Talcott Resolution Life Insurance 10-Q 27 Oct 17 2017 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2017	Oct. 27, 2017
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	Sep. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q3
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		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Fee income and other	$ 215	$ 246	$ 661	$ 746
Earned premiums	27	124	97	180
Net investment income	324	363	958	1,030
Net realized capital gains (losses):
Total other-than-temporary impairment (“OTTI”) losses	(2)	(12)	(16)	(24)
OTTI losses recognized in other comprehensive income (OCI)	1	0	2	1
Net OTTI losses recognized in earnings	1	12	14	23
Other net realized capital gains (losses)	(32)	(19)	(47)	(122)
Total net realized capital gains (losses)	(33)	(31)	(61)	(145)
Total revenues	533	702	1,655	1,811
Benefits, losses and expenses
Benefits, loss and loss adjustment expenses	352	405	1,024	1,096
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization	7	81	25	100
Insurance operating costs and other expenses	103	124	304	365
Dividends to policyholders	0	0	0	1
Total benefits, losses and expenses	462	610	1,353	1,562
Income before income taxes	71	92	302	249
Income tax expense	(12)	13	32	24
Net income	$ 83	$ 79	$ 270	$ 225

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Net income	$ 83	$ 79	$ 270	$ 225
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	25	123	222	598
Comprehensive income	108	202	492	823
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	32	137	238	591
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(7)	(14)	(16)	6
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	$ 0	$ 0	$ 0	$ 1

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	$ 23,643	$ 23,819
Fixed maturities, at fair value using the fair value option	36	82
Equity securities, available-for-sale, at fair value (cost of $139 and $142)	153	152
Mortgage loans (net of allowance for loan losses of $1 and $19)	2,880	2,811
Policy loans, at outstanding balance	1,417	1,442
Limited partnerships and other alternative investments	964	930
Other investments	254	293
Short-term investments	1,400	1,349
Total investments	30,747	30,878
Cash	239	554
Premiums receivable and agents’ balances	15	18
Reinsurance recoverables	20,721	20,725
Deferred policy acquisition costs	426	463
Deferred income taxes, net	1,193	1,437
Other assets	838	606
Separate account assets	115,626	115,665
Total assets	169,805	170,346
Liabilities
Reserve for future policy benefits	14,280	14,000
Other policyholder funds and benefits payable	29,576	30,588
Other liabilities	2,608	2,272
Separate account liabilities	115,626	115,665
Total liabilities	162,090	162,525
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6	6
Additional paid-in capital	4,337	4,935
Accumulated other comprehensive income, net of tax	944	722
Retained earnings	2,428	2,158
Total Stockholders’ Equity	7,715	7,821
Total liabilities and stockholder's equity	$ 169,805	$ 170,346

Condensed Consolidated Balance5

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Available-for-sale Debt Securities, Amortized Cost Basis	$ 21,821	$ 22,507
Available-for-sale Equity Securities, Amortized Cost Basis	139	142
Available-for-sale Securities, Equity Securities	$ 153	$ 152
Common stock, shares authorized	1,000	1,000
Common stock, shares issued	1,000	1,000
Common stock: shares outstanding	1,000	1,000
Common stock, par value	$ 5,690	$ 5,690
Fixed Maturities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 0	$ 0
Equity Securities [Member]
Available-for-sale Securities, Equity Securities	0	0
Equity Securities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Other Assets [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Other Liabilities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	0	0
Commercial Loan [Member]
Mortgage loans loss, net of allowances	(1)	(19)
Partnership Interest [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Short-term Investments [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Cash [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 0	$ 0

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) $ in Millions	USD ($)
Additional Paid in Capital, Common Stock	$ 5,687
Return of capital to parent	755
Retained Earnings, beginning of period at Dec. 31, 2015	1,876
Net income	225
Retained Earnings, end of period at Sep. 30, 2016	2,101
Accumulated Other Comprehensive Loss, net of tax, beginning of period at Dec. 31, 2015	593
Total other comprehensive income	598
Net income	79
Retained Earnings, end of period at Sep. 30, 2016	2,101
Accumulated Other Comprehensive Loss, net of tax, beginning of period at Jun. 30, 2016	1,068
Common Stock	6
Additional Paid in Capital, Common Stock	4,932
Total Stockholders’ Equity	8,230
Common Stock	6
Additional Paid in Capital, Common Stock	4,935
Total Stockholders’ Equity	7,821
Return of capital to parent	598
Additional Paid-in Capital, end of period at Sep. 30, 2017	4,337
Retained Earnings, beginning of period at Dec. 31, 2016	2,158
Net income	270
Retained Earnings, end of period at Sep. 30, 2017	2,428
Accumulated Other Comprehensive Loss, net of tax, beginning of period at Dec. 31, 2016	722
Total other comprehensive income	222
Additional Paid-in Capital, end of period at Sep. 30, 2017	4,337
Net income	83
Retained Earnings, end of period at Sep. 30, 2017	2,428
Accumulated Other Comprehensive Loss, net of tax, beginning of period at Jun. 30, 2017	919
Common Stock	6
Additional Paid in Capital, Common Stock	4,337
Total Stockholders’ Equity	$ 7,715

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Operating Activities
Net income	$ 270	$ 225
Adjustments to reconcile net income to net cash provided by operating activities
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	(61)	(145)
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization	25	100
Increase (Decrease) in Deferred Policy Acquisition Costs	(2)	(7)
Depreciation and amortization	27	4
Other, net	132	10
Change in assets and liabilities:
Reinsurance recoverables	(75)	(45)
Increase (Decrease) in Deferred Income Taxes	36	(45)
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	141	128
Increase (Decrease) in Other Operating Assets and Liabilities, Net	(81)	(135)
Net Cash Provided by (Used in) Operating Activities	612	560
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	7,619	7,079
Fixed maturities, fair value option	46	38
Equity securities, available-for-sale	178	287
Mortgage loans	314	142
Proceeds from Limited Partnership Investments	81	335
Payments for the purchase of:
Fixed maturities, available-for-sale	7,106	6,561
Fixed maturities, fair value option		29
Equity securities, available-for-sale	182	44
Mortgage loans	389	77
Payments to Acquire Limited Partnership Interests	163	114
Change in derivatives, net	98	(54)
Payments for (Proceeds from) Policy Loans	(27)	(14)
Payments to Acquire Property, Plant, and Equipment	15	0
Payments for (Proceeds from) Short-term Investments	59	195
Other investing activities, net	(13)	(38)
Net Cash Provided by (Used in) Investing Activities	266	967
Financing Activities
Deposits and other additions to investment and universal life-type contracts	3,586	3,371
Withdrawals and other deductions from investment and universal life-type contracts	10,580	11,717
Net transfers from separate accounts related to investment and universal life-type contracts	6,080	7,722
Net proceeds from securities loaned or sold under agreements to repurchase	331	(14)
Payments of Capital Distribution	(598)	(755)
Net repayments at maturity or settlement of consumer notes	(12)	(14)
Net cash used for financing activities	(1,193)	(1,407)
Foreign exchange rate effect on cash	0	1
Cash, Period Increase (Decrease)	(315)	121
Cash - beginning of period	554	305
Cash - end of period	239	426
Supplemental Disclosure of Cash Flow Information
Income Taxes Paid, Net	$ 24	$ 17

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Accounting Policies [Abstract]
Basis of Presentation and Significant Accounting Policies [Text Block]	1 . Basis of Presentation and Significant Accounting Policies Hartford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company. During the first nine months of 2017, the Company paid dividends of $600 to its parent. The Company has ceded reinsurance in connection with the previous sales of its Retirement Plans and Individual Life businesses 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. As of September 30, 2017 , 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 2016 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 2016 Form 10-K Annual Report. Consolidation The Condensed Consolidated Financial Statements include the accounts of HLIC and entities the Company directly or indirectly has a controlling financial interest in, which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions, but is not required to consolidate, are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated. Use of Estimates The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements. Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation. Future Adoption of New Accounting Standards Hedging Activities In August 2017, the FASB issued updated guidance on hedge accounting. The updates allow hedge accounting for new types of interest rate hedges of financial instruments and simplify documentation requirements to qualify for hedge accounting. In addition, any gain or loss from hedge ineffectiveness will be reported in the same income statement line with the effective hedge results and the hedged transaction. For cash flow hedges, the ineffectiveness will be recognized in earnings only when the hedged transaction affects earnings; otherwise, the ineffectiveness gains or losses will remain in accumulated other comprehensive income (AOCI). Under current accounting, total hedge ineffectiveness is reported separately in realized gains and losses apart from the hedged transaction. The updated guidance is effective January 1, 2019 through a cumulative effect adjustment that will reclassify cumulative ineffectiveness on open cash flow hedges from retained earnings to AOCI. Early adoption is permitted as of the beginning of a year. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s financial statements.

Fair Value Measurements Level 1

Fair Value Measurements Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value Measurements	The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on 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 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3. Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of September 30, 2017 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 Asset backed securities ("ABS") $ 955 $ — $ 925 $ 30 Collateralized debt obligations ("CDOs") 993 — 901 92 Commercial mortgage-backed securities ("CMBS") 2,151 — 2,119 32 Corporate 14,374 — 13,868 506 Foreign government/government agencies 381 — 373 8 Municipal 1,232 — 1,162 70 Residential mortgage-backed securities ("RMBS") 1,615 — 920 695 U.S. Treasuries 1,942 122 1,820 — Total fixed maturities 23,643 122 22,088 1,433 Fixed maturities, FVO 36 — 36 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 153 20 89 44 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (2 ) — (2 ) — Interest rate derivatives 1 — 1 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 39 — (1 ) 40 Macro hedge program 158 — — 158 Total derivative assets [2] 197 — (1 ) 198 Short-term investments 1,400 855 545 — Reinsurance recoverable for GMWB 51 — — 51 Modified coinsurance reinsurance contracts 57 — 57 — Separate account assets [3] 113,197 74,053 38,019 226 Total assets accounted for at fair value on a recurring basis $ 138,745 $ 75,061 $ 60,833 $ 1,952 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable (GMWB embedded derivative) $ (93 ) $ — $ — $ (93 ) Derivative liabilities Foreign exchange derivatives (264 ) — (264 ) — Interest rate derivatives (387 ) — (358 ) (29 ) GMWB hedging instruments 26 — 42 (16 ) Macro hedge program 8 — (17 ) 25 Total derivative liabilities [4] (617 ) — (597 ) (20 ) Total liabilities accounted for at fair value on a recurring basis $ (710 ) $ — $ (597 ) $ (113 ) Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 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 $ 993 $ — $ 956 $ 37 CDOs 940 — 680 260 CMBS 2,146 — 2,125 21 Corporate 14,693 — 14,127 566 Foreign government/government agencies 345 — 328 17 Municipal 1,189 — 1,117 72 RMBS 1,760 — 1,049 711 U.S. Treasuries 1,753 230 1,523 — Total fixed maturities 23,819 230 21,905 1,684 Fixed maturities, FVO 82 — 82 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 152 20 88 44 Derivative assets Credit derivatives (1 ) — (1 ) — Foreign exchange derivatives 4 — 4 — Interest rate derivatives 30 — 30 — GMWB hedging instruments 74 — 14 60 Macro hedge program 128 — 8 120 Total derivative assets [2] 235 — 55 180 Short-term investments 1,349 637 712 — Reinsurance recoverable for GMWB 73 — — 73 Modified coinsurance reinsurance contracts 68 — 68 — Separate account assets [3] 111,634 71,606 38,856 201 Total assets accounted for at fair value on a recurring basis $ 137,423 $ 72,504 $ 61,766 $ 2,182 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (241 ) $ — $ — $ (241 ) Equity linked notes (33 ) — — (33 ) Total other policyholder funds and benefits payable (274 ) — — (274 ) Derivative liabilities Credit derivatives 1 — 1 — Equity derivatives 33 — 33 — Foreign exchange derivatives (247 ) — (247 ) — Interest rate derivatives (434 ) — (404 ) (30 ) GMWB hedging instruments 20 — (1 ) 21 Macro hedge program 50 — 3 47 Total derivative liabilities [4] (577 ) — (615 ) 38 Total liabilities accounted for at fair value on a recurring basis $ (851 ) $ — $ (615 ) $ (236 ) [1] Included in other investments on the Condensed Consolidated Balance Sheets. [2] Includes 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 footnote 4 to this table for derivative liabilities. [3] Approximately $2.4 billion and $4.0 billion of investment sales receivable, as of September 30, 2017 and December 31, 2016 , 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 $899 and $1.0 billion of investments, as of September 30, 2017 and December 31, 2016 , respectively, 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. [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. Fixed Maturities, Equity Securities, Short-term Investments, and Free-standing Derivatives Valuation Techniques The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order: • Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1. • Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities, including certain municipal securities, foreign government/government agency securities, and bank loans, include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3. • Internal matrix pricing, which is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads 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 market-based reference credit spread considers the issuer’s financial strength and term to maturity, using an independent public security index and trade information, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the inputs are observable or can be corroborated with observable data. • Independent broker quotes, which are typically non-binding and use inputs that can be difficult to corroborate with observable market based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3. The fair value of free-standing derivative instruments are determined primarily using a discounted cash flow model or option model technique and incorporate counterparty credit risk. In some cases, quoted market prices for exchange-traded and OTC-cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments. Unobservable market data is used in the valuation of customized derivatives that are used to hedge certain GMWB variable annuity riders. See the section “GMWB Embedded, Customized, and Reinsurance Derivatives” below for further discussion of the valuation model used to value these customized derivatives. Valuation Controls The fair value process for investments is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The purpose of the committee is to oversee the pricing policy and procedures, as well as to approve changes to valuation methodologies and pricing sources. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. 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"). The working groups, which include various investment, operations, accounting and risk management professionals, meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes. The Securities Working Group reviews prices received from third parties to ensure that the prices represent a reasonable estimate of the fair value. The group considers trading volume, new issuance activity, market trends, new regulatory rulings and other factors to determine whether the market activity is significantly different than normal activity in an active market. A dedicated pricing unit follows up with trading and investment sector professionals and challenges prices of third-party pricing services when the estimated assumptions used differ from what the unit believes a market participant would use. If the available evidence indicates that pricing from third-party pricing services or broker quotes is based upon transactions that are stale or not from trades made in an orderly market, the Company places little, if any, weight on the third party service’s transaction price and will estimate fair value using an internal process, such as a pricing matrix. The Derivatives Working Group reviews the inputs, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. A dedicated pricing team works directly with investment sector professionals to investigate the impacts of changes in the market environment on prices or valuations of derivatives. New models and any changes to current models are required to have detailed documentation and are validated to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. The Company conducts other monitoring controls around securities and derivatives pricing including, but not limited to, the following: • Review of daily price changes over specific thresholds and new trade comparison to third-party pricing services. • Daily comparison of OTC derivative market valuations to counterparty valuations. • Review of weekly price changes compared to published bond prices of a corporate bond index. • Monthly reviews of price changes over thresholds, stale prices, missing prices, and zero prices. • Monthly validation of prices to a second source for securities in most sectors and for certain derivatives. In addition, the Company’s enterprise-wide Operational Risk Management function, led by the Chief Risk Officer, is responsible for model risk management and provides an independent review of the suitability and reliability of model inputs, as well as an analysis of significant changes to current models. Valuation Inputs Quoted prices for identical assets in active markets are considered Level 1 and consist 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. Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CDOs CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable; or they may be held at cost Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • The swap yield curve • Independent broker quotes Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve • Independent broker quotes Interest rate derivatives • Swap yield curve • Independent broker quotes Significant Unobservable Inputs for Level 3 - Securities 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] As of September 30, 2017 CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 489bps Decrease Corporate [4] $ 260 Discounted cash flows Spread 102bps 940bps 300bps Decrease Municipal [3] $ 53 Discounted cash flows Spread 184bps 239bps 198bps Decrease RMBS [3] $ 695 Discounted cash flows Spread 26bps 501bps 77bps Decrease Constant prepayment rate —% 12% 5% Decrease [5] Constant default rate 2% 7% 4% Decrease Loss severity —% 100% 68% Decrease As of December 31, 2016 CMBS [3] $ 9 Discounted cash flows Spread (encompasses 10bps 1,273bps 249bps Decrease Corporate [4] $ 265 Discounted cash flows Spread 122bps 1,021bps 373bps Decrease Municipal [3] $ 56 Discounted cash flows Spread 135bps 286bps 195bps Decrease RMBS [3] $ 704 Discounted cash flows Spread 16bps 1,830bps 189bps Decrease Constant prepayment rate —% 20% 4% Decrease [5] Constant default rate 1% 10% 5% Decrease Loss severity —% 100% 75% 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 based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 - Freestanding Derivatives Fair Value Predominant Valuation Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] As of September 30, 2017 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps $ (40 ) Option model Equity volatility 12% 19% Increase Equity options $ 2 Option model Equity volatility 27% 27% Increase Customized swaps $ 62 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program [2] Equity options $ 190 Option model Equity volatility 15% 30% Increase As of December 31, 2016 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps $ (36 ) Option model Equity volatility 20% 23% Increase Equity options $ 17 Option model Equity volatility 27% 30% Increase Customized swaps $ 100 Discounted cash flows Equity volatility 12% 30% Increase Macro hedge program Equity options $ 188 Option model Equity volatility 17% 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. The tables above exclude the portion of ABS, index options and certain corporate securities for which fair values are predominately based on independent broker quotes. While the Company does not have access to the significant unobservable inputs that independent brokers may use in their pricing process, the Company believes brokers likely use inputs similar to those used by the Company and third-party pricing services to price similar instruments. As such, in their pricing models, brokers likely use estimated loss severity rates, prepayment rates, constant default rates and credit spreads. Therefore, similar to non-broker priced securities, increases in these inputs would generally cause fair values to decrease. For the three and nine months ended September 30, 2017 , no significant adjustments were made by the Company to broker prices received. 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 $ 163 and $ 657 , for the three and nine months ended September 30, 2017 and $ 299 and $ 465 for the three and nine months ended September 30, 2016 , respectively, which represented previously on-the-run U.S.Treasury securities that are now off-the-run. For the three and nine months ended September 30, 2017 and 2016 , there were no transfers from Level 2 to Level 1. See the fair value roll-forward tables for the three and nine months ended September 30, 2017 and 2016 , for the transfers into and out of Level 3. GMWB Embedded, Customized and Reinsurance Derivatives GMWB Embedded Derivatives The Company formerly offered certain variable annuity products with GMWB riders that provide the policyholder with a 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. When payments of the GRB are not life-contingent, the GMWB represents an embedded derivative carried at fair value reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets with changes in fair value reported in net realized capital gains and losses. Free-standing Customized Derivatives The Company holds free-standing customized derivative contracts to provide protection from certain capital markets risks for the remaining term of specified blocks of non-reinsured GMWB riders. These customized derivatives are based on policyholder behavior assumptions specified at the inception of the derivative contracts. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. These derivatives are reported in the Consolidated Balance Sheets within other investments or other liabilities, as appropriate, after considering the impact of master netting agreements. 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 carried at fair value and reported in reinsurance recoverables in the Consolidated Balance Sheets. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. Valuation Techniques Fair values for GMWB embedded derivatives, free-standing customized derivatives and reinsurance derivatives are classified as Level 3 in the fair value hierarchy and are calculated using internally developed models that utilize significant unobservable inputs because active, observable markets do not exist for these items. In valuing the GMWB embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims. The excess of fees collected from the contract holder in the current period over the portion of fees attributed to the embedded derivative in the current period are associated with the host variable annuity contract and reported in fee income. Valuation Controls Oversight of the Company's valuation policies and processes for GMWB embedded, reinsurance, and customized derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls. Valuation Inputs The fair value for each of the non-life contingent GMWBs, the free-standing customized derivatives and the GMWB reinsurance derivative is calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The Company believes the aggregation of these components results in an amount that a market participant in an active liquid market would require, if such a market existed, to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Best Estimate Claim Payments The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating unobservable inputs including expectations concerning policyholder behavior. These assumptions are input into a stochastic risk neutral scenario process that is used to determine the valuation and involves numerous estimates and subjective judgments regarding a number of variables. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. In addition, the Company will continue to evaluate policyholder behavior assumptions should we implement initiatives to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated at least annually as part of the Company’s annual fourth-quarter comprehensive study to refine its estimate of future gross profits. In addition, the Company recognizes non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices. Credit Standing Adjustment The credit standing adjustment is an estimate of the additional amount that market participants would require in determining fair value to reflect the risk that GMWB benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions. Valuation Inputs Used in Levels 2 and 3 Measurements for GMWB Embedded, Customized and Reinsurance Derivatives Level 2 Level 3 • Risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates • Correlations of 10 years of observed historical returns across underlying well-known market indices • Correlations of historical index returns compared to separate account fund returns • Equity index levels • Market implied equity volatility assumptions • Withdrawal rates • Reset elections Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of September 30, 2017 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 20% 75% Increase Equity Volatility [6] 7% 30% Increase As of December 31, 2016 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 20% 75% Increase Equity Volatility [6] 12% 30% 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. Separate Account Assets Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. For limited partnerships in which fair value represents the separate account's share of the NAV, 45% and 39% were subject to significant liquidation restrictions as of September 30, 2017 and December 31, 2016 , respectively. Total limited partnerships that do not allow any form of redemption were 16% and 11% as of September 30, 2017 and December 31, 2016 , respectively. Separate account assets classified as Level 3 primarily include subprime RMBS and commercial mortgage loans. Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs The Company uses 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 asset or liability. Therefore, the realized and unrealized gains and losses on derivatives reported in the Level 3 roll-forward may be offset by realized and unrealized gains and losses of the associated assets and liabilities in other line items of the financial statements. Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended September 30, 2017 Total realized/unrealized gains (losses) Fair value as of June 30, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2017 Assets Fixed Maturities, AFS ABS $ 33 $ — $ — $ — $ (3 ) $ — $ 3 $ (3 ) $ 30 CDOs 136 — (1 ) 20 — — — (63 ) 92 CMBS 33 — — — (1 ) — — — 32 Corporate 608 (1 ) 3 6 2 (16 ) — (96 ) 506 Foreign Govt./Govt. Agencies 7 — — 2 — — — (1 ) 8 Municipal 70 — — — — — — — 70 RMBS 739 — 10 1 (47 ) — — (8 ) 695 Total Fixed Maturities, AFS 1,626 (1 ) 12 29 (49 ) (16 ) 3 (171 ) 1,433 Equity Securities, AFS 43 — (2 ) 3 — — — — 44 Freestanding Derivatives Interest rate (29 ) — — — — — — — (29 ) GMWB hedging instruments 40 (16 ) — — — — — — 24 Macro hedge program 160 14 — 9 — — — — 183 Total Freestanding Derivatives [5] 171 (2 ) — 9 — — — — 178 Reinsurance Recoverable for GMWB 57 (9 ) — — 3 — — — 51 Separate Accounts 192 — 3 37 (1 ) (2 ) — (3 ) 226 Total Assets $ 2,089 $ (12 ) $ 13 $ 78 $ (47 ) $ (18 ) $ 3 $ (174 ) $ 1,932 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (134 ) $ 58 $ — $ — $ (17 ) $ — $ — $ — $ (93 ) Equity Linked Notes (37 ) — — — 37 — — — — Total Other Policyholder Funds and Benefits Payable (171 ) 58 — — 20 — — — (93 ) Total Liabilities $ (171 ) $ 58 $ — $ — $ 20 $ — $ — $ — $ (93 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Nine Months Ended September 30, 2017 Total realized/unrealized gains (losses) Fair value as of January 1, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2017 Assets Fixed Maturities, AFS ABS $ 37 $ — $ — $ 14 $ (6 ) $ — $ 6 $ (21 ) $ 30 CDOs 260 — (2 ) 134 (107 ) — — (193 ) 92 CMBS 21 — 1 33 (3 ) — — (20 ) 32 Corporate 566 (8 ) 22 88 3 (89 ) 57 (133 ) 506 Foreign Govt./Govt. Agencies 17 — 1 3 (2 ) — — (11 ) 8 Municipal 72 — 3 — — (5 ) — — 70 RMBS 711 — 21 107 (136 ) — — (8 ) 695 Total Fixed Maturities, AFS 1,684 (8 ) 46 379 (251 ) (94 ) 63 (386 ) 1,433 Equity Securities

