Aflac (AFL) 10-Q 5 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 29, 2013
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Trading Symbol	'AFL	'
Entity Registrant Name	'AFLAC INC	'
Entity Central Index Key	'0000004977	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	466,090,298

Consolidated_Statements_of_Ear

Consolidated Statements of Earnings (USD $)	3 Months Ended				9 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Revenues:	'		'		'		'
Premiums, principally supplemental health insurance	$5,028		$5,660		$15,225		$16,505
Net investment income	821		869		2,467		2,597
Realized investment gains (losses):	'		'		'		'
Other-than-temporary impairment losses realized	-10	[1]	-97	[1]	-65	[1]	-643	[1]
Sales and redemptions	72		288		277		358
Derivative and other gains (losses)	-40		95		167		108
Total realized investment gains (losses)	22		286		379		-177
Other income	15		32		67		64
Total revenues	5,886		6,847		18,138		18,989
Benefits and expenses:	'		'		'		'
Benefits and claims	3,485		3,932		10,417		11,341
Acquisition and operating expenses:	'		'		'		'
Amortization of deferred policy acquisition costs	256		281		790		838
Insurance commissions	388		442		1,158		1,309
Insurance expenses	568		595		1,631		1,745
Interest expense	71		67		211		186
Other operating expenses	49		50		143		147
Total acquisition and operating expenses	1,332		1,435		3,933		4,225
Total benefits and expenses	4,817		5,367		14,350		15,566
Earnings before income taxes	1,069		1,480		3,788		3,423
Income taxes	367		463		1,305		1,138
Net earnings	$702		$1,017		$2,483		$2,285
Net earnings per share:	'		'		'		'
Basic	$1.51		$2.17		$5.34		$4.90
Diluted	$1.50		$2.16		$5.31		$4.87
Weighted-average outstanding common shares used in computing earnings per share (In thousands):	'		'		'		'
Basic	464,324		467,422		465,325		466,702
Diluted	467,391		469,721		468,052		468,951
Cash dividends per share	$0.35		$0.33		$1.05		$0.99
[1]	Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Loss) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'		'	'		'
Net earnings	$702		$1,017	$2,483		$2,285
Other comprehensive income (loss) before income taxes:	'		'	'		'
Unrealized foreign currency translation gains (losses) during period	5		76	-373		8
Unrealized gains (losses) on investment securities:	'		'	'		'
Unrealized holding gains (losses) on investment securities during period	255		1,430	-3,553		1,435
Reclassification adjustment for realized (gains) losses on investment securities included in net earnings	-94		-213	-220		284
Unrealized gains (losses) on derivatives during period	2		2	-5		-6
Pension liability adjustment during period	0		-33	8		-30
Total other comprehensive income (loss) before income taxes	168		1,262	-4,143		1,691
Income tax expense (benefit) related to items of other comprehensive income (loss)	-211		347	-967		569
Other comprehensive income (loss), net of income taxes	379	[1]	915	-3,176	[1]	1,122
Total comprehensive income (loss)	$1,081		$1,932	($693)		$3,407
[1]	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Securities available for sale, at fair value:	'		'
Equity securities (cost $18 in 2013 and $20 in 2012)	$22		$23
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	43,607		54,426
Other investments	470		174
Cash and cash equivalents	2,749		2,041
Total investments and cash	106,712		118,219
Receivables	950		976
Accrued investment income	775		842
Deferred policy acquisition costs	9,173		9,658
Property and equipment, at cost less accumulated depreciation	510		564
Other	1,798	[1]	835	[1]
Total assets	119,918		131,094
Policy liabilities:	'		'
Future policy benefits	72,744		76,463
Unpaid policy claims	3,853		4,034
Unearned premiums	11,601		11,904
Other policyholders’ funds	5,739		5,319
Total policy liabilities	93,937		97,720
Income taxes	3,255		3,858
Payables for return of cash collateral on loaned securities	628		6,277
Notes payable	4,953		4,352
Other	2,487	[2]	2,909	[2]
Commitments and contingent liabilities (Note 11)	'		'
Total liabilities	105,260		115,116
Shareholders' equity:	'		'
Common stock of $.10 par value. In thousands: authorized 1,900,000 shares in 2013 and 2012; issued 666,493 shares in 2013 and 665,239 shares in 2012	67		67
Additional paid-in capital	1,605		1,505
Retained earnings	19,380		17,387
Accumulated other comprehensive income (loss):	'		'
Unrealized foreign currency translation gains (losses)	-418		333
Unrealized gains (losses) on investment securities	143		2,570
Unrealized gains (losses) on derivatives	-8		-5
Pension liability adjustment	-178		-183
Treasury stock, at average cost	-5,933		-5,696
Total shareholders’ equity	14,658		15,978
Total liabilities and shareholders’ equity	119,918		131,094
Investments Other Than Consolidated Variable Interest Entities	'		'
Securities available for sale, at fair value:	'		'
Fixed maturities	51,949		51,466
Perpetual securities	2,484		3,728
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	43,351		54,137
Variable Interest Entity, Consolidated	'		'
Securities available for sale, at fair value:	'		'
Fixed maturities	4,974		5,787
Perpetual securities	457		574
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	$256		$289
[1]	Includes $165 in 2013 and $191 in 2012 of derivatives from consolidated variable interest entities
[2]	Includes $247 in 2013 and $399 in 2012 of derivatives from consolidated variable interest entities

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Securities available for sale, equity securities, cost	$18	$20
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Common stock, par value	$0.10	$0.10
Common stock, shares authorized	1,900,000,000	1,900,000,000
Common stock, shares issued	666,493,000	665,239,000
Asset derivatives	598	345
Liability derivatives	435	934
Investments Other Than Consolidated Variable Interest Entities	'	'
Securities available for sale, fixed maturities, amortized cost	51,813	48,355
Securities available for sale, perpetual securities, amortized cost	2,789	3,654
Securities held to maturity, fixed maturities, fair value	44,502	54,554
Variable Interest Entity, Consolidated	'	'
Securities available for sale, fixed maturities, amortized cost	4,598	5,058
Securities available for sale, perpetual securities, amortized cost	504	559
Securities held to maturity, fixed maturities, fair value	254	287
Asset derivatives	165	191
Liability derivatives	$247	$399

Consolidated_Statements_of_Sha

Consolidated Statements of Shareholders' Equity (USD $)	Total	Common stock:	Additional paid-in capital:	Retained earnings:	Accumulated other comprehensive income (loss):	Treasury stock:
In Millions, unless otherwise specified
Balance, beginning of period at Dec. 31, 2011	'	$66	$1,408	$15,148	$1,965	($5,641)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Exercise of stock options	'	'	19	'	'	'
Share-based compensation	'	'	25	'	'	'
Net earnings	2,285	'	'	2,285	'	'
Dividends to shareholders	'	'	'	-464	'	'
Unrealized foreign currency translation gains (losses) during period, net of income taxes	'	'	'	'	27	'
Unrealized gains (losses) on investment securities during period, net of income taxes and reclassification adjustments	'	'	'	'	1,117	'
Unrealized gains (losses) on derivatives during period, net of income taxes	'	'	'	'	-4	'
Pension liability adjustment during period, net of income taxes	'	'	'	'	-18	'
Purchases of treasury stock	'	'	'	'	'	-13
Treasury stock reissued	'	'	21	'	'	44
Balance, end of period at Sep. 30, 2012	15,985	66	1,473	16,969	3,087	-5,610
Balance, beginning of period at Dec. 31, 2012	15,978	67	1,505	17,387	2,715	-5,696
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Exercise of stock options	'	'	38	'	'	'
Share-based compensation	'	'	22	'	'	'
Net earnings	2,483	'	'	2,483	'	'
Dividends to shareholders	'	'	'	-490	'	'
Unrealized foreign currency translation gains (losses) during period, net of income taxes	'	'	'	'	-751	'
Unrealized gains (losses) on investment securities during period, net of income taxes and reclassification adjustments	'	'	'	'	-2,427	'
Unrealized gains (losses) on derivatives during period, net of income taxes	'	'	'	'	-3	'
