LIB) – Death Benefit [5] 483 8 8 69 Reset [6] (5-7 years) 2,453 31 30 70 Return of Premium [7] /Other 8,982 74 69 68 Subtotal Variable Annuity with GMDB/GMWB [10] 41,738 $ 3,885 $ 965 70 Less: General Account Value with GMDB/GMWB 3,804 Subtotal Separate Account Liabilities with GMDB 37,934 Separate Account Liabilities without GMDB 79,917 Total Separate Account Liabilities $ 117,851 [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 $6.6 billion of total account value and weighted average attained age of 72 years . There is no NAR or retained NAR related to these contracts.

Income Taxes Level 3 (Tables)

Income Taxes Level 3 (Tables)	6 Months Ended
	Jun. 30, 2016
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Tax provision at the U.S. federal statutory rate $ 52 $ 84 $ 55 $ 149 Dividends-received deduction ("DRD") (21 ) (71 ) (41 ) (94 ) Foreign related investments (1 ) (2 ) (3 ) (4 ) Provision for income taxes $ 30 $ 11 $ 11 $ 51

Transactions with Affiliates 23

Transactions with Affiliates Level 3 (Tables)	6 Months Ended
	Jun. 30, 2016
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, 2016 and December 31, 2015 , the Company had $53 of reserves for claim annuities purchased by affiliated entities. Reserves for annuities issued by the Company to The Hartford's property and casualty subsidiaries to fund structured settlement payments where the claimant has not released The Hartford's property and casualty subsidiaries of their primary obligation totaled $733 and $746 as of June 30, 2016 and December 31, 2015 , respectively. 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 Hartford is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote. In 1990 , Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990 . The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997 , it still covers policies that were issued from 1990 to 1997 . As of June 30, 2016 and December 31, 2015 , no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations. Reinsurance Ceded to Affiliates The Company also maintains a reinsurance agreement with Hartford Life and Accident Insurance Company ("HLA"), a wholly-owned subsidiary of Hartford Life, Inc., whereby the Company cedes both group life and group accident and health risk. Under this agreement, the Company ceded group life premium of $11 and $22 for the three and six months ended June 30, 2016 , respectively and $17 and $36 for the three and six months ended June 30, 2015 , respectively. The Company ceded accident and health premiums to HLA of $26 and $52 for the three and six months ended June 30, 2016 , respectively, and $38 and $79 for the three and six months ended June 30, 2015 , respectively.

Accumulated Other Comprehensi24

Accumulated Other Comprehensive Income Level 3 (Tables)	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
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, by component consist of the following: Three months ended June 30, 2016 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 765 $ 73 $ (3 ) $ 835 OCI before reclassifications 259 7 1 267 Amounts reclassified from AOCI (31 ) (3 ) — (34 ) OCI, net of tax 228 4 1 233 Ending balance $ 993 $ 77 $ (2 ) $ 1,068 Six months ended June 30, 2016 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 539 $ 57 $ (3 ) $ 593 OCI before reclassifications 468 29 1 498 Amounts reclassified from AOCI (14 ) (9 ) — (23 ) OCI, net of tax 454 20 1 475 Ending balance $ 993 $ 77 $ (2 ) $ 1,068	Three months ended June 30, 2015 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,257 $ 80 $ (3 ) $ 1,334 OCI before reclassifications (457 ) (10 ) — (467 ) Amounts reclassified from AOCI (10 ) (8 ) — (18 ) OCI, net of tax (467 ) (18 ) — (485 ) Ending balance $ 790 $ 62 $ (3 ) $ 849 Six months ended June 30, 2015 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,154 $ 70 $ (3 ) $ 1,221 OCI before reclassifications (342 ) (2 ) — (344 ) Amounts reclassified from AOCI (22 ) (6 ) — (28 ) OCI, net of tax (364 ) (8 ) — (372 ) Ending balance $ 790 $ 62 $ (3 ) $ 849
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Reclassifications from AOCI consist of the following: Amount Reclassified from AOCI AOCI Three Months Ended June 30, 2016 Six Months Ended June 30, 2016 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 47 $ 21 Net realized capital gains (losses) 47 21 Total before tax 16 7 Income tax expense 31 14 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — — Net realized capital gains (losses) Interest rate swaps 7 12 Net investment income Foreign currency swaps (2 ) 2 Net realized capital gains (losses) 5 14 Total before tax 2 5 Income tax expense 3 9 Net income Total amounts reclassified from AOCI $ 34 $ 23 Net income	Reclassifications from AOCI consist of the following: 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

Basis of Presentation and Acc25

Basis of Presentation and Accounting Policies Level 4 (Details) $ in Millions	6 Months Ended
	Jun. 30, 2016USD ($)
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	On January 1, 2016 the Company adopted new consolidation guidance issued by the Financial Accounting Standards Board ("FASB"). The updates revise when to consolidate variable interest entities ("VIEs") and general partners’ investments in limited partnerships, end the deferral granted for applying the VIE guidance to certain investment companies, and reduce the number of circumstances where a decision maker’s or service provider’s fee arrangement is deemed to be a variable interest in an entity. The updates also modify guidance for determining whether limited partnerships are VIEs or voting interest entities.
Dividends	$ 500
Reinsurer Concentration Risk [Member] | Stockholders' Equity, Total [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Concentration Risk, Percentage	0.00%
HIG_Accounting Standards Update 2020 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	In June 2016, the FASB issued updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of debt instruments, such as mortgage loans, reinsurance recoverables and receivables. Credit losses on available-for-sale (“AFS”) debt securities carried at fair value will continue to be measured as other-than-temporary impairments (“OTTI”) when incurred; however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances and no longer accreted as investment income through an adjustment to the investment yield. The allowance on AFS securities cannot cause the net carrying value to be below fair value and, therefore, it is possible that increases in fair value due to decreases in market interest rates could cause the reversal of a valuation allowance and increase net income. The new guidance will also require purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The guidance is effective January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for debt instruments carried at other than fair value. No allowance will be recognized at adoption for AFS debt securities; rather, their cost basis will be evaluated for an allowance for OTTI prospectively. Early adoption is permitted as of January 1, 2019. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s Condensed Consolidated Financial Statements.