Investment Holding Level 1 (Not

Investment Holding Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Schedule of Investments [Abstract]
Investment Holdings [Text Block]	Net Realized Capital Gains (Losses) Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Gross gains on sales $ 28 $ 47 $ 141 $ 138 Gross losses on sales (7 ) (6 ) (47 ) (66 ) Net OTTI losses recognized in earnings (1 ) (12 ) (14 ) (23 ) Valuation allowances on mortgage loans — — 2 — Results of variable annuity hedge program GMWB derivatives, net 15 6 53 (8 ) Macro hedge program (65 ) (64 ) (189 ) (98 ) Total results of variable annuity hedge program (50 ) (58 ) (136 ) (106 ) Transactional foreign currency revaluation 3 (8 ) (11 ) (116 ) Non-qualifying foreign currency derivatives (4 ) 12 4 108 Other, net [1] (2 ) (6 ) — (80 ) Net realized capital losses $ (33 ) $ (31 ) $ (61 ) $ (145 ) [1] Includes non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, of $(4) and $(1) , respectively, for the three months ended September 30, 2017 and 2016 . For the nine months ended September 30, 2017 and 2016 , the non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, total $(7) and $(26) , respectively. 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 or losses in AOCI were $20 and $81 for the three and nine months ended September 30, 2017 , respectively, and $28 and $49 for the three and nine months ended September 30, 2016 , respectively. Proceeds from sales of AFS securities totaled $1.4 billion and $5.9 billion for three and nine months ended September 30, 2017 , respectively, and $1.8 billion and $ 5.7 billion for the three and nine months ended September 30, 2016 , respectively. Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities and certain equity securities with debt-like characteristics (collectively “debt securities”) 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 corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those debt securities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. 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. The Company will also record an OTTI for equity securities where the decline in the fair value is deemed to be other-than-temporary. A corresponding 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 new cost basis. The Company’s evaluation and assumptions used to determine an equity OTTI include, but is 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. For the remaining equity securities which are determined to be temporarily impaired, the Company asserts its intent and ability to retain those equity securities until the price recovers. Impairments in Earnings by Type Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Credit impairments $ 1 $ 11 $ 14 $ 20 Intent-to-sell impairments — — — 1 Impairments on equity securities — 1 — 2 Total impairments $ 1 $ 12 $ 14 $ 23 Cumulative Credit Impairments Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Balance as of beginning of period $ (142 ) $ (181 ) $ (170 ) $ (211 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — (2 ) (1 ) (10 ) Securities previously impaired (1 ) (9 ) (13 ) (10 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 2 11 35 37 Securities due to an increase in expected cash flows 5 3 13 16 Balance as of end of period $ (136 ) $ (178 ) $ (136 ) $ (178 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Available-for-Sale Securities AFS Securities by Type September 30, 2017 December 31, 2016 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 $ 959 $ 11 $ (15 ) $ 955 $ — $ 1,011 $ 9 $ (27 ) $ 993 $ — CDOs 977 17 (1 ) 993 — 893 49 (2 ) 940 — CMBS 2,117 52 (18 ) 2,151 (1 ) 2,135 45 (34 ) 2,146 (1 ) Corporate 12,984 1,422 (32 ) 14,374 — 13,677 1,111 (95 ) 14,693 — Foreign govt./govt. agencies 354 29 (2 ) 381 — 337 18 (10 ) 345 — Municipal 1,107 126 (1 ) 1,232 — 1,098 97 (6 ) 1,189 — RMBS 1,564 52 (1 ) 1,615 — 1,742 34 (16 ) 1,760 — U.S. Treasuries 1,759 187 (4 ) 1,942 — 1,614 153 (14 ) 1,753 — Total fixed maturities, AFS 21,821 1,896 (74 ) 23,643 (1 ) 22,507 1,516 (204 ) 23,819 (1 ) Equity securities, AFS 139 15 (1 ) 153 — 142 12 (2 ) 152 — Total AFS securities $ 21,960 $ 1,911 $ (75 ) $ 23,796 $ (1 ) $ 22,649 $ 1,528 $ (206 ) $ 23,971 $ (1 ) [1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of September 30, 2017 and December 31, 2016 . Fixed maturities, AFS, by Contractual Maturity Year September 30, 2017 December 31, 2016 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 774 $ 781 $ 722 $ 727 Over one year through five years 3,995 4,111 4,184 4,301 Over five years through ten years 3,158 3,308 3,562 3,649 Over ten years 8,277 9,729 8,258 9,303 Subtotal 16,204 17,929 16,726 17,980 Mortgage-backed and asset-backed securities 5,617 5,714 5,781 5,839 Total fixed maturities, AFS $ 21,821 $ 23,643 $ 22,507 $ 23,819 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 stockholder's equity , other than the U.S. government and certain U.S. government agencies as of September 30, 2017 and December 31, 2016 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments of Notes to Consolidated Financial Statements in the Company’s 2016 Form 10-K Annual Report. Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of September 30, 2017 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 $ 146 $ 145 $ (1 ) $ 208 $ 194 $ (14 ) $ 354 $ 339 $ (15 ) CDOs 471 470 (1 ) 83 83 — 554 553 (1 ) CMBS 698 688 (10 ) 146 138 (8 ) 844 826 (18 ) Corporate 893 882 (11 ) 608 587 (21 ) 1,501 1,469 (32 ) Foreign govt./govt. agencies 26 26 — 31 29 (2 ) 57 55 (2 ) Municipal 45 45 — 10 9 (1 ) 55 54 (1 ) RMBS 97 96 (1 ) 23 23 — 120 119 (1 ) U.S. Treasuries 548 545 (3 ) 12 11 (1 ) 560 556 (4 ) Total fixed maturities, AFS 2,924 2,897 (27 ) 1,121 1,074 (47 ) 4,045 3,971 (74 ) Equity securities, AFS 5 4 (1 ) 3 3 — 8 7 (1 ) Total securities in an unrealized loss position $ 2,929 $ 2,901 $ (28 ) $ 1,124 $ 1,077 $ (47 ) $ 4,053 $ 3,978 $ (75 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 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 $ 249 $ 248 $ (1 ) $ 265 $ 239 $ (26 ) $ 514 $ 487 $ (27 ) CDOs 325 325 — 210 208 (2 ) 535 533 (2 ) CMBS 1,058 1,030 (28 ) 139 133 (6 ) 1,197 1,163 (34 ) Corporate 2,535 2,464 (71 ) 402 378 (24 ) 2,937 2,842 (95 ) Foreign govt./govt. agencies 164 155 (9 ) 6 5 (1 ) 170 160 (10 ) Municipal 166 160 (6 ) — — — 166 160 (6 ) RMBS 548 535 (13 ) 198 195 (3 ) 746 730 (16 ) U.S. Treasuries 385 371 (14 ) — — — 385 371 (14 ) Total fixed maturities, AFS 5,430 5,288 (142 ) 1,220 1,158 (62 ) 6,650 6,446 (204 ) Equity securities, AFS 59 57 (2 ) 5 5 — 64 62 (2 ) Total securities in an unrealized loss position $ 5,489 $ 5,345 $ (144 ) $ 1,225 $ 1,163 $ (62 ) $ 6,714 $ 6,508 $ (206 ) As of September 30, 2017 , AFS securities in an unrealized loss position consisted of 1,158 s ecurities, primarily in the corporate sector, which were depressed primarily due to an increase in interest rates and/or widening of credit spreads since the securities were purchased. As of September 30, 2017 , 92% of these securities were depressed less than 20% of amortized cost. The decrease in unrealized losses during 2017 was primarily attributable to tighter credit spreads and a decrease in long-term interest rates. Most of the securities depressed for twelve months or more primarily relate to corporate securities and student loan ABS. These investments were primarily depressed because the securities have floating-rate coupons and long-dated maturities, and current credit spreads are wider than when these securities were purchased. In addition, certain corporate securities are primarily depressed due to current spreads which are wider than market 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 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. The Company reviews mortgage loans on a quarterly basis to identify potential credit losses. Among other factors, management reviews current and projected macroeconomic trends, 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 historical, current and projected delinquency rates and property values. Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value. The mortgage loan's estimated value is most frequently the Company's share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price. A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics. 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 borrowers continue to make payments under the original or restructured loan terms. The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. The company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received. As of September 30, 2017 , commercial mortgage loans had an amortized cost of $2.9 billion , with a valuation allowance of $1 and a carrying value of $2.9 billion . As of December 31, 2016 , commercial mortgage loans had an amortized cost of $2.8 billion , with a valuation allowance of $19 and a carrying value of $2.8 billion . Amortized cost represents carrying value prior to valuation allowances, if any. As of September 30, 2017 and December 31, 2016 , the carrying value of mortgage loans that had a valuation allowance was $18 and $31 , respectively. There were no mortgage loans held-for-sale as of September 30, 2017 or December 31, 2016 . As of September 30, 2017 , the Company had an immaterial amount of mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract. Valuation Allowance Activity Nine Months Ended September 30, 2017 2016 Balance as of January 1 $ (19 ) $ (19 ) (Additions)/Reversals (1 ) — Deductions 19 — Balance as of September 30 $ (1 ) $ (19 ) The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 48% as of September 30, 2017 , 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 collateral values are updated no less than annually through reviews of the underlying properties. Factors considered in estimating property values include, among other things, actual and expected property cash flows, geographic market data and the ratio of the property's net operating income to its value. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. As of September 30, 2017 , the Company held no delinquent commercial mortgage loans past due by 90 days or more. As of December 31, 2016 , 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. Following the conclusion of the loan's foreclosure process, the property transferred at its carrying value, net of the valuation allowance, to a real-estate owned investment during 2017. Commercial Mortgage Loans Credit Quality September 30, 2017 December 31, 2016 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 6 1.36x $ 20 0.59x 65% - 80% 41 2.31x 182 2.17x Less than 65% 2,833 2.53x 2,609 2.61x Total commercial mortgage loans $ 2,880 2.52x $ 2,811 2.55x Mortgage Loans by Region September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 53 1.8% $ 54 1.9% East South Central 14 0.5% 14 0.5% Middle Atlantic 292 10.1% 237 8.4% New England 92 3.2% 93 3.3% Pacific 841 29.3% 814 29.0% South Atlantic 616 21.4% 613 21.8% West South Central 196 6.8% 128 4.6% Other [1] 776 26.9% 858 30.5% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 728 25.3% $ 793 28.2% Lodging 25 0.9% 25 0.9% Multifamily 664 23.0% 535 19.0% Office 683 23.7% 605 21.5% Retail 578 20.1% 611 21.8% Other 202 7.0% 242 8.6% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0% Variable Interest Entities The Company is engaged with various special purpose entities and other entities that are deemed to be VIEs primarily as an investor through normal investment activities. A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest, 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. As of September 30, 2017 and December 31, 2016 the Company did not hold any VIEs for which it was the primary beneficiary. Non-Consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. 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 September 30, 2017 and December 31, 2016 is limited to the total carrying value of $860 and $859 , respectively, which are included in limited partnerships and other alternative investments in the Company's Condensed Consolidated Balance Sheets. As of September 30, 2017 and December 31, 2016, the Company has outstanding commitments totaling $505 and $497, respectively, whereby the Company 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 of Notes to Consolidated Financial Statements included in the Company’s 2016 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 AFS 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 enters into securities financing transactions as a way to earn additional income or manage liquidity, primarily through securities lending and repurchase agreements. Securities Lending Under a securities lending program, the Company lends certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities to qualifying third-party borrowers in return for collateral in the form of cash or securities. For domestic and non-domestic loaned securities, respectively, borrowers provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan. Borrowers 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 by the counterparty, and is not reflected on the Company’s Condensed Consolidated Balance Sheets. 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 loaned. 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 Company's Condensed Consolidated Balance Sheets. Income associated with securities lending transactions is reported as a component of net investment income in the Company’s Condensed Consolidated Statements of Operations. Repurchase Agreements From time to time, the Company enters into repurchase agreements to manage liquidity or to earn incremental 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. These transactions generally have a contractual maturity of ninety days or less. Repurchase agreements include master netting provisions that provide both 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, the Company's current positions do not meet the specific conditions for net presentation. Under 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 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 and is reported as an asset on the Company's Condensed Consolidated Balance Sheets. 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. From time to time, the Company enters into reverse repurchase agreements where the Company purchases securities and simultaneously agrees to resell the same or substantially the same securities. The agreements require additional collateral to be transferred to the Company when necessary and the Company has the right to sell or re-pledge the securities received. The Company accounts for reverse repurchase agreements as collateralized financing. Securities Lending and Repurchase Agreements September 30, 2017 December 31, 2016 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 655 $ 435 Gross amount of associated liability for collateral received [1] $ 671 $ 446 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 201 $ 118 Gross amount of collateral pledged related to repurchase agreements [2] $ 204 $ 121 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 5 and $ 26 million which are excluded from the Company's Condensed Consolidated Balance Sheets as of September 30, 2017 and December 31, 2016 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets. Other Collateral Transactions The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of September 30, 2017 and December 31, 2016 , the fair value of securities on deposit was $22 and $21 , respectively. For disclosure of collateral in support of derivative transactions, refer to the Derivative Collateral Arrangements section of Note 4 - Derivative Instruments.

Derivative Instruments Lelvel 1

Derivative Instruments Lelvel 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities Disclosure [Text Block]	The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that 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 features that as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products. Strategies that Qualify for Hedge Accounting Some of the Company's derivatives satisfy 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 2016 Form 10-K Annual Report. Typically, these hedging instruments 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. The Company has also entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Fair Value Hedges The Company previously used interest rate swaps to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps were 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 interest rate duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of September 30, 2017 and December 31, 2016 , the notional amount of interest rate swaps in offsetting relationships was $2.7 billion . Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. The Company had previously entered into foreign currency forwards to hedge non-U.S. dollar denominated cash and equity securities. Fixed Payout Annuity Hedge The Company has obligations for certain yen denominated fixed payout annuities under an assumed reinsurance contract. The Company invests in U.S. dollar denominated assets to support the assumed reinsurance liability. The Company has in place 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 the 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. 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. The Company previously entered into total return swaps to hedge equity risk of specific common stock investments which were accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contain embedded derivatives that require changes in value to be bifurcated from the host contract. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products. GMWB Derivatives, net The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the 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 reinsured. The Company utilizes derivatives (“GMWB hedging instruments”) as part of a dynamic hedging program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders. The GMWB hedging instruments hedge 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 Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. GMWB Hedging Instruments Notional Amount Fair Value September 30, 2017 December 31, 2016 September 30, 2017 December 31, 2016 Customized swaps $ 5,035 $ 5,191 $ 62 $ 100 Equity swaps, options, and futures 1,370 1,362 (41 ) (27 ) Interest rate swaps and futures 2,986 3,703 44 21 Total $ 9,391 $ 10,256 $ 65 $ 94 Macro Hedge Program The Company utilizes equity swaps, options, forwards and futures to provide partial protection against the statutory tail scenario risk arising from GMWB and the GMDB liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. Modified Coinsurance Reinsurance Contracts As of September 30, 2017 , and December 31, 2016 , the Company had approximately $882 and $875 , 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 operating 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 of investments subject to interest rate and credit risk. The notional amount of the embedded derivative reinsurance contracts are the invested assets which are carried at fair value and support the reinsured reserves. Derivative Balance Sheet Classification For reporting purposes, the Company has elected to offset within assets or 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 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. Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Cash flow hedges Interest rate swaps $ 1,656 $ 1,794 $ 1 $ 7 $ 6 $ 9 $ (5 ) $ (2 ) Foreign currency swaps 178 164 (11 ) (16 ) 6 10 (17 ) (26 ) Total cash flow hedges 1,834 1,958 (10 ) (9 ) 12 19 (22 ) (28 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,240 2,774 (387 ) (411 ) 281 249 (668 ) (660 ) Foreign exchange contracts Foreign currency swaps and forwards 37 382 — 36 — 36 — — Fixed payout annuity hedge 804 804 (255 ) (263 ) — — (255 ) (263 ) Credit contracts Credit derivatives that purchase credit protection 85 131 (3 ) (3 ) — — (3 ) (3 ) Credit derivatives that assume credit risk [1] 377 458 2 4 8 5 (6 ) (1 ) Credit derivatives in offsetting positions 590 1,006 2 (1 ) 10 16 (8 ) (17 ) Equity contracts Equity index swaps and options — 100 — — — 33 — (33 ) Variable annuity hedge program GMWB product derivatives [2] 11,797 13,114 (93 ) (241 ) — — (93 ) (241 ) GMWB reinsurance contracts 2,450 2,709 51 73 51 73 — — GMWB hedging instruments 9,391 10,256 65 94 130 190 (65 ) (96 ) Macro hedge program 8,157 6,532 166 178 192 201 (26 ) (23 ) Other Modified coinsurance reinsurance contracts 882 875 57 68 57 68 — — Total non-qualifying strategies 37,810 39,141 (395 ) (466 ) 729 871 (1,124 ) (1,337 ) Total cash flow hedges and non-qualifying strategies $ 39,644 $ 41,099 $ (405 ) $ (475 ) $ 741 $ 890 $ (1,146 ) $ (1,365 ) Balance Sheet Location Fixed maturities, available-for-sale $ 35 $ 121 $ — $ — $ — $ — $ — $ — Other investments 11,614 12,732 197 235 258 325 (61 ) (90 ) Other liabilities 12,865 11,498 (617 ) (577 ) 375 424 (992 ) (1,001 ) Reinsurance recoverables 3,333 3,584 108 141 108 141 — — Other policyholder funds and benefits payable 11,797 13,164 (93 ) (274 ) — — (93 ) (274 ) Total derivatives $ 39,644 $ 41,099 $ (405 ) $ (475 ) $ 741 $ 890 $ (1,146 ) $ (1,365 ) [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 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. Offsetting Derivative Assets and Liabilities (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 (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of September 30, 2017 Other investments $ 633 $ 551 $ 197 $ (115 ) $ 41 $ 41 Other liabilities $ (1,053 ) $ (265 ) $ (617 ) $ (171 ) $ (785 ) $ (3 ) As of December 31, 2016 Other investments $ 749 $ 588 $ 235 $ (74 ) $ 101 $ 60 Other liabilities $ (1,091 ) $ (396 ) $ (577 ) $ (118 ) $ (655 ) $ (40 ) [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 is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments 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. Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Interest rate swaps $ (3 ) $ (16 ) $ (3 ) $ 30 Foreign currency swaps 2 1 6 2 Total $ (1 ) $ (15 ) $ 3 $ 32 Derivatives in Cash Flow Hedging Relationships Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Interest rate swaps Net realized capital gains (losses) $ — $ — $ (1 ) $ — Interest rate swaps Net investment income 7 6 20 19 Foreign currency swaps Net realized capital gains (losses) 3 1 9 3 Total $ 10 $ 7 $ 28 $ 22 During the three and nine months ended September 30, 2017 , and September 30, 2016 , the Company had no ineffectiveness recognized in income within net realized capital gains (losses). As of September 30, 2017 , 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 $11 . 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 nine months ended September 30, 2017 , and September 30, 2016 , 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 fair value hedges, the gain or loss on the derivatives as well as the offsetting loss or gain on the hedged items attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. For three and nine months ended September 30, 2017 , the Company did not hold any fair value hedges. For the three and nine months ended ended September 30, 2016 , the Company recognized in income immaterial gains and (losses) for the ineffective portion of fair value hedges related to 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). Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Variable annuity hedge program GMWB product derivatives $ 58 $ 87 $ 198 $ (22 ) GMWB reinsurance contracts (9 ) (15 ) (33 ) (2 ) GMWB hedging instruments (34 ) (66 ) (112 ) 16 Macro hedge program (65 ) (64 ) (189 ) (98 ) Total variable annuity hedge program (50 ) (58 ) (136 ) (106 ) Foreign exchange contracts Foreign currency swaps and forwards (1 ) (1 ) (4 ) (5 ) Fixed payout annuity hedge (3 ) 13 8 109 Total foreign exchange contracts (4 ) 12 4 104 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures (5 ) (3 ) 3 (11 ) Credit contracts Credit derivatives that purchase credit protection 2 (4 ) 14 (7 ) Credit derivatives that assume credit risk (1 ) 9 (10 ) 10 Equity contracts Equity index swaps and options — (2 ) (4 ) 30 Other Modified coinsurance reinsurance contracts — (1 ) (10 ) (48 ) Total other non-qualifying derivatives (4 ) (1 ) (7 ) (26 ) Total [1] $ (58 ) $ (47 ) $ (139 ) $ (28 ) [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. 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 are 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. Credit Derivatives by Type As of September 30, 2017 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 $ 132 $ 3 4 years Corporate Credit/ Foreign Gov. A- $ 15 $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B- 43 — Basket credit default swaps [4] Investment grade risk exposure 419 — 3 years Corporate Credit BBB+ 169 — Below investment grade risk exposure 22 2 4 years Corporate Credit B+ 22 — Investment grade risk exposure 22 (1 ) 3 years CMBS Credit A+ 12 — Below investment grade risk exposure 34 (6 ) Less than 1 Year CMBS Credit CCC+ 34 6 Total [5] $ 672 $ (2 ) $ 295 $ 6 As of December 31, 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 $ 88 $ — 3 years Corporate Credit/ Foreign Gov. A $ 45 $ — Below investment grade risk exposure 43 — 1 year Corporate Credit B- 43 — Basket credit default swaps [4] Investment grade risk exposure 493 5 3 years Corporate Credit BBB+ 225 (1 ) Below investment grade risk exposure 22 2 4 years Corporate Credit B 22 (2 ) Investment grade risk exposure 158 (2 ) 2 years CMBS Credit AA+ 111 1 Below investment grade risk exposure 57 (13 ) 1 year CMBS Credit CCC 57 13 Embedded credit derivatives Investment grade risk exposure 100 100 Less than 1 year Corporate Credit A+ — — Total [5] $ 961 $ 92 $ 503 $ 11 [1] The average credit ratings are based on availability and are generally the midpoint of the avaliable 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 $1.2 billion and $ 1.8 billion as of September 30, 2017 and December 31, 2016 of notional amount on swaps 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 September 30, 2017 and December 31, 2016 , the Company pledged cash collateral associated with derivative instruments with a fair value of $37 and $134 , 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 $841 and $830 , respectively, as of September 30, 2017 and December 31, 2016 , which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. As of September 30, 2017 and December 31, 2016 the Company accepted cash collateral associated with derivative instruments of $404 and $333 , 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 investments or other liabilities as determined by the Company's election to offset on the balance sheet. The Company also accepted securities collateral as of September 30, 2017 and December 31, 2016 , with a fair value of $42 and $107 , respectively, of which the Company has the ability to sell or repledge $10 and $81 , respectively. As of September 30, 2017 and December 31, 2016, the Company had no repledged securities and did not sell any securities. In addition, as of September 30, 2017 and December 31, 2016, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