Pension liability adjustment during period, net of income taxes	'	'	'	'	5	'
Purchases of treasury stock	'	'	'	'	'	-307
Treasury stock reissued	'	'	40	'	'	70
Balance, end of period at Sep. 30, 2013	$14,658	$67	$1,605	$19,380	($461)	($5,933)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012
Cash flows from operating activities:	'		'
Net earnings	$2,483		$2,285
Adjustments to reconcile net earnings to net cash provided by operating activities:	'		'
Change in receivables and advance premiums	-29		-203
Increase in deferred policy acquisition costs	-319		-481
Increase in policy liabilities	5,653		9,371
Change in income tax liabilities	422		385
Realized investment (gains) losses	-379		177
Other, net	-672		-83
Net cash provided (used) by operating activities	7,159		11,451
Securities available for sale:	'		'
Fixed maturities sold	9,354		5,376
Fixed maturities matured or called	2,049		1,616
Perpetual securities sold	212		1,389
Perpetual securities matured or called	259		378
Securities held to maturity:	'		'
Fixed maturities matured or called	5,619		1,579
Costs of investments acquired:	'		'
Available for sale fixed maturities acquired	-16,937		-12,815
Held to maturity fixed maturities acquired	-1,180		-15,629
Settlement of derivatives	-1,496		0
Cash received as collateral on loaned securities, net	-5,606		5,752
Other, net	205		-145
Net cash provided (used) by investing activities	-7,521		-12,499
Cash flows from financing activities:	'		'
Purchases of treasury stock	-307		-13
Proceeds from borrowings	700		1,456
Principal payments under debt obligations	0		-340
Dividends paid to shareholders	-472		-445
Change in investment-type contracts, net	1,138		1,095
Treasury stock reissued	59		19
Other, net	15		9
Net cash provided (used) by financing activities	1,133		1,781
Effect of exchange rate changes on cash and cash equivalents	-63		3
Net change in cash and cash equivalents	708		736
Cash and cash equivalents, beginning of period	2,041		2,249
Cash and cash equivalents, end of period	2,749		2,985
Supplemental disclosures of cash flow information:	'		'
Income taxes paid	673		762
Interest paid	139		119
Noncash interest	72	[1]	66	[1]
Impairment losses included in realized investment losses	65	[2]	643	[2]
Noncash financing activities:	'		'
Capitalized lease obligations	0		3
Associate stock bonus	'		'
Treasury stock issued for:	'		'
Treasury stock issued	28		24
Shareholder dividend reinvestment	'		'
Treasury stock issued for:	'		'
Treasury stock issued	18		19
Share-based compensation grants	'		'
Treasury stock issued for:	'		'
Treasury stock issued	$5		$3
[1]	Consists primarily of accreted interest on discounted advance premiums
[2]	Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities

SUMMARY_OF_SIGNIFICANT_ACCOUNT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	'
	SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	Description of Business
	Aflac Incorporated (the Parent Company) and its subsidiaries (collectively, the Company) primarily sell supplemental health and life insurance in the United States and Japan. The Company's insurance business is marketed and administered through American Family Life Assurance Company of Columbus (Aflac), which operates in the United States (Aflac U.S.) and as a branch in Japan (Aflac Japan). Most of Aflac's policies are individually underwritten and marketed through independent agents. Additionally, Aflac U.S. markets and administers group products through Continental American Insurance Company (CAIC), branded as Aflac Group Insurance. Our insurance operations in the United States and our branch in Japan service the two markets for our insurance business. Aflac Japan's revenues, including realized gains and losses on its investment portfolio, accounted for 75% and 78% of the Company's total revenues in the nine-month periods ended September 30, 2013, and 2012, respectively. The percentage of the Company's total assets attributable to Aflac Japan was 85% at September 30, 2013, and 87% at December 31, 2012.
	Basis of Presentation
	We prepare our financial statements in accordance with U.S. generally accepted accounting principles (GAAP). These principles are established primarily by the Financial Accounting Standards Board (FASB). In these Notes to the Consolidated Financial Statements, references to GAAP issued by the FASB are derived from the FASB Accounting Standards CodificationTM (ASC). The preparation of financial statements in conformity with GAAP requires us to make estimates when recording transactions resulting from business operations based on currently available information. The most significant items on our balance sheet that involve a greater degree of accounting estimates and actuarial determinations subject to changes in the future are the valuation of investments, deferred policy acquisition costs, liabilities for future policy benefits and unpaid policy claims, and income taxes. These accounting estimates and actuarial determinations are sensitive to market conditions, investment yields, mortality, morbidity, commission and other acquisition expenses, and terminations by policyholders. As additional information becomes available, or actual amounts are determinable, the recorded estimates will be revised and reflected in operating results. Although some variability is inherent in these estimates, we believe the amounts provided are adequate.
	The unaudited consolidated financial statements include the accounts of the Parent Company, its subsidiaries and those entities required to be consolidated under applicable accounting standards. All material intercompany accounts and transactions have been eliminated.
	In the opinion of management, the accompanying unaudited consolidated financial statements of the Company contain all adjustments, consisting of normal recurring accruals, which are necessary to fairly present the consolidated balance sheets as of September 30, 2013, and December 31, 2012, the consolidated statements of earnings and comprehensive income (loss) for the three- and nine-month periods ended September 30, 2013, and 2012, and the consolidated statements of shareholders' equity and cash flows for the nine-month periods ended September 30, 2013, and 2012. Results of operations for interim periods are not necessarily indicative of results for the entire year. As a result, these financial statements should be read in conjunction with the financial statements and notes thereto included in our annual report to shareholders for the year ended December 31, 2012.
	Significant Accounting Policies
	We have updated the disclosure in the accounting policy for income taxes and have added our accounting policy for reinsurance. All other categories of significant accounting policies remain unchanged from our annual report to shareholders for the year ended December 31, 2012.
	Income Taxes: Income tax provisions are generally based on pretax earnings reported for financial statement purposes, which differ from those amounts used in preparing our income tax returns. Deferred income taxes are recognized for temporary differences between the financial reporting basis and income tax basis of assets and liabilities, based on enacted tax laws and statutory tax rates applicable to the periods in which we expect the temporary differences to reverse. We record deferred tax assets for tax positions taken based on our assessment of whether the tax position is more likely than not to be sustained upon examination by taxing authorities. A valuation allowance is established for deferred tax assets when it is more likely than not that an amount will not be realized. In the second quarter of 2013, we recorded a valuation allowance of $237 million related to the deferred tax assets associated with our unrealized investment losses recorded in other comprehensive income. In the third quarter of 2013, we released this $237 million valuation allowance because it was more likely than not that the deferred tax assets related to unrealized investment losses will be realized in the future.