Fair Value Measurements Level 4

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) - USD ($)		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015		Mar. 31, 2016	Dec. 31, 2015		Mar. 31, 2015	Dec. 31, 2014
Fair Value Measurement [Domain]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets		$ 114,607,000,000				$ 114,607,000,000					$ 118,163,000,000
Assets accounted for at fair value on a recurring basis
Alternative Investments, Fair Value Disclosure		5,000,000				5,000,000
Fair Value Measurement [Domain] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets		73,805,000,000				73,805,000,000					78,099,000,000
Assets accounted for at fair value on a recurring basis
Alternative Investments, Fair Value Disclosure		0				0
Fair Value Measurement [Domain] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets		39,605,000,000				39,605,000,000					38,700,000,000
Assets accounted for at fair value on a recurring basis
Alternative Investments, Fair Value Disclosure		0				0
Fair Value Measurement [Domain] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets		171,000,000				171,000,000					140,000,000
Assets accounted for at fair value on a recurring basis
Alternative Investments, Fair Value Disclosure		0				0
Separate Account Assets		117,851,000,000				117,851,000,000					120,111,000,000
Available-for-sale Securities, Debt Securities		25,700,000,000				25,700,000,000					24,657,000,000
Marketable Securities, Fixed Maturities		123,000,000				123,000,000					165,000,000
Trading Securities, Equity		11,000,000				11,000,000					11,000,000
Available-for-sale Securities, Equity Securities		136,000,000				136,000,000					459,000,000
Other Short-term Investments		874,000,000				874,000,000					572,000,000
Alternative Investments, Fair Value Disclosure		1,084,000,000				1,084,000,000					1,216,000,000
Reinsurance Recoverables		20,545,000,000				20,545,000,000					20,499,000,000
Assets, Fair Value Disclosure		141,864,000,000				141,864,000,000					144,439,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(945,000,000)				(945,000,000)
Cash collateral liability		17,000,000				17,000,000					3,000,000
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount				$ 0				$ 0			0
Separate Accounts [Member]
Liabilities accounted for at fair value on a recurring basis
Fair Value Investments Entities that Calculate NAV Per Share		1,000,000,000				1,000,000,000					1,200,000,000
Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(440,000,000)				(440,000,000)
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		270,000,000				270,000,000					250,000,000	[1]
Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		12,000,000				12,000,000					7,000,000
Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(21,000,000)				(21,000,000)
Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		28,000,000				28,000,000
Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		1,000,000				1,000,000					4,000,000
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(281,000,000)				(281,000,000)
Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		123,000,000				123,000,000					54,000,000
Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(447,000,000)				(447,000,000)
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		(505,000,000)				(505,000,000)					(653,000,000)	[2],[3]
ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,019,000,000				1,019,000,000					846,000,000
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	[4]	1,269,000,000				1,269,000,000					1,408,000,000
CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,146,000,000				2,146,000,000					1,964,000,000
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,594,000,000				15,594,000,000					15,175,000,000
Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		296,000,000				296,000,000					331,000,000
Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,282,000,000				1,282,000,000					1,132,000,000
RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,732,000,000				1,732,000,000					1,503,000,000
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		42,000,000		0		42,000,000		0			166,000,000			$ 0
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,362,000,000				2,362,000,000					2,298,000,000
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		299,000,000				299,000,000					123,000,000
Marketable Securities, Fixed Maturities		0				0					1,000,000
Trading Securities, Equity		11,000,000				11,000,000					11,000,000
Available-for-sale Securities, Equity Securities		52,000,000				52,000,000					396,000,000
Other Short-term Investments		258,000,000				258,000,000					131,000,000
Assets, Fair Value Disclosure		74,425,000,000				74,425,000,000					78,761,000,000
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] | 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] | 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		299,000,000				299,000,000					123,000,000
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		23,615,000,000				23,615,000,000					22,909,000,000
Marketable Securities, Fixed Maturities		123,000,000				123,000,000					162,000,000
Trading Securities, Equity		0				0					0
Available-for-sale Securities, Equity Securities		42,000,000				42,000,000					25,000,000
Other Short-term Investments		616,000,000				616,000,000					441,000,000
Assets, Fair Value Disclosure		64,167,000,000				64,167,000,000					62,408,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(642,000,000)				(642,000,000)
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		134,000,000				134,000,000					92,000,000
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		12,000,000				12,000,000					7,000,000
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		(21,000,000)				(21,000,000)
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		27,000,000				27,000,000
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		1,000,000				1,000,000					4,000,000
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		(281,000,000)				(281,000,000)
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		123,000,000				123,000,000					54,000,000
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		(413,000,000)				(413,000,000)
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		(642,000,000)				(642,000,000)					(748,000,000)	[3]
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,012,000,000				1,012,000,000					841,000,000
Level 2 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,003,000,000				1,003,000,000					1,078,000,000
Level 2 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,131,000,000				2,131,000,000					1,902,000,000
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		14,877,000,000				14,877,000,000					14,641,000,000
Level 2 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		278,000,000				278,000,000					314,000,000
Level 2 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,209,000,000				1,209,000,000					1,083,000,000
Level 2 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,042,000,000				1,042,000,000					875,000,000
Level 2 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,063,000,000				2,063,000,000					2,175,000,000
Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,786,000,000				1,786,000,000					1,625,000,000
Marketable Securities, Fixed Maturities		0				0					2,000,000
Trading Securities, Equity		0				0					0
Available-for-sale Securities, Equity Securities		42,000,000				42,000,000					38,000,000
Other Short-term Investments		0				0					0
Assets, Fair Value Disclosure		2,241,000,000				2,241,000,000					2,046,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(303,000,000)				(303,000,000)
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		(440,000,000)				(440,000,000)
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		136,000,000				136,000,000					158,000,000
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					0
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] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		1,000,000				1,000,000
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		(34,000,000)				(34,000,000)
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		137,000,000				137,000,000					95,000,000	[3]
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		7,000,000				7,000,000					5,000,000
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		266,000,000				266,000,000					330,000,000
Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,000,000				15,000,000					62,000,000
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		717,000,000				717,000,000					534,000,000
Level 3 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		18,000,000				18,000,000					17,000,000
Level 3 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		73,000,000				73,000,000					49,000,000
Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		690,000,000				690,000,000					628,000,000
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											(941,000,000)
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											(288,000,000)
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											(7,000,000)
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											41,000,000
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											(376,000,000)
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											(431,000,000)
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] | 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											(748,000,000)
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											(7,000,000)
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											41,000,000
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											(376,000,000)
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											(402,000,000)
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											(193,000,000)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net											(288,000,000)
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											0
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											0
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											(29,000,000)
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		14,000,000				14,000,000					61,000,000
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		690,000,000				690,000,000					628,000,000
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		(412,000,000)				(412,000,000)
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]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(412,000,000)				(412,000,000)
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											(262,000,000)
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											(262,000,000)
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		85,000,000				85,000,000					111,000,000
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		118,000,000				118,000,000					47,000,000
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		(2,000,000)				(2,000,000)					27,000,000
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		40,000,000				40,000,000					(4,000,000)
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		87,000,000				87,000,000					84,000,000
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		78,000,000				78,000,000					51,000,000
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		49,000,000				49,000,000					74,000,000
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		98,000,000				98,000,000					73,000,000
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		6,000,000				6,000,000					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		49,000,000				49,000,000					74,000,000
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		92,000,000				92,000,000					73,000,000
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		106,000,000				106,000,000					83,000,000
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		106,000,000				106,000,000					83,000,000
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		32,000,000				32,000,000					79,000,000
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		32,000,000				32,000,000					79,000,000
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		(28,000,000)				(28,000,000)
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		(28,000,000)				(28,000,000)
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											(26,000,000)
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net											0
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net											0
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net											(26,000,000)
Portion at Other than Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets		3,200,000,000				3,200,000,000					1,800,000,000
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		273,000,000	[5]	267,000,000		273,000,000	[5]	267,000,000			253,000,000	[5]	$ 315,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[6],[7],[9]			61,000,000	[8]	(8,000,000)	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				(2,000,000)		8,000,000	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				1,000,000		2,000,000	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[10]			(10,000,000)		(6,000,000)	[5]
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					(6,000,000)	(3,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[6],[7],[9]			2,000,000	[8]			(1,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				(2,000,000)				(8,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[10]			(10,000,000)				(10,000,000)
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		1,000,000		3,000,000		1,000,000		3,000,000		$ 3,000,000	0		5,000,000	5,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[6],[7],[9]	2,000,000		2,000,000	[8]	7,000,000		(8,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases						8,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							10,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
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		(34,000,000)		(28,000,000)		(34,000,000)		(28,000,000)		(32,000,000)	(29,000,000)		(30,000,000)	(27,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[6],[7],[9]	2,000,000		(3,000,000)	[8]	5,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				1,000,000				1,000,000	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
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		165,000,000		125,000,000		165,000,000		125,000,000		$ 144,000,000	$ 135,000,000		$ 159,000,000	$ 170,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[6],[7],[9]	(15,000,000)		34,000,000	[8]	(24,000,000)		25,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							20,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			$ 0				$ 0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[10]	$ (6,000,000)				$ (6,000,000)
Hedge Funds [Member] | Separate Accounts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage		35.00%				35.00%					28.00%
Private Equity Funds [Member] | Separate Accounts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage		9.00%				9.00%					4.00%
[1]	[1]Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.
[2]	Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and amount presented is limited to the net derivative payable associated with each counterparty.
[3]	Includes OTC and OTC-cleared derivative instruments in a net negative fair 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.
[4]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).
[5]	[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]	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.
[7]	[1]The Company classifies realized and unrealized 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]	[3]All amounts are before income taxes and amortization of DAC.
[9]	[6]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[10]	[4]Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

Fair Value Measurements Level27

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) - USD ($) $ in Millions		3 Months Ended				6 Months Ended			12 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015	Dec. 31, 2015		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net		$ 22	[1]	$ (13)	[1]	$ 19		$ (40)
Available-for-sale Securities, Debt Securities		25,700				25,700			$ 24,657
Credit standing adjustment assumption net of reinsurance [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net		(3)		(2)		$ (1)		(2)
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 for OTC derivatives that utilize independent market data inputs, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of June 30, 2016 and December 31, 2015, 93% and 94%, respectively, of derivatives, based upon notional values, were priced by valuation models, including discounted cash flow models and option-pricing models that utilize present value techniques, 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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		171		286		$ 171		286	139		$ 154	$ 137	$ 112
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)				1		7	[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		22		222		61		260
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		3		5		9		10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		6		19		16		25
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	[7]	3		5		6		6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	[7]	2		53		17		57
Available-for-sale Securities, Debt Securities		1,786				1,786			1,625
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		175	[8]			$ 175	[8]		$ 179
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques						Option model	[8]		Option model
Fair value measurements significant assumptions						Equity volatility	[8]		Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	[9]					Increase	[8]		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		(34)				$ (34)			$ (30)
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	[9]					Decrease			Decrease
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		166				$ 166			$ 131
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	[9]					Increase			Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Variance Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(34)				$ (34)			$ (31)
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques						Option model			Option model
Fair value measurements significant assumptions						Equity volatility			Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description						Increase			Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		33				$ 33			$ 35
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques						Option model			Option model
Fair value measurements significant assumptions						Equity volatility			Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description						Increase			Increase	[9]
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%	[8]		28.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve						2.00%			3.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate						30.00%			40.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Variance Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate						24.00%			21.00%
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						30.00%			29.00%
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						12.00%	[8]		14.00%
Level 3 [Member] | Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve						2.00%			3.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate						12.00%			10.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Variance Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate						22.00%			19.00%
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						27.00%			27.00%
Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		0		72		$ 0		72	$ 2		1	72	84
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]							(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]							(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				1		1		5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				(1)				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		1		1		1		5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				1	[7]	$ 2	[7]	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	[10]					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						1275.00%			1505.00%
Level 3 [Member] | CMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk						10.00%			31.00%
Level 3 [Member] | CMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[11]					234.00%			230.00%
Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[12]					Discounted cash flows			Discounted cash flows
Fair value measurements significant assumptions	[12]					Spread			Spread
Fair Value Measurements, Sensitivity Analysis, Description	[10],[12]					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	[12]					1531.00%			800.00%
Level 3 [Member] | Corporate [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[12]					158.00%			63.00%
Level 3 [Member] | Corporate [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[11],[12]					360.00%			290.00%
Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[12]					Discounted cash flows			Discounted cash flows
Fair value measurements significant assumptions	[12]					Spread			Spread
Fair Value Measurements, Sensitivity Analysis, Description	[10],[12]					Decrease			Decrease
Level 3 [Member] | Municipal [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[12]					283.00%			193.00%
Level 3 [Member] | Municipal [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[12]					223.00%			193.00%
Level 3 [Member] | Municipal [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[11],[12]					240.00%			193.00%
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						1896.00%			1696.00%
Fair Value Inputs, Prepayment Rate						20.00%			20.00%
Fair Value Inputs, Probability of Default						10.00%			10.00%
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						54.00%			30.00%
Fair Value Inputs, Prepayment Rate						0.00%			0.00%
Fair Value Inputs, Probability of Default						1.00%			1.00%
Fair Value Inputs, Loss Severity						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	[11]					205.00%			172.00%
Fair Value Inputs, Prepayment Rate	[11]					3.00%			3.00%
Fair Value Inputs, Probability of Default	[11]					6.00%			6.00%
Fair Value Inputs, Loss Severity	[11]					79.00%			79.00%
Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		299				$ 299			$ 123
Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		23,615				$ 23,615			$ 22,909
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	[13],[14]					Increase			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	[14]					100.00%			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	[14]					20.00%			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	[13],[15]					Increase			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	[15]					8.00%			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	[15]					0.00%			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	[10]					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	[10],[16]					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	[10]					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	[10]					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	[13],[17]					Decrease			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	[17]					75.00%			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	[17]					0.00%			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	[13]					Increase	[18]		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%	[18]		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%	[18]		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	[13],[19]					Increase			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	[19]					30.00%			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	[19]					12.00%			10.00%
Foreign Government Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		296				$ 296			$ 331
Foreign Government Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		18				18			17
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		278				278			314
Asset-backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,019				1,019			846
Asset-backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		7				7			5
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		1,012				1,012			841
RMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,732				1,732			1,503
RMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		690				690			628
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		1,042				1,042			875
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		690				690			628
Municipal [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,282				1,282			1,132
Municipal [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		73				73			49
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		1,209				1,209			1,083
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	[12]	55				55			31
Corporate [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15,594				15,594			15,175
Corporate [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		717				717			534
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		14,877				14,877			14,641
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	[12]	385				385			213
CMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		2,146				2,146			1,964
CMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15				15			62
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		2,131				2,131			1,902
CMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		14				14			61
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	[20]	1,269				1,269			1,408
Collateralized Debt Obligations [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		266				266			330
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		1,003				1,003			1,078
Available-for-sale Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		1,786		1,722		1,786		1,722	1,625		1,690	1,990	2,025
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]	(1)						(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]	(2)				(8)		(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	23		(17)		3		(22)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		74		48		216		86
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		157		81		190		121
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		36		57		39		95
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		276	[7]	16	[7]	322	[7]	79
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		82	[7]	177	[7]	143	[7]	226
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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		18		15		18		15	17		20	17	30
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	1		(2)		2		(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				2		3		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		1		1		2		2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		2		1		2		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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		7		14		7		14	5		2	96	82
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]			(2)				(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				9				22
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				6				6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		5	[7]			5	[7]	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				83	[7]	3	[7]	83
Available-for-sale Securities [Member] | RMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		690		662		690		662	628		701	674	734
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]							(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	3		1		(2)		1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		40		35		148		46
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		44		29		76		58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				35				57
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				16	[7]	2	[7]	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		10	[7]			10	[7]	19
Available-for-sale Securities [Member] | Municipal [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		73		49		73		49	49		50	52	54
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	3		(3)		4		(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		12				12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	[7]	8				8
Available-for-sale Securities [Member] | Corporate [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		717		547		717		547	534		538	670	646
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]	(1)				(1)		(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]	(1)				(7)		(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	16		(10)		4		(26)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		19		2		34		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		48		26		45		24
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		32		12		35		15
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		263	[7]			307	[7]	58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		38	[7]	77	[7]	75	[7]	93
Available-for-sale Securities [Member] | CMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		15		87		15		87	62		51	119	119
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]							(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	1		1		(1)		(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		3				19		12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		4		13		8		19
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		2		3		2		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3								4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		34	[7]	17	[7]	55	[7]	25
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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		266		348		266		348	$ 330		$ 328	$ 362	$ 360
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[2],[3]							(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[2],[4],[5]	(1)				(1)		(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[6]	(1)		(2)		(4)		13
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		$ 60		$ 12		$ 59		18
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3								$ 6
[1]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
[2]	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]	[7]Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[4]	[1]The Company classifies realized and unrealized 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.
[5]	[6]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[6]	[3]All amounts are before income taxes and amortization of DAC.
[7]	[4]Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[8]	[2]Excludes derivatives for which the Company bases fair value on broker quotations as noted in the following discussion.
[9]	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.
[10]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[11]	The weighted average is determined based on the fair value of the securities.
[12]	xcludes securities for which the Company bases fair value on broker quotations as noted in the following discussion.
[13]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[14]	Range represents assumed cumulative percentages of policyholders taking withdrawals.
[15]	Range represents assumed cumulative annual amount withdrawn by policyholders.
[16]	Decrease for above market rate coupons and increase for below market rate coupons.
[17]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[18]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[19]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
[20]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).