Reserve for Future Policy Benef

Reserve for Future Policy Benefits and SA Liabilities Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Separate Accounts Disclosure [Abstract]
Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]	Changes in Reserves for Future Policy Benefits Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 57 231 523 811 Paid (76 ) — (590 ) (666 ) Change in unrealized investment gains and losses — — 135 135 Liability balance as of September 30, 2017 $ 767 $ 2,858 $ 10,655 $ 14,280 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 37 231 33 301 Paid (63 ) — (45 ) (108 ) Reinsurance recoverable asset, as of September 30, 2017 $ 406 $ 2,858 $ 1,685 $ 4,949 Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2016 $ 863 $ 2,313 $ 10,674 $ 13,850 Incurred [3] 50 234 537 821 Paid (92 ) — (587 ) (679 ) Change in unrealized investment gains and losses — — 419 419 Liability balance as of September 30, 2016 $ 821 $ 2,547 $ 11,043 $ 14,411 Reinsurance recoverable asset, as of January 1, 2016 $ 523 $ 2,313 $ 1,823 $ 4,659 Incurred [3] 40 234 (25 ) 249 Paid (73 ) — (48 ) (121 ) Reinsurance recoverable asset, as of September 30, 2016 $ 490 $ 2,547 $ 1,750 $ 4,787 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. Account Value by GMDB/GMWB Type as of September 30, 2017 Account Value (“AV”) [8] Net Amount at Risk (“NAR”) [9] Retained Net Amount at Risk (“RNAR”) [9] Weighted Average Attained Age of Annuitant Maximum anniversary value (“MAV”) [1] MAV only $ 13,674 $ 2,047 $ 305 71 With 5% rollup [2] 1,149 143 45 72 With Earnings Protection Benefit Rider (“EPB”) [3] 3,482 522 80 71 With 5% rollup & EPB 476 105 23 73 Total MAV 18,781 2,817 453 Asset Protection Benefit (APB) [4] 10,175 102 70 70 Lifetime Income Benefit (LIB) – Death Benefit [5] 454 4 4 70 Reset [6] (5-7 years) 2,445 6 5 70 Return of Premium [7] /Other 8,852 55 52 71 Subtotal Variable Annuity with GMDB/GMWB [10] $ 40,707 $ 2,984 $ 584 71 Less: General Account Value with GMDB/GMWB 3,665 Subtotal Separate Account Liabilities with GMDB 37,042 Separate Account Liabilities without GMDB 78,584 Total Separate Account Liabilities $ 115,626 [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 minimum death 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 $6.3 billion of total account value and weighted average attained age of 73 years . There is no NAR or retained NAR related to these contracts. Includes $1.7 billion of account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries. Account Balance Breakdown of Variable Separate Account Investments for Contracts with Guarantees Asset type As of September 30, 2017 As of December 31, 2016 Equity securities (including mutual funds) $ 34,267 $ 33,880 Cash and cash equivalents 2,775 3,045 Total $ 37,042 $ 36,925 As of September 30, 2017 and December 31, 2016 , approximately 15% and 16% , respectively, of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 85% and 84% , respectively, 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)	9 Months Ended
	Sep. 30, 2017
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows: Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Tax provision at the U.S. federal statutory rate $ 25 $ 32 $ 106 $ 87 Dividends-received deduction ("DRD") (36 ) (16 ) (72 ) (57 ) Foreign related investments (2 ) (3 ) (5 ) (6 ) Other 1 — 3 — Provision for income taxes $ (12 ) $ 13 $ 32 $ 24 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 federal audit of the years 2012 and 2013 began in March 2015 and was completed as of March 31, 2017 with no additional adjustments. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years. The Company believes it is more likely than not that all 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 As of September 30, 2017 and December 31, 2016, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,241 and $3,301 , respectively. If not utilized, $3,238 of the losses will expire from 2023 to 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 run off 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 net operating 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 September 30, 2017 and December 31, 2016, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $241 and $232 and foreign tax credit carryover of $29 and $40 , respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryovers expire from 2022 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)	9 Months Ended
	Sep. 30, 2017
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. 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 enable the counterparties to terminate the agreements and demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of September 30, 2017 is $802 . For this $802 , the legal entities have posted collateral of $843 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 September 30, 2017 , a downgrade of one level below the current financial strength ratings by either Moody's or S&P would require an additional $7 of 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 post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities. On October 23, 2017, Moody’s lowered its counterparty credit and insurer financial strength ratings on Hartford Life and Annuity Insurance Company and Hartford Life Insurance Company to Baa3. Given this downgrade action, termination rating triggers in three derivative counterparty relationships were impacted. The Company is in the process of re-negotiating the rating triggers which it expects to successfully complete. Accordingly, the Company does not expect the current hedging programs to be adversely impacted by the announcement of the downgrade of Hartford Life and Annuity Insurance Company and Hartford Life Insurance Company. As of September 30, 2017, the notional amount and fair value related to these three derivative counterparties is $989 and $43 , respectively. These counterparties have not exercised their right to terminate these relationships and, if they did, would have to settle all of the outstanding derivatives. In addition, as a result of the downgrade of Hartford Life and Annuity Insurance Company, the Company is required to post an additional $7 of collateral related to a single counterparty relationship.

Transactions with Affiliates Le

Transactions with Affiliates Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Related Party Transactions [Abstract]
Related Party Transactions Disclosure [Text Block]	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, and employee costs. In addition, the Company has issued structured settlement contracts to fund claims settlements of property casualty insurance companies and self-insured entities. In many cases, the structured settlement contracts are to fund claim settlements of the Company's affiliated property and casualty companies whereby these property and casualty companies transferred funds to another affiliate of the Company to purchase the contracts. The Company had $55 and $53 of reserves for claim annuities purchased by affiliated entities as of September 30, 2017 and December 31, 2016, respectively. 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 $691 and $711 as of September 30, 2017 and December 31, 2016 , respectively. Substantially all general insurance expenses related to the Company 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 issued a guarantee to retirees and vested terminated employees of The Hartford Retirement Plan for U.S. Employees (the "Plan”) who retired or terminated prior to January 1, 2004 (the "Retirees"). The Plan is sponsored by The Hartford. The guarantee is a 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. In June 2017, The Hartford purchased a group annuity contract with The Prudential Insurance Company of America and settled a portion of The Hartford's benefit obligation, which included, among others, the Retirees. With the purchase of this group annuity contract, The Hartford has transferred its responsibility for the Retirees' pension benefits to The Prudential Insurance Company of America, thereby causing the Plan to have no further liability with respect to any and all of the benefits of the Retirees. Accordingly, the discharge of the underlying pension obligation has extinguished the Company's guarantee. In 1990 , Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990 . The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997 , it still covers policies that were issued from 1990 to 1997 . As of September 30, 2017 and December 31, 2016 , no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations. Reinsurance Ceded to Affiliates The Company maintains a reinsurance agreement with Hartford Life and Accident Insurance Company ("HLA") whereby the Company cedes both group life and group accident and health risk. Under this agreement, the Company ceded group life premium of $7 and $22 for the three and nine months ended September 30, 2017 and $10 and $32 for the three and nine months ended September 30, 2016 , respectively. The Company ceded accident and health premiums to HLA of $16 and $52 for the three and nine months ended September 30, 2017 and $15 and $67 for the three and nine months ended September 30, 2016 , respectively.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Comprehensive Income (Loss) Note [Text Block]	Changes in AOCI, Net of Tax for the Three Months Ended September 30, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 899 $ 23 $ (3 ) $ 919 OCI before reclassifications 45 (1 ) — 44 Amounts reclassified from AOCI (13 ) (6 ) — (19 ) OCI, net of tax 32 (7 ) — 25 Ending balance $ 931 $ 16 $ (3 ) $ 944 Changes in AOCI, Net of Tax for the Nine Months Ended September 30, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 291 2 — 293 Amounts reclassified from AOCI (53 ) (18 ) — (71 ) OCI, net of tax 238 (16 ) — 222 Ending balance $ 931 $ 16 $ (3 ) $ 944 Reclassifications from AOCI Three Months Ended September 30, 2017 Nine Months Ended September 30, 2017 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 20 $ 81 Net realized capital losses 20 81 Income before income taxes 7 28 Income tax expense (benefit) 13 53 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — (1 ) Net realized capital losses Interest rate swaps 7 20 Net investment income Foreign currency swaps 3 9 Net realized capital losses 10 28 Income before income taxes 4 10 Income tax expense (benefit) 6 18 Net income Total amounts reclassified from AOCI $ 19 $ 71 Net income Changes in AOCI, Net of Tax for the Three Months Ended September 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 $ 993 $ 77 $ (2 ) $ 1,068 OCI before reclassifications 155 (9 ) — 146 Amounts reclassified from AOCI (18 ) (5 ) — (23 ) OCI, net of tax 137 (14 ) — 123 Ending balance $ 1,130 $ 63 $ (2 ) $ 1,191 Changes in AOCI, Net of Tax for the Nine Months Ended September 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 623 20 1 644 Amounts reclassified from AOCI (32 ) (14 ) — (46 ) OCI, net of tax 591 6 1 598 Ending balance $ 1,130 $ 63 $ (2 ) $ 1,191 Reclassified from AOCI Three Months Ended September 30, 2016 Nine Months Ended September 30, 2016 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 28 $ 49 Net realized capital losses 28 49 Income before income taxes 10 17 Income tax expense (benefit) 18 32 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps 6 19 Net investment income Foreign currency swaps 1 3 Net realized capital losses 7 22 Income before income taxes 2 8 Income tax expense (benefit) 5 14 Net income Total amounts reclassified from AOCI $ 23 $ 46 Net income

Deferred Policy Acquisition Cos

Deferred Policy Acquisition Costs Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Deferred Policy Acquisition Costs Disclosures [Abstract]
Deferred Policy Acquisition Costs [Text Block]	Changes in the DAC Balance Nine months ended September 30, 2017 2016 Balance, beginning of period $ 463 $ 542 Deferred costs 2 7 Amortization — DAC (42 ) (29 ) Amortization — Unlock benefit (charge), pre-tax 17 (71 ) Adjustments to unrealized gains and losses on securities AFS and other (14 ) (7 ) Balance, end of period $ 426 $ 442

Subsequent Event Level 1 (Notes

Subsequent Event Level 1 (Notes)	9 Months Ended
	Sep. 30, 2017
Subsequent Events [Abstract]
Subsequent Events [Text Block]	On October 23, 2017 , The Hartford announced that HLA, a wholly owned subsidiary of The Hartford and an affiliate of the Company, entered into a definitive agreement to purchase Aetna’s U.S. group life and disability insurance business through a reinsurance transaction. In order to finance this acquisition, The Hartford requested from the Company, and the Connecticut Department of Insurance has approved, an extraordinary dividend of $800 in the form of a return of capital. This dividend is expected to be paid in the fourth quarter of 2017 contingent on the closing of the transaction.

Basis of Presentation and Acc19

Basis of Presentation and Accounting Policies Level 2 (Policies)	9 Months Ended
	Sep. 30, 2017
Accounting Policies [Abstract]
Consolidation, Policy [Policy Text Block]	Consolidation The Condensed Consolidated Financial Statements include the accounts of HLIC and entities the Company directly or indirectly has a controlling financial interest in, which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions, but is not required to consolidate, are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
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.
Reclassification [Policy Text Block]	Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
Description of New Accounting Pronouncements Not yet Adopted [Text Block]	Future Adoption of New Accounting Standards Hedging Activities In August 2017, the FASB issued updated guidance on hedge accounting. The updates allow hedge accounting for new types of interest rate hedges of financial instruments and simplify documentation requirements to qualify for hedge accounting. In addition, any gain or loss from hedge ineffectiveness will be reported in the same income statement line with the effective hedge results and the hedged transaction. For cash flow hedges, the ineffectiveness will be recognized in earnings only when the hedged transaction affects earnings; otherwise, the ineffectiveness gains or losses will remain in accumulated other comprehensive income (AOCI). Under current accounting, total hedge ineffectiveness is reported separately in realized gains and losses apart from the hedged transaction. The updated guidance is effective January 1, 2019 through a cumulative effect adjustment that will reclassify cumulative ineffectiveness on open cash flow hedges from retained earnings to AOCI. Early adoption is permitted as of the beginning of a year. The Company has not yet determined the timing for adoption or estimated the effect on the Company’s financial statements.

Investment Holding Lelvel 2 (Po

Investment Holding Lelvel 2 (Policies)	9 Months Ended
	Sep. 30, 2017
Accounting Policies [Abstract]
Investment, Policy [Policy Text Block]	Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities and certain equity securities with debt-like characteristics (collectively “debt securities”) 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 corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those debt securities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. 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. The Company will also record an OTTI for equity securities where the decline in the fair value is deemed to be other-than-temporary. A corresponding 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 new cost basis. The Company’s evaluation and assumptions used to determine an equity OTTI include, but is 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. For the remaining equity securities which are determined to be temporarily impaired, the Company asserts its intent and ability to retain those equity securities until the price recovers.
Consolidation, Variable Interest Entity, Policy [Policy Text Block]	Variable Interest Entities The Company is engaged with various special purpose entities and other entities that are deemed to be VIEs primarily as an investor through normal investment activities. A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest, 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. As of September 30, 2017 and December 31, 2016 the Company did not hold any VIEs for which it was the primary beneficiary.

Derivative Instruments Level 2

Derivative Instruments Level 2 (Policies)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives, Policy [Policy Text Block]	The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that 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 features that as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products.
Derivatives, Methods of Accounting, Hedge Documentation [Policy Text Block]	Strategies that Qualify for Hedge Accounting Some of the Company's derivatives satisfy 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 2016 Form 10-K Annual Report. Typically, these hedging instruments 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. The Company has also entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Fair Value Hedges The Company previously used interest rate swaps to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps were 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 interest rate duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of September 30, 2017 and December 31, 2016 , the notional amount of interest rate swaps in offsetting relationships was $2.7 billion . Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. The Company had previously entered into foreign currency forwards to hedge non-U.S. dollar denominated cash and equity securities. Fixed Payout Annuity Hedge The Company has obligations for certain yen denominated fixed payout annuities under an assumed reinsurance contract. The Company invests in U.S. dollar denominated assets to support the assumed reinsurance liability. The Company has in place 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 the 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. 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. The Company previously entered into total return swaps to hedge equity risk of specific common stock investments which were accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contain embedded derivatives that require changes in value to be bifurcated from the host contract. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products. GMWB Derivatives, net The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the 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 reinsured.