	As discussed in the Translation of Foreign Currencies section in Note 1 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012, Aflac Japan maintains certain dollar-denominated investments. While there are no translation effects to record in other comprehensive income (loss), the deferred tax expense or benefit associated with foreign exchange gains or losses on this portfolio is recognized in other comprehensive income (loss) until the securities mature or are sold. Total income tax expense (benefit) related to items of other comprehensive income (loss) included a tax benefit of $38 million during the three-month period ended September 30, 2013, and a tax benefit of $86 million during the three-month period ended September 30, 2012, for these dollar-denominated investments. Excluding these amounts from total taxes on other comprehensive income (loss) would result in an effective income tax rate on pretax other comprehensive income (loss) of (102.3)% and 34.4% in the three-month periods ended September 30, 2013 and 2012, respectively. In addition, excluding the release of the tax valuation allowance in the three-month period ended September 30, 2013, the effective income tax rate on pretax other comprehensive income (loss) would have been 38.8%. Total income tax expense (benefit) related to items of other comprehensive income (loss) included tax expense of $614 million during the nine-month period ended September 30, 2013, and a tax benefit of $25 million during the nine-month period ended September 30, 2012, for these dollar-denominated investments. Excluding these amounts from total taxes on other comprehensive income (loss) would result in an effective income tax rate on pretax other comprehensive income (loss) of 38.1% and 35.2% in the nine-month periods ended September 30, 2013 and 2012, respectively.
	Reinsurance: We enter into reinsurance agreements with other companies in the normal course of business. For each of our reinsurance agreements, we determine if the agreement provides indemnification against loss or liability relating to insurance risk in accordance with applicable accounting standards. Reinsurance premiums and benefits paid or provided are accounted for on bases consistent with those used in accounting for the original policies issued and the terms of the reinsurance contracts. Premiums, benefits and deferred acquisition costs (DAC) are reported net of insurance ceded. See Note 6 of the Notes to the Consolidated Financial Statements for additional information.
	Reclassifications: Certain reclassifications have been made to prior-year amounts to conform to current-year reporting classifications. These reclassifications had no impact on net earnings or total shareholders' equity.
	New Accounting Pronouncements
	Recently Adopted Accounting Pronouncements
	Derivatives and hedging: In July 2013, the FASB issued an update which allows entities to use the Federal Funds Effective Swap Rate, also referred to as the Overnight Index Swap Rate (OIS), as a benchmark interest rate for hedge accounting purposes. Previously the only acceptable benchmark rates for hedge accounting purposes under GAAP were U.S. Treasury rates and the London Interbank Offered Rate (LIBOR) swap rate. This update reflects the evolution of market hedging practices and is intended to provide more flexibility in hedging interest rate risk. We adopted this guidance in the third quarter of 2013 on a prospective basis for qualifying new or redesignated hedging relationships entered into on or after the effective date of July 17, 2013. The adoption of the guidance had no impact on our financial position or results of operations.
	Reporting of amounts reclassified out of accumulated other comprehensive income: In February 2013, the FASB issued guidance that requires reclassification adjustments for items that are reclassified out of accumulated other comprehensive income to net income to be presented in statements where the components of net income and the components of other comprehensive income are presented or in the footnotes to the financial statements. Additionally, the amendment requires cross-referencing to other disclosures currently required for other reclassification items. We adopted this guidance as of January 1, 2013. The adoption of this guidance impacted our financial statement disclosures, but it did not have an impact on our financial position or results of operations.
	Disclosures about offsetting assets and liabilities: In December 2011, the FASB issued guidance to amend the disclosure requirements about offsetting assets and liabilities. The new guidance essentially clarifies the FASB's intent concerning the application of existing offsetting disclosure requirements. Entities are required to disclose gross and net information about both instruments and transactions eligible for offset in the statement of financial position and instruments and transactions when those activities are subject to an agreement similar to a master netting arrangement. The scope of this guidance was clarified and revised in January 2013 to apply to derivatives, repurchase agreements, reverse repurchase agreements, securities borrowing and securities lending arrangements. The objective of this disclosure is to move toward consistency between U.S. GAAP and International Financial Reporting Standards (IFRS). We adopted this guidance as of January 1, 2013. The adoption of this guidance impacted our financial statement disclosures, but it did not have an impact on our financial position or results of operations.
	Presentation of comprehensive income: In June 2011, the FASB issued guidance to amend the presentation of comprehensive income. The amendment requires that all non-owner changes in shareholders' equity be presented either in a single continuous statement of comprehensive income or in two separate but consecutive statements. We adopted this guidance as of January 1, 2012 and elected the option to report comprehensive income in two separate but consecutive statements. The adoption of this guidance did not have an impact on our financial position or results of operations.
	Fair value measurements and disclosures: In May 2011, the FASB issued guidance to amend the fair value measurement and disclosure requirements. Most of the amendments are clarifications of the FASB's intent about the application of existing fair value measurement and disclosure requirements. Other amendments change a particular principle or requirement for measuring fair value or disclosing information about fair value measurements. The new fair value measurement disclosures include additional quantitative and qualitative disclosures for Level 3 measurements, including a qualitative sensitivity analysis of fair value to changes in unobservable inputs, and categorization by fair value hierarchy level for items for which the fair value is only disclosed. We adopted this guidance as of January 1, 2012. The adoption of this guidance impacted our financial statement disclosures, but it did not affect our financial position or results of operations.
	Accounting for costs associated with acquiring or renewing insurance contracts: In October 2010, the FASB issued amended accounting guidance on accounting for costs associated with acquiring or renewing insurance contracts. Under the previous guidance, costs that varied with and were primarily related to the acquisition of a policy were deferrable. Under the amended guidance, only incremental direct costs associated with the successful acquisition of a new or renewal contract may be capitalized, and direct-response advertising costs may be capitalized only if they meet certain criteria. This guidance is effective on a prospective or retrospective basis for interim and annual periods beginning after December 15, 2011. We retrospectively adopted this guidance as of January 1, 2012. The retrospective adoption of this accounting standard resulted in an after-tax cumulative reduction to retained earnings of $391 million and an after-tax cumulative reduction to unrealized foreign currency translation gains in accumulated other comprehensive income of $67 million, resulting in a total reduction to shareholders' equity of $458 million as of December 31, 2009 (the opening balance sheet date in our annual report on Form 10-K for the year ended December 31, 2012). The adoption of this accounting standard had an immaterial impact on net income in 2011 and for all preceding years.
	Accounting Pronouncements Pending Adoption
	Presentation of an unrecognized tax benefit when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists: In July 2013, the FASB issued guidance to amend the financial statement presentation of an unrecognized tax benefit when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists. The new guidance essentially states that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, should be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, to the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. This accounting standard applies to all entities that have unrecognized tax benefits when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists at the reporting date. This guidance is effective for annual reporting periods beginning on or after December 15, 2013, and interim periods within those annual periods and requires prospective presentation for all comparative periods presented. The adoption of this guidance will not have a significant impact on our financial statements.
	Recent accounting guidance not discussed above is not applicable, did not have, or is not expected to have a material impact to our business.
	For additional information on new accounting pronouncements and recent accounting guidance and their impact, if any, on our financial position or results of operations, see Note 1 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.

BUSINESS_SEGMENT_INFORMATION

BUSINESS SEGMENT INFORMATION	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
BUSINESS SEGMENT INFORMATION	'
	BUSINESS SEGMENT INFORMATION
	The Company consists of two reportable insurance business segments: Aflac Japan and Aflac U.S., both of which sell supplemental health and life insurance. Operating business segments that are not individually reportable and business activities not included in Aflac Japan or Aflac U.S. are included in the "Other business segments" category.