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, 2016		Sep. 30, 2015	Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015		Mar. 31, 2016		Dec. 31, 2015		Mar. 31, 2015	Dec. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		$ 2			$ (4)		$ (32)		$ 1
Available-for-sale Equity Securities, Amortized Cost Basis		123					123						$ 471
Available-for-sale Securities, Debt Securities		25,700					25,700						24,657
Reinsurance Recoverables		20,545					20,545						20,499
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		123					123						165
Trading Securities, Equity		11					11						11
Available-for-sale Securities, Equity Securities		136					136						459
Financial and Nonfinancial Liabilities, Fair Value Disclosure		945					945
Other Short-term Investments		874					874						572
Alternative Investments, Fair Value Disclosure		1,084					1,084						1,216
Separate Account Assets		117,851					117,851						120,111
Assets, Fair Value Disclosure		141,864					141,864						144,439
Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,019					1,019						846
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	[1]	123					123
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	[1]	136					136						178
Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,732					1,732						1,503
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		1,282					1,282						1,132
Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		296					296						331
Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		15,594					15,594						15,175
Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		2,146					2,146						1,964
Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	[2]	1,269					1,269						1,408
Separate Accounts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	3							(1)
Credit Linked Notes [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)							(34)		2
Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		0			2
Available-for-sale Equity Securities, Amortized Cost Basis		0					0						293
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						281
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		(440)					(440)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]						0
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		(447)					(447)
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		(21)					(21)
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)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]						0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]								1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	[6]	(2)			(53)		(17)		(57)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		171			286		171		286		$ 154		139		$ 137	$ 112
Available-for-sale Securities, Debt Securities		1,786					1,786						1,625
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]								1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)					1		7	[3]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		0					0						2
Trading Securities, Equity		0					0						0
Available-for-sale Securities, Equity Securities		42					42						38
Financial and Nonfinancial Liabilities, Fair Value Disclosure		303					303
Other Short-term Investments		0					0						0
Assets, Fair Value Disclosure		2,241					2,241						2,046
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		22			222		61		260
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		3			5		9		10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(6)			(19)		(16)		(25)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	[6]	3			5		6		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		7					7						5
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		690					690						628
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		73					73						49
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		18					18						17
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		717					717						534
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		15					15						62
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		266					266						330
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, Change in Unrealized Gain (Loss)		7			(51)	[4],[5]	8	[4],[5],[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[6]				10		6	[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		273	[9]		267		273	[9]	267				253	[9]	315
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]				(61)	[3]	8	[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, Purchases					(2)		8	[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					(1)		(2)	[9]
Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]								(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3					(1)	[6]	(2)	[6]	(10)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		0			72		0		72		1		2		72	84
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]								(4)
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, Purchases					1		1		5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements					(1)				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(1)			(1)		(1)		(5)
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, Change in Unrealized Gain (Loss)		(2)			3	[4],[5]	(5)	[4],[5]	(2)	[4],[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(34)			(28)		(34)		(28)		(32)		(29)		(30)	(27)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]	(2)			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, Settlements					(1)				(1)	[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
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, Change in Unrealized Gain (Loss)		(2)					(7)	[4],[5]	1	[4],[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1			3		1		3		3		0		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]	(2)			(2)	[3]	(7)		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, Purchases							8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[9]								(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
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, Change in Unrealized Gain (Loss)	[4],[5]								3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[6]				10				10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs					0				0						(6)	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]				(2)	[3]			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, Purchases					(2)				(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[9]								0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
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, Change in Unrealized Gain (Loss)	[4],[5]				(4)				(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[6]				0
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, Gain (Loss) Included in Earnings	[4],[7],[8]				(4)	[3]			(4)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[9]								0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales					0				0	[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[6]				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, Change in Unrealized Gain (Loss)	[4],[5]								(33)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[6]	6	[9]						10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		273	[9]		267		273	[9]	267		260	[9]				286
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]	7	[9]						(43)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases									39
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[9]								(31)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[6]				6				6
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		(440)					(440)
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		(34)					(34)
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		1					1
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
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		299					299						123
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		0					0						1
Trading Securities, Equity		11					11						11
Available-for-sale Securities, Equity Securities		52					52						396
Financial and Nonfinancial Liabilities, Fair Value Disclosure		0					0
Other Short-term Investments		258					258						131
Assets, Fair Value Disclosure		74,425					74,425						78,761
Fair Value, Inputs, Level 1 [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [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		0					0						0
Fair Value, Inputs, Level 1 [Member] | Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		0					0						0
Fair Value, Inputs, Level 1 [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		0					0
Fair Value, Inputs, Level 1 [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		0					0
Fair Value, Inputs, Level 1 [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		0					0
Fair Value, Inputs, Level 1 [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
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		23,615					23,615						22,909
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		123					123						162
Trading Securities, Equity		0					0						0
Available-for-sale Securities, Equity Securities		42					42						25
Financial and Nonfinancial Liabilities, Fair Value Disclosure		642					642
Other Short-term Investments		616					616						441
Assets, Fair Value Disclosure		64,167					64,167						62,408
Fair Value, Inputs, Level 2 [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,012					1,012						841
Fair Value, Inputs, Level 2 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,042					1,042						875
Fair Value, Inputs, Level 2 [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		1,209					1,209						1,083
Fair Value, Inputs, Level 2 [Member] | Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		278					278						314
Fair Value, Inputs, Level 2 [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		14,877					14,877						14,641
Fair Value, Inputs, Level 2 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		2,131					2,131						1,902
Fair Value, Inputs, Level 2 [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,003					1,003						1,078
Fair Value, Inputs, Level 2 [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		0					0
Fair Value, Inputs, Level 2 [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		(413)					(413)
Fair Value, Inputs, Level 2 [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		27					27
Fair Value, Inputs, Level 2 [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		(21)					(21)
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, Transfers out of Level 3	[6]				(3)				(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		42			44		42		44		36		38		48	48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]				6				6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		4					4		(2)	[3]
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, Purchases		2			1		2		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[9]								0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3					(8)	[9]	(2)		(8)	[9]
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	(1)							(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		(82)	[6]		(177)	[6]	(143)	[6]	(226)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		1,786			1,722		1,786		1,722		1,690		1,625		1,990	2,025
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]	(2)					(8)		(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	23			(17)		3		(22)
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, Purchases		74			48		216		86
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		157			81		190		121
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(36)			(57)		(39)		(95)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		276	[6]		16	[6]	322	[6]	79
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, Transfers out of Level 3					(83)	[6]	(3)	[6]	(83)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		7			14		7		14		2		5		96	82
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]				(2)				(2)
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, Purchases					9				22
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3					(6)				(6)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		5	[6]				5	[6]	1
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, Transfers out of Level 3		(10)	[6]				(10)	[6]	(19)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		690			662		690		662		701		628		674	734
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]								(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	3			1		(2)		1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		40			35		148		46
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		44			29		76		58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3					(35)				(57)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3					16	[6]	2	[6]	16
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		73			49		73		49		50		49		52	54
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	3			(3)		4		(5)
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, Purchases		12					12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	[6]	8					8
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		18			15		18		15		20		17		17	30
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	1			(2)		2		(2)
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, Purchases					2		3		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		1			1		2		2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(2)			(1)		(2)		(14)
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	(1)					(1)		(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		(38)	[6]		(77)	[6]	(75)	[6]	(93)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		717			547		717		547		538		534		670	646
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]	(1)					(7)		(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	16			(10)		4		(26)
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, Purchases		19			2		34		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		48			26		45		24
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(32)			(12)		(35)		(15)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		263	[6]				307	[6]	58
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]								(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		(34)	[6]		(17)	[6]	(55)	[6]	(25)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		15			87		15		87		51		62		119	119
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	1			1		(1)		(1)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		3					19		12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		4			13		8		19
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		(2)			(3)		(2)		(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3									4
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]								(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3									(6)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		266			348		266		348		328		330		362	360
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]	(1)					(1)		(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]	(1)			(2)		(4)		13
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		60			12		59		18
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	3					16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		106					106				99		83
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]	3					16
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		4					(7)
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		(28)					(28)
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		(28)					(28)
Equity Linked Notes [Member] | Fair Value, Inputs, Level 1 [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		0					0
Equity Linked Notes [Member] | Fair Value, Inputs, Level 2 [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		0					0
US Macro Hedge Program [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)		(4)			(18)	[4],[5]	(4)	[4],[5]	(15)	[4],[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		141			165		141		165		145		147		187	141
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]	(4)			(22)	[3]	(4)		(23)
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									47
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements							(2)		0	[9]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
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		118					118						47
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		166					166						131
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, Change in Unrealized Gain (Loss)		15			(32)	[4],[5]	24	[4],[5]	(16)	[4],[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[6]	6					6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		165			125		165		125		144		135		159	170
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[4],[7],[8]	15			(34)	[3]	24		(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, Settlements	[9]								(20)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[9]				0				0
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		78					78						51
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 1 [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		0					0						0
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 2 [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		40					40						(4)
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													941
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													(288)
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													(431)
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													41
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													(7)
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													193
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		690					690						628
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		14					14						61
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, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value		(440)			138		(440)		138		(386)		288		202	165
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													(288)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	[4],[7],[8]	(38)			78		(119)		59
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements		16			14		33		32
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	(38)			78		(119)		59
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, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value					3				3						3	3
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, Liability, Gain (Loss) Included in Earnings	[4],[7],[8]				0				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements					0				0
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]				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													(29)
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													0
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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [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 2 [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													748
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [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													0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [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													(402)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [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													41
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [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													(7)
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, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value		(28)			26		(28)		26		(25)		26		26	26
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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	[4],[7],[8]	(3)			0		(2)		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements		0			0		0		0
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	(3)			0		(2)		0
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Fair Value, Inputs, Level 1 [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													0
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Fair Value, Inputs, Level 2 [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													0
Guaranteed Minimum Withdrawal Benefit [Member] | Other Policyholder Funds and Benefits Payable [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		(412)					(412)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value		(412)			112		(412)		112		$ (361)		262		176	139
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		(412)					(412)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	[4],[7],[8]	(35)			78		(117)		59
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements		16			14		33		32
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]	(35)			78		(117)		59
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Inputs, Level 1 [Member] | Other Policyholder Funds and Benefits Payable [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		0					0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Inputs, Level 2 [Member] | Other Policyholder Funds and Benefits Payable [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		$ 0					$ 0
Guaranteed Minimum Withdrawal Benefit [Member] | Reinsurance Recoverable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	[4],[5]				(16)				(15)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value					50				50						$ 65	$ 56
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	[4],[7],[8]				(16)				(9)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[3]			$ 0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements					$ 1				$ 3
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [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													(262)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [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													(262)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Policyholder Funds and Benefits Payable [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													0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Policyholder Funds and Benefits Payable [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													$ 0
[1]	Excluded equity securities, FVO, with a cost and fair value of $293 and $281 as of December 31, 2015. The Company did not hold any equity securities, FVO as of June 30, 2016.
[2]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).
[3]	[3]All amounts are before income taxes and amortization of DAC.
[4]	2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[5]	[7]Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[6]	[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.
[7]	[1]The Company classifies realized and unrealized 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]	[6]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[9]	[5]Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