Fair Value Measurements Level 3

Fair Value Measurements Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level	Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of September 30, 2017 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 Asset backed securities ("ABS") $ 955 $ — $ 925 $ 30 Collateralized debt obligations ("CDOs") 993 — 901 92 Commercial mortgage-backed securities ("CMBS") 2,151 — 2,119 32 Corporate 14,374 — 13,868 506 Foreign government/government agencies 381 — 373 8 Municipal 1,232 — 1,162 70 Residential mortgage-backed securities ("RMBS") 1,615 — 920 695 U.S. Treasuries 1,942 122 1,820 — Total fixed maturities 23,643 122 22,088 1,433 Fixed maturities, FVO 36 — 36 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 153 20 89 44 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (2 ) — (2 ) — Interest rate derivatives 1 — 1 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 39 — (1 ) 40 Macro hedge program 158 — — 158 Total derivative assets [2] 197 — (1 ) 198 Short-term investments 1,400 855 545 — Reinsurance recoverable for GMWB 51 — — 51 Modified coinsurance reinsurance contracts 57 — 57 — Separate account assets [3] 113,197 74,053 38,019 226 Total assets accounted for at fair value on a recurring basis $ 138,745 $ 75,061 $ 60,833 $ 1,952 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable (GMWB embedded derivative) $ (93 ) $ — $ — $ (93 ) Derivative liabilities Foreign exchange derivatives (264 ) — (264 ) — Interest rate derivatives (387 ) — (358 ) (29 ) GMWB hedging instruments 26 — 42 (16 ) Macro hedge program 8 — (17 ) 25 Total derivative liabilities [4] (617 ) — (597 ) (20 ) Total liabilities accounted for at fair value on a recurring basis $ (710 ) $ — $ (597 ) $ (113 ) Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 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 $ 993 $ — $ 956 $ 37 CDOs 940 — 680 260 CMBS 2,146 — 2,125 21 Corporate 14,693 — 14,127 566 Foreign government/government agencies 345 — 328 17 Municipal 1,189 — 1,117 72 RMBS 1,760 — 1,049 711 U.S. Treasuries 1,753 230 1,523 — Total fixed maturities 23,819 230 21,905 1,684 Fixed maturities, FVO 82 — 82 — Equity securities, trading [1] 11 11 — — Equity securities, AFS 152 20 88 44 Derivative assets Credit derivatives (1 ) — (1 ) — Foreign exchange derivatives 4 — 4 — Interest rate derivatives 30 — 30 — GMWB hedging instruments 74 — 14 60 Macro hedge program 128 — 8 120 Total derivative assets [2] 235 — 55 180 Short-term investments 1,349 637 712 — Reinsurance recoverable for GMWB 73 — — 73 Modified coinsurance reinsurance contracts 68 — 68 — Separate account assets [3] 111,634 71,606 38,856 201 Total assets accounted for at fair value on a recurring basis $ 137,423 $ 72,504 $ 61,766 $ 2,182 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (241 ) $ — $ — $ (241 ) Equity linked notes (33 ) — — (33 ) Total other policyholder funds and benefits payable (274 ) — — (274 ) Derivative liabilities Credit derivatives 1 — 1 — Equity derivatives 33 — 33 — Foreign exchange derivatives (247 ) — (247 ) — Interest rate derivatives (434 ) — (404 ) (30 ) GMWB hedging instruments 20 — (1 ) 21 Macro hedge program 50 — 3 47 Total derivative liabilities [4] (577 ) — (615 ) 38 Total liabilities accounted for at fair value on a recurring basis $ (851 ) $ — $ (615 ) $ (236 ) [1] Included in other investments on the Condensed Consolidated Balance Sheets. [2] Includes 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 footnote 4 to this table for derivative liabilities. [3] Approximately $2.4 billion and $4.0 billion of investment sales receivable, as of September 30, 2017 and December 31, 2016 , 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 $899 and $1.0 billion of investments, as of September 30, 2017 and December 31, 2016 , respectively, 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. [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.
Information about significant unobservable inputs used in Level 3 assets measured at fair value	Significant Unobservable Inputs for Level 3 - Freestanding Derivatives Fair Value Predominant Valuation Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] As of September 30, 2017 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps $ (40 ) Option model Equity volatility 12% 19% Increase Equity options $ 2 Option model Equity volatility 27% 27% Increase Customized swaps $ 62 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program [2] Equity options $ 190 Option model Equity volatility 15% 30% Increase As of December 31, 2016 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps $ (36 ) Option model Equity volatility 20% 23% Increase Equity options $ 17 Option model Equity volatility 27% 30% Increase Customized swaps $ 100 Discounted cash flows Equity volatility 12% 30% Increase Macro hedge program Equity options $ 188 Option model Equity volatility 17% 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. Significant Unobservable Inputs for Level 3 - Securities 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] As of September 30, 2017 CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 489bps Decrease Corporate [4] $ 260 Discounted cash flows Spread 102bps 940bps 300bps Decrease Municipal [3] $ 53 Discounted cash flows Spread 184bps 239bps 198bps Decrease RMBS [3] $ 695 Discounted cash flows Spread 26bps 501bps 77bps Decrease Constant prepayment rate —% 12% 5% Decrease [5] Constant default rate 2% 7% 4% Decrease Loss severity —% 100% 68% Decrease As of December 31, 2016 CMBS [3] $ 9 Discounted cash flows Spread (encompasses 10bps 1,273bps 249bps Decrease Corporate [4] $ 265 Discounted cash flows Spread 122bps 1,021bps 373bps Decrease Municipal [3] $ 56 Discounted cash flows Spread 135bps 286bps 195bps Decrease RMBS [3] $ 704 Discounted cash flows Spread 16bps 1,830bps 189bps Decrease Constant prepayment rate —% 20% 4% Decrease [5] Constant default rate 1% 10% 5% Decrease Loss severity —% 100% 75% 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 based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of September 30, 2017 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 20% 75% Increase Equity Volatility [6] 7% 30% Increase As of December 31, 2016 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 20% 75% Increase Equity Volatility [6] 12% 30% Increase
Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended September 30, 2017 Total realized/unrealized gains (losses) Fair value as of June 30, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2017 Assets Fixed Maturities, AFS ABS $ 33 $ — $ — $ — $ (3 ) $ — $ 3 $ (3 ) $ 30 CDOs 136 — (1 ) 20 — — — (63 ) 92 CMBS 33 — — — (1 ) — — — 32 Corporate 608 (1 ) 3 6 2 (16 ) — (96 ) 506 Foreign Govt./Govt. Agencies 7 — — 2 — — — (1 ) 8 Municipal 70 — — — — — — — 70 RMBS 739 — 10 1 (47 ) — — (8 ) 695 Total Fixed Maturities, AFS 1,626 (1 ) 12 29 (49 ) (16 ) 3 (171 ) 1,433 Equity Securities, AFS 43 — (2 ) 3 — — — — 44 Freestanding Derivatives Interest rate (29 ) — — — — — — — (29 ) GMWB hedging instruments 40 (16 ) — — — — — — 24 Macro hedge program 160 14 — 9 — — — — 183 Total Freestanding Derivatives [5] 171 (2 ) — 9 — — — — 178 Reinsurance Recoverable for GMWB 57 (9 ) — — 3 — — — 51 Separate Accounts 192 — 3 37 (1 ) (2 ) — (3 ) 226 Total Assets $ 2,089 $ (12 ) $ 13 $ 78 $ (47 ) $ (18 ) $ 3 $ (174 ) $ 1,932 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (134 ) $ 58 $ — $ — $ (17 ) $ — $ — $ — $ (93 ) Equity Linked Notes (37 ) — — — 37 — — — — Total Other Policyholder Funds and Benefits Payable (171 ) 58 — — 20 — — — (93 ) Total Liabilities $ (171 ) $ 58 $ — $ — $ 20 $ — $ — $ — $ (93 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Nine Months Ended September 30, 2017 Total realized/unrealized gains (losses) Fair value as of January 1, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2017 Assets Fixed Maturities, AFS ABS $ 37 $ — $ — $ 14 $ (6 ) $ — $ 6 $ (21 ) $ 30 CDOs 260 — (2 ) 134 (107 ) — — (193 ) 92 CMBS 21 — 1 33 (3 ) — — (20 ) 32 Corporate 566 (8 ) 22 88 3 (89 ) 57 (133 ) 506 Foreign Govt./Govt. Agencies 17 — 1 3 (2 ) — — (11 ) 8 Municipal 72 — 3 — — (5 ) — — 70 RMBS 711 — 21 107 (136 ) — — (8 ) 695 Total Fixed Maturities, AFS 1,684 (8 ) 46 379 (251 ) (94 ) 63 (386 ) 1,433 Equity Securities, AFS 44 — (5 ) 5 — — — — 44 Freestanding Derivatives Interest rate (30 ) 1 — — — — — — (29 ) GMWB hedging instruments 81 (57 ) — — — — — — 24 Macro hedge program 167 7 — 9 — — — — 183 Total Freestanding Derivatives [5] 218 (49 ) — 9 — — — — 178 Reinsurance Recoverable for GMWB 73 (33 ) — — 11 — — — 51 Separate Accounts 201 3 5 148 (7 ) (45 ) 10 (89 ) 226 Total Assets $ 2,220 $ (87 ) $ 46 $ 541 $ (247 ) $ (139 ) $ 73 $ (475 ) $ 1,932 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (241 ) $ 197 $ — $ — $ (49 ) $ — $ — $ — $ (93 ) Equity Linked Notes (33 ) (4 ) — — 37 — — — — Total Other Policyholder Funds and Benefits Payable (274 ) 193 — — (12 ) — — — (93 ) Total Liabilities $ (274 ) $ 193 $ — $ — $ (12 ) $ — $ — $ — $ (93 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended September 30, 2016 Total realized/unrealized gains (losses) Fair value as of June 30, 2016 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2016 Assets Fixed Maturities, AFS ABS $ 7 $ — $ — $ 17 $ (1 ) $ (2 ) $ — $ (1 ) $ 20 CDOs 266 — (2 ) — (8 ) — — — 256 CMBS 15 — — 14 (3 ) — — (3 ) 23 Corporate 717 (11 ) 25 22 4 (20 ) 56 (158 ) 635 Foreign Govt./Govt. Agencies 18 — 1 5 (1 ) (3 ) — — 20 Municipal 73 — 2 4 — — — — 79 RMBS 690 — 5 93 (37 ) (8 ) — — 743 Total Fixed Maturities, AFS 1,786 (11 ) 31 155 (46 ) (33 ) 56 (162 ) 1,776 Fixed Maturities, FVO — Equity Securities, AFS 42 (1 ) — 2 — — — — 43 Freestanding Derivatives Equity 1 (1 ) — — — — — — — Interest rate (34 ) — — — — — — — (34 ) GMWB hedging instruments 165 (34 ) — — — — — — 131 Macro hedge program 141 (32 ) — 63 (4 ) — — — 168 Total Freestanding Derivatives [5] 273 (67 ) — 63 (4 ) — — — 265 Reinsurance Recoverable for GMWB 106 (12 ) — — 4 — — — 98 Separate Accounts 171 1 (1 ) 165 (3 ) (11 ) 10 (7 ) 325 Total Assets $ 2,378 $ (90 ) $ 30 $ 385 $ (49 ) $ (44 ) $ 66 $ (169 ) $ 2,507 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (412 ) $ 81 $ — $ — $ (17 ) $ — $ — $ — $ (348 ) Equity Linked Notes (28 ) (3 ) — — — — — — (31 ) Total Other Policyholder Funds and Benefits Payable (440 ) 78 — — (17 ) — — — (379 ) Total Liabilities $ (440 ) $ 78 $ — $ — $ (17 ) $ — $ — $ — $ (379 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Nine Months Ended September 30, 2016 Total realized/unrealized gains (losses) Fair value as of January 1, 2016 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of September 30, 2016 Assets Fixed Maturities, AFS ABS $ 5 $ — $ — $ 17 $ (1 ) $ (2 ) $ 5 $ (4 ) $ 20 CDOs 330 (1 ) (6 ) — (67 ) — — — 256 CMBS 62 — (1 ) 33 (11 ) (2 ) — (58 ) 23 Corporate 534 (18 ) 29 56 (41 ) (55 ) 363 (233 ) 635 Foreign Govt./Govt. Agencies 17 — 3 8 (3 ) (5 ) — — 20 Municipal 49 — 6 16 — — 8 — 79 RMBS 628 — 3 241 (113 ) (8 ) 2 (10 ) 743 Total Fixed Maturities, AFS 1,625 (19 ) 34 371 (236 ) (72 ) 378 (305 ) 1,776 Fixed Maturities, FVO 2 — — 1 — (1 ) — (2 ) — Equity Securities, AFS 38 (1 ) 4 4 — (2 ) — — 43 Freestanding Derivatives Equity — (8 ) — 8 — — — — — Interest rate (29 ) (5 ) — — — — — — (34 ) GMWB hedging instruments 135 (10 ) — — — — — 6 131 Macro hedge program 147 (36 ) — 63 (6 ) — — — 168 Total Freestanding Derivatives [5] 253 (59 ) — 71 (6 ) — — 6 265 Reinsurance Recoverable for GMWB 83 4 — — 11 — — — 98 Separate Accounts 139 1 5 226 (12 ) (27 ) 16 (23 ) 325 Total Assets $ 2,140 $ (74 ) $ 43 $ 673 $ (243 ) $ (102 ) $ 394 $ (324 ) $ 2,507 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (262 ) $ (36 ) $ — $ — $ (50 ) $ — $ — $ — $ (348 ) Equity Linked Notes (26 ) (5 ) — — — — — — (31 ) Total Other Policyholder Funds and Benefits Payable (288 ) (41 ) — — (50 ) — — — (379 ) Total Liabilities $ (288 ) $ (41 ) $ — $ — $ (50 ) $ — $ — $ — $ (379 ) [1] The Company classifies realized and unrealized gains (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] Amounts in these rows are generally 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 Consolidated Balance Sheets in other investments and other liabilities. [6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses). Changes in Unrealized Gains (Losses) Included in Net Income for Financial Instruments Classified as Level 3 Still Held at End of Period Three months ended September 30, Nine months ended September 30, 2017 [1][2] 2016 [1][2] 2017 [1][2] 2016 [1][2] Assets Fixed Maturities, AFS Corporate $ (1 ) $ (11 ) $ (13 ) $ (12 ) Total Fixed Maturities, AFS (1 ) (11 ) (13 ) (12 ) Freestanding Derivatives Interest Rate — — — (5 ) GMWB hedging instruments (16 ) (34 ) (57 ) (2 ) Macro hedge program 14 (34 ) 8 (31 ) Total Freestanding Derivatives (2 ) (68 ) (49 ) (38 ) Reinsurance Recoverable for GMWB (9 ) (12 ) (33 ) 4 Separate Accounts — — 1 — Total Assets $ (12 ) $ (91 ) $ (94 ) $ (46 ) (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ 58 $ 81 $ 197 $ (36 ) Equity Linked Notes — (3 ) (4 ) (5 ) Total Other Policyholder Funds and Benefits Payable 58 78 193 (41 ) Total Liabilities $ 58 $ 78 $ 193 $ (41 ) [1] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
Fair Value, Option, Quantitative Disclosures [Table Text Block]	Changes in Fair Value of Assets using Fair Value Option Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Assets Fixed maturities, FVO RMBS $ — $ 1 $ — $ 3 Total fixed maturities, FVO — 1 — 3 Equity, FVO — — 2 (34 ) Total realized capital gains (losses) $ — $ 1 $ 2 $ (31 )
Fair value of assets and liabilities accounted for using the fair value option	Fair Value of Assets and Liabilities using the Fair Value Option September 30, 2017 December 31, 2016 Assets Fixed maturities, FVO RMBS $ 36 $ 82 Total fixed maturities, FVO $ 36 $ 82
Financial Instruments Not Carried at Fair Value	Financial Instruments Not Carried at Fair Value Financial Assets and Liabilities Not Carried at Fair Value Fair Value Hierarchy Level Carrying Amount Fair Value September 30, 2017 Assets Policy loans Level 3 $ 1,417 $ 1,417 Mortgage loans Level 3 $ 2,880 $ 2,973 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,015 $ 6,211 Consumer notes [2] [3] Level 3 $ 9 $ 9 Assumed investment contracts [3] Level 3 $ 517 $ 540 December 31, 2016 Assets Policy loans Level 3 $ 1,442 $ 1,442 Mortgage loans Level 3 $ 2,811 $ 2,843 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,436 $ 6,626 Consumer notes [2] [3] Level 3 $ 20 $ 20 Assumed investment contracts [3] Level 3 $ 487 $ 526 [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.

Investment Holding Level 3 (Tab

Investment Holding Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Schedule of Investments [Abstract]
Realized Gain (Loss) on Investments [Table Text Block]	Net Realized Capital Gains (Losses) Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Gross gains on sales $ 28 $ 47 $ 141 $ 138 Gross losses on sales (7 ) (6 ) (47 ) (66 ) Net OTTI losses recognized in earnings (1 ) (12 ) (14 ) (23 ) Valuation allowances on mortgage loans — — 2 — Results of variable annuity hedge program GMWB derivatives, net 15 6 53 (8 ) Macro hedge program (65 ) (64 ) (189 ) (98 ) Total results of variable annuity hedge program (50 ) (58 ) (136 ) (106 ) Transactional foreign currency revaluation 3 (8 ) (11 ) (116 ) Non-qualifying foreign currency derivatives (4 ) 12 4 108 Other, net [1] (2 ) (6 ) — (80 ) Net realized capital losses $ (33 ) $ (31 ) $ (61 ) $ (145 ) [1] Includes non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, of $(4) and $(1) , respectively, for the three months ended September 30, 2017 and 2016 . For the nine months ended September 30, 2017 and 2016 , the non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, total $(7) and $(26) , respectively. 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 or losses in AOCI were $20 and $81 for the three and nine months ended September 30, 2017 , respectively, and $28 and $49 for the three and nine months ended September 30, 2016 , respectively. Proceeds from sales of AFS securities totaled $1.4 billion and $5.9 billion for three and nine months ended September 30, 2017 , respectively, and $1.8 billion and $ 5.7 billion for the three and nine months ended September 30, 2016 , respectively.
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	Cumulative Credit Impairments Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Balance as of beginning of period $ (142 ) $ (181 ) $ (170 ) $ (211 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — (2 ) (1 ) (10 ) Securities previously impaired (1 ) (9 ) (13 ) (10 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 2 11 35 37 Securities due to an increase in expected cash flows 5 3 13 16 Balance as of end of period $ (136 ) $ (178 ) $ (136 ) $ (178 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Impairments in Earnings by Type Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Credit impairments $ 1 $ 11 $ 14 $ 20 Intent-to-sell impairments — — — 1 Impairments on equity securities — 1 — 2 Total impairments $ 1 $ 12 $ 14 $ 23
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	Available-for-Sale Securities AFS Securities by Type September 30, 2017 December 31, 2016 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 $ 959 $ 11 $ (15 ) $ 955 $ — $ 1,011 $ 9 $ (27 ) $ 993 $ — CDOs 977 17 (1 ) 993 — 893 49 (2 ) 940 — CMBS 2,117 52 (18 ) 2,151 (1 ) 2,135 45 (34 ) 2,146 (1 ) Corporate 12,984 1,422 (32 ) 14,374 — 13,677 1,111 (95 ) 14,693 — Foreign govt./govt. agencies 354 29 (2 ) 381 — 337 18 (10 ) 345 — Municipal 1,107 126 (1 ) 1,232 — 1,098 97 (6 ) 1,189 — RMBS 1,564 52 (1 ) 1,615 — 1,742 34 (16 ) 1,760 — U.S. Treasuries 1,759 187 (4 ) 1,942 — 1,614 153 (14 ) 1,753 — Total fixed maturities, AFS 21,821 1,896 (74 ) 23,643 (1 ) 22,507 1,516 (204 ) 23,819 (1 ) Equity securities, AFS 139 15 (1 ) 153 — 142 12 (2 ) 152 — Total AFS securities $ 21,960 $ 1,911 $ (75 ) $ 23,796 $ (1 ) $ 22,649 $ 1,528 $ (206 ) $ 23,971 $ (1 ) [1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of September 30, 2017 and December 31, 2016 . Fixed maturities, AFS, by Contractual Maturity Year September 30, 2017 December 31, 2016 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 774 $ 781 $ 722 $ 727 Over one year through five years 3,995 4,111 4,184 4,301 Over five years through ten years 3,158 3,308 3,562 3,649 Over ten years 8,277 9,729 8,258 9,303 Subtotal 16,204 17,929 16,726 17,980 Mortgage-backed and asset-backed securities 5,617 5,714 5,781 5,839 Total fixed maturities, AFS $ 21,821 $ 23,643 $ 22,507 $ 23,819
Investments Classified by Contractual Maturity Date [Table Text Block]	Fixed maturities, AFS, by Contractual Maturity Year September 30, 2017 December 31, 2016 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 774 $ 781 $ 722 $ 727 Over one year through five years 3,995 4,111 4,184 4,301 Over five years through ten years 3,158 3,308 3,562 3,649 Over ten years 8,277 9,729 8,258 9,303 Subtotal 16,204 17,929 16,726 17,980 Mortgage-backed and asset-backed securities 5,617 5,714 5,781 5,839 Total fixed maturities, AFS $ 21,821 $ 23,643 $ 22,507 $ 23,819 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 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 stockholder's equity , other than the U.S. government and certain U.S. government agencies as of September 30, 2017 and December 31, 2016 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments of Notes to Consolidated Financial Statements in the Company’s 2016 Form 10-K Annual Report.
Schedule of Unrealized Loss on Investments [Table Text Block]	Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of September 30, 2017 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 $ 146 $ 145 $ (1 ) $ 208 $ 194 $ (14 ) $ 354 $ 339 $ (15 ) CDOs 471 470 (1 ) 83 83 — 554 553 (1 ) CMBS 698 688 (10 ) 146 138 (8 ) 844 826 (18 ) Corporate 893 882 (11 ) 608 587 (21 ) 1,501 1,469 (32 ) Foreign govt./govt. agencies 26 26 — 31 29 (2 ) 57 55 (2 ) Municipal 45 45 — 10 9 (1 ) 55 54 (1 ) RMBS 97 96 (1 ) 23 23 — 120 119 (1 ) U.S. Treasuries 548 545 (3 ) 12 11 (1 ) 560 556 (4 ) Total fixed maturities, AFS 2,924 2,897 (27 ) 1,121 1,074 (47 ) 4,045 3,971 (74 ) Equity securities, AFS 5 4 (1 ) 3 3 — 8 7 (1 ) Total securities in an unrealized loss position $ 2,929 $ 2,901 $ (28 ) $ 1,124 $ 1,077 $ (47 ) $ 4,053 $ 3,978 $ (75 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 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 $ 249 $ 248 $ (1 ) $ 265 $ 239 $ (26 ) $ 514 $ 487 $ (27 ) CDOs 325 325 — 210 208 (2 ) 535 533 (2 ) CMBS 1,058 1,030 (28 ) 139 133 (6 ) 1,197 1,163 (34 ) Corporate 2,535 2,464 (71 ) 402 378 (24 ) 2,937 2,842 (95 ) Foreign govt./govt. agencies 164 155 (9 ) 6 5 (1 ) 170 160 (10 ) Municipal 166 160 (6 ) — — — 166 160 (6 ) RMBS 548 535 (13 ) 198 195 (3 ) 746 730 (16 ) U.S. Treasuries 385 371 (14 ) — — — 385 371 (14 ) Total fixed maturities, AFS 5,430 5,288 (142 ) 1,220 1,158 (62 ) 6,650 6,446 (204 ) Equity securities, AFS 59 57 (2 ) 5 5 — 64 62 (2 ) Total securities in an unrealized loss position $ 5,489 $ 5,345 $ (144 ) $ 1,225 $ 1,163 $ (62 ) $ 6,714 $ 6,508 $ (206 )
Schedule of Valuation Allowance for Impairment of Recognized Servicing Assets [Table Text Block]	Valuation Allowance Activity Nine Months Ended September 30, 2017 2016 Balance as of January 1 $ (19 ) $ (19 ) (Additions)/Reversals (1 ) — Deductions 19 — Balance as of September 30 $ (1 ) $ (19 )
Schedule of Accounts, Notes, Loans and Financing Receivable [Table Text Block]	Mortgage Loans by Region September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 53 1.8% $ 54 1.9% East South Central 14 0.5% 14 0.5% Middle Atlantic 292 10.1% 237 8.4% New England 92 3.2% 93 3.3% Pacific 841 29.3% 814 29.0% South Atlantic 616 21.4% 613 21.8% West South Central 196 6.8% 128 4.6% Other [1] 776 26.9% 858 30.5% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Commercial Mortgage Loans Credit Quality September 30, 2017 December 31, 2016 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 6 1.36x $ 20 0.59x 65% - 80% 41 2.31x 182 2.17x Less than 65% 2,833 2.53x 2,609 2.61x Total commercial mortgage loans $ 2,880 2.52x $ 2,811 2.55x Mortgage Loans by Property Type September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 728 25.3% $ 793 28.2% Lodging 25 0.9% 25 0.9% Multifamily 664 23.0% 535 19.0% Office 683 23.7% 605 21.5% Retail 578 20.1% 611 21.8% Other 202 7.0% 242 8.6% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0%
Schedule of Securities Financing Transactions [Table Text Block]	Securities Lending and Repurchase Agreements September 30, 2017 December 31, 2016 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 655 $ 435 Gross amount of associated liability for collateral received [1] $ 671 $ 446 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 201 $ 118 Gross amount of collateral pledged related to repurchase agreements [2] $ 204 $ 121 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 5 and $ 26 million which are excluded from the Company's Condensed Consolidated Balance Sheets as of September 30, 2017 and December 31, 2016 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets.
Investment Holdings [Text Block]	Net Realized Capital Gains (Losses) Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Gross gains on sales $ 28 $ 47 $ 141 $ 138 Gross losses on sales (7 ) (6 ) (47 ) (66 ) Net OTTI losses recognized in earnings (1 ) (12 ) (14 ) (23 ) Valuation allowances on mortgage loans — — 2 — Results of variable annuity hedge program GMWB derivatives, net 15 6 53 (8 ) Macro hedge program (65 ) (64 ) (189 ) (98 ) Total results of variable annuity hedge program (50 ) (58 ) (136 ) (106 ) Transactional foreign currency revaluation 3 (8 ) (11 ) (116 ) Non-qualifying foreign currency derivatives (4 ) 12 4 108 Other, net [1] (2 ) (6 ) — (80 ) Net realized capital losses $ (33 ) $ (31 ) $ (61 ) $ (145 ) [1] Includes non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, of $(4) and $(1) , respectively, for the three months ended September 30, 2017 and 2016 . For the nine months ended September 30, 2017 and 2016 , the non-qualifying derivatives, excluding variable annuity hedge program and foreign currency derivatives, total $(7) and $(26) , respectively. 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 or losses in AOCI were $20 and $81 for the three and nine months ended September 30, 2017 , respectively, and $28 and $49 for the three and nine months ended September 30, 2016 , respectively. Proceeds from sales of AFS securities totaled $1.4 billion and $5.9 billion for three and nine months ended September 30, 2017 , respectively, and $1.8 billion and $ 5.7 billion for the three and nine months ended September 30, 2016 , respectively. Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities and certain equity securities with debt-like characteristics (collectively “debt securities”) 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 corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those debt securities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. 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. The Company will also record an OTTI for equity securities where the decline in the fair value is deemed to be other-than-temporary. A corresponding 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 new cost basis. The Company’s evaluation and assumptions used to determine an equity OTTI include, but is 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. For the remaining equity securities which are determined to be temporarily impaired, the Company asserts its intent and ability to retain those equity securities until the price recovers. Impairments in Earnings by Type Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Credit impairments $ 1 $ 11 $ 14 $ 20 Intent-to-sell impairments — — — 1 Impairments on equity securities — 1 — 2 Total impairments $ 1 $ 12 $ 14 $ 23 Cumulative Credit Impairments Three Months Ended September 30, Nine Months Ended September 30, (Before-tax) 2017 2016 2017 2016 Balance as of beginning of period $ (142 ) $ (181 ) $ (170 ) $ (211 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — (2 ) (1 ) (10 ) Securities previously impaired (1 ) (9 ) (13 ) (10 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 2 11 35 37 Securities due to an increase in expected cash flows 5 3 13 16 Balance as of end of period $ (136 ) $ (178 ) $ (136 ) $ (178 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Available-for-Sale Securities AFS Securities by Type September 30, 2017 December 31, 2016 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 $ 959 $ 11 $ (15 ) $ 955 $ — $ 1,011 $ 9 $ (27 ) $ 993 $ — CDOs 977 17 (1 ) 993 — 893 49 (2 ) 940 — CMBS 2,117 52 (18 ) 2,151 (1 ) 2,135 45 (34 ) 2,146 (1 ) Corporate 12,984 1,422 (32 ) 14,374 — 13,677 1,111 (95 ) 14,693 — Foreign govt./govt. agencies 354 29 (2 ) 381 — 337 18 (10 ) 345 — Municipal 1,107 126 (1 ) 1,232 — 1,098 97 (6 ) 1,189 — RMBS 1,564 52 (1 ) 1,615 — 1,742 34 (16 ) 1,760 — U.S. Treasuries 1,759 187 (4 ) 1,942 — 1,614 153 (14 ) 1,753 — Total fixed maturities, AFS 21,821 1,896 (74 ) 23,643 (1 ) 22,507 1,516 (204 ) 23,819 (1 ) Equity securities, AFS 139 15 (1 ) 153 — 142 12 (2 ) 152 — Total AFS securities $ 21,960 $ 1,911 $ (75 ) $ 23,796 $ (1 ) $ 22,649 $ 1,528 $ (206 ) $ 23,971 $ (1 ) [1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of September 30, 2017 and December 31, 2016 . Fixed maturities, AFS, by Contractual Maturity Year September 30, 2017 December 31, 2016 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 774 $ 781 $ 722 $ 727 Over one year through five years 3,995 4,111 4,184 4,301 Over five years through ten years 3,158 3,308 3,562 3,649 Over ten years 8,277 9,729 8,258 9,303 Subtotal 16,204 17,929 16,726 17,980 Mortgage-backed and asset-backed securities 5,617 5,714 5,781 5,839 Total fixed maturities, AFS $ 21,821 $ 23,643 $ 22,507 $ 23,819 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 stockholder's equity , other than the U.S. government and certain U.S. government agencies as of September 30, 2017 and December 31, 2016 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments of Notes to Consolidated Financial Statements in the Company’s 2016 Form 10-K Annual Report. Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of September 30, 2017 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 $ 146 $ 145 $ (1 ) $ 208 $ 194 $ (14 ) $ 354 $ 339 $ (15 ) CDOs 471 470 (1 ) 83 83 — 554 553 (1 ) CMBS 698 688 (10 ) 146 138 (8 ) 844 826 (18 ) Corporate 893 882 (11 ) 608 587 (21 ) 1,501 1,469 (32 ) Foreign govt./govt. agencies 26 26 — 31 29 (2 ) 57 55 (2 ) Municipal 45 45 — 10 9 (1 ) 55 54 (1 ) RMBS 97 96 (1 ) 23 23 — 120 119 (1 ) U.S. Treasuries 548 545 (3 ) 12 11 (1 ) 560 556 (4 ) Total fixed maturities, AFS 2,924 2,897 (27 ) 1,121 1,074 (47 ) 4,045 3,971 (74 ) Equity securities, AFS 5 4 (1 ) 3 3 — 8 7 (1 ) Total securities in an unrealized loss position $ 2,929 $ 2,901 $ (28 ) $ 1,124 $ 1,077 $ (47 ) $ 4,053 $ 3,978 $ (75 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 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 $ 249 $ 248 $ (1 ) $ 265 $ 239 $ (26 ) $ 514 $ 487 $ (27 ) CDOs 325 325 — 210 208 (2 ) 535 533 (2 ) CMBS 1,058 1,030 (28 ) 139 133 (6 ) 1,197 1,163 (34 ) Corporate 2,535 2,464 (71 ) 402 378 (24 ) 2,937 2,842 (95 ) Foreign govt./govt. agencies 164 155 (9 ) 6 5 (1 ) 170 160 (10 ) Municipal 166 160 (6 ) — — — 166 160 (6 ) RMBS 548 535 (13 ) 198 195 (3 ) 746 730 (16 ) U.S. Treasuries 385 371 (14 ) — — — 385 371 (14 ) Total fixed maturities, AFS 5,430 5,288 (142 ) 1,220 1,158 (62 ) 6,650 6,446 (204 ) Equity securities, AFS 59 57 (2 ) 5 5 — 64 62 (2 ) Total securities in an unrealized loss position $ 5,489 $ 5,345 $ (144 ) $ 1,225 $ 1,163 $ (62 ) $ 6,714 $ 6,508 $ (206 ) As of September 30, 2017 , AFS securities in an unrealized loss position consisted of 1,158 s ecurities, primarily in the corporate sector, which were depressed primarily due to an increase in interest rates and/or widening of credit spreads since the securities were purchased. As of September 30, 2017 , 92% of these securities were depressed less than 20% of amortized cost. The decrease in unrealized losses during 2017 was primarily attributable to tighter credit spreads and a decrease in long-term interest rates. Most of the securities depressed for twelve months or more primarily relate to corporate securities and student loan ABS. These investments were primarily depressed because the securities have floating-rate coupons and long-dated maturities, and current credit spreads are wider than when these securities were purchased. In addition, certain corporate securities are primarily depressed due to current spreads which are wider than market 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 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. The Company reviews mortgage loans on a quarterly basis to identify potential credit losses. Among other factors, management reviews current and projected macroeconomic trends, 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 historical, current and projected delinquency rates and property values. Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value. The mortgage loan's estimated value is most frequently the Company's share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price. A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics. 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 borrowers continue to make payments under the original or restructured loan terms. The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. The company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received. As of September 30, 2017 , commercial mortgage loans had an amortized cost of $2.9 billion , with a valuation allowance of $1 and a carrying value of $2.9 billion . As of December 31, 2016 , commercial mortgage loans had an amortized cost of $2.8 billion , with a valuation allowance of $19 and a carrying value of $2.8 billion . Amortized cost represents carrying value prior to valuation allowances, if any. As of September 30, 2017 and December 31, 2016 , the carrying value of mortgage loans that had a valuation allowance was $18 and $31 , respectively. There were no mortgage loans held-for-sale as of September 30, 2017 or December 31, 2016 . As of September 30, 2017 , the Company had an immaterial amount of mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract. Valuation Allowance Activity Nine Months Ended September 30, 2017 2016 Balance as of January 1 $ (19 ) $ (19 ) (Additions)/Reversals (1 ) — Deductions 19 — Balance as of September 30 $ (1 ) $ (19 ) The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 48% as of September 30, 2017 , 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 collateral values are updated no less than annually through reviews of the underlying properties. Factors considered in estimating property values include, among other things, actual and expected property cash flows, geographic market data and the ratio of the property's net operating income to its value. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. As of September 30, 2017 , the Company held no delinquent commercial mortgage loans past due by 90 days or more. As of December 31, 2016 , 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. Following the conclusion of the loan's foreclosure process, the property transferred at its carrying value, net of the valuation allowance, to a real-estate owned investment during 2017. Commercial Mortgage Loans Credit Quality September 30, 2017 December 31, 2016 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 6 1.36x $ 20 0.59x 65% - 80% 41 2.31x 182 2.17x Less than 65% 2,833 2.53x 2,609 2.61x Total commercial mortgage loans $ 2,880 2.52x $ 2,811 2.55x Mortgage Loans by Region September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 53 1.8% $ 54 1.9% East South Central 14 0.5% 14 0.5% Middle Atlantic 292 10.1% 237 8.4% New England 92 3.2% 93 3.3% Pacific 841 29.3% 814 29.0% South Atlantic 616 21.4% 613 21.8% West South Central 196 6.8% 128 4.6% Other [1] 776 26.9% 858 30.5% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type September 30, 2017 December 31, 2016 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 728 25.3% $ 793 28.2% Lodging 25 0.9% 25 0.9% Multifamily 664 23.0% 535 19.0% Office 683 23.7% 605 21.5% Retail 578 20.1% 611 21.8% Other 202 7.0% 242 8.6% Total mortgage loans $ 2,880 100.0% $ 2,811 100.0% Variable Interest Entities The Company is engaged with various special purpose entities and other entities that are deemed to be VIEs primarily as an investor through normal investment activities. A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest, 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. As of September 30, 2017 and December 31, 2016 the Company did not hold any VIEs for which it was the primary beneficiary. Non-Consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. 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 September 30, 2017 and December 31, 2016 is limited to the total carrying value of $860 and $859 , respectively, which are included in limited partnerships and other alternative investments in the Company's Condensed Consolidated Balance Sheets. As of September 30, 2017 and December 31, 2016, the Company has outstanding commitments totaling $505 and $497, respectively, whereby the Company 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 of Notes to Consolidated Financial Statements included in the Company’s 2016 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 AFS 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 enters into securities financing transactions as a way to earn additional income or manage liquidity, primarily through securities lending and repurchase agreements. Securities Lending Under a securities lending program, the Company lends certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities to qualifying third-party borrowers in return for collateral in the form of cash or securities. For domestic and non-domestic loaned securities, respectively, borrowers provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan. Borrowers 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 by the counterparty, and is not reflected on the Company’s Condensed Consolidated Balance Sheets. 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 loaned. 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 Company's Condensed Consolidated Balance Sheets. Income associated with securities lending transactions is reported as a component of net investment income in the Company’s Condensed Consolidated Statements of Operations. Repurchase Agreements From time to time, the Company enters into repurchase agreements to manage liquidity or to earn incremental 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. These transactions generally have a contractual maturity of ninety days or less. Repurchase agreements include master netting provisions that provide both 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, the Company's current positions do not meet the specific conditions for net presentation. Under 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 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 and is reported as an asset on the Company's Condensed Consolidated Balance Sheets. 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. From time to time, the Company enters into reverse repurchase agreements where the Company purchases securities and simultaneously agrees to resell the same or substantially the same securities. The agreements require additional collateral to be transferred to the Company when necessary and the Company has the right to sell or re-pledge the securities received. The Company accounts for reverse repurchase agreements as collateralized financing. Securities Lending and Repurchase Agreements September 30, 2017 December 31, 2016 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 655 $ 435 Gross amount of associated liability for collateral received [1] $ 671 $ 446 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 201 $ 118 Gross amount of collateral pledged related to repurchase agreements [2] $ 204 $ 121 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 5 and $ 26 million which are excluded from the Company's Condensed Consolidated Balance Sheets as of September 30, 2017 and December 31, 2016 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets. Other Collateral Transactions The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of September 30, 2017 and December 31, 2016 , the fair value of securities on deposit was $22 and $21 , respectively. For disclosure of collateral in support of derivative transactions, refer to the Derivative Collateral Arrangements section of Note 4 - Derivative Instruments.