	We do not allocate corporate overhead expenses to business segments. We evaluate and manage our business segments using a financial performance measure called pretax operating earnings. Our definition of operating earnings includes interest cash flows associated with notes payable and excludes the following items from net earnings on an after-tax basis: realized investment gains/losses (securities transactions, impairments, and the impact of derivative and hedging activities) and nonrecurring items. We then exclude income taxes related to operations to arrive at pretax operating earnings. Information regarding operations by segment follows:
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013			2012
	Revenues:
	Aflac Japan:
	Earned premiums	$	3,735			$	4,405			$	11,357		$	12,769
	Net investment income	659				713				1,986			2,134
	Other income	8				22				46			38
	Total Aflac Japan	4,402				5,140				13,389			14,941
	Aflac U.S.:
	Earned premiums	1,293				1,254				3,868			3,736
	Net investment income	159				153				473			457
	Other income	1				5				4			10
	Total Aflac U.S.	1,453				1,412				4,345			4,203
	Other business segments	11				10				38			40
	Total business segment revenues	5,866				6,562				17,772			19,184
	Realized investment gains (losses)	22				286				379			(177		)
	Corporate	71				65				229			197
	Intercompany eliminations	(73		)		(66		)		(242		)	(215		)
	Total revenues	$	5,886			$	6,847			$	18,138		$	18,989
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013			2012
	Pretax earnings:
	Aflac Japan	$	846			$	994			$	2,775		$	2,998
	Aflac U.S.	269				260				833			789
	Total business segment pretax operating earnings	1,115				1,254				3,608			3,787
	Interest expense, noninsurance operations	(50		)		(45		)		(147		)	(134		)
	Corporate and eliminations	(18		)		(15		)		(52		)	(53		)
	Pretax operating earnings	1,047				1,194				3,409			3,600
	Realized investment gains (losses)	22				286				379			(177		)
	Total earnings before income taxes	$	1,069			$	1,480			$	3,788		$	3,423
	Income taxes applicable to pretax operating earnings	$	360			$	363			$	1,173		$	1,200
	Effect of foreign currency translation on operating earnings	(97		)		2				(271		)	28
	Assets were as follows:
	(In millions)	September 30,						December 31,
		2013						2012
	Assets:
	Aflac Japan		$	101,471					$	113,678
	Aflac U.S.		16,135						16,122
	Other business segments		153						154
	Total business segment assets		117,759						129,954
	Corporate		19,821						20,318
	Intercompany eliminations		(17,662		)				(19,178		)
	Total assets		$	119,918					$	131,094

INVESTMENTS

INVESTMENTS	9 Months Ended
	Sep. 30, 2013
Investments [Abstract]	'
INVESTMENTS	'
	INVESTMENTS
	Investment Holdings
	The amortized cost for our investments in debt and perpetual securities, the cost for equity securities and the fair values of these investments are shown in the following tables.
		September 30, 2013
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	12,744					$	445					$	22					$	13,167
	Mortgage- and asset-backed securities		614						34						0						648
	Public utilities		2,816						96						78						2,834
	Sovereign and supranational		1,055						82						0						1,137
	Banks/financial institutions		3,088						163						322						2,929
	Other corporate		4,178						139						247						4,070
	Total yen-denominated		24,495						959						669						24,785
	Dollar-denominated:
	U.S. government and agencies		93						9						3						99
	Municipalities		1,016						56						15						1,057
	Mortgage- and asset-backed securities		167						17						0						184
	Public utilities		5,018						369						206						5,181
	Sovereign and supranational		462						82						1						543
	Banks/financial institutions		3,527						329						48						3,808
	Other corporate		21,633						911						1,278						21,266
	Total dollar-denominated		31,916						1,773						1,551						32,138
	Total fixed maturities		56,411						2,732						2,220						56,923
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,811						108						403						2,516
	Other corporate		274						0						65						209
	Dollar-denominated:
	Banks/financial institutions		208						22						14						216
	Total perpetual securities		3,293						130						482						2,941
	Equity securities		18						5						1						22
	Total securities available for sale		$	59,722					$	2,867					$	2,703					$	59,886
		September 30, 2013
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities held to maturity, carried at amortized cost:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	24,708					$	1,366					$	0					$	26,074
	Municipalities		432						49						0						481
	Mortgage- and asset-backed securities		66						3						0						69
	Public utilities		4,359						168						184						4,343
	Sovereign and supranational		3,219						160						104						3,275
	Banks/financial institutions		6,905						143						493						6,555
	Other corporate		3,918						213						172						3,959
	Total yen-denominated		43,607						2,102						953						44,756
	Total securities held to maturity		$	43,607					$	2,102					$	953					$	44,756
		December 31, 2012
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	12,612					$	349					$	81					$	12,880
	Mortgage- and asset-backed securities		746						40						1						785
	Public utilities		3,608						116						72						3,652
	Sovereign and supranational		1,404						71						0						1,475
Banks/financial institutions		3,455						233						180						3,508
Other corporate		5,656						241						153						5,744
Total yen-denominated		27,481						1,050						487						28,044
Dollar-denominated:
U.S. government and agencies		93						24						0						117
Municipalities		1,045						156						6						1,195
Mortgage- and asset-backed securities		188						58						0						246
Public utilities		4,204						658						17						4,845
Sovereign and supranational		476						123						2						597
Banks/financial institutions		3,626						506						6						4,126
Other corporate		16,300						1,878						95						18,083
Total dollar-denominated		25,932						3,403						126						29,209
Total fixed maturities		53,413						4,453						613						57,253
Perpetual securities:
Yen-denominated:
Banks/financial institutions		3,635						193						161						3,667
Other corporate		309						43						0						352
Dollar-denominated:
Banks/financial institutions		269						23						9						283
Total perpetual securities		4,213						259						170						4,302
Equity securities		20						4						1						23
Total securities available for sale		$	57,646					$	4,716					$	784					$	61,578
	December 31, 2012
(In millions)	Cost or						Gross						Gross						Fair
	Amortized						Unrealized						Unrealized						Value
	Cost						Gains						Losses
Securities held to maturity, carried at amortized cost:
Fixed maturities:
Yen-denominated:
Japan government and agencies		$	32,043					$	356					$	67					$	32,332
Municipalities		492						30						2						520
Mortgage- and asset-backed securities		90						4						0						94
Public utilities		4,924						233						106						5,051
Sovereign and supranational		3,209						192						84						3,317
Banks/financial institutions		9,211						211						431						8,991
Other corporate		4,457						187						108						4,536
Total yen-denominated		54,426						1,213						798						54,841
Total securities held to maturity		$	54,426					$	1,213					$	798					$	54,841
The methods of determining the fair values of our investments in fixed-maturity securities, perpetual securities and equity securities, including a change in valuation methodology for determining fair value of privately issued securities as of the first quarter of 2013, are described in Note 5.
During the third and first quarters of 2013, we did not reclassify any investments from the held-to-maturity portfolio to the available-for-sale portfolio. During the second quarter of 2013, we reclassified one investment from the held-to-maturity portfolio to the available-for-sale portfolio as a result of the issuer being downgraded to below investment grade. At the time of transfer, the security had an amortized cost of $297 million and an unrealized loss of $108 million.