Fair Value Measurements 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, 2016		Jun. 30, 2015		Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ 22	[1]	$ (13)	[1]	$ 19	$ (40)
Credit standing adjustment asset (liability), net	(1)				(1)		$ 0
Behavior Risk Margin	43				43		45
Credit standing adjustment assumption net of reinsurance [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(3)		(2)		(1)	(2)
Gain (Loss) Due to Changes in Assumptions [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0		0		0	0
Behavior Risk Margin Update Due to Underlying Fund Performance [Member] | GMWB Derivatives, Net [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	17		1		13	11
US Treasury Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	$ 42		$ 0		$ 42	$ 0	$ 166	$ 0
[1]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.

Fair Value Measurements Level30

Fair Value Measurements Level 4 Fair Value Option (Details) - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015		Mar. 31, 2016		Dec. 31, 2015		Mar. 31, 2015	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		$ 2		$ (4)		$ (32)		$ 1
Fair value of assets accounted for using fair value option		123				123						$ 165
Credit Linked Notes [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option						(34)		2
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		2		(6)		2		(1)
Asset-backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		0				0						4
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		0		(2)		0		1
Fair value of assets accounted for using fair value option		0				0						31
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		0		0		1
Fair value of assets accounted for using fair value option		0				0						1
Commercial Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		0				0						6
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		0		0		0
Fair value of assets accounted for using fair value option		0				0						1
Residential Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		2		(4)		2		(3)
Fair value of assets accounted for using fair value option		123				123						119
US Treasury and Government [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		0				0						3
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		0		2
Fair value of assets accounted for using fair value option		0				0						281
Fair Value, Inputs, Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		171		286		171		286		$ 154		139		$ 137	$ 112
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)				1		7	[1]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		22		222		61		260
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		3		5		9		10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		6		19		16		25
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	[2]	3		5		6		6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	[2]	2		53		17		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, Change in Unrealized Gain (Loss)		7		(51)	[3],[4]	8	[3],[4],[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		273	[5]	267		273	[5]	267				253	[5]	315
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]			(61)	[1]	8	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				(2)		8	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(1)		(2)	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[2]			10		6	[5]
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		42		44		42		44		36		38		48	48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		4				4		(2)	[1]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		2		1		2		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[5]							0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				8	[5]	2		8	[5]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	[2]			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, Change in Unrealized Gain (Loss)	[3],[4]							3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				0				0						(6)	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]			(2)	[1]			1
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	[5]							0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[2]			10				10
Commodity 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, Change in Unrealized Gain (Loss)	[3],[4]			(4)				(4)
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, Gain (Loss) Included in Earnings	[3],[6],[7]			(4)	[1]			(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales				0				0	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[2]			6				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[2]			0
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, Change in Unrealized Gain (Loss)		(2)				(7)	[3],[4]	1	[3],[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1		3		1		3		3		0		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]	(2)		(2)	[1]	(7)		8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases						8
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	[5]			0				0
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, Change in Unrealized Gain (Loss)		(2)		3	[3],[4]	(5)	[3],[4]	(2)	[3],[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(34)		(28)		(34)		(28)		(32)		(29)		(30)	(27)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]	(2)		3	[1]	(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(1)				(1)	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
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, Change in Unrealized Gain (Loss)	[3],[4]							(33)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		273	[5]	267		273	[5]	267		260	[5]				286
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]	7	[5]					(43)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases								39
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							(31)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[2]			6				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[2]	6	[5]					10
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, Change in Unrealized Gain (Loss)		15		(32)	[3],[4]	24	[3],[4]	(16)	[3],[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		165		125		165		125		144		135		159	170
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]	15		(34)	[1]	24		(25)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[5]							(20)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			0				0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[2]	6				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, Change in Unrealized Gain (Loss)		(4)		(18)	[3],[4]	(4)	[3],[4]	(15)	[3],[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		141		165		141		165		$ 145		$ 147		$ 187	$ 141
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[3],[6],[7]	$ (4)		(22)	[1]	(4)		(23)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases								47
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements						$ (2)		0	[5]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	[5]			$ 0				$ 0
[1]	[3]All amounts are before income taxes and amortization of DAC.
[2]	[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.
[3]	2]All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.
[4]	[7]Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[5]	[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]	[1]The Company classifies realized and unrealized 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]	[6]Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