Derivative Instruments Level 3

Derivative Instruments Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments [Table Text Block]	GMWB Hedging Instruments Notional Amount Fair Value September 30, 2017 December 31, 2016 September 30, 2017 December 31, 2016 Customized swaps $ 5,035 $ 5,191 $ 62 $ 100 Equity swaps, options, and futures 1,370 1,362 (41 ) (27 ) Interest rate swaps and futures 2,986 3,703 44 21 Total $ 9,391 $ 10,256 $ 65 $ 94
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Sep 30, 2017 Dec 31, 2016 Cash flow hedges Interest rate swaps $ 1,656 $ 1,794 $ 1 $ 7 $ 6 $ 9 $ (5 ) $ (2 ) Foreign currency swaps 178 164 (11 ) (16 ) 6 10 (17 ) (26 ) Total cash flow hedges 1,834 1,958 (10 ) (9 ) 12 19 (22 ) (28 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,240 2,774 (387 ) (411 ) 281 249 (668 ) (660 ) Foreign exchange contracts Foreign currency swaps and forwards 37 382 — 36 — 36 — — Fixed payout annuity hedge 804 804 (255 ) (263 ) — — (255 ) (263 ) Credit contracts Credit derivatives that purchase credit protection 85 131 (3 ) (3 ) — — (3 ) (3 ) Credit derivatives that assume credit risk [1] 377 458 2 4 8 5 (6 ) (1 ) Credit derivatives in offsetting positions 590 1,006 2 (1 ) 10 16 (8 ) (17 ) Equity contracts Equity index swaps and options — 100 — — — 33 — (33 ) Variable annuity hedge program GMWB product derivatives [2] 11,797 13,114 (93 ) (241 ) — — (93 ) (241 ) GMWB reinsurance contracts 2,450 2,709 51 73 51 73 — — GMWB hedging instruments 9,391 10,256 65 94 130 190 (65 ) (96 ) Macro hedge program 8,157 6,532 166 178 192 201 (26 ) (23 ) Other Modified coinsurance reinsurance contracts 882 875 57 68 57 68 — — Total non-qualifying strategies 37,810 39,141 (395 ) (466 ) 729 871 (1,124 ) (1,337 ) Total cash flow hedges and non-qualifying strategies $ 39,644 $ 41,099 $ (405 ) $ (475 ) $ 741 $ 890 $ (1,146 ) $ (1,365 ) Balance Sheet Location Fixed maturities, available-for-sale $ 35 $ 121 $ — $ — $ — $ — $ — $ — Other investments 11,614 12,732 197 235 258 325 (61 ) (90 ) Other liabilities 12,865 11,498 (617 ) (577 ) 375 424 (992 ) (1,001 ) Reinsurance recoverables 3,333 3,584 108 141 108 141 — — Other policyholder funds and benefits payable 11,797 13,164 (93 ) (274 ) — — (93 ) (274 ) Total derivatives $ 39,644 $ 41,099 $ (405 ) $ (475 ) $ 741 $ 890 $ (1,146 ) $ (1,365 ) [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 [Table Text Block]	Offsetting Derivative Assets and Liabilities (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 (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of September 30, 2017 Other investments $ 633 $ 551 $ 197 $ (115 ) $ 41 $ 41 Other liabilities $ (1,053 ) $ (265 ) $ (617 ) $ (171 ) $ (785 ) $ (3 ) As of December 31, 2016 Other investments $ 749 $ 588 $ 235 $ (74 ) $ 101 $ 60 Other liabilities $ (1,091 ) $ (396 ) $ (577 ) $ (118 ) $ (655 ) $ (40 ) [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 is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments 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.
Offsetting Liabilities [Table Text Block]	Offsetting Derivative Assets and Liabilities (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 (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of September 30, 2017 Other investments $ 633 $ 551 $ 197 $ (115 ) $ 41 $ 41 Other liabilities $ (1,053 ) $ (265 ) $ (617 ) $ (171 ) $ (785 ) $ (3 ) As of December 31, 2016 Other investments $ 749 $ 588 $ 235 $ (74 ) $ 101 $ 60 Other liabilities $ (1,091 ) $ (396 ) $ (577 ) $ (118 ) $ (655 ) $ (40 ) [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 is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments 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.
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. Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Interest rate swaps $ (3 ) $ (16 ) $ (3 ) $ 30 Foreign currency swaps 2 1 6 2 Total $ (1 ) $ (15 ) $ 3 $ 32 Derivatives in Cash Flow Hedging Relationships Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Interest rate swaps Net realized capital gains (losses) $ — $ — $ (1 ) $ — Interest rate swaps Net investment income 7 6 20 19 Foreign currency swaps Net realized capital gains (losses) 3 1 9 3 Total $ 10 $ 7 $ 28 $ 22
Derivative Instruments, Gain (Loss) [Table Text Block]	Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses) Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Variable annuity hedge program GMWB product derivatives $ 58 $ 87 $ 198 $ (22 ) GMWB reinsurance contracts (9 ) (15 ) (33 ) (2 ) GMWB hedging instruments (34 ) (66 ) (112 ) 16 Macro hedge program (65 ) (64 ) (189 ) (98 ) Total variable annuity hedge program (50 ) (58 ) (136 ) (106 ) Foreign exchange contracts Foreign currency swaps and forwards (1 ) (1 ) (4 ) (5 ) Fixed payout annuity hedge (3 ) 13 8 109 Total foreign exchange contracts (4 ) 12 4 104 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures (5 ) (3 ) 3 (11 ) Credit contracts Credit derivatives that purchase credit protection 2 (4 ) 14 (7 ) Credit derivatives that assume credit risk (1 ) 9 (10 ) 10 Equity contracts Equity index swaps and options — (2 ) (4 ) 30 Other Modified coinsurance reinsurance contracts — (1 ) (10 ) (48 ) Total other non-qualifying derivatives (4 ) (1 ) (7 ) (26 ) Total [1] $ (58 ) $ (47 ) $ (139 ) $ (28 ) [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.
Disclosure of Credit Derivatives [Table Text Block]	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 are 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. Credit Derivatives by Type As of September 30, 2017 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 $ 132 $ 3 4 years Corporate Credit/ Foreign Gov. A- $ 15 $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B- 43 — Basket credit default swaps [4] Investment grade risk exposure 419 — 3 years Corporate Credit BBB+ 169 — Below investment grade risk exposure 22 2 4 years Corporate Credit B+ 22 — Investment grade risk exposure 22 (1 ) 3 years CMBS Credit A+ 12 — Below investment grade risk exposure 34 (6 ) Less than 1 Year CMBS Credit CCC+ 34 6 Total [5] $ 672 $ (2 ) $ 295 $ 6 As of December 31, 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 $ 88 $ — 3 years Corporate Credit/ Foreign Gov. A $ 45 $ — Below investment grade risk exposure 43 — 1 year Corporate Credit B- 43 — Basket credit default swaps [4] Investment grade risk exposure 493 5 3 years Corporate Credit BBB+ 225 (1 ) Below investment grade risk exposure 22 2 4 years Corporate Credit B 22 (2 ) Investment grade risk exposure 158 (2 ) 2 years CMBS Credit AA+ 111 1 Below investment grade risk exposure 57 (13 ) 1 year CMBS Credit CCC 57 13 Embedded credit derivatives Investment grade risk exposure 100 100 Less than 1 year Corporate Credit A+ — — Total [5] $ 961 $ 92 $ 503 $ 11 [1] The average credit ratings are based on availability and are generally the midpoint of the avaliable 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 $1.2 billion and $ 1.8 billion as of September 30, 2017 and December 31, 2016 of notional amount on swaps 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

Reserve for Future Policy Ben25

Reserve for Future Policy Benefits and SA Liabilities Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Separate Accounts Disclosure [Abstract]
Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]	Changes in Reserves for Future Policy Benefits Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 57 231 523 811 Paid (76 ) — (590 ) (666 ) Change in unrealized investment gains and losses — — 135 135 Liability balance as of September 30, 2017 $ 767 $ 2,858 $ 10,655 $ 14,280 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 37 231 33 301 Paid (63 ) — (45 ) (108 ) Reinsurance recoverable asset, as of September 30, 2017 $ 406 $ 2,858 $ 1,685 $ 4,949 Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2016 $ 863 $ 2,313 $ 10,674 $ 13,850 Incurred [3] 50 234 537 821 Paid (92 ) — (587 ) (679 ) Change in unrealized investment gains and losses — — 419 419 Liability balance as of September 30, 2016 $ 821 $ 2,547 $ 11,043 $ 14,411 Reinsurance recoverable asset, as of January 1, 2016 $ 523 $ 2,313 $ 1,823 $ 4,659 Incurred [3] 40 234 (25 ) 249 Paid (73 ) — (48 ) (121 ) Reinsurance recoverable asset, as of September 30, 2016 $ 490 $ 2,547 $ 1,750 $ 4,787 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves.
Schedule of Net Amount of Risk by Product and Guarantee [Table Text Block]	Account Value by GMDB/GMWB Type as of September 30, 2017 Account Value (“AV”) [8] Net Amount at Risk (“NAR”) [9] Retained Net Amount at Risk (“RNAR”) [9] Weighted Average Attained Age of Annuitant Maximum anniversary value (“MAV”) [1] MAV only $ 13,674 $ 2,047 $ 305 71 With 5% rollup [2] 1,149 143 45 72 With Earnings Protection Benefit Rider (“EPB”) [3] 3,482 522 80 71 With 5% rollup & EPB 476 105 23 73 Total MAV 18,781 2,817 453 Asset Protection Benefit (APB) [4] 10,175 102 70 70 Lifetime Income Benefit (LIB) – Death Benefit [5] 454 4 4 70 Reset [6] (5-7 years) 2,445 6 5 70 Return of Premium [7] /Other 8,852 55 52 71 Subtotal Variable Annuity with GMDB/GMWB [10] $ 40,707 $ 2,984 $ 584 71 Less: General Account Value with GMDB/GMWB 3,665 Subtotal Separate Account Liabilities with GMDB 37,042 Separate Account Liabilities without GMDB 78,584 Total Separate Account Liabilities $ 115,626 [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 minimum death 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 $6.3 billion of total account value and weighted average attained age of 73 years . There is no NAR or retained NAR related to these contracts. Includes $1.7 billion of account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]	Account Balance Breakdown of Variable Separate Account Investments for Contracts with Guarantees Asset type As of September 30, 2017 As of December 31, 2016 Equity securities (including mutual funds) $ 34,267 $ 33,880 Cash and cash equivalents 2,775 3,045 Total $ 37,042 $ 36,925 As of September 30, 2017 and December 31, 2016 , approximately 15% and 16% , respectively, of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 85% and 84% , respectively, were funds invested in equity securities.