During the third quarter of 2012, we reclassified one investment from the held-to-maturity portfolio to the available-for-sale portfolio as a result of the issuer being downgraded to below investment grade. At the time of transfer, this security had an amortized cost of $206 million after it was written down to its fair value in the third quarter of 2012. During the second quarter of 2012, we reclassified five investments from the held-to-maturity portfolio to the available-for-sale portfolio as a result of the issuer being downgraded to below investment grade. At the time of transfer, the securities had an aggregate amortized cost of $842 million and an aggregate unrealized loss of $268 million. During the first quarter of 2012, we reclassified one investment from the held-to-maturity portfolio to the available-for-sale portfolio as a result of the issuer being downgraded to below investment grade. At the time of transfer, the security had an amortized cost of $122 million and an unrealized loss of $23 million.
Contractual and Economic Maturities
The contractual maturities of our investments in fixed maturities at September 30, 2013, were as follows:
	Aflac Japan												Aflac U.S.
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Available for sale:
Due in one year or less		$	741					$	748					$	56					$	56
Due after one year through five years		2,048						2,141						415						473
Due after five years through 10 years		9,814						9,589						1,458						1,563
Due after 10 years		32,306						32,149						8,555						9,123
Mortgage- and asset-backed securities		684						727						39						47
Total fixed maturities available for sale		$	45,593					$	45,354					$	10,523					$	11,262
Held to maturity:
Due in one year or less		$	139					$	140					$	0					$	0
Due after one year through five years		1,142						1,217						0						0
Due after five years through 10 years		2,275						2,359						0						0
Due after 10 years		39,986						40,971						0						0
Mortgage- and asset-backed securities		65						69						0						0
Total fixed maturities held to maturity		$	43,607					$	44,756					$	0					$	0
At September 30, 2013, the Parent Company had a portfolio of available-for-sale fixed-maturity securities totaling $295 million at amortized cost and $307 million at fair value, which is not included in the table above.
Expected maturities may differ from contractual maturities because some issuers have the right to call or prepay obligations with or without call or prepayment penalties.
The majority of our perpetual securities are subordinated to other debt obligations of the issuer, but rank higher than the issuer's equity securities. Perpetual securities have characteristics of both debt and equity investments, along with unique features that create economic maturity dates for the securities. Although perpetual securities have no contractual maturity date, they have stated interest coupons that were fixed at their issuance and subsequently change to a floating short-term interest rate of 125 to more than 300 basis points above an appropriate market index, generally by the 25th year after issuance, thereby creating an economic maturity date. The economic maturities of our investments in perpetual securities, which were all reported as available for sale at September 30, 2013, were as follows:
	Aflac Japan												Aflac U.S.
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Due after one year through five years		$	1,107					$	988					$	5					$	5
Due after five years through 10 years		274						209						0						0
Due after 10 years		1,808						1,639						99						100
Total perpetual securities available for sale		$	3,189					$	2,836					$	104					$	105
Investment Concentrations
Our investment process begins with an independent approach to underwriting each issuer's fundamental credit quality. We evaluate independently those factors which we believe could influence an issuer's ability to make payments under the contractual terms of our instruments. This includes a thorough analysis of a variety of items including the issuer's country of domicile (including political, legal, and financial considerations); the industry in which the issuer competes (with an analysis of industry structure, end-market dynamics, and regulation); company specific issues (such as management, assets, earnings, cash generation, and capital needs); and contractual provisions of the instrument (such as financial covenants and position in the capital structure). We further evaluate the investment considering broad business and portfolio management objectives, including asset/liability needs, portfolio diversification, and expected income.
Banks and Financial Institutions
One of our largest investment sector concentrations as of September 30, 2013, was banks and financial institutions. Within the countries we approve for investment opportunities, we primarily invest in financial institutions that are strategically crucial to each approved country's economy. The bank and financial institution sector is a highly regulated industry and plays a strategic role in the global economy.
Our total investments in the bank and financial institution sector, including those classified as perpetual securities, were as follows:
	September 30, 2013											December 31, 2012
	Total Investments in						Percentage of					Total Investments in						Percentage of
	Banks and Financial						Total Investment					Banks and Financial						Total Investment
	Institutions Sector						Portfolio					Institutions Sector						Portfolio
	(in millions)											(in millions)
Fixed maturities:
Amortized cost		$	13,520					13	%				$	16,292					14	%
Fair value		13,292						12					16,625						14
Perpetual securities:
Upper Tier II:
Amortized cost		$	2,102					2	%				$	2,825					3	%
Fair value		1,941						2					2,919						3
Tier I:
Amortized cost		917						1					1,079						1
Fair value		791						1					1,031						1
Total:
Amortized cost		$	16,539					16	%				$	20,196					18	%
Fair value		16,024						15					20,575						18
Realized Investment Gains and Losses
Information regarding pretax realized gains and losses from investments is as follows:
	Three Months Ended								Nine Months Ended
	September 30,								September 30,
(In millions)	2013				2012				2013				2012
Realized investment gains (losses) on securities:
Fixed maturities:
Available for sale:
Gross gains from sales	$	92			$	313			$	284			$	346
Gross losses from sales	(24		)		(1		)		(30		)		(37		)
Net gains (losses) from redemptions	4				0				25				2
Other-than-temporary impairment losses	(10		)		(70		)		(64		)		(400		)
Held to maturity:
Net gains (losses) from redemptions	0				0				0				3
Total fixed maturities	62				242				215				(86		)
Perpetual securities:
Available for sale:
Gross gains from sales	0				12				0				82
Gross losses from sales	0				(36		)		(2		)		(98		)
Net gains (losses) from redemptions	0				0				0				60
Other-than-temporary impairment losses	0				(27		)		0				(243		)
Total perpetual securities	0				(51		)		(2		)		(199		)
Equity securities:
Other-than-temporary impairment losses	0				0				(1		)		0
Total equity securities	0				0				(1		)		0
Derivatives and other:
Derivative gains (losses)	(41		)		95				157				108
Other	1				0				10				0
Total derivatives and other	(40		)		95				167				108
Total realized investment gains (losses)	$	22			$	286			$	379			$	(177	)
Other-than-temporary Impairment
The fair values of our debt and perpetual security investments fluctuate based on changes in interest rates, foreign exchange, and credit spreads in the global financial markets. Fair values can also be heavily influenced by the values of the assets of the issuer and expected ultimate recovery values upon default, bankruptcy or other financial restructuring. Credit spreads are most impacted by the general credit environment and global market liquidity. Interest rates are driven by numerous factors including, but not limited to, supply and demand, governmental monetary actions, expectations of inflation and economic growth. We believe that fluctuations in the fair value of our investment securities related to general changes in the level of credit spreads or interest rates have little bearing on underlying credit quality of the issuer, and whether our investment is ultimately recoverable. Generally, we consider such declines in fair values to be temporary even in situations where an investment remains in an unrealized loss position for a year or more.
However, in the course of our credit review process, we may determine that it is unlikely that we will recover our investment in an issuer due to factors specific to an individual issuer, as opposed to general changes in global credit spreads or interest rates. In this event, we consider such a decline in the investment's fair value, to the extent it is below the investment's cost or amortized cost, to be an other-than-temporary impairment of the investment and reduce the book value of the investment to its fair value.
In addition to the usual investment risk associated with a debt instrument, our perpetual security holdings are largely issued by banks that are integral to the financial markets of the sovereign country of the issuer. As a result of the issuer's position within the economy of the sovereign country, our perpetual securities may be subject to a higher risk of nationalization of their issuers in connection with capital injections from an issuer's sovereign government. We cannot be assured that such capital support will extend to all levels of an issuer's capital structure. In addition, certain governments or regulators may consider imposing interest and principal payment restrictions on issuers of hybrid securities to preserve cash and preserve the issuer's capital. Beyond the cash flow impact that additional deferrals would have on our portfolio, such deferrals could result in ratings downgrades of the affected securities, which in turn could result in a reduction of fair value of the securities and increase our regulatory capital requirements. We consider these factors in our credit review process.