Fair Value Measurements Level31

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Fair Value Measurement [Domain]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		$ 114,607	$ 118,163
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		73,805	78,099
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		171	140
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		39,605	38,700
Available-for-sale Securities, Debt Securities		25,700	24,657
Assets		173,673	175,350
Assets, Fair Value Disclosure		141,864	144,439
Liabilities		165,395	167,188
Marketable Securities, Fixed Maturities		123	165
Trading Securities, Equity		11	11
Available-for-sale Securities, Equity Securities		136	459
Other Short-term Investments		874	572
Reinsurance Recoverables		20,545	20,499
Separate Account Assets		117,851	120,111
Financial and Nonfinancial Liabilities, Fair Value Disclosure		945
Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		299	123
Assets, Fair Value Disclosure		74,425	78,761
Marketable Securities, Fixed Maturities		0	1
Trading Securities, Equity		11	11
Available-for-sale Securities, Equity Securities		52	396
Other Short-term Investments		258	131
Financial and Nonfinancial Liabilities, Fair Value Disclosure		0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,786	1,625
Assets, Fair Value Disclosure		2,241	2,046
Marketable Securities, Fixed Maturities		0	2
Trading Securities, Equity		0	0
Available-for-sale Securities, Equity Securities		42	38
Other Short-term Investments		0	0
Financial and Nonfinancial Liabilities, Fair Value Disclosure		303
Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		23,615	22,909
Assets, Fair Value Disclosure		64,167	62,408
Marketable Securities, Fixed Maturities		123	162
Trading Securities, Equity		0	0
Available-for-sale Securities, Equity Securities		42	25
Other Short-term Investments		616	441
Financial and Nonfinancial Liabilities, Fair Value Disclosure		642
Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(440)
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
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		(440)
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
Mortgages [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets			2,918
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		3,053	2,995
Policy Loans [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets		1,434	1,446
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		1,434	1,446
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	[1]	6,390	6,611
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	[1]	6,682	6,802
Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities		738	619
Investment Contracts [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		795	682
Credit Risk Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		12	7
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
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
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		12	7
Credit Risk Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(21)
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
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
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		(21)
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	[2]	32	38
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		32	38	[2]
Equity Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		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
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		1
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		27
Foreign Exchange Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		1	4
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
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
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		1	4
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(281)
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
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
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		(281)
Interest Rate Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		123	54
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
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
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		123	54
Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(447)
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
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		(34)
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		(413)
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		(505)	(653)	[3],[4]
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	[4]
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		137	95	[4]
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		(642)	(748)	[4]
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		270	250	[5]
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		136	158
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		134	92
Asset-backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,019	846
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
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		7	5
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		1,012	841
Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	[6]	1,269	1,408
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
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		266	330
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		1,003	1,078
Commercial Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,146	1,964
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
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		15	62
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		2,131	1,902
Corporate Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15,594	15,175
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
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		717	534
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		14,877	14,641
Foreign Government Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		296	331
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
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		18	17
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		278	314
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,282	1,132
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
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		73	49
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		1,209	1,083
Residential Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,732	1,503
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
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		690	628
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		1,042	875
US Treasury Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,362	2,298
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		299	123
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
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		2,063	2,175
Fair Value, Measurements, Recurring [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure			941
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			193
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			748
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			(288)
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]
Derivative Assets (Liabilities), at Fair Value, Net			(288)
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			(7)
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			0
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			(7)
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			41
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			0
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			41
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			(376)
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			(376)
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			(431)
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			(29)
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			(402)
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		14	61
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		690	628
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		85	111
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
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		87	84
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		(2)	27
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		118	47
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
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		78	51
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		40	(4)
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		49	74
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
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		49	74
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
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		98	73
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
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		92	73
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		6	0
GMWB Reinsurance [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		106	83
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0	0
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		106	83
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		32	79
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
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
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		32	79
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		(28)
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
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		(28)
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
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]
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 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		(412)
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
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]
Derivative Assets (Liabilities), at Fair Value, Net		(412)
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
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			(262)
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			(262)
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]	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 Company's Condensed Consolidated Balance Sheets and amount presented is limited to the net derivative payable associated with each counterparty.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative fair 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.
[5]	[1]Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.
[6]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).

Investments and Derivative In32

Investments and Derivative Instruments Level 4 Net Realized Capital Gains (Losses) (Details) - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Net Realized Capital Gains (Losses) [Line Items]
Foreign Currency Transaction Gain (Loss), Realized		$ (64)		$ 16
Available-for-sale Securities, Gross Realized Gains		61		65		$ 91	$ 184
Available-for-sale Equity Securities, Amortized Cost Basis		123				123		$ 471
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		105				105		100
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		2,450				2,450		1,431
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax	[1]	19				19		11
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax	[1]	6				6		11
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		149				149		342
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		44				44		242
Net Realized Capital Gains (Losses) Table [Abstract]
Available-for-sale Securities, Gross Realized Losses		13		53		60	148
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net		(1)		(2)		(11)	(8)
Periodic Net Coupon Settlements on Credit Derivatives		(1)		2		0	3
Derivative, Gain (Loss) on Derivative, Net		22	[2]	(13)	[2]	19	(40)
Gain (Loss) on Coinsurance and Modified Coinsurance Reinsurance Contracts		(25)		37		(47)	26
Realized Investment Gains (Losses)		3		13		(114)	4
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		4		15		(103)	12
Proceeds from Sale of Available-for-sale Securities		1,700		2,500		3,900	5,600
Three Win Related Foreign Currency Swaps [Member] | JAPAN
Net Realized Capital Gains (Losses) [Line Items]
Foreign Currency Transaction Gain (Loss), Realized						(108)	16
Mortgages [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments		0		0		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				16		21	34
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		47		16		21	34
Municipal Bonds [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0				0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		0				0		5
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		0				0		5
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		33				33		32
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		18				18		16
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		34				34		34
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		1				1		2
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		45				45		41
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,619				1,619		975
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		76				76		225
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		31				31		184
Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		101				101		93
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		143				143		331
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		42				42		238
Equity Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis	[1]							178
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	[3]	4				4		7
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	[3]	6				6		11
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	[3]	2				2		4
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		3
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		27				27		14
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		3				3		11
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		2				2		8
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		192				192		80
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		7				7		7
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		54				54		43
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		8				8		8
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		1				1		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		0
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		393				393		184
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		0				0		13
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		0				0		13
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]	8				8		5
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	[5]	56				56		67
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	[4]	11				11		11
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	[4]	3				3		6
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		7				7		5
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		91				91		52
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		11				11		24
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		4				4		$ 19
Macro Hedge Program [Member] | UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(34)	(27)
Variable Annuity [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(17)		(27)		(48)	(30)
Other Investments [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Realized Investment Gains (Losses)	[6]	(1)		(9)		(39)	$ (19)
Not Designated as Hedging Instrument [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net						$ (8)
Not Designated as Hedging Instrument [Member] | JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		$ 60		$ (17)
[1]	Excluded equity securities, FVO, with a cost and fair value of $293 and $281 as of December 31, 2015. The Company did not hold any equity securities, FVO as of June 30, 2016.
[2]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
[3]	As of June 30, 2016 and December 31, 2015, excludes equity securities, FVO, which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.
[4]	Unrealized losses exclude the change in fair value of bifurcated embedded derivatives within certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
[5]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).
[6]	Primarily consists of changes in value of non-qualifying derivatives and transactional foreign currency revaluation gains (losses). For the three months ended June 30, 2016 and 2015, transactional foreign currency revaluation gains (losses) were $(64) and $16, respectively, and related to yen denominated fixed payout annuity liabilities, which were largely offset by gains (losses) of $60 and $(17), respectively

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, 2016		Jun. 30, 2015		Jun. 30, 2016	Jun. 30, 2015
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$ 1		$ 2		$ 11	$ 8
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Held-to-maturity Securities	1		0		9	2
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	1		2		11	8
Other than Temporary Impairment Losses, Investments	1		2		11	8
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance as of beginning of period	(215)		(288)		(211)	(296)
Additions for credit impairments recognized on securities not previously impaired	0	[1]	0	[1]	(8)	(2)
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	1	[1]	0	[1]	1	0
Securities that matured or were sold during the period	26		3		26	5
Securities due to an increase in expected cash flows	9		15		13	22
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	0		0		0	1
Balance as of end of period	(181)		(270)		(181)	(270)
Available-for-sale Securities [Member]
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0		2		1	6
Equity Securities [Member]
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$ 0		$ 0		$ 1	$ 0
[1]	These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

Investments and Derivative In34

Investments and Derivative Instruments Level 4 Available-for-Sale Securities (Details) $ in Millions		Jun. 30, 2016USD ($)Security		Dec. 31, 2015USD ($)
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		$ 143		$ 331
Available-for-sale Equity Securities, Amortized Cost Basis		123		471
Available-for-sale Securities, Equity Securities		136		459
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax		149		342
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax		2,469		1,442
Available-for-sale Securities, Amortized Cost
One year or less, amortized cost		846		953
Over one year through five years, amortized cost		4,621		4,973
Over five years through ten years, amortized cost		3,870		3,650
Over ten years, amortized cost		8,045		8,361
Available-for-sale Securities, Fair Value
One year or less, fair value		853		974
Over one year through five years, fair value		4,816		5,075
Over five years through ten years, fair value		4,096		3,714
Over ten years, fair value		9,769		9,173
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		23,392		23,559
Available-for-sale Securities, Debt Securities		25,700		24,657
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Amortized Cost Basis		6,010		5,622
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Fair Value		6,166		5,721
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Amortized Cost Basis		23,515		23,737
Available-for-sale Securities				24,835
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		1,900		8,179
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		1,857		7,937
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,958		1,545
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,853		1,443
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		3,858		9,724
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		3,710		9,380
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		$ 2,450		1,431
Number of Securities Included in AFS Securities in Unrealized Loss Position | Security		1,625
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost		90.00%
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax	[1]	$ 19		11
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax	[1]	6		11
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		17,382		17,937
Available-for-sale Securities, Debt Securities		19,534		18,936
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		34		34
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,035		864
Available-for-sale Securities, Debt Securities		1,019		846
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		172		387
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		171		385
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		309		271
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		276		239
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		481		658
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		447		624
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		18		16
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	[2]	0
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	[3]	11		11
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis	[3]	1,223		1,354
Available-for-sale Securities, Debt Securities	[3]	1,269		1,408
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	[4]	431		608
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	[4]	429		602
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	[4]	569		500
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	[4]	561		493
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	[4]	1,000		1,108
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	[4]	990		1,095
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	[3]	56		67
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	[3]	0	[2]	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		11		24
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		2,066		1,936
Available-for-sale Securities, Debt Securities		2,146		1,964
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		183		655
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		179		636
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		189		99
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		182		94
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		372		754
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		361		730
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		91		52
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		2	[2]	3
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		76		225
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		14,051		14,425
Available-for-sale Securities, Debt Securities		15,594		15,175
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		862		4,880
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		831		4,696
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		577		363
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		532		322
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		1,439		5,243
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		1,363		5,018
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,619		975
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		9	[2]	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		3		11
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		272		328
Available-for-sale Securities, Debt Securities		296		331
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		33		144
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		31		136
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		35		30
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		34		27
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		68		174
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		65		163
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		27		14
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	[2]	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		2		179
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		2		174
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		6		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		6		0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		8		179
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		8		174
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		0		5
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,090		1,057
Available-for-sale Securities, Debt Securities		1,282		1,132
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		192		80
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	[2]	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		8		8
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,686		1,468
Available-for-sale Securities, Debt Securities		1,732		1,503
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		187		280
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		186		279
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		235		230
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		228		223
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		422		510
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		414		502
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		54		43
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	[2]	0
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		0		13
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,969		2,127
Available-for-sale Securities, Debt Securities		2,362		2,298
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		0		963
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		0		950
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0		8
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0		8
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		0		971
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		0		958
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		393		184
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	[2]	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		1,870		8,096
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		1,829		7,858
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,920		1,501
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,819		1,406
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		3,790		9,597
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		3,648		9,264
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		11	[2]	6
Available-for-sale Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis	[1]	123
Available-for-sale Securities, Equity Securities	[1]	136		178
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities		25,836
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		11	[2]	6
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis	[1]			178
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	[5]	30		83
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	[5]	28		79
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	[5]	38		44
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	[5]	34		37
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	[5]	68		127
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	[5]	62		116
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	[1]	0	[2]	0
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		0		293
Available-for-sale Securities, Equity Securities		$ 0		$ 281
[1]	Excluded equity securities, FVO, with a cost and fair value of $293 and $281 as of December 31, 2015. The Company did not hold any equity securities, FVO as of June 30, 2016.
[2]	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, 2016 and December 31, 2015
[3]	Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).
[4]	Unrealized losses exclude the change in fair value of bifurcated embedded derivatives within certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
[5]	As of June 30, 2016 and December 31, 2015, excludes equity securities, FVO, which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.