Income Taxes Level 3 (Tables)

Income Taxes Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows: Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 Tax provision at the U.S. federal statutory rate $ 25 $ 32 $ 106 $ 87 Dividends-received deduction ("DRD") (36 ) (16 ) (72 ) (57 ) Foreign related investments (2 ) (3 ) (5 ) (6 ) Other 1 — 3 — Provision for income taxes $ (12 ) $ 13 $ 32 $ 24

Accumulated Other Comprehensi27

Accumulated Other Comprehensive Income Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
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 for the Three Months Ended September 30, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 899 $ 23 $ (3 ) $ 919 OCI before reclassifications 45 (1 ) — 44 Amounts reclassified from AOCI (13 ) (6 ) — (19 ) OCI, net of tax 32 (7 ) — 25 Ending balance $ 931 $ 16 $ (3 ) $ 944 Changes in AOCI, Net of Tax for the Nine Months Ended September 30, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 291 2 — 293 Amounts reclassified from AOCI (53 ) (18 ) — (71 ) OCI, net of tax 238 (16 ) — 222 Ending balance $ 931 $ 16 $ (3 ) $ 944	Changes in AOCI, Net of Tax for the Three Months Ended September 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 $ 993 $ 77 $ (2 ) $ 1,068 OCI before reclassifications 155 (9 ) — 146 Amounts reclassified from AOCI (18 ) (5 ) — (23 ) OCI, net of tax 137 (14 ) — 123 Ending balance $ 1,130 $ 63 $ (2 ) $ 1,191 Changes in AOCI, Net of Tax for the Nine Months Ended September 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 623 20 1 644 Amounts reclassified from AOCI (32 ) (14 ) — (46 ) OCI, net of tax 591 6 1 598 Ending balance $ 1,130 $ 63 $ (2 ) $ 1,191
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Reclassifications from AOCI Three Months Ended September 30, 2017 Nine Months Ended September 30, 2017 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 20 $ 81 Net realized capital losses 20 81 Income before income taxes 7 28 Income tax expense (benefit) 13 53 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — (1 ) Net realized capital losses Interest rate swaps 7 20 Net investment income Foreign currency swaps 3 9 Net realized capital losses 10 28 Income before income taxes 4 10 Income tax expense (benefit) 6 18 Net income Total amounts reclassified from AOCI $ 19 $ 71 Net income	Reclassified from AOCI Three Months Ended September 30, 2016 Nine Months Ended September 30, 2016 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 28 $ 49 Net realized capital losses 28 49 Income before income taxes 10 17 Income tax expense (benefit) 18 32 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps 6 19 Net investment income Foreign currency swaps 1 3 Net realized capital losses 7 22 Income before income taxes 2 8 Income tax expense (benefit) 5 14 Net income Total amounts reclassified from AOCI $ 23 $ 46 Net income

Deferred Policy Acquisition C28

Deferred Policy Acquisition Costs Level 3 (Tables)	9 Months Ended
	Sep. 30, 2017
Deferred Policy Acquisition Costs Disclosures [Abstract]
Deferred Policy Acquisition Costs [Table Text Block]	Changes in the DAC Balance Nine months ended September 30, 2017 2016 Balance, beginning of period $ 463 $ 542 Deferred costs 2 7 Amortization — DAC (42 ) (29 ) Amortization — Unlock benefit (charge), pre-tax 17 (71 ) Adjustments to unrealized gains and losses on securities AFS and other (14 ) (7 ) Balance, end of period $ 426 $ 442

Basis of Presentation and Acc29

Basis of Presentation and Accounting Policies Level 4 Dividends Payable (Details) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)
Dividend Paid [Member]
Cash Dividends Paid to Parent Company	$ 600

Basis of Presentation and Acc30

Basis of Presentation and Accounting Policies Level 4 Concentration of Credit Risk(Details) - Reinsurer Concentration Risk [Member]	9 Months Ended
	Sep. 30, 2017USD ($)
Concentration Risk [Line Items]
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure	$ 0
Stockholders' Equity, Total [Member]
Concentration Risk [Line Items]
Concentration Risk, Percentage	10.00%

Fair Value Measurements Level 4

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jul. 01, 2017	Jun. 30, 2017	Dec. 31, 2016	Jul. 01, 2016	Jun. 30, 2016	Dec. 31, 2015
Fair Value Measurement [Domain]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	$ 113,197,000,000		$ 113,197,000,000				$ 111,634,000,000
Fair Value Measurement [Domain] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	74,053,000,000		74,053,000,000				71,606,000,000
Fair Value Measurement [Domain] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	38,019,000,000		38,019,000,000				38,856,000,000
Fair Value Measurement [Domain] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	226,000,000		226,000,000				201,000,000
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount	0	$ 0	0	$ 0	$ 0			$ 0
Separate Account Assets	115,626,000,000		115,626,000,000				115,665,000,000
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	23,643,000,000		23,643,000,000				23,819,000,000
Fixed maturities, at fair value using the fair value option	36,000,000		36,000,000				82,000,000
Trading Securities, Equity	11,000,000		11,000,000				11,000,000
Available-for-sale Securities, Equity Securities	153,000,000		153,000,000				152,000,000
Other Short-term Investments	1,400,000,000		1,400,000,000				1,349,000,000
Alternative Investments, Fair Value Disclosure	964,000,000		964,000,000				930,000,000
Reinsurance Recoverables, Including Reinsurance Premium Paid	20,721,000,000		20,721,000,000				20,725,000,000
Assets, Fair Value Disclosure	138,745,000,000		138,745,000,000				137,423,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	(710,000,000)		(710,000,000)				(851,000,000)
Cash collateral liability	3,000,000		3,000,000				40,000,000
Guaranteed Minimum Withdrawal Benefit [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(93,000,000)		(93,000,000)				(241,000,000)
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	51,000,000		51,000,000				73,000,000
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	57,000,000		57,000,000				68,000,000
ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	955,000,000		955,000,000				993,000,000
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	993,000,000		993,000,000				940,000,000
CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	2,151,000,000		2,151,000,000				2,146,000,000
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	14,374,000,000		14,374,000,000				14,693,000,000
Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	381,000,000		381,000,000				345,000,000
Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,232,000,000		1,232,000,000				1,189,000,000
RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,615,000,000		1,615,000,000				1,760,000,000
U.S. Treasuries [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
HLIC_FairValueAssetsLevel1ToLevel2TransfersAmount	0	0	0	0
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,942,000,000		1,942,000,000				1,753,000,000
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	122,000,000		122,000,000				230,000,000
Fixed maturities, at fair value using the fair value option	0		0				0
Trading Securities, Equity	11,000,000		11,000,000				11,000,000
Available-for-sale Securities, Equity Securities	20,000,000		20,000,000				20,000,000
Other Short-term Investments	855,000,000		855,000,000				637,000,000
Assets, Fair Value Disclosure	75,061,000,000		75,061,000,000				72,504,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	0		0				0
Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0		0				0
Level 1 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	0		0				0
Level 1 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	0		0				0
Level 1 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	0		0				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	122,000,000		122,000,000				230,000,000
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	22,088,000,000		22,088,000,000				21,905,000,000
Fixed maturities, at fair value using the fair value option	36,000,000		36,000,000				82,000,000
Trading Securities, Equity	0		0				0
Available-for-sale Securities, Equity Securities	89,000,000		89,000,000				88,000,000
Other Short-term Investments	545,000,000		545,000,000				712,000,000
Assets, Fair Value Disclosure	60,833,000,000		60,833,000,000				61,766,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	(597,000,000)		(597,000,000)				(615,000,000)
Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0		0				0
Level 2 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	0		0				0
Level 2 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	57,000,000		57,000,000				68,000,000
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	925,000,000		925,000,000				956,000,000
Level 2 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	901,000,000		901,000,000				680,000,000
Level 2 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	2,119,000,000		2,119,000,000				2,125,000,000
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	13,868,000,000		13,868,000,000				14,127,000,000
Level 2 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	373,000,000		373,000,000				328,000,000
Level 2 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,162,000,000		1,162,000,000				1,117,000,000
Level 2 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	920,000,000		920,000,000				1,049,000,000
Level 2 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,820,000,000		1,820,000,000				1,523,000,000
Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	1,433,000,000		1,433,000,000				1,684,000,000
Fixed maturities, at fair value using the fair value option	0		0				0
Trading Securities, Equity	0		0				0
Available-for-sale Securities, Equity Securities	44,000,000		44,000,000				44,000,000
Other Short-term Investments	0		0				0
Assets, Fair Value Disclosure	1,952,000,000		1,952,000,000				2,182,000,000
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	(113,000,000)		(113,000,000)				(236,000,000)
Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(93,000,000)		(93,000,000)				(241,000,000)
Level 3 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	51,000,000		51,000,000				73,000,000
Level 3 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables, Including Reinsurance Premium Paid	0		0				0
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	30,000,000		30,000,000				37,000,000
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	92,000,000		92,000,000				260,000,000
Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	32,000,000		32,000,000				21,000,000
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	506,000,000		506,000,000				566,000,000
Level 3 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	8,000,000		8,000,000				17,000,000
Level 3 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	70,000,000		70,000,000				72,000,000
Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities	695,000,000		695,000,000				711,000,000
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] | 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				9,000,000
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	695,000,000		695,000,000				704,000,000
Portion at Other than Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	2,400,000,000		2,400,000,000				4,000,000,000
Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Separate Account Assets	899,000,000		899,000,000				1,000,000,000
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	178,000,000	265,000,000	178,000,000	265,000,000		$ 171,000,000	218,000,000		$ 273,000,000	$ 253,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	2,000,000	67,000,000	49,000,000	59,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	9,000,000	63,000,000	9,000,000	71,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	(4,000,000)	0	(6,000,000)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0	6,000,000
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		0		0					1,000,000	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		1,000,000		8,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		0		8,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		0		0
Derivative [Member] | Level 3 [Member] | US GMWB Hedging Instruments [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	24,000,000	131,000,000	24,000,000	131,000,000		$ 40,000,000	81,000,000		$ 165,000,000	$ 135,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	16,000,000	34,000,000	57,000,000	10,000,000
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	$ 0	0	$ 6,000,000
Equity linked notes [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							(33,000,000)
Equity linked notes [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							0
Equity linked notes [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							0
Equity linked notes [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							(33,000,000)
Liability [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							(274,000,000)
Liability [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							0
Liability [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							0
Liability [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure							(274,000,000)
Other Investments [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1,000,000		1,000,000				(1,000,000)
Other Investments [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	39,000,000		39,000,000				74,000,000
Other Investments [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	158,000,000		158,000,000				128,000,000
Other Investments [Member] | Derivative Financial Instruments, Assets [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	197,000,000		197,000,000				235,000,000
Other Investments [Member] | Level 1 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Investments [Member] | Level 1 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Investments [Member] | Level 1 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Investments [Member] | Level 2 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	1,000,000		1,000,000				(1,000,000)
Other Investments [Member] | Level 2 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(1,000,000)		(1,000,000)				14,000,000
Other Investments [Member] | Level 2 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				8,000,000
Other Investments [Member] | Level 2 [Member] | Derivative Financial Instruments, Assets [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(1,000,000)		(1,000,000)				55,000,000
Other Investments [Member] | Level 3 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Investments [Member] | Level 3 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	40,000,000		40,000,000				60,000,000
Other Investments [Member] | Level 3 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	158,000,000		158,000,000				120,000,000
Other Investments [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	$ 198,000,000		$ 198,000,000				$ 180,000,000
Separate Accounts [Member] | Hedge Funds [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	45.00%		45.00%				39.00%
Separate Accounts [Member] | Private Equity Funds [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	16.00%		16.00%				11.00%
Other Liabilities [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	$ 26,000,000		$ 26,000,000				$ 20,000,000
Other Liabilities [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	8,000,000		8,000,000				50,000,000
Other Liabilities [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(617,000,000)		(617,000,000)				(577,000,000)
Other Liabilities [Member] | Level 1 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Liabilities [Member] | Level 1 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Liabilities [Member] | Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	0		0				0
Other Liabilities [Member] | Level 2 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	42,000,000		42,000,000				(1,000,000)
Other Liabilities [Member] | Level 2 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(17,000,000)		(17,000,000)				3,000,000
Other Liabilities [Member] | Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(597,000,000)		(597,000,000)				(615,000,000)
Other Liabilities [Member] | Level 3 [Member] | US GMWB Hedging Instruments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	(16,000,000)		(16,000,000)				21,000,000
Other Liabilities [Member] | Level 3 [Member] | Macro Hedge Program [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	25,000,000		25,000,000				47,000,000
Other Liabilities [Member] | Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net	$ (20,000,000)		$ (20,000,000)				38,000,000
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							1,000,000
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							33,000,000
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							0
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							0
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							1,000,000
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							33,000,000
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Credit Risk Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							0
Other Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net							$ 0

Fair Value Measurements Level32

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2015
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Comparability Adjustments	0.00%		0.00%
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 1,932	$ 2,507	$ 1,932	$ 2,507	$ 2,220	$ 2,089	$ 2,378	$ 2,140
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(12)	(91)	(94)	(46)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(12)	(90)	(87)	(74)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	13	30	46	43
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	78	385	541	673
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	47	49	247	243
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	18	44	139	102
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	66	73	394
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	174	169	475	324
Available-for-sale Securities, Debt Securities	23,643		23,643		23,819
Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	226	325	226	325	201	192	171	139
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	0	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	1	3	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	3	(1)	5	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	37	165	148	226
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	1	3	7	12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	2	11	45	27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	10	10	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(3)	(7)	(89)	23
Available-for-sale Securities, Debt Securities	1,433		1,433		1,684
Level 3 [Member] | Reinsurance Recoverable [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		98		98			106	83
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(9)	(12)	(33)	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings		(12)		4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		4		11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		0
Level 3 [Member] | Other Contract [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	62		$ 62		$ 100
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques			Discounted  cash flows		Discounted  cash flows
Fair value measurements significant assumptions			Equity volatility		Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description			Increase		Increase
Level 3 [Member] | Interest Rate Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	(29)		$ (29)		$ (29)
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques			Discounted  cash flows		Discounted  cash flows
Fair value measurements significant assumptions			Swap curve  beyond 30 years		Swap curve  beyond 30 years
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Level 3 [Member] | Variance Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	(40)		$ (40)		$ (36)
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] | Equity Option [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	190		$ 190		$ 188
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques			Option model		Option model
Fair value measurements significant assumptions			Equity volatility		Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description			Increase		Increase
Level 3 [Member] | Maximum [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			30.00%		30.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve			3.00%		3.00%
Level 3 [Member] | Maximum [Member] | Variance Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			19.00%		23.00%
Level 3 [Member] | Maximum [Member] | Equity Option [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			30.00%		28.00%
Level 3 [Member] | Minimum [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			7.00%		12.00%
Level 3 [Member] | Minimum [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] | Variance Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			12.00%		20.00%
Level 3 [Member] | Minimum [Member] | Equity Option [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			15.00%		17.00%
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		0				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				(2)
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, Sensitivity Analysis, Description			Decrease		Decrease
Level 3 [Member] | CMBS [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			1816.00%		1273.00%
Level 3 [Member] | CMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			9.00%		10.00%
Level 3 [Member] | CMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			489.00%		249.00%
Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques			Discounted cash flows		Discounted cash flows
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Level 3 [Member] | Corporate [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			940.00%		1021.00%
Level 3 [Member] | Corporate [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			102.00%		122.00%
Level 3 [Member] | Corporate [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk			300.00%		373.00%
Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques			Discounted cash flows		Discounted cash flows
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Level 3 [Member] | Municipal [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield			239.00%		286.00%
Level 3 [Member] | Municipal [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield			184.00%		135.00%
Level 3 [Member] | Municipal [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield			198.00%		195.00%
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			501.00%		1830.00%
Fair Value Inputs, Prepayment Rate			12.00%		20.00%
Fair Value Inputs, Probability of Default			7.00%		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			26.00%		16.00%
Fair Value Inputs, Prepayment Rate			0.00%		0.00%
Fair Value Inputs, Probability of Default			2.00%		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			77.00%		189.00%
Fair Value Inputs, Prepayment Rate			5.00%		4.00%
Fair Value Inputs, Probability of Default			4.00%		5.00%
Fair Value Inputs, Loss Severity			68.00%		75.00%
Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	122		$ 122		$ 230
Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	22,088		$ 22,088		$ 21,905
Withdrawal Utilization [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description			Increase		Increase
Withdrawal Utilization [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			100.00%		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			15.00%		15.00%
Withdrawal Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description			Increase		Increase
Withdrawal Rates [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			8.00%		8.00%
Withdrawal Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			0.00%		0.00%
Spread [Member] | Level 3 [Member] | CMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Spread (encompasses prepayment, default risk and loss severity)		Spread (encompasses prepayment, default risk and loss severity)
Spread [Member] | Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Spread		Spread
Spread [Member] | Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Spread		Spread
Spread [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Prepayment Rate [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Constant prepayment rate		Constant prepayment rate
Fair Value Measurements, Sensitivity Analysis, Description			Decrease [5]		Decrease [5]
Probability of Default [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Constant default rate		Constant default rate
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Loss Severity [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions			Loss severity		Loss severity
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		Decrease
Lapse Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description			Decrease		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			40.00%		40.00%
Lapse Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			0.00%		0.00%
Reset Elections [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description			Increase		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%		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%		20.00%
Equity Volatility [Member] | Level 3 [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description			Increase		Increase
Equity Volatility [Member] | Level 3 [Member] | Maximum [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			30.00%		30.00%
Equity Volatility [Member] | Level 3 [Member] | Minimum [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs			7.00%		12.00%
US Treasury Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,942		$ 1,942		$ 1,753
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
HLIC_FairValueAssetsLevel1ToLevel2TransfersAmount	0	0	0	0
US Treasury Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	0		0		0
US Treasury Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	122		122		230
US Treasury Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,820		1,820		1,523
Foreign Government Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	381		381		345
Foreign Government Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	8		8		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	373		373		328
Asset-backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	955		955		993
Asset-backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	30		30		37
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	925		925		956
RMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,615		1,615		1,760
RMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	695		695		711
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	920		920		1,049
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	695		695		704
Municipal [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	1,232		1,232		1,189
Municipal [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	70		70		72
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	1,162		1,162		1,117
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	53		53		56
Corporate [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	14,374		14,374		14,693
Corporate [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	506		506		566
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	13,868		13,868		14,127
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	260		260		265
CMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	2,151		2,151		2,146
CMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	32		32		21
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	2,119		2,119		2,125
CMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	15		15		9
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	993		993		940
Collateralized Debt Obligations [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	92		92		260
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	901		901		680
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	1,433	1,776	1,433	1,776	1,684	1,626	1,786	1,625
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(1)	(11)	(13)	(12)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(1)	(11)	(8)	(19)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	12	31	46	34
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	29	155	379	371
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	49	46	251	236
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	16	33	94	72
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	56	63	378
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(171)	(162)	(386)	(305)
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	8	20	8	20	17	7	18	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	1	1	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	2	5	3	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	1	2	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	3	0	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(1)	0	(11)	0
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	30	20	30	20	37	33	7	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	17	14	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	3	1	6	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	2	0	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	0	6	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(3)	(1)	(21)	(4)
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	695	743	695	743	711	739	690	628
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	10	5	21	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	1	93	107	241
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	47	37	136	113
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	8	0	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(8)	0	(8)	(10)
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	70	79	70	79	72	70	73	49
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	2	3	6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	4	0	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0	0	0
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	506	635	506	635	566	608	717	534
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(1)	(11)	(13)	(12)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(1)	(11)	(8)	(18)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	3	25	22	29
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	6	22	88	56
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	2	4	3	41
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	16	20	89	55
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	56	57	363
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(96)	(158)	(133)	233
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	32	23	32	23	21	33	15	62
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	1	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	14	33	33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	1	3	3	11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0	0	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	(3)	(20)	(58)
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	92	256	92	256	260	$ 136	$ 266	$ 330
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(1)	(2)	(2)	(6)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	20	0	134	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	8	107	67
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(63)	$ 0	(193)	$ 0
Hedge Funds, Equity [Member] | Level 3 [Member] | Equity Option [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ 2		$ 2		$ 17
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
Hedge Funds, Equity [Member] | Level 3 [Member] | Maximum [Member] | Equity Option [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			27.00%		30.00%
Hedge Funds, Equity [Member] | Level 3 [Member] | Minimum [Member] | Equity Option [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate			27.00%		27.00%