When determining our intention to sell a security prior to recovery of its fair value to amortized cost, we evaluate facts and circumstances such as, but not limited to, future cash flow needs, decisions to reposition our security portfolio, and risk profile of individual investment holdings. We perform ongoing analyses of our liquidity needs, which includes cash flow testing of our policy liabilities, debt maturities, projected dividend payments and other cash flow and liquidity needs. Our cash flow testing includes extensive duration analysis of our investment portfolio and policy liabilities. Based on our analyses, we have concluded that we have sufficient excess cash flows to meet our liquidity needs without selling any of our investments prior to their maturity.
The following table details our pretax other-than-temporary impairment losses by investment category that resulted from our impairment evaluation process.
	Three Months Ended								Nine Months Ended
	September 30,								September 30,
(In millions)	2013				2012				2013				2012
Perpetual securities	$	0			$	27			$	0			$	243
Corporate bonds	3				70				41				253
Mortgage- and asset-backed securities	0				0				0				3
Sovereign and supranational	7				0				23				144
Equity securities	0				0				1				0
Total other-than-temporary impairment losses realized	$	10		(1)	$	97		(1)	$	65		(1)	$	643		(1)
(1) Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities
Unrealized Investment Gains and Losses
Effect on Shareholders’ Equity
The net effect on shareholders’ equity of unrealized gains and losses from investment securities was as follows:
(In millions)	September 30,						December 31,
	2013						2012
Unrealized gains (losses) on securities available for sale		$	164					$	3,932
Unamortized unrealized gains on securities transferred to held to maturity		14						20
Deferred income taxes		(35		)				(1,382		)
Shareholders’ equity, unrealized gains (losses) on investment securities		$	143					$	2,570
Gross Unrealized Loss Aging
The following tables show the fair values and gross unrealized losses of our available-for-sale and held-to-maturity investments that were in an unrealized loss position, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position.
	September 30, 2013
	Total												Less than 12 months											12 months or longer
(In millions)	Fair						Unrealized						Fair						Unrealized					Fair					Unrealized
	Value						Losses						Value						Losses					Value					Losses
Fixed Maturities:
Japan government and agencies:
Yen-denominated		$	1,933					$	22					$	1,933					$	22				$	0				$	0
Municipalities:
Dollar-denominated		196						15						163						10					33					5
Public utilities:
Dollar-denominated		2,314						206						2,297						203					17					3
Yen-denominated		3,367						262						2,123						134					1,244					128
Sovereign and supranational:
Dollar-denominated		43						1						43						1					0					0
Yen-denominated		935						104						554						25					381					79
Banks/financial institutions:
Dollar-denominated		816						48						784						44					32					4
Yen-denominated		5,455						815						2,704						171					2,751					644
Other corporate:
Dollar-denominated		12,903						1,278						12,532						1,207					371					71
Yen-denominated		3,857						419						2,642						242					1,215					177
U.S. government and agencies:
Dollar-denominated		37						3						37						3					0					0
Total fixed maturities		31,856						3,173						25,812						2,062					6,044					1,111
Perpetual securities:
Dollar-denominated		71						14						51						9					20					5
Yen-denominated		1,916						468						1,362						248					554					220
Total perpetual securities		1,987						482						1,413						257					574					225
Equity securities		5						1						5						1					0					0
Total		$	33,848					$	3,656					$	27,230					$	2,320				$	6,618				$	1,336
	December 31, 2012
	Total												Less than 12 months											12 months or longer
(In millions)	Fair						Unrealized						Fair						Unrealized					Fair					Unrealized
	Value						Losses						Value						Losses					Value					Losses
Fixed Maturities:
Japan government and agencies:
Yen-denominated		$	17,342					$	148					$	17,342					$	148				$	0				$	0
Municipalities:
Dollar-denominated		34						6						1						0					33					6
Yen-denominated		56						2						56						2					0					0
Mortgage- and asset- backed
securities:
Yen-denominated		136						1						0						0					136					1
Public utilities:
Dollar-denominated		736						17						736						17					0					0
Yen-denominated		3,920						178						1,339						31					2,581					147
Sovereign and supranational:
Dollar-denominated		31						2						0						0					31					2
Yen-denominated		1,244						84						507						13					737					71
Banks/financial institutions:
Dollar-denominated		276						6						180						3					96					3
Yen-denominated		6,918						611						1,935						28					4,983					583
Other corporate:
Dollar-denominated		4,534						95						4,404						86					130					9
Yen-denominated		4,013						261						1,635						40					2,378					221
Total fixed maturities		39,240						1,411						28,135						368					11,105					1,043
Perpetual securities:
Dollar-denominated		136						9						120						0					16					9
Yen-denominated		1,315						161						0						0					1,315					161
Total perpetual securities		1,451						170						120						0					1,331					170
Equity securities		6						1						3						0					3					1
Total		$	40,697					$	1,582					$	28,258					$	368				$	12,439				$	1,214
Analysis of Securities in Unrealized Loss Positions
The unrealized losses on our investments have been primarily related to general market changes in interest rates, foreign exchange rates, and/or the levels of credit spreads rather than specific concerns with the issuer's ability to pay interest and repay principal. In addition, in the first quarter of 2013, we refined our methodology for valuing certain privately issued securities (see Note 5).
For any significant declines in fair value, we perform a more focused review of the related issuers' credit profile. For corporate issuers, we evaluate their assets, business profile including industry dynamics and competitive positioning, financial statements and other available financial data. For non-corporate issuers, we analyze all sources of credit support, including issuer-specific factors. We utilize information available in the public domain and, for certain private placement issuers, from consultations with the issuers directly. We also consider ratings from the Nationally Recognized Statistical Rating Organizations (NRSROs), as well as the specific characteristics of the security we own including seniority in the issuer's capital structure, covenant protections, or other relevant features. From these reviews, we evaluate the issuers' continued ability to service our investment through payment of interest and principal.
The following table provides more information on our unrealized loss positions.
		September 30, 2013												December 31, 2012
(In millions)	Percentage of				Percentage of				Percentage of				Percentage of				Percentage of				Percentage of
	Total Investments				Gross				Gross				Total Investments				Gross				Gross
	in an Unrealized				Unrealized				Unrealized				in an Unrealized				Unrealized				Unrealized
	Loss Position				Losses				Losses for Investment Grade Securities				Loss Position				Losses				Losses for Investment Grade Securities
Fixed Maturities:
Japan government		6	%			1	%			100	%			43	%			9	%			100	%
and agencies
Public utilities		17				13				88				11				12				69
Sovereign and		3				3				100				3				6				96
supranational
Banks/financial		19				24				67				18				39				76
institutions
Other corporate		49				46				93				21				23				72
Total fixed		94	%			87	%							96	%			89	%
maturities
Perpetual securities		6				13				87				4				11				100
Total		100	%			100	%							100	%			100	%
The decline in the percentage of perpetual securities in an unrealized loss position that are investment grade is due primarily to a refinement in our methodology for valuing privately issued securities, including perpetual securities, that was implemented in the first quarter of 2013 and was not indicative of credit-related changes or downgrades.
Assuming no credit-related factors develop, as investments near maturity, the unrealized gains or losses can be expected to diminish. Based on our credit analysis, we believe that the issuers of our investments in the sectors shown in the table above have the ability to service their obligations to us.