Investments and Derivative In35

Investments and Derivative Instruments Level 4 Mortgage Loans (Details)		6 Months Ended
		Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.43
Available-for-sale Securities, Amortized Cost Basis		$ 23,515,000,000		$ 23,737,000,000
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,871,000,000		2,918,000,000
Valuation Allowance [Abstract]
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan		55.00%
Original Weighted Average Loan to Value Ratio of Commercial Mortgage loan		63.00%
Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate	[1]	$ 2,890,000,000		$ 2,937,000,000
Average Debt Service Coverage Ratio		2.43		2.45
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,871,000,000		$ 2,918,000,000
Valuation Allowance [Abstract]
Allowance for Loan and Lease Losses, Period Increase (Decrease)		0	$ 4,000,000
Allowance for Loan and Lease Losses, Write-offs		0	0
Allowance for Loan and Lease Losses, Real Estate		(19,000,000)	$ (19,000,000)	(19,000,000)	$ (15,000,000)
Allowance for Loan and Lease Losses [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		31,000,000		39,000,000
Disposal Group, Held-for-sale, Not Discontinued Operations [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		0		0
East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		66,000,000		66,000,000
East South Central [Member] [Domain]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		14,000,000		14,000,000
Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		209,000,000		210,000,000
Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		4,000,000		4,000,000
New England [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		163,000,000		163,000,000
Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		898,000,000		933,000,000
South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		571,000,000		579,000,000
West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		1,000,000		1,000,000
West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		128,000,000		125,000,000
Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	[2]	817,000,000		823,000,000
Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		706,000,000		729,000,000
Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		25,000,000		26,000,000
agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		16,000,000		16,000,000
Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		827,000,000		829,000,000
Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		559,000,000		557,000,000
Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		629,000,000		650,000,000
Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 109,000,000		$ 111,000,000
Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.00%		0.00%
Mortgages [Member] | East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		2.30%		2.30%
Mortgages [Member] | East South Central [Member] [Domain]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.50%		0.50%
Mortgages [Member] | Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		7.30%		7.20%
Mortgages [Member] | Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.10%		0.10%
Mortgages [Member] | New England [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		5.70%		5.60%
Mortgages [Member] | Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		31.30%		32.00%
Mortgages [Member] | South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		19.90%		19.80%
Mortgages [Member] | West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.00%		0.00%
Mortgages [Member] | West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.50%		4.30%
Mortgages [Member] | Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	[2]	28.40%		28.20%
Mortgages [Member] | Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		24.60%		25.00%
Mortgages [Member] | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.90%		0.90%
Mortgages [Member] | agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.50%		0.50%
Mortgages [Member] | Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		28.80%		28.40%
Mortgages [Member] | Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		19.50%		19.10%
Mortgages [Member] | Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		21.90%		22.30%
Mortgages [Member] | Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		3.80%		3.80%
LTV Less than 65 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.53		2.54
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,539,000,000		$ 2,623,000,000
LTV 80 to 100 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		0.96		0.91
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 96,000,000		$ 15,000,000
LTV Between 65 to 80 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.09		1.78
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 236,000,000		$ 280,000,000
Mortgages [Member] | Commercial Loan [Member]
Valuation Allowance [Abstract]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing		15,000,000		15,000,000
Financing Receivable, Allowance for Credit Losses		16,000,000		16,000,000
Nonperforming Financial Instruments [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Principal Amount of Delinquent Loans		$ 1		$ 1
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
[2]	Primarily represents loans collateralized by multiple properties in various regions.

Investments and Derivative In36

Investments and Derivative Instruments Level 4 Variable Interest Entities (Details) - USD ($) $ in Millions		6 Months Ended		12 Months Ended
		Jun. 30, 2016		Dec. 31, 2015
Variable Interest Entity [Line Items]
Commitments to Fund Limited Partnership and Other Alternative Investments		$ 0
Variable Interest Entity, Nonconsolidated, Comparison of Carrying Amount of Assets and Liabilities to Maximum Loss Exposure		1,000		$ 729
Variable Interest Entity, Consolidated, Carrying Amount, Assets		7		54
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	[1]	0		12
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	[2]	$ 7		$ 43
Variable Interest Entity, Commitments by Third Parties, Liquidity and Other Arrangements		392		299
Fixed Income Funds [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	[3]	$ 0		$ 52
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	[1]	0		11
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	[2]	0		42
Partnership Interest [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	[4]	7
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities		0	[1]	1
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	[2]	7		1
Partnership Interest [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	[4]			2
Other Liabilities [Member]
Variable Interest Entity [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability		231		249
Fixed Maturities [Member]
Variable Interest Entity [Line Items]
Available-for-sale Securities Pledged as Collateral		$ 233		$ 249
[1]	Included in other liabilities on 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 on the Company’s Condensed Consolidated Balance Sheets.
[4]	[4]Total assets included in limited partnerships and other alternative investments, short-term investments, and other assets on the Company’s Condensed Consolidated Balance Sheets.

Investments and Derivative In37

Investments and Derivative Instruments Level 4 Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions (Details) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]
Securities Loaned	$ 69	$ 15
Security Owned and Pledged as Collateral, Associated Liabilities, Fair Value	70	15
Secured Debt, Dollar Rolls	0	0
Fixed Maturities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	233,000,000	249,000,000
Other Liabilities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	231,000,000	249,000,000
US Treasury Securities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	$ 23,000,000	$ 14,000,000

Investments and Derivative In38

Investments and Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) $ in Millions		3 Months Ended				6 Months Ended		12 Months Ended
		Jun. 30, 2016USD ($)		Jun. 30, 2015USD ($)		Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2015USD ($)$ / Barrels
Non-qualifying Strategies for Hedge Accounting [Line Items]
Foreign Currency Transaction Gain (Loss), Realized		$ (64)		$ 16
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		43,317				$ 43,317		$ 46,241
Derivative, Fair Value, Net		(536)				(536)		(530)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		22	[1]	(13)	[1]	19	$ (40)
Derivative Asset, Fair Value, Gross Asset		1,255				1,255		852
Derivative Liability, Fair Value, Gross Liability		1,490				1,490		1,255
Gain (Loss) on Fair Value Hedges Recognized in Earnings		1		1		1	1
Interest Rate Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,200				4,200		4,600
Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		2		0		0	2
Credit Default Swap, Buying Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(1)		0		(3)	(1)
Credit Default Swap, Selling Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		3		(4)		1	2
Equity Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(2)		4		28	2
Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(4)		0	(7)
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(25)		37		(47)	26
Credit Derivatives in Offsetting Positions [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		1,345				1,345		1,435
Derivative, Fair Value, Net		(1)				(1)		(1)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		20				20		17
Derivative Liability, Fair Value, Gross Liability		21				21		18
Credit Default Swap, Selling Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	[2]	714				714		1,435
Derivative, Fair Value, Net	[2]	(3)				(3)		(10)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset	[2]	5				5		5
Derivative Liability, Fair Value, Gross Liability	[2]	8				8		15
Credit Default Swap, Buying Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		110				110		249
Derivative, Fair Value, Net		(4)				(4)		10
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		0				0		12
Derivative Liability, Fair Value, Gross Liability		4				4		2
Currency Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		2				2		386
Derivative, Fair Value, Net		0				0		4
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		0				0		4
Derivative Liability, Fair Value, Gross Liability		0				0		0
Cash Flow Hedging [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		1,909				1,909		1,909
Derivative, Fair Value, Net		64				64		19
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		92				92		45
Derivative Liability, Fair Value, Gross Liability		28				28		26
Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Cost of Hedge								$ 11
Derivative, Price Risk Option Strike Price | $ / Barrels								35
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Fair Value, Net		32				32		$ 79
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		32				32		79
Derivative Liability, Fair Value, Gross Liability		0				0		0
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,699				4,699		4,548
Derivative, Fair Value, Net		147				147		147
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(20)		(23)
Derivative Asset, Fair Value, Gross Asset		185				185		179
Derivative Liability, Fair Value, Gross Liability		38				38		32
UNITED STATES | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		10,532				10,532		10,979
Derivative, Fair Value, Net		203				203		158
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		32		(66)		82	(53)
Derivative Asset, Fair Value, Gross Asset		360				360		264
Derivative Liability, Fair Value, Gross Liability		157				157		106
UNITED STATES | GMWB Product Derivatives [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(30)		78		(109)	59
UNITED STATES | GMWB Reinsurance [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		1		(16)		13	(9)
UNITED STATES | Interest Rate Contract [Member] | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		3,716				3,716		3,740
Derivative, Fair Value, Net		37				37		25
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,699				4,699		4,548
Derivative, Fair Value, Net		147				147		147
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(34)	(27)
UNITED STATES | Macro Hedge Program [Member] | Equity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,699				4,699		4,548
Derivative, Fair Value, Net		147				147		147
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Non-qualifying Strategies for Hedge Accounting [Line Items]
Foreign Currency Transaction Gain (Loss), Realized						(108)	16
JAPAN | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						96	(31)
Other Liabilities [Member] | Interest Rate Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(447)				(447)
Other Liabilities [Member] | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(281)				(281)
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] | UNITED STATES | Macro Hedge Program [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		98				98		73
Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Foreign Exchange Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Fair Value, Net		(19)				(19)
Not Designated as Hedging Instrument [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		41,385				41,385		44,309
Derivative, Fair Value, Net		(600)				(600)		(549)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(8)
Derivative Asset, Fair Value, Gross Asset		1,302				1,302		969
Derivative Liability, Fair Value, Gross Liability		1,902				1,902		1,518
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)			$ (3)
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,267				4,267		4,710
Derivative, Fair Value, Net		(407)				(407)		(415)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		566				566		285
Derivative Liability, Fair Value, Gross Liability		973				973		700
Not Designated as Hedging Instrument [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		928				928		895
Not Designated as Hedging Instrument [Member] | JAPAN
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		60		$ (17)
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		1,766				1,766		1,766
Derivative, Fair Value, Net		83				83		38
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		83				83		38
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								(19)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		9				9		7
Derivative Liability, Fair Value, Gross Liability		$ 28				$ 28		$ 26
[1]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
[2]	The derivative instruments related to this strategy are held for other investment purposes.