Fair Value Measurements Level33

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 0	$ 1	$ 2	$ (31)
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(12)	(91)	(94)	(46)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(174)	(169)	(475)	(324)
Available-for-sale Equity Securities, Amortized Cost Basis	139		139			$ 142
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,932	2,507	1,932	2,507	$ 2,089	2,220	$ 2,378	$ 2,140
Available-for-sale Securities, Debt Securities	23,643		23,643			23,819
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(12)	(90)	(87)	(74)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(13)	(30)	(46)	(43)
Reinsurance Recoverables, Including Reinsurance Premium Paid	20,721		20,721			20,725
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fixed maturities, at fair value using the fair value option	36		36			82
Trading Securities, Equity	11		11			11
Available-for-sale Securities, Equity Securities	153		153			152
Financial and Nonfinancial Liabilities, Fair Value Disclosure	710		710			851
Other Short-term Investments	1,400		1,400			1,349
Limited partnerships and other alternative investments	964		964			930
Separate Account Assets	115,626		115,626			115,665
Assets, Fair Value Disclosure	138,745		138,745			137,423
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	78	385	541	673
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(47)	(49)	(247)	(243)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	(18)	(44)	(139)	(102)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	66	73	394
Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	955		955			993
Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	1,615		1,615			1,760
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	1,232		1,232			1,189
Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	381		381			345
Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	14,374		14,374			14,693
Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	2,151		2,151			2,146
Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	993		993			940
Equity Securities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Assets, Fair Value Disclosure	0		0			0
Fixed Maturities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Assets, Fair Value Disclosure	36		36			82
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	0	2	(34)
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			0
Equity Linked Notes [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						33
Liability [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						274
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	93	379	93	379	171	274	440	288
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	0	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	3	7	89	(23)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	226	325	226	325	192	201	171	139
Available-for-sale Securities, Debt Securities	1,433		1,433			1,684
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	1	3	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(3)	1	(5)	5
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fixed maturities, at fair value using the fair value option	0		0			0
Trading Securities, Equity	0		0			0
Available-for-sale Securities, Equity Securities	44		44			44
Financial and Nonfinancial Liabilities, Fair Value Disclosure	113		113			236
Other Short-term Investments	0		0			0
Assets, Fair Value Disclosure	1,952		1,952			2,182
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	37	165	148	226
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(1)	(3)	(7)	(12)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	(2)	(11)	(45)	(27)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	10	10	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	58	78	193	(41)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	20	(17)	(12)	(50)
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	58	78	193	(41)
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	30		30			37
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	695		695			711
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	70		70			72
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	8		8			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	506		506			566
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	32		32			21
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	92		92			260
Fair Value, Inputs, Level 3 [Member] | Reinsurance Recoverable [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	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	51		51		57	73
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(9)		(33)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0		0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(3)		(11)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0		0
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)	(2)	(68)	(49)	(38)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0	(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(178)	(265)	(178)	(265)	(171)	(218)	(273)	(253)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(2)	(67)	(49)	(59)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	9	63	9	71
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	4	0	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		0		0
Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		0		0				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)				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, Purchases				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				0
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)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings		78		(41)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements		(17)		(50)
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	58	78	193	(41)
Fair Value, Inputs, Level 3 [Member] | Equity Linked Notes [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	0	(31)	0	(31)	37	33	28	26
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	0	(3)	(4)	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	37	0	37	0
Fair Value, Inputs, Level 3 [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)
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	(3)	(4)	(5)
Fair Value, Inputs, Level 3 [Member] | Liability [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						274
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities	122		122			230
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fixed maturities, at fair value using the fair value option	0		0			0
Trading Securities, Equity	11		11			11
Available-for-sale Securities, Equity Securities	20		20			20
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0		0			0
Other Short-term Investments	855		855			637
Assets, Fair Value Disclosure	75,061		75,061			72,504
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] | Equity Linked Notes [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						0
Fair Value, Inputs, Level 1 [Member] | Liability [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						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	22,088		22,088			21,905
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fixed maturities, at fair value using the fair value option	36		36			82
Trading Securities, Equity	0		0			0
Available-for-sale Securities, Equity Securities	89		89			88
Financial and Nonfinancial Liabilities, Fair Value Disclosure	597		597			615
Other Short-term Investments	545		545			712
Assets, Fair Value Disclosure	60,833		60,833			61,766
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	925		925			956
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	920		920			1,049
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	1,162		1,162			1,117
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	373		373			328
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	13,868		13,868			14,127
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	2,119		2,119			2,125
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	901		901			680
Fair Value, Inputs, Level 2 [Member] | Equity Linked Notes [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						0
Fair Value, Inputs, Level 2 [Member] | Liability [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure						0
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	44	43	44	43	43	44	42	38
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	(1)	0	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	2	0	5	(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	3	2	5	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
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)	(1)	(11)	(13)	(12)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	171	162	386	305
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,433	1,776	1,433	1,776	1,626	1,684	1,786	1,625
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(1)	(11)	(8)	(19)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(12)	(31)	(46)	(34)
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	29	155	379	371
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(49)	(46)	(251)	(236)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	(16)	(33)	(94)	(72)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	56	63	378
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	3	1	21	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	30	20	30	20	33	37	7	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	17	14	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(3)	(1)	(6)	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	(2)	0	(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	0	6	5
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	8	0	8	10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	695	743	695	743	739	711	690	628
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(10)	(5)	(21)	(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	1	93	107	241
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(47)	(37)	(136)	(113)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	(8)	0	(8)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	2
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, Transfers out of Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	70	79	70	79	70	72	73	49
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	(2)	(3)	(6)
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	0	4	0	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	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, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	1	0	11	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	8	20	8	20	7	17	18	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	(1)	(1)	(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	5	3	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	(1)	(2)	(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	(3)	0	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
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)	(1)	(11)	(13)	(12)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	96	158	133	(233)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	506	635	506	635	608	566	717	534
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(1)	(11)	(8)	(18)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(3)	(25)	(22)	(29)
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	6	22	88	56
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(2)	(4)	(3)	(41)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	(16)	(20)	(89)	(55)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	56	57	363
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	3	20	58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	32	23	32	23	33	21	15	62
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	(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	0	14	33	33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(1)	(3)	(3)	(11)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	63	0	193	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	92	256	92	256	136	260	266	330
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	1	2	2	6
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	20	0	134	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	(8)	(107)	(67)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0	0
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	695		695			704
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	15		15			9
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		379		379			440	288
Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure	93		93			241
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	(93)		(93)		134	241
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Obligations, Fair Value Disclosure	93		93			241
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	58		197
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(17)		(49)
Guaranteed Minimum Withdrawal Benefit [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		348		348			412	262
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		81		(36)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(17)			(50)
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	58	81	197	(36)
Guaranteed Minimum Withdrawal Benefit [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)
Obligations, Fair Value Disclosure	0		0			0
Guaranteed Minimum Withdrawal Benefit [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)
Obligations, Fair Value Disclosure	0		0			0
US Macro Hedge Program [Member] | 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)	14	(34)	8	(31)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(183)	(168)	(183)	(168)	(160)	(167)	(141)	(147)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	14	(32)	7	(36)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	9	63	9	63
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	4	0	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	0
US GMWB Hedging Instruments [Member] | Other Liabilities [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net	26		26			20
US GMWB Hedging Instruments [Member] | 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)	(16)	(34)	(57)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0	(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(24)	(131)	(24)	(131)	(40)	(81)	(165)	(135)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(16)	(34)	(57)	(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	0
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [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	(16)		(16)			21
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 1 [Member] | Other Liabilities [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			0
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 2 [Member] | Other Liabilities [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	42		42			(1)
Reinsurance Recoverable [Member] | 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)	(9)	(12)	(33)	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		98		98			106	83
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings		(12)		4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		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, Purchases		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements		(4)		(11)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3		0
Interest Rate Contract [Member] | Other Liabilities [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	(387)		(387)
Interest Rate Contract [Member] | 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)	0	0		(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	29	(34)	29	(34)	$ 29	30	34	29
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	0	0	1	(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	0
Interest Rate Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [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)		(29)
Interest Rate Contract [Member] | Fair Value, Inputs, Level 1 [Member] | Other Liabilities [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
Interest Rate Contract [Member] | Fair Value, Inputs, Level 2 [Member] | Other Liabilities [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	(358)		(358)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [Member] | Other Liabilities [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						(434)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [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						(30)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Liabilities [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
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Liabilities [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						(404)
Equity Contract [Member] | 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, Unobservable Inputs Reconciliation, Transfers out of Level 3		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0			$ (1)	$ 0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(1)		(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		0		0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		0		8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		$ 0		$ 0
Equity Contract [Member] | Fair Value, Measurements, Recurring [Member] | Other Liabilities [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						33
Equity Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [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
Equity Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Liabilities [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
Equity Contract [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Liabilities [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						33
Other Contract [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)
Derivative Assets (Liabilities), at Fair Value, Net	$ 62		$ 62			$ 100

Fair Value Measurements Level34

Fair Value Measurements Level 4 Fair Value Option (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 1,932	$ 2,507	$ 1,932	$ 2,507	$ 2,220	$ 2,089	$ 2,378	$ 2,140
Changes in fair value of assets and liabilities accounted for using the fair value option	0	1	2	(31)
Assets, Fair Value Disclosure	138,745		138,745		137,423
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(12)	(90)	(87)	(74)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	13	30	46	43
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	78	385	541	673
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	47	49	247	243
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	18	44	139	102
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	3	66	73	394
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	174	169	475	324
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	0	1	0	3
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	0	1	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	0	2	(34)
Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, Fair Value Disclosure	0		0		0
Fixed Maturities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, Fair Value Disclosure	36		36		82
Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, Fair Value Disclosure	36		36		82
Fair Value, Inputs, Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	226	325	226	325	201	192	171	139
Assets, Fair Value Disclosure	1,952		1,952		2,182
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	1	3	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	3	(1)	5	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	37	165	148	226
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	1	3	7	12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	2	11	45	27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	10	10	16
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(3)	(7)	(89)	23
Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		0		0				2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				(2)
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)	(68)	(49)	(38)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	178	265	178	265	218	171	273	253
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(2)	(67)	(49)	(59)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	9	63	9	71
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	4	0	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		0		0
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)	(16)	(34)	(57)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	24	131	24	131	81	40	165	135
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(16)	(34)	(57)	(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	0
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)	14	(34)	8	(31)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	183	168	183	168	167	160	141	147
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	14	(32)	7	(36)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	9	63	9	63
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	4	0	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0	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 with Unobservable Inputs		0		0			1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(1)		(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		0		8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		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)	0	0		(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(29)	34	(29)	34	$ (30)	$ (29)	$ (34)	$ (29)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	0	0	1	(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	$ 0	$ 0	$ 0	$ 0
Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member] | Debt Securities Payable [Member] | Standard & Poor's, B- Rating [Member] | Single Name Credit Default Swaps [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Average Term of Credit Risk Derivatives					1 year
Credit Default Swap, Selling Protection [Member] | External Credit Rating, Investment Grade [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | Embedded Derivative Financial Instruments [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Average Term of Credit Risk Derivatives					1 year
Less than 1 year [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC Rating [Member] | Basket Credit Default Swaps [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Average Term of Credit Risk Derivatives			1 year
Less than 1 year [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member] | Debt Securities Payable [Member] | Standard & Poor's, B- Rating [Member] | Single Name Credit Default Swaps [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Average Term of Credit Risk Derivatives			1 year

Fair Value Measurements Level35

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Fair Value Measurement [Domain]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets	$ 113,197	$ 111,634
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets	74,053	71,606
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets	226	201
Fair Value Measurement [Domain] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets	38,019	38,856
Available-for-sale Securities, Debt Securities	23,643	23,819
Assets	169,805	170,346
Assets, Fair Value Disclosure	138,745	137,423
Mortgage loans (net of allowance for loan losses of $1 and $19)	2,880	2,811
Liabilities	162,090	162,525
Fixed maturities, at fair value using the fair value option	36	82
Trading Securities, Equity	11	11
Available-for-sale Securities, Equity Securities	153	152
Other Short-term Investments	1,400	1,349
Reinsurance recoverables	20,721	20,725
Separate Account Assets	115,626	115,665
Financial and Nonfinancial Liabilities, Fair Value Disclosure	710	851
Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	122	230
Assets, Fair Value Disclosure	75,061	72,504
Fixed maturities, at fair value using the fair value option	0	0
Trading Securities, Equity	11	11
Available-for-sale Securities, Equity Securities	20	20
Other Short-term Investments	855	637
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	1,433	1,684
Assets, Fair Value Disclosure	1,952	2,182
Fixed maturities, at fair value using the fair value option	0	0
Trading Securities, Equity	0	0
Available-for-sale Securities, Equity Securities	44	44
Other Short-term Investments	0	0
Financial and Nonfinancial Liabilities, Fair Value Disclosure	113	236
Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	22,088	21,905
Assets, Fair Value Disclosure	60,833	61,766
Fixed maturities, at fair value using the fair value option	36	82
Trading Securities, Equity	0	0
Available-for-sale Securities, Equity Securities	89	88
Other Short-term Investments	545	712
Financial and Nonfinancial Liabilities, Fair Value Disclosure	597	615
Reported Value Measurement [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	9	20
Estimate of Fair Value Measurement [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets	899	1,000
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	9	20
Mortgages [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets		2,811
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	2,973	2,843
Policy Loans [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	1,417	1,442
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	1,417	1,442
Other Policyholder Funds and Benefits Payable [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	6,015	6,436
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	6,211	6,626
Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	517	487
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	540	526
Asset-backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	955	993
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	30	37
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	925	956
Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	993	940
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	92	260
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	901	680
Commercial Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	2,151	2,146
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	32	21
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	2,119	2,125
Corporate Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	14,374	14,693
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	506	566
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	13,868	14,127
Foreign Government Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	381	345
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	8	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	373	328
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	1,232	1,189
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	70	72
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	1,162	1,117
Residential Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	1,615	1,760
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	695	711
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	920	1,049
US Treasury Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities	1,942	1,753
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	122	230
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	1,820	1,523
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	15	9
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	695	704
US GMWB Hedging Instruments [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	39	74
US GMWB Hedging Instruments [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
US GMWB Hedging Instruments [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	40	60
US GMWB Hedging Instruments [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)	14
US GMWB Hedging Instruments [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	26	20
US GMWB Hedging Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	0	0
US GMWB Hedging Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	(16)	21
US GMWB Hedging Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	42	(1)
Macro Hedge Program [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	158	128
Macro Hedge Program [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
Macro Hedge Program [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	158	120
Macro Hedge Program [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	0	8
Macro Hedge Program [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	8	50
Macro Hedge Program [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
Macro Hedge Program [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	25	47
Macro Hedge Program [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	(17)	3
GMWB Reinsurance [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance recoverables	51	73
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	51	73
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	57	68
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	57	68
Equity Contract [Member] | Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		33
Equity Contract [Member] | Fair Value, Measurements, Recurring [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] | Fair Value, Measurements, Recurring [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
Equity Contract [Member] | Fair Value, Measurements, Recurring [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		33
Foreign Exchange Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	(2)	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	(2)	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	(264)
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	(264)
Foreign Exchange Contract [Member] | Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(247)
Foreign Exchange Contract [Member] | Fair Value, Measurements, Recurring [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] | Fair Value, Measurements, Recurring [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] | Fair Value, Measurements, Recurring [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		(247)
Interest Rate Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	1	30
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	1	30
Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	(387)
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	(29)
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	(358)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(434)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [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] | Fair Value, Measurements, Recurring [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		(30)
Interest Rate Contract [Member] | Fair Value, Measurements, Recurring [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		(404)
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	(617)	(577)
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
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	(20)	38
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	(597)	(615)
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	197	235
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	198	180
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	$ (1)	$ 55

Investment Holding Level 4 Net

Investment Holding Level 4 Net Realized Capital Gains (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Investment Holdings [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 2,880		$ 2,880		$ 2,811
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	1	$ 12	14	$ 23
Available-for-sale Securities, Gross Realized Gains	28	47	141	138
Available-for-sale Securities, Gross Realized Losses	7	6	47	66
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	1	12	14	23
Foreign Currency Transaction Gain (Loss), before Tax	3	(8)	(11)	(116)
Realized Investment Gains (Losses)	(33)	(31)	(61)	(145)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	(32)	(19)	(47)	(122)
Proceeds from Sale of Available-for-sale Securities	1,400	1,800	5,900	5,700
Available-for-sale Securities [Member]
Investment Holdings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0	0	0	1
Other Investments [Member]
Investment Holdings [Line Items]
Realized Investment Gains (Losses)	(2)	(6)	0	(80)
Mortgages [Member]
Investment Holdings [Line Items]
Valuation Allowances and Reserves, Additions for Adjustments	0	0	2	0
Foreign Exchange Forward [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net				108
Variable Annuity [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(50)	(58)	(136)	(106)
Not Designated as Hedging Instrument [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(58)	(47)	(139)	(28)
Not Designated as Hedging Instrument [Member] | Foreign Exchange Forward [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(4)	12	4	104
Not Designated as Hedging Instrument [Member] | Macro Hedge Program [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(65)	(64)	(189)	(98)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Investment Holdings [Line Items]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	20	28	81	49
Other Credit Derivatives [Member] | Not Designated as Hedging Instrument [Member]
Investment Holdings [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (4)	$ (1)	$ (7)	$ (26)

Investment Holding Level 4 Othe

Investment Holding Level 4 Other-Than-Temporary Impairment Losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$ 136	$ 178	$ 136	$ 178	$ 142	$ 170	$ 181	$ 211
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Held-to-maturity Securities	1	11	14	20
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	1	12	14	23
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	1	12	14	23
Other than Temporary Impairment Losses, Investments	1	12	14	23
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment	0	2	1	10
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	1	9	13	10
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Securities Sold	2	11	35	37
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Cash Flows	5	3	13	16
Equity Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	1	0	2
Available-for-sale Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$ 0	$ 0	$ 0	$ 1

Investment Holding Level 4 Avai

Investment Holding Level 4 Available-for-Sale Securities (Details) $ in Millions	Sep. 30, 2017USD ($)securities	Dec. 31, 2016USD ($)
Schedule of Available-for-sale Securities [Line Items]
Number of Securities Included in AFS Securities in Unrealized Loss Position | securities	1,158
Available-for-sale Debt Securities, Amortized Cost Basis	$ 21,821	$ 22,507
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,896	1,516
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	74	204
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	23,643	23,819
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	1	1
Available-for-sale Equity Securities, Amortized Cost Basis	139	142
Available-for-sale Securities, Equity Securities	153	152
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Amortized Cost Basis	774	722
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Amortized Cost Basis	3,995	4,184
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Amortized Cost Basis	3,158	3,562
Available-for-sale Securities, Debt Maturities, after Ten Years, Amortized Cost Basis	8,277	8,258
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Amortized Cost Basis	5,617	5,781
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Fair Value	781	727
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Fair Value	5,714	5,839
Available-for-sale Securities, Debt Maturities, after Ten Years, Fair Value	9,729	9,303
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Fair Value	3,308	3,649
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Fair Value	4,111	4,301
Municipal Bonds [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	45	166
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	45	160
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	6
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	10	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	9	0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	1	0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	55	166
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	54	160
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	1	6
Fixed maturities available-for-sale, excluding mortgage-backed and asset-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	16,204	16,726
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	17,929	17,980
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	959	1,011
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	11	9
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	15	27
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	955	993
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	146	249
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	145	248
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1	1
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	208	265
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	194	239
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	14	26
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	354	514
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	339	487
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	15	27
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	977	893
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	17	49
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	1	2
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	993	940
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	471	325
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	470	325
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1	0
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	83	210
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	83	208
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0	2
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	554	535
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	553	533
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	1	2
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	2,117	2,135
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	52	45
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	18	34
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	2,151	2,146
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	1	1
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	698	1,058
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	688	1,030
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	10	28
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	146	139
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	138	133
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	8	6
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	844	1,197
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	826	1,163
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	18	34
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	12,984	13,677
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,422	1,111
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	32	95
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	14,374	14,693
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	893	2,535
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	882	2,464
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	11	71
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	608	402
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	587	378
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	21	24
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	1,501	2,937
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	1,469	2,842
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	32	95
Foreign Government Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	29	18
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	2	10
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	381	345
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	26	164
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	26	155
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	9
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	31	6
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	29	5
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	2	1
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	57	170
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	55	160
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	2	10
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	126	97
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	1	6
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	1,232	1,189
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	1,564	1,742
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	52	34
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	1	16
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	1,615	1,760
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	97	548
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	96	535
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1	13
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	23	198
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	23	195
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0	3
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	120	746
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	119	730
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	1	16
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	1,759	1,614
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	187	153
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	4	14
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	1,942	1,753
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	548	385
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	545	371
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	3	14
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	12	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	11	0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	1	0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	560	385
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	556	371
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	4	14
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,924	5,430
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,897	5,288
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	27	142
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	1,121	1,220
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	1,074	1,158
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	47	62
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	4,045	6,650
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	3,971	6,446
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	74	204
Available-for-sale Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	1	1
Available-for-sale Securities, Amortized Cost Basis	21,960	22,649
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax	1,911	1,528
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	75	206
Available-for-sale Securities	23,796	23,971
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	2,929	5,489
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,901	5,345
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	28	144
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	1,124	1,225
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	1,077	1,163
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	47	62
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	4,053	6,714
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	3,978	6,508
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	75	206
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities	0	0
Available-for-sale Equity Securities, Amortized Cost Basis	139	142
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax	15	12
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax	1	2
Available-for-sale Securities, Equity Securities	153	152
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	5	59
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	4	57
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1	2
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	3	5
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	3	5
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0	0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	8	64
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	7	62
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	1	2
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Equity Securities	0	0
Foreign Government Debt [Member] | Foreign Government Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	354	337
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	381	345
US States and Political Subdivisions Debt Securities [Member] | US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	1,107	1,098
Fixed maturities, available-for-sale, at fair value (amortized cost of $xx,xxx and $22,507)	$ 1,232	$ 1,189

Investment Holding Level 4 Conc

Investment Holding Level 4 Concentration of Credit Risk (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Fair Value, Concentration of Risk, Financial Assets, Balance Sheet Groupings [Abstract]
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost	92.00%
Fair Value, Concentration of Risk, Investments	$ 0	$ 0
Risks and Uncertainties [Abstract]
Concentration Risk, Additional Characteristic	greater than 10% of the Company’s stockholder's equity	greater than 10% of the Company’s stockholder’s equity

Investment Holding Level 4 Mort

Investment Holding Level 4 Mortgage Loans (Details)	9 Months Ended
	Sep. 30, 2017USD ($)	Sep. 30, 2016USD ($)	Dec. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 2,880,000,000		$ 2,811,000,000
Movement in Mortgage Loans on Real Estate [Roll Forward]
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan	48.00%
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	$ 2,900,000,000		2,800,000,000
Allowance for Loan and Lease Losses, Real Estate	(1,000,000)	$ (19,000,000)	(19,000,000)	$ (19,000,000)
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	2,880,000,000		$ 2,811,000,000
Movement in Mortgage Loans on Real Estate [Roll Forward]
Allowance for Loan and Lease Losses, Period Increase (Decrease)	1,000,000	0
Allowance for Loan and Lease Losses, Write-offs	$ 19,000,000	$ 0
Average Debt Service Coverage Ratio	2.52		2.55
Nonperforming Financial Instruments [Member] | Commercial Loan [Member]
Movement in Mortgage Loans on Real Estate [Roll Forward]
Mortgage Loans on Real Estate, Principal Amount of Delinquent Loans	$ 0		$ 1
Mortgages [Member] | Commercial Loan [Member]
Movement in Mortgage Loans on Real Estate [Roll Forward]
Mortgage Loans on Real Estate, Principal Amount of Delinquent Loans			15,000,000
Mortgage Loans on Real Estate, Write-down or Reserve, Amount			16,000,000
LTV 80 to 100 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 6,000,000		$ 20,000,000
Movement in Mortgage Loans on Real Estate [Roll Forward]
Average Debt Service Coverage Ratio	1.36		0.59
LTV Between 65 to 80 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 41,000,000		$ 182,000,000
Movement in Mortgage Loans on Real Estate [Roll Forward]
Average Debt Service Coverage Ratio	2.31		2.17
LTV Less than 65 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 2,833,000,000		$ 2,609,000,000
Movement in Mortgage Loans on Real Estate [Roll Forward]
Average Debt Service Coverage Ratio	2.53		2.61
Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	100.00%		100.00%
East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 53,000,000		$ 54,000,000
East North Central [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	1.80%		1.90%
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
East South Central [Member] [Domain] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	0.50%		0.50%
Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 292,000,000		$ 237,000,000
Middle Atlantic [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	10.10%		8.40%
New England [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 92,000,000		$ 93,000,000
New England [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	3.20%		3.30%
Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 841,000,000		$ 814,000,000
Pacific [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	29.30%		29.00%
South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 616,000,000		$ 613,000,000
South Atlantic [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	21.40%		21.80%
West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 196,000,000		$ 128,000,000
West South Central [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	6.80%		4.60%
Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 776,000,000		$ 858,000,000
Region Others [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	26.90%		30.50%
Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 728,000,000		$ 793,000,000
Industrial Property [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	25.30%		28.20%
Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 25,000,000		$ 25,000,000
Hotel [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	0.90%		0.90%
Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 664,000,000		$ 535,000,000
Multifamily [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	23.00%		19.00%
Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 683,000,000		$ 605,000,000
Office Building [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	23.70%		21.50%
Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 578,000,000		$ 611,000,000
Retail Site [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	20.10%		21.80%
Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 202,000,000		$ 242,000,000
Other Property [Member] | Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets	7.00%		8.60%
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
Allowance for Loan and Lease Losses [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages	$ 18,000,000		$ 31,000,000

Investment Holding Level 4 Vari

Investment Holding Level 4 Variable Interest Entities (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost	92.00%
Variable Interest Entity, Nonconsolidated, Comparison of Carrying Amount of Assets and Liabilities to Maximum Loss Exposure [Abstract]
Variable Interest Entity, Nonconsolidated, Comparison of Carrying Amount of Assets and Liabilities to Maximum Loss Exposure	$ 860,000,000	$ 859,000,000
Variable Interest Entity, Commitments by Third Parties, Liquidity and Other Arrangements	As of September 30, 2017 and December 31, 2016, the Company has outstanding commitments totaling $505 and $497, respectively, whereby the Company 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.	As of September 30, 2017 and December 31, 2016, the Company has outstanding commitments totaling $503 and $497, respectively, whereby the Company 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.
Fixed Income Funds [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 0	$ 0