Perpetual Securities
The majority of our investments in Upper Tier II and Tier I perpetual securities were in highly-rated global financial institutions. Upper Tier II securities have more debt-like characteristics than Tier I securities and are senior to Tier I securities, preferred stock, and common equity of the issuer. Conversely, Tier I securities have more equity-like characteristics, but are senior to the common equity of the issuer. They may also be senior to certain preferred shares, depending on the individual security, the issuer's capital structure and the regulatory jurisdiction of the issuer.
Details of our holdings of perpetual securities were as follows:
Perpetual Securities
			September 30, 2013																		December 31, 2012
(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
	Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
Upper Tier II:
	A			$	161					$	179					$	18					$	460				$	488				$	28
	BBB			1,686						1,559						(127		)				2,077					2,129					52
	BB or lower			255						203						(52		)				288					302					14
Total Upper Tier II				2,102						1,941						(161		)				2,825					2,919					94
Tier I:
	BBB			804						675						(129		)				966					904					(62		)
	BB or lower			113						116						3						113					127					14
Total Tier I				917						791						(126		)				1,079					1,031					(48		)
Other subordinated	BBB			274						209						(65		)				309					352					43
- non-banks
Total				$	3,293					$	2,941					$	(352	)				$	4,213				$	4,302				$	89
During the first nine months of 2013, our aggregate holdings in perpetual securities moved from an unrealized gain of $89 million to an unrealized loss of $352 million. This change is primarily due to a refinement in our methodology for valuing privately issued securities, including perpetual securities, that was implemented in the first quarter of 2013 (see Note 5).
Assuming no credit-related factors develop, as investments near maturity, the unrealized gains or losses can be expected to diminish. Based on our credit analysis, we believe that the issuers of our investments in these sectors have the ability to service their obligations to us.
Variable Interest Entities (VIEs)
As a condition to our involvement or investment in a VIE, we enter into certain protective rights and covenants that preclude changes in the structure of the VIE that would alter the creditworthiness of our investment or our beneficial interest in the VIE.
Our involvement with all of the VIEs in which we have an interest is passive in nature, and we are not the arranger of these entities. We have not been involved in establishing these entities, except as it relates to our review and evaluation of the structure of these VIEs in the normal course of our investment decision-making process. Further, we are not, nor have we been, required to purchase any securities issued in the future by these VIEs.
Our ownership interest in the VIEs is limited to holding the obligations issued by them. All of the VIEs in which we invest are static with respect to funding and have no ongoing forms of funding after the initial funding date. We have no direct or contingent obligations to fund the limited activities of these VIEs, nor do we have any direct or indirect financial guarantees related to the limited activities of these VIEs. We have not provided any assistance or any other type of financing support to any of the VIEs we invest in, nor do we have any intention to do so in the future. The weighted-average lives of our notes are very similar to the underlying collateral held by these VIEs where applicable.
Our risk of loss related to our interests in any of our VIEs is limited to our investment in the debt securities issued by them.
VIEs - Consolidated
The following table presents the amortized cost, fair value and balance sheet caption in which the assets and liabilities of consolidated VIEs are reported.
Investments in Consolidated Variable Interest Entities
	September 30, 2013												December 31, 2012
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	4,598					$	4,974					$	5,058					$	5,787
Perpetual securities, available for sale		504						457						559						574
Fixed maturities, held to maturity		256						254						289						287
Other assets		165						165						191						191
Total assets of consolidated VIEs		$	5,523					$	5,850					$	6,097					$	6,839
Liabilities:
Other liabilities		$	247					$	247					$	399					$	399
Total liabilities of consolidated VIEs		$	247					$	247					$	399					$	399
We are substantively the only investor in the consolidated VIEs listed in the table above. As the sole investor in these VIEs, we have the power to direct the activities of a variable interest entity that most significantly impact the entity's economic performance and are therefore considered to be the primary beneficiary of the VIEs that we consolidate. We also participate in substantially all of the variability created by these VIEs. The activities of these VIEs are limited to holding debt and perpetual securities and interest rate, foreign currency, and/or credit default swaps (CDSs), as appropriate, and utilizing the cash flows from these securities to service our investment. Neither we nor any of our creditors are able to obtain the underlying collateral of the VIEs unless there is an event of default or other specified event. For those VIEs that contain a swap, we are not a direct counterparty to the swap contracts and have no control over them. Our loss exposure to these VIEs is limited to our original investment. Our consolidated VIEs do not rely on outside or ongoing sources of funding to support their activities beyond the underlying collateral and swap contracts, if applicable. With the exception of our investment in senior secured bank loans through unit trust structures, the underlying collateral assets and funding of our consolidated VIEs are generally static in nature and the underlying collateral and the reference corporate entities covered by any CDS contracts were all investment grade at the time of issuance.
We are exposed to credit losses within any consolidated collateralized debt obligations (CDOs) that could result in principal losses to our investments. We have mitigated our risk of credit loss through the structure of the VIE, which contractually requires the subordinated tranches within these VIEs to absorb the majority of the expected losses from the underlying credit default swaps. We currently own only senior mezzanine CDO tranches. Based on our statistical analysis models and the current subordination levels in our CDOs, each of these VIEs can sustain a reasonable number of defaults in the underlying reference entities in the CDSs with no loss to our investment.
VIEs-Not Consolidated
The table below reflects the amortized cost, fair value and balance sheet caption in which our investment in VIEs not consolidated are reported.
Investments in Variable Interest Entities Not Consolidated
	September 30, 2013												December 31, 2012
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	6,951					$	6,954					$	7,738					$	8,350
Perpetual securities, available for sale		399						389						736						751
Fixed maturities, held to maturity		3,384						3,419						3,829						3,922
Total investments in VIEs not consolidated		$	10,734					$	10,762					$	12,303					$	13,023
The VIEs that we are not required to consolidate are investments that are limited to loans in the form of debt obligations from the VIEs that are irrevocably and unconditionally guaranteed by their corporate parents. These VIEs are the primary financing vehicles used by their corporate sponsors to raise financing in the international capital markets. The variable interests created by these VIEs are principally or solely a result of the debt instruments issued by them. We do not have the power to direct the activities that most significantly impact the entity's economic performance, nor do we have (1) the obligation to absorb losses of the entity or (2) the right to receive benefits from the entity. As such, we are not the primary beneficiary of these VIEs and are therefore not required to consolidate them. These VIE investments comprise securities from 172 separate issuers with an average credit rating of BBB.
Securities Lending
We lend fixed-maturity securities to financial institutions in short-term security-lending transactions. These short-term security-lending arrangements increase investment income with minimal risk. Our security lending policy requires that the fair value of the securities and/or unrestricted cash received as collateral be 102% or more of the fair value of the loaned securities. The following table presents our security loans outstanding and the corresponding collateral held:
(In millions)	September 30, 2013						December 31, 2012
Security loans outstanding, fair value		$	613					$	6,122
Cash collateral on loaned securities		628						6,277
The balance of our security loans outstanding was significantly lower at September 30, 2013, compared with that at December 31, 2012, due to the conclusion of a six-month securities lending program that began in the third quarter of 2012. For this particular securities lending program, we invested the cash collateral in Japanese government bonds (JGBs) with maturities that corresponded with the conclusion of the program.