Investments and Derivative In39

Investments and Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Derivative Balance Sheet Location [Line Items]
Derivative Asset, Collateral, Obligation to Return Cash, Offset		$ 372	$ 341
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		43,317	46,241
Derivative, Fair Value, Net		(536)	(530)
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		1,394	1,014
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		1,930	1,544
Derivative Asset, Fair Value, Gross Asset		1,255	852
Derivative Liability, Fair Value, Gross Liability		(1,490)	(1,255)
Offsetting Derivative Assets [Abstract]
Derivative Asset, Fair Value, Amount Offset Against Collateral		1,015	692
Derivative Accrued Interest and Collateral Assets After Offsetting	[1]	(30)	(90)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[2]	189	99
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral		(696)	(499)
Derivative Accrued Interest and Collateral Liabilities After Offsetting	[3]	(289)	(103)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[2]	(777)	(753)
Derivative Asset, Fair Value, Amount Offset Against Collateral		51	61
Derivative Liability, Fair Value, Amount Offset Against Collateral		(17)	(3)
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative Asset, Fair Value, Gross Asset		1	0
Not Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		41,385	44,309
Derivative, Fair Value, Net		(600)	(549)
Derivative Asset, Fair Value, Gross Asset		1,302	969
Derivative Liability, Fair Value, Gross Liability		(1,902)	(1,518)
Interest Rate Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(447)
Interest Rate Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		123	54
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(281)
Foreign Exchange Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		1	4
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(505)	(653)	[3],[4]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		270	250	[5]
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Fair Value, Net		32	79
Derivative Asset, Fair Value, Gross Asset		32	79
Derivative Liability, Fair Value, Gross Liability		0	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Not Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		928	895
Credit Default Swap, Selling Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[6]	714	1,435
Derivative, Fair Value, Net	[6]	(3)	(10)
Derivative Asset, Fair Value, Gross Asset	[6]	5	5
Derivative Liability, Fair Value, Gross Liability	[6]	(8)	(15)
Equity Contract [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		748	404
Derivative, Fair Value, Net		0	15
Derivative Asset, Fair Value, Gross Asset		28	41
Derivative Liability, Fair Value, Gross Liability		(28)	(26)
Other Investments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		5,241	11,837
Derivative, Fair Value, Net		270	250
Derivative Asset, Fair Value, Gross Asset		281	360
Derivative Liability, Fair Value, Gross Liability		(11)	(110)
Other Liabilities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		19,972	15,071
Derivative, Fair Value, Net		(505)	(653)
Derivative Asset, Fair Value, Gross Asset		974	492
Derivative Liability, Fair Value, Gross Liability		(1,479)	(1,145)
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		(19)
Cash Flow Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,909	1,909
Derivative, Fair Value, Net		64	19
Derivative Asset, Fair Value, Gross Asset		92	45
Derivative Liability, Fair Value, Gross Liability		(28)	(26)
Fair Value Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		23	23
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		2	386
Derivative, Fair Value, Net		0	4
Derivative Asset, Fair Value, Gross Asset		0	4
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		110	249
Derivative, Fair Value, Net		(4)	10
Derivative Asset, Fair Value, Gross Asset		0	12
Derivative Liability, Fair Value, Gross Liability		(4)	(2)
Credit Derivatives in Offsetting Positions [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,345	1,435
Derivative, Fair Value, Net		(1)	(1)
Derivative Asset, Fair Value, Gross Asset		20	17
Derivative Liability, Fair Value, Gross Liability		(21)	(18)
Reinsurance Recoverable [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		3,832	4,000
Derivative, Fair Value, Net		138	162
Derivative Asset, Fair Value, Gross Asset		138	162
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		14,122	15,149
Derivative, Fair Value, Net		(440)	(288)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(440)	(288)
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		150	184
Derivative, Fair Value, Net		1	(1)
Derivative Liability, Fair Value, Gross Liability		0	(1)
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,063	1,063
Derivative, Fair Value, Net		(261)	(357)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(261)	(357)
UNITED STATES | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		10,532	10,979
Derivative, Fair Value, Net		203	158
Derivative Asset, Fair Value, Gross Asset		360	264
Derivative Liability, Fair Value, Gross Liability		(157)	(106)
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,699	4,548
Derivative, Fair Value, Net		147	147
Derivative Asset, Fair Value, Gross Asset		185	179
Derivative Liability, Fair Value, Gross Liability		(38)	(32)
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		1,395	1,362
Derivative, Fair Value, Net		0	2
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,699	4,548
Derivative, Fair Value, Net		147	147
UNITED STATES | Macro Hedge Program [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		98	73
UNITED STATES | Macro Hedge Program [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		49	74
UNITED STATES | GMWB Product Derivatives [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[7]	14,072	15,099
Derivative, Fair Value, Net	[7]	(412)	(262)
Derivative Asset, Fair Value, Gross Asset	[7]	0	0
Derivative Liability, Fair Value, Gross Liability	[7]	(412)	(262)
UNITED STATES | GMWB Reinsurance [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		2,905	3,106
Derivative, Fair Value, Net		106	83
Derivative Asset, Fair Value, Gross Asset		106	83
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		1,766	1,766
Derivative, Fair Value, Net		83	38
Derivative Asset, Fair Value, Gross Asset		83	38
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			(19)
Derivative Asset, Fair Value, Gross Asset		9	7
Derivative Liability, Fair Value, Gross Liability		$ (28)	$ (26)
[1]	Included in other assets in the Company's Condensed Consolidated Balance Sheets and amount presented is limited to the net derivative receivable associated with each counterparty.
[2]	Excludes collateral associated with exchange-traded derivative instruments.
[3]	Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and amount presented is limited to the net derivative payable associated with each counterparty.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative fair 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.
[5]	[1]Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.
[6]	The derivative instruments related to this strategy are held for other investment purposes.
[7]	These derivatives are embedded within liabilities and are not held for risk management purposes.

Investments and Derivative In40

Investments and Derivative Instruments Level 4 Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			$ 21
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	$ 0	$ 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	5		14	$ 9
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	11	(16)	46	(3)
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0	0	0
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net		12
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			45	(2)
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	11	(22)
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	(1)
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
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
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	(2)		2
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	7		12
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			(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	(2)		2	(7)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [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
Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Currency Swap [Member] | Designated as Hedging Instrument [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
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	$ 7		$ 12	$ 17
Reclassification out of Accumulated Other Comprehensive Income [Member] | Investment Income [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [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

Investments and Derivative In41

Investments and Derivative Instruments Level 4 Fair Value Hedges (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2015
Fair Value Hedges [Line Items]
Ineffectiveness on Interest Rate Fair Value Hedges is Immaterial	1	1	1