Investment Holding Level 4 Repu

Investment Holding Level 4 Repurchase Agreements, Dollar Roll Transactions and Other (Details) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Assets Sold under Agreements to Repurchase [Line Items]
Securities Loaned	$ 655	$ 435
Securities Received as Collateral	671	446
Interest-bearing Deposit Liabilities, Domestic	22	21
Fixed Maturities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	201	118
Other Assets [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Securities Received as Collateral	204	121
Excluded from Balance Sheet [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Securities Received as Collateral	$ 0	$ 0

Derivative Instruments Level 4

Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	$ 39,644		$ 39,644		$ 41,099
Derivative, Fair Value, Net	(405)		(405)		(475)
Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	37,810		37,810		39,141
Derivative, Fair Value, Net	(395)		(395)		(466)
Derivative, Gain (Loss) on Derivative, Net	(58)	$ (47)	(139)	$ (28)
Not Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(50)	(58)	(136)	(106)
Currency Swap [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	37		37		382
Derivative, Fair Value, Net	0		0		36
Swap [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	5,035		5,035		5,191
Swap [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	62		62		100
Macro Hedge Program [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	8,157		8,157		6,532
Derivative, Fair Value, Net	166		166		178
Derivative, Gain (Loss) on Derivative, Net	(65)	(64)	(189)	(98)
Other Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	(1)	(10)	(48)
Foreign Exchange Forward [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net				108
Foreign Exchange Forward [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(4)	12	4	104
Fixed Annuity Hedging Instruments [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(3)	13	8	109
Equity Contract [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	1,370		1,370		1,362
Equity Contract [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	(41)		(41)		(27)
Equity Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	0		0		100
Derivative, Fair Value, Net	0		0		0
Derivative, Gain (Loss) on Derivative, Net	0	(2)	(4)	30
Interest Rate Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	3,240		3,240		2,774
Derivative, Fair Value, Net	(387)		(387)		(411)
Derivative, Gain (Loss) on Derivative, Net	(5)	(3)	3	(11)
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Invested Assets Suppoting Modco	882		882		875
Derivative, Fair Value, Net	57		57		68
Interest Rate Swap [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	2,700		2,700		2,700
Interest Rate Swap [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	2,986		2,986		3,703
Interest Rate Swap [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	44		44		21
GMWB Product Derivatives [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	11,797		11,797		13,114
Derivative, Fair Value, Net	(93)		(93)		(241)
Derivative, Gain (Loss) on Derivative, Net	58	87	198	(22)
GMWB Reinsurance [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	2,450		2,450		2,709
Derivative, Fair Value, Net	51		51		73
Derivative, Gain (Loss) on Derivative, Net	(9)	(15)	(33)	(2)
GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	9,391		9,391		10,256
Derivative, Fair Value, Net	65		65		94
GMWB Hedging Instruments [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	9,391		9,391		10,256
Derivative, Fair Value, Net	65		65		94
Derivative, Gain (Loss) on Derivative, Net	(34)	(66)	(112)	16
Three Win Related Foreign Currency Swaps [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	804		804		804
Derivative, Fair Value, Net	(255)		(255)		(263)
Basket Credit Default Swaps [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers	1,200		1,200		1,800
Credit Default Swap, Buying Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	2	(4)	14	(7)
Credit Default Swap, Selling Protection [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	672		672		$ 961
Credit Default Swap, Selling Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(1)	9	(10)	10
Currency Swap [Member] | Foreign Exchange Forward [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (1)	$ (1)	$ (4)	$ (5)

Derivative Instruments Level 44

Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 39,644	$ 41,099
Derivative, Fair Value, Net	(405)	(475)
Derivative Asset, Fair Value, Gross Asset	633	749
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	741	890
Derivative Liability, Fair Value, Gross Liability	(1,053)	(1,091)
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	1,146	1,365
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	551	588
Derivative, Collateral, Obligation to Return Cash	115	74
Derivative Asset, Fair Value of Collateral	41	101
Derivative Asset, Fair Value, Amount Offset Against Collateral	41	60
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	265	396
Derivative, Collateral, Right to Reclaim Cash	171	118
Derivative Liability, Fair Value of Collateral	785	655
Derivative Liability, Fair Value, Amount Offset Against Collateral	3	40
Other Policyholder Funds and Benefits Payable [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,797	13,164
Derivative, Fair Value, Net	(93)	(274)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	(93)	(274)
Reinsurance Recoverable [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	3,333	3,584
Derivative, Fair Value, Net	108	141
Derivative Asset, Fair Value, Gross Asset	108	141
Derivative Liability, Fair Value, Gross Liability	0	0
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	12,865	11,498
Derivative, Fair Value, Net	(617)	(577)
Derivative Asset, Fair Value, Gross Asset	375	424
Derivative Liability, Fair Value, Gross Liability	(992)	(1,001)
Other Investments [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,614	12,732
Derivative, Fair Value, Net	197	235
Derivative Asset, Fair Value, Gross Asset	258	325
Derivative Liability, Fair Value, Gross Liability	(61)	(90)
Fixed Maturities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	35	121
Derivative, Fair Value, Net	0	0
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	37,810	39,141
Derivative, Fair Value, Net	(395)	(466)
Derivative Asset, Fair Value, Gross Asset	729	871
Derivative Liability, Fair Value, Gross Liability	(1,124)	(1,337)
Currency Swap [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	37	382
Derivative, Fair Value, Net	0	36
Derivative Asset, Fair Value, Gross Asset	0	36
Derivative Liability, Fair Value, Gross Liability	0	0
Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	1,834	1,958
Derivative, Fair Value, Net	(10)	(9)
Derivative Asset, Fair Value, Gross Asset	12	19
Derivative Liability, Fair Value, Gross Liability	(22)	(28)
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	(617)	(577)
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	197	235
Three Win Related Foreign Currency Swaps [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	804	804
Derivative, Fair Value, Net	(255)	(263)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	(255)	(263)
Credit Default Swap, Buying Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	85	131
Derivative, Fair Value, Net	(3)	(3)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	(3)	(3)
Credit Default Swap, Selling Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	377	458
Derivative, Fair Value, Net	2	4
Derivative Asset, Fair Value, Gross Asset	8	5
Derivative Liability, Fair Value, Gross Liability	(6)	(1)
Credit Derivatives in Offsetting Positions [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	590	1,006
Derivative, Fair Value, Net	2	(1)
Derivative Asset, Fair Value, Gross Asset	10	16
Derivative Liability, Fair Value, Gross Liability	(8)	(17)
Equity Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	0	100
Derivative, Fair Value, Net	0	0
Derivative Asset, Fair Value, Gross Asset	0	33
Derivative Liability, Fair Value, Gross Liability	0	(33)
GMWB Product Derivatives [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,797	13,114
Derivative, Fair Value, Net	(93)	(241)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	(93)	(241)
GMWB Reinsurance [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	2,450	2,709
Derivative, Fair Value, Net	51	73
Derivative Asset, Fair Value, Gross Asset	51	73
Derivative Liability, Fair Value, Gross Liability	0	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	57	68
Derivative Asset, Fair Value, Gross Asset	57	68
Derivative Liability, Fair Value, Gross Liability	0	0
Invested Assets Suppoting Modco	882	875
GMWB Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	9,391	10,256
Derivative, Fair Value, Net	65	94
GMWB Hedging Instruments [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	9,391	10,256
Derivative, Fair Value, Net	65	94
Derivative Asset, Fair Value, Gross Asset	130	190
Derivative Liability, Fair Value, Gross Liability	(65)	(96)
Interest Rate Contract [Member] | Other Liabilities [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	(387)
Interest Rate Contract [Member] | Other Investments [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	1	30
Interest Rate Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	3,240	2,774
Derivative, Fair Value, Net	(387)	(411)
Derivative Asset, Fair Value, Gross Asset	281	249
Derivative Liability, Fair Value, Gross Liability	(668)	(660)
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	(264)
Foreign Exchange Contract [Member] | Other Investments [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	(2)	4
Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	(11)
Macro Hedge Program [Member] | Other Liabilities [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	8	50
Macro Hedge Program [Member] | Other Investments [Member]
Derivative, Fair Value, Amount Offset Against Collateral, Net [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net	158	128
Macro Hedge Program [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	8,157	6,532
Derivative, Fair Value, Net	166	178
Derivative Asset, Fair Value, Gross Asset	192	201
Derivative Liability, Fair Value, Gross Liability	(26)	(23)
Fair Value Hedging [Member] | Equity Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	(41)	(27)
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	1,656	1,794
Derivative, Fair Value, Net	1	7
Derivative Asset, Fair Value, Gross Asset	6	9
Derivative Liability, Fair Value, Gross Liability	(5)	(2)
Cash Flow Hedging [Member] | Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	178	164
Derivative, Fair Value, Net		(16)
Derivative Asset, Fair Value, Gross Asset	6	10
Derivative Liability, Fair Value, Gross Liability	$ (17)	$ (26)

Derivative Instruments Level 45

Derivative Instruments Level 4 Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			$ 11
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	$ 0	$ 0	0	$ 0
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(1)	(15)	3	32
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(3)	(16)	(3)	30
Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	2	1	6	2
Reclassification out of Accumulated Other Comprehensive Income [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	10	7	28	22
Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0	(1)	0
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]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0		(1)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3	1	9	3
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]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3		9
Reclassification out of Accumulated Other Comprehensive Income [Member] | Investment Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	7	$ 6	20	$ 19
Reclassification out of Accumulated Other Comprehensive Income [Member] | Investment Income [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 7		$ 20

Derivative Instruments Level 46

Derivative Instruments Level 4 Credit Risk Assumed through Credit Derivatives (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 39,644		$ 39,644		$ 41,099
Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	672		672		961
Credit Risk Derivatives, at Fair Value, Net	(2)		(2)		92
Foreign Exchange Forward [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net				$ 108
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	295		295		503
Credit Risk Derivatives, at Fair Value, Net	6		6		11
Credit Derivatives in Offsetting Positions [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					45
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B- Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	43		43		43
Derivative, Fair Value, Amount Offset Against Collateral, Net	0		0		0
Credit Derivatives in Offsetting Positions [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	15		15
Credit Derivatives in Offsetting Positions [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	169		169		225
Derivative, Fair Value, Amount Offset Against Collateral, Net	0		0		(1)
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	22		22
Derivative, Fair Value, Amount Offset Against Collateral, Net	0		0
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount					22
Derivative, Fair Value, Amount Offset Against Collateral, Net					(2)
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount					0
Derivative, Fair Value, Amount Offset Against Collateral, Net					0
Credit Derivatives in Offsetting Positions [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					111
Derivative, Fair Value, Amount Offset Against Collateral, Net					1
Credit Derivatives in Offsetting Positions [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	34		34
Derivative, Fair Value, Amount Offset Against Collateral, Net	6		6
Credit Derivatives in Offsetting Positions [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	12		12
Derivative, Fair Value, Amount Offset Against Collateral, Net	0		0
Credit Derivatives in Offsetting Positions [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					57
Derivative, Fair Value, Amount Offset Against Collateral, Net					13
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net					0
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0		0
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					100
Credit Risk Derivatives, at Fair Value, Net					$ 100
Average Term of Credit Risk Derivatives					1 year
Basket Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers	1,200		1,200		$ 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	419		419		493
Credit Risk Derivatives, at Fair Value, Net	0		$ 0		$ 5
Average Term of Credit Risk Derivatives			3 years		3 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	22		$ 22
Credit Risk Derivatives, at Fair Value, Net	2		$ 2
Average Term of Credit Risk Derivatives			4 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount					$ 22
Credit Risk Derivatives, at Fair Value, Net					$ 2
Average Term of Credit Risk Derivatives					4 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount					$ 158
Credit Risk Derivatives, at Fair Value, Net					$ (2)
Average Term of Credit Risk Derivatives					2 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	34		$ 34
Credit Risk Derivatives, at Fair Value, Net	(6)		(6)
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	22		22
Credit Risk Derivatives, at Fair Value, Net	(1)		$ (1)
Average Term of Credit Risk Derivatives			3 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					$ 57
Credit Risk Derivatives, at Fair Value, Net					$ (13)
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, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount					$ 88
Credit Risk Derivatives, at Fair Value, Net					$ 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, B- Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	43		$ 43		$ 43
Credit Risk Derivatives, at Fair Value, Net	0		0		$ 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, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	132		132
Credit Risk Derivatives, at Fair Value, Net	3		$ 3
Average Term of Credit Risk Derivatives			4 years
Not Designated as Hedging Instrument [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(58)	$ (47)	$ (139)	(28)
Derivative, Notional Amount	37,810		37,810		$ 39,141
Not Designated as Hedging Instrument [Member] | Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(1)	9	(10)	10
Not Designated as Hedging Instrument [Member] | Other Credit Derivatives [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(4)	(1)	(7)	(26)
Not Designated as Hedging Instrument [Member] | Foreign Exchange Forward [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(4)	12	4	104
Not Designated as Hedging Instrument [Member] | Credit Derivatives in Offsetting Positions [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	590		590		$ 1,006
Not Designated as Hedging Instrument [Member] | Currency Swap [Member] | Foreign Exchange Forward [Member]
Credit Derivatives [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (1)	$ (1)	$ (4)	$ (5)

Derivative Instruments Level 47

Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	$ 10	$ 81
Derivative Asset, Collateral, Obligation to Return Cash, Offset	404	333
Security Owned and Pledged as Collateral, Fair Value	37	134
Securities Received as Collateral	$ 671	$ 446
Information about Sources and Uses of Collateral that is Received Through Resale Agreements and Securities Borrowing Agreements	As of September 30, 2017 and December 31, 2016, the Company had no repledged securities and did not sell any securities. In addition, as of September 30, 2017 and December 31, 2016, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.	As of September 30, 2017, and December 31, 2016, the Company had no repledged securities and did not sell any securities. In addition, as of September 30, 2017, and December 31, 2016, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.
Collateral Pledged [Member]
Derivative [Line Items]
Security Owned and Pledged as Collateral, Fair Value	$ 841	$ 830
Liability [Member]
Derivative [Line Items]
Securities Received as Collateral	$ 42	$ 107

Reserve for Future Policy Ben48

Reserve for Future Policy Benefits and SA Liabilities Level 4 (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	$ 14,000	$ 13,850
Incurred	811	821
Paid	(666)	(679)
Liability balance, end of period	14,280	14,411
Reinsurance recoverable asset, beginning of period	4,756	4,659
Reinsurance Recoverables on Unpaid Losses	(301)	(249)
Reinsurance Recoverables on Paid Losses	108	121
Reinsurance recoverable asset, end of period	4,949	4,787
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	18,781
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	2,817
Net Amount at Risk by Product and Guarantee, Separate Account Value	78,584
Separate Accounts, Liability	115,626		$ 115,665
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	37,042		$ 36,925
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	$ 135	419
Invested in Fixed Income Securities	15.00%		16.00%
Invested in Equity Securities	85.00%		84.00%
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	$ 34,267		$ 33,880
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	2,775		$ 3,045
Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	786	863
Incurred	57	50
Paid	(76)	(92)
Liability balance, end of period	767	821
Reinsurance recoverable asset, beginning of period	432	523
Reinsurance Recoverables on Unpaid Losses	(37)	(40)
Reinsurance Recoverables on Paid Losses	63	73
Reinsurance recoverable asset, end of period	406	490
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 3,665
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
Separate Accounts, Liability	$ 37,042
Schedule of Fair Value of Separate Accounts [Abstract]
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0	0
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	40,707
Guaranteed Minimum Death Benefit [Member] | Deferred Annuitization [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	1,700
Secondary Guarantees [Member] | Universal Life [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	2,627	2,313
Incurred	231	234
Liability balance, end of period	2,858	2,547
Reinsurance recoverable asset, beginning of period	2,627	2,313
Reinsurance Recoverables on Unpaid Losses	(231)	(234)
Reinsurance recoverable asset, end of period	2,858	2,547
Schedule of Fair Value of Separate Accounts [Abstract]
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0	0
Annuitization Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	10,587	10,674
Incurred	523	537
Paid	(590)	(587)
Liability balance, end of period	10,655	11,043
Reinsurance recoverable asset, beginning of period	1,697	1,823
Reinsurance Recoverables on Unpaid Losses	(33)	(25)
Reinsurance Recoverables on Paid Losses	45	48
Reinsurance recoverable asset, end of period	1,685	1,750
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	453
Schedule of Fair Value of Separate Accounts [Abstract]
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	135	$ 419
Guaranteed Lifetime Withdrawal Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	6,300
MAV only
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 13,674
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
With 5% rollup [2]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 1,149
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
With Earnings Protection Benefit Rider (“EPB”) [3]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 3,482
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
With 5% rollup & EPB
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 476
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	73 years
Asset Protection Benefit ("APB") [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 10,175
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	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	$ 454
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 2,445
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
Return of Premium [7] /Other
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 8,852
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 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	73 years
MAV only
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 2,047
MAV only | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	305
With 5% rollup [2]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	143
With 5% rollup [2] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	45
With Earnings Protection Benefit Rider (“EPB”) [3]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	522
With Earnings Protection Benefit Rider (“EPB”) [3] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	80
With 5% rollup & EPB
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	105
With 5% rollup & EPB | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	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	102
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	70
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	4
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	4
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	6
Reset [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	5
Return of Premium [7] /Other
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	55
Return of Premium [7] /Other | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	52
Guaranteed Minimum Death Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	2,984
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	$ 584

Income Taxes Level 4 Effective

Income Taxes Level 4 Effective Income Tax Rate Reconciliation (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	$ 25	$ 32	$ 106	$ 87
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(36)	(16)	(72)	(57)
Income Tax Reconciliation, Deductions, Foreign Investments	(2)	(3)	(5)	(6)
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	1	0	3	0
Income Tax Expense (Benefit)	$ (12)	$ 13	$ 32	$ 24

Income Taxes Level 4 Income Tax

Income Taxes Level 4 Income Tax Examination (Details)	9 Months Ended
	Sep. 30, 2017
Income Tax Disclosure [Abstract]
Income Tax Examination, Description	The federal audit of the years 2012 and 2013 began in March 2015 and was completed as of March 31, 2017 with no additional adjustments. 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)	9 Months Ended
	Sep. 30, 2017
Valuation Allowance [Abstract]
Valuation Allowance, Commentary	The Company believes it is more likely than not that all 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
	Sep. 30, 2017	Dec. 31, 2016
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 0	$ 3,301
Expiring within Tax Years 2023 to 2033 [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 0
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	9 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax	$ 241	$ 232
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	29	40
Tax Credit Carryforward, Valuation Allowance		$ 1
Valuation Allowance, Tax Credit Carryforward [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Valuation Allowance	$ 0
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2022
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2024

Commitments and Contingencies54

Commitments and Contingencies Level 4 Derivative and Commitments(Details) $ in Millions	Sep. 30, 2017USD ($)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 802
Collateral Already Posted, Aggregate Fair Value	843
Additional Collateral, Aggregate Fair Value	7
GMWB Product Derivatives [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Collateral Already Posted, Aggregate Fair Value	31
notional amount [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Collateral Already Posted, Aggregate Fair Value	989
fair value amount [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 43

Transactions with Affiliates 55

Transactions with Affiliates Level 4 (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Related Party Transaction [Line Items]
Annuity Obligations	$ 691,000,000		$ 691,000,000		$ 711,000,000
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	55,000,000		55,000,000		$ 53,000,000
Group Insurance Policies [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	7,000,000	$ 10,000,000	22,000,000	$ 32,000,000
Accident and Health Insurance Product Line [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written	$ 16,000,000	$ 15,000,000	$ 52,000,000	$ 67,000,000

Accumulated Other Comprehensi56

Accumulated Other Comprehensive Income Level 4 (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated Other Comprehensive Income (Loss), Net of Tax	$ 944	$ 1,191	$ 944	$ 1,191	$ 919	$ 722	$ 1,068	$ 593
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	44	146	293	644
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(19)	(23)	(71)	(46)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	25	123	222	598
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	(32)	(19)	(47)	(122)
Income tax expense	(12)	13	32	24
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	19	23	71	46
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest	10	7	28	22
Designated as Hedging Instrument [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	10	7	28	22
Gain (Loss) on Investments [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0	(1)	0
Gain (Loss) on Investments [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [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)
Gain (Loss) on Investments [Member] | Currency Swap [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3	1	9	3
Gain (Loss) on Investments [Member] | Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3		9
Investment Income [Member] | Interest Rate Swap [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	6	20	19
Investment Income [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [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		20
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated Other Comprehensive Income (Loss), Net of Tax	931	1,130	931	1,130	899	693	993	539
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	45	155	291	623
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(13)	(18)	(53)	(32)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	32	137	238	591
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | 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	13	18	53	32
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	20	28	81	49
Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest	20	28	81	49
Income tax expense	7	10	28	17
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Gain (Loss) on Investments [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	20	28	81	49
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated Other Comprehensive Income (Loss), Net of Tax	16	63	16	63	23	32	77	57
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(1)	(9)	2	20
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(6)	(5)	(18)	(14)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(7)	(14)	(16)	6
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	6	5	18	14
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Income tax expense	4	2	10	8
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated Other Comprehensive Income (Loss), Net of Tax	(3)	(2)	(3)	(2)	$ (3)	$ (3)	$ (2)	$ (3)
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	0	0	0	1
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	0	0	0	0
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	$ 0	$ 0	$ 0	$ 1

Deferred Policy Acquisition C57

Deferred Policy Acquisition Costs Level 4 (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Deferred Policy Acquisition Costs Disclosures [Abstract]
Balance, beginning of period	$ 463	$ 542
Deferred costs	2	7
Amortization — DAC	(42)	(29)
Amortization — Unlock benefit (charge), pre-tax	17	71
Adjustments to unrealized gains and losses on securities AFS and other	(14)	(7)
Balance, end of period	$ 426	$ 442

Subsequent Event Dividends Paid

Subsequent Event Dividends Paid Level 4(Details) $ in Millions	1 Months Ended
	Oct. 23, 2017USD ($)
Subsequent Event [Member]
Subsequent Event [Line Items]
Cash Dividends Paid to Parent Company	$ 800

Uncategorized Items - hig-20170

Label	Element	Value
GMWB Derivatives, Net [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ 6,000,000
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(8,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	15,000,000
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	53,000,000
Macro Hedge Program [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(64,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(98,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(65,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (189,000,000)