DERIVATIVE_INSTRUMENTS

DERIVATIVE INSTRUMENTS	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
DERIVATIVE INSTRUMENTS	'
	DERIVATIVE INSTRUMENTS
	Our freestanding derivative financial instruments consist of: (1) foreign currency swaps, credit default swaps, and interest rate swaps that are associated with investments in special-purpose entities, including VIEs where we are the primary beneficiary; (2) foreign currency forward contracts used in hedging foreign exchange risk on U.S. dollar-denominated securities in Aflac Japan's portfolio; (3) foreign currency forwards and options used to hedge certain portions of forecasted cash flows denominated in yen; (4) swaps associated with our notes payable, consisting of an interest rate swap for our variable interest rate yen-denominated debt and cross-currency interest rate swaps, also referred to as foreign currency swaps, associated with certain senior notes and our subordinated debentures; and (5) options on interest rate swaps (or interest rate swaptions) used to hedge interest rate risk for certain U.S. dollar-denominated available-for-sale securities. We do not use derivative financial instruments for trading purposes, nor do we engage in leveraged derivative transactions. Some of our derivatives are designated as cash flow hedges, fair value hedges or net investment hedges; however, other derivatives do not qualify for hedge accounting. We utilize a net investment hedge to mitigate foreign exchange exposure resulting from our net investment in Aflac Japan. In addition to designating derivatives as hedging instruments, we have designated the majority of our yen-denominated Samurai and Uridashi notes and yen-denominated loans as nonderivative hedging instruments for this net investment hedge.
	Derivative Types
	Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be periodic exchanges of payments at specified intervals based on the agreed upon rates and notional amounts. Foreign currency swaps are used primarily in the consolidated VIEs in our Aflac Japan portfolio to convert foreign-denominated cash flows to yen, the functional currency of Aflac Japan, in order to minimize cash flow fluctuations. We also use foreign currency swaps to economically convert certain of our dollar-denominated senior note and subordinated debenture principal and interest obligations into yen-denominated obligations.
	Foreign currency forwards with short-term maturities are executed for the Aflac Japan segment in order to economically convert certain fixed-maturity dollar-denominated securities into yen. In these transactions, Aflac Japan agrees with another party to buy a fixed amount of yen and sell a corresponding amount of U.S. dollars at a specified future date. The foreign currency forwards are used in fair value hedging relationships to mitigate the foreign exchange risk associated with dollar-denominated investments supporting yen-denominated liabilities. Aflac also utilizes foreign currency forwards to hedge the currency risk associated with the net investment in Aflac Japan. In these transactions, Aflac agrees with another party to buy a fixed amount of U.S. dollars and sell a corresponding amount of yen at a specified future date.
	Foreign currency options are executed in order to hedge certain portions of forecasted cash flows that are denominated in yen, i.e. primarily profit repatriation from Aflac Japan. We use a combination of options to protect expected future cash flows by simultaneously purchasing a call option (an option that limits exposure to increasing foreign exchange rates) and selling a put option (an option that limits exposure to decreasing foreign exchange rates). The combination of these two actions results in no net premium paid (i.e. a costless or zero-cost collar). Aflac also enters into foreign currency options that give it the right, but not the obligation, to sell yen and buy U.S. dollars at a specified future date at a contracted price.
	Credit default swaps (CDSs) are used to assume credit risk related to an individual security or an index. The only CDS derivatives that we have are components of certain of our investments in VIEs. These CDS contracts entitle the consolidated VIE to receive a periodic fee in exchange for an obligation to compensate the derivative counterparty should the referenced security issuers experience a credit event, as defined in the contract. The consolidated VIE is also exposed to credit risk due to embedded derivatives associated with credit-linked notes.
	Interest rate swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value and no cash or principal payments are exchanged at the inception of the contract. Interest rate swaps are primarily used to convert interest receipts on floating-rate fixed-maturity securities contracts to fixed rates. These derivatives are predominantly used to better match cash receipts from assets with cash disbursements required to fund liabilities.
	Interest rate swaptions are options on interest rate swaps. Interest rate collars are combinations of two swaption positions and are executed in order to hedge certain dollar-denominated available-for-sale securities that are held in the Aflac Japan segment. We use collars to protect against significant changes in the fair value associated with interest rate changes of our dollar-denominated available-for-sale securities. In order to maximize the efficiency of the collars while minimizing cost, we set the strike price on each collar so that the premium paid for the ‘payer leg’ is offset by the premium received for having sold the ‘receiver leg’.
	Credit Risk Assumed through Derivatives
	For the interest rate, foreign currency, and credit default swaps associated with our VIE investments for which we are the primary beneficiary, we bear the risk of foreign exchange or interest rate loss due to counterparty default even though we are not a direct counterparty to those contracts. We are a direct counterparty to the interest rate and foreign currency swaps that we have on certain of our senior notes, subordinated debentures, and Samurai notes; foreign currency forwards; foreign currency options; and interest rate swaptions, therefore we are exposed to credit risk in the event of nonperformance by the counterparties in those contracts. The risk of counterparty default for our VIE swaps, foreign currency swaps, certain foreign currency forwards, foreign currency options, and interest rate swaptions is mitigated by collateral posting requirements the counterparty must meet. As of September 30, 2013, there were 11 counterparties to our derivative agreements, with five comprising almost 85% of the aggregate notional amount. The counterparties to these derivatives are financial institutions with the following credit ratings.
		September 30, 2013															December 31, 2012
	(In millions)	Notional Amount					Asset Derivatives					Liability Derivatives					Notional Amount					Asset Derivatives					Liability Derivatives
		of Derivatives					Fair Value					Fair Value					of Derivatives					Fair Value					Fair Value
	Counterparties' credit rating:
	AA		$	161				$	4				$	(4	)			$	161				$	6				$	(7	)
	A		22,640					594					(431		)			13,209					339					(927		)
	Total		$	22,801				$	598				$	(435	)			$	13,370				$	345				$	(934	)
	We engage in derivative transactions directly with unaffiliated third parties under International Swaps and Derivative Association, Inc. (ISDA) agreements and other documentation. Many of the ISDA agreements also include Credit Support Annex (CSA) provisions which generally provide for collateral postings, in certain cases at the first dollar of exposure and in other cases at various rating and threshold levels. We mitigate our risk to certain counterparties by entering into agreements that enable collateral to be obtained from a counterparty, either at the outset of the transaction or on an upfront or contingent basis. We minimize the risk that counterparties to transactions might be unable to fulfill their contractual obligations by monitoring counterparty credit exposure and collateral value while generally requiring that collateral be posted at the outset of the transaction or that additional collateral be posted upon the occurrence of certain events or circumstances. In addition, a significant portion of the derivative transactions have provisions that require collateral to be posted upon a downgrade of our long-term debt ratings or give the counterparty the right to terminate the transaction upon a downgrade of Aflac’s financial strength rating. The actual amount of collateral required to be posted to counterparties in the event of such downgrades, or the aggregate amount of payments that we could be required to make, depends on market conditions, the fair value of outstanding affected transactions, and other factors prevailing at and after the time of the downgrade.
	Collateral posted by us to third parties for derivative transactions was $88 million at September 30, 2013, which consisted of $70 million of pledged JGBs and $18 million of cash. There was no collateral posted to third parties for derivative transactions at December 31, 2012. This collateral can generally be repledged or resold by the counterparties. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a net liability position by counterparty was $104 million as of September 30, 2013. There were no derivative instruments with credit-risk related contingent features in a net liability position by counterparty as of December 31, 2012. If the credit-risk-related contingent features underlying these agreements had been triggered on September 30, 2013, we estimate that we would be required to post a maximum of $16 million of additional collateral to these derivative counterparties. Collateral obtained by us from third parties for derivative transactions was $104 million at September 30, 2013. There was no collateral