Investments and Derivative In42

Investments and Derivative Instruments Level 4 Credit Derivatives (Details) - USD ($) $ in Millions		3 Months Ended		6 Months Ended	12 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Dec. 31, 2015
Credit Derivatives [Line Items]
Foreign Currency Transaction Gain (Loss), Realized		$ (64)	$ 16
Derivative, Notional Amount		43,317		$ 43,317	$ 46,241
Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[1],[2]	1,387		1,387	2,153
Credit Risk Derivatives, at Fair Value, Net	[1]	131		131	126
Single Name Credit Default Swaps [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	[2]	101		101
Credit Risk Derivatives, at Fair Value, Net		0		$ 0
Average Term of Credit Risk Derivatives				3 years
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	[2]				118
Credit Risk Derivatives, at Fair Value, Net					$ 0
Average Term of Credit Risk Derivatives					1 year
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[2]	43		$ 43	$ 43
Credit Risk Derivatives, at Fair Value, Net		(1)		$ (1)	$ (2)
Average Term of Credit Risk Derivatives				2 years	2 years
Basket Credit Default Swaps [Member]
Credit Derivatives Footnote [Abstract]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers		1,100		$ 1,100	$ 1,800
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	[2],[3]	673		673	1,265
Credit Risk Derivatives, at Fair Value, Net	[3]	5		$ 5	$ 7
Average Term of Credit Risk Derivatives	[3]			3 years	4 years
Basket 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		22		$ 22
Credit Risk Derivatives, at Fair Value, Net		1		$ 1
Average Term of Credit Risk Derivatives				5 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AAA- Rating [Domain] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[2],[3]				$ 503
Credit Risk Derivatives, at Fair Value, Net	[3]				$ (14)
Average Term of Credit Risk Derivatives	[3]				6 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	[2],[3]	67		$ 67	$ 74
Credit Risk Derivatives, at Fair Value, Net	[3]	(16)		$ (16)	$ (13)
Average Term of Credit Risk Derivatives	[3]			1 year	1 year
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	[2],[3]	331		$ 331
Credit Risk Derivatives, at Fair Value, Net	[3]	(8)		$ (8)
Average Term of Credit Risk Derivatives	[3]			5 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	[2]	150		$ 150	$ 150
Credit Risk Derivatives, at Fair Value, Net		150		$ 150	$ 148
Average Term of Credit Risk Derivatives				1 year	1 year
Not Designated as Hedging Instrument [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		41,385		$ 41,385	$ 44,309
Not Designated as Hedging Instrument [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		928		928	895
Interest Rate Swap [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		4,200		4,200	4,600
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[1],[4]	673		673	718
Credit Risk Derivatives, at Fair Value, Net	[1],[4]	14		14	12
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, A- Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[4]	62		62
Credit Risk Derivatives, at Fair Value, Net	[4]	0		0
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	[4]				115
Credit Risk Derivatives, at Fair Value, Net	[4]				(1)
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, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[4]	43		43	43
Credit Risk Derivatives, at Fair Value, Net	[4]	0		0	1
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	[3],[4]	345		345	345
Credit Risk Derivatives, at Fair Value, Net	[3],[4]	(2)		(2)	(2)
Credit Derivatives in Offsetting Positions [Member] | Basket 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		22		22
Credit Risk Derivatives, at Fair Value, Net		(1)		(1)
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, AAA- Rating [Domain] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	[3],[4]				141
Credit Risk Derivatives, at Fair Value, Net	[3],[4]				1
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	[3],[4]	67		67	74
Credit Risk Derivatives, at Fair Value, Net	[3],[4]	16		16	13
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	[3],[4]	134		134
Credit Risk Derivatives, at Fair Value, Net	[3],[4]	1		1
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	[4]	0		0	0
Credit Risk Derivatives, at Fair Value, Net	[4]	$ 0		$ 0	$ 0
[1]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.D
[2]	Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements, 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.
[3]	Includes $1.1 billion and $1.8 billion as of June 30, 2016, and December 31, 2015, respectively, of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
[4]	The 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.

Investments and Derivative In43

Investments and Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	$ 43,317		$ 46,241
Derivative, Fair Value, Net	(536)		(530)
Security Owned and Pledged as Collateral, Fair Value	39		173
Securities Received as Collateral	203		100
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	203		100
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	917		873
Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	748		404
Derivative, Fair Value, Net	0		15
UNITED STATES | GMWB Hedging Instruments [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	10,532		10,979
Derivative, Fair Value, Net	203		158
UNITED STATES | GMWB Hedging Instruments [Member] | Other Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	5,421		5,877
Derivative, Fair Value, Net	166		131
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	1,395		1,362
Derivative, Fair Value, Net	0		2
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	3,716		3,740
Derivative, Fair Value, Net	$ 37		$ 25

Investments and Derivative In44

Investments and Derivative Instruments Level 4 Concentration of Credit Risk (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Concentration of Credit Risk [Abstract]
Fair Value, Concentration of Risk, Investments	$ 0	$ 0
Concentration Risk, Benchmark Description	greater than 10% of the Company’s stockholders' equity	greater than 10% of the Company’s stockholder’s equity

Separate Accounts, Death Bene45

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 4 (Details) - USD ($) $ in Millions		6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015	Dec. 31, 2015
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 18,970
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	3,380
Net Amount at Risk by Product and Guarantee, Separate Account Value	[1],[2]	79,917
Separate Accounts, Liability		117,851	[1],[2]		$ 120,111
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		$ 37,934			$ 40,423
Invested in Fixed Income Securities		17.00%			17.00%
Invested in Equity Securities		83.00%			83.00%
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		$ 34,783			$ 36,970
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		3,151			$ 3,453
Guaranteed Lifetime Withdrawal Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value		6,600
Secondary Guarantees [Member] | Universal Life [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	[4]	2,313		$ 2,041
Incurred	[4],[5]	158		135
Paid	[4]	0
Liability balance, end of period	[4]	2,471		2,176
Reinsurance recoverable asset, beginning of period	[4]	2,313		2,041
Reinsurance Recoverables on Unpaid Losses	[4],[5]	158		135
Reinsurance Recoverables on Paid Losses	[4]	0
Reinsurance recoverable asset, end of period	[4]	2,471		2,176
Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	597
Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	[4],[6]	863		812
Incurred	[4],[5],[6]	41		20
Paid	[4],[6]	(66)		(56)
Liability balance, end of period	[4],[6]	838		776
Reinsurance recoverable asset, beginning of period	[4],[6]	523		480
Reinsurance Recoverables on Unpaid Losses	[4],[5],[6]	32		52
Reinsurance Recoverables on Paid Losses	[4],[6]	51		45
Reinsurance recoverable asset, end of period	[4],[6]	504		$ 487
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 3,804
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[7]	70 years
Separate Accounts, Liability	[1],[2]	$ 37,934
Guaranteed Minimum Death Benefit [Member] | Variable Annuity [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[7]	41,738
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[8]	$ 2,453
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[8]	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],[9]	$ 483
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[9]	69 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],[10]	$ 10,850
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[10]	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]	$ 470
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],[11]	$ 3,507
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[11]	70 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],[12]	$ 1,192
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[12]	71 years
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 13,801
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2]	71 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],[13]	$ 8,982
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[13]	68 years
Guaranteed Minimum Withdrawal Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
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		72 years
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	$ 2,599
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]	429
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],[12]	215
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],[12]	71
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],[11]	463
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],[11]	74
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]	103
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]	23
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],[10]	392
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],[10]	261
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],[9]	8
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],[9]	8
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[8]	31
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],[8]	30
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],[13]	74
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],[13]	69
Guaranteed Minimum 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]	3,885
Guaranteed Minimum 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]	$ 965
[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] Included in Reserve for future policy benefits and unpaid losses and loss adjustment expenses on the Condensed Consolidated Balance Sheets.
[5]	[3]Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves.
[6]	[2]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.
[7]	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 $6.6 billion of total account value and weighted average attained age of 72 years. There is no NAR or retained NAR related to these contracts.
[8]	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).
[9]	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.
[10]	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).
[11]	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.
[12]	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.
[13]	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, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Effective Income Tax Rate Reconciliation [Abstract]
Unrecognized Tax Benefits, Decrease Resulting from Prior Period Tax Positions		$ 48		$ 0
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	$ 52	84	$ 55	149
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(21)	(71)	(41)	(94)
Income Tax Reconciliation, Deductions, Foreign Investments	(1)	(2)	(3)	(4)
Income Tax Expense (Benefit)	$ 30	$ 11	$ 11	$ 51
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, 2016
Valuation Allowance [Abstract]
Valuation Allowance, Commentary	Other than the net operating losses discussed below, the Company believes it is more likely than not that all other deferred tax assets will be fully realized. 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, 2016	Dec. 31, 2015
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Valuation Allowance	$ 1
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	3,334	$ 3,333
Expiring within Tax Years 2016 to 2017 [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 3
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, 2016	Dec. 31, 2015	Jun. 30, 2015
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax	$ 232	$ 232
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	$ 109	$ 122
Tax Credit Carryforward, Valuation Allowance			$ 1
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, 2020
Valuation Allowance, Tax Credit Carryforward [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Valuation Allowance	$ 0

Commitments and Contingencies50

Commitments and Contingencies Level 4 (Details) $ in Millions	Jun. 30, 2016USD ($)
Guarantor Obligations [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 800
Collateral Already Posted, Aggregate Fair Value	926
GMWB Product Derivatives [Member]
Guarantor Obligations [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 31

Transactions with Affiliates 51

Transactions with Affiliates Level 4 (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Related Party Transaction [Line Items]
Annuity Obligations	$ 0		$ 0		$ 0
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees	0		0		0
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Assumed Liability for Unpaid Claims and Claims Adjustment Expense	53,000,000		53,000,000		$ 53,000,000
Group Insurance Policies [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	11,000,000	$ 17,000,000	22,000,000	$ 36,000,000
Accident and Health Insurance Product Line [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	$ 26,000,000	$ 38,000,000	$ 52,000,000	$ 79,000,000

Accumulated Other Comprehensi52

Accumulated Other Comprehensive Income Level 4 (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	$ 8,278	$ 8,789	$ 8,278	$ 8,789		$ 8,162		$ 9,291
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	267	(467)	498	(344)
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(34)	(18)	(23)	(28)
Other Comprehensive Income (Loss), Net of Tax	233	(485)	475	(372)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	4	15	(103)	12
Income Tax Expense (Benefit)	30	11	11	51
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	993	790	993	790	$ 765	539	$ 1,257	1,154
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	259	(457)	468	(342)
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(31)	(10)	(14)	(22)
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	228	(467)	454	(364)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		16	21	34
Income before income taxes				34
Income Tax Expense (Benefit)	16	6	7	12
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	77	62	77	62	73	57	80	70
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	7	(10)	29	(2)
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(3)	(8)	(9)	(6)
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	4	(18)	20	(8)
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	(2)	(3)	(2)	(3)	(3)	(3)	(3)	(3)
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	1	0	1	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	1	0	1	0
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	1,068	849	1,068	849	$ 835	$ 593	$ 1,334	$ 1,221
Other Comprehensive Income (Loss), Net of Tax				(372)
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	34	18	23	28
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	31	10	14	22
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	47	16	21	34
Income before income taxes	47	16	21
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)	2	4	5	3
Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	5		14	9
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	3	8	9	6
Income before income taxes	5	$ 12	14	9
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	7		12
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	7		12	17
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			0
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		0
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			(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	(2)		2
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	$ (2)		$ 2	$ (7)

Uncategorized Items - hlic-2016

Label	Element	Value
UNITED STATES | GMWB Derivatives, Net [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (4,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(3,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	3,000,000
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(14,000,000)
UNITED STATES | Macro Hedge Program [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(23,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(27,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(20,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (34,000,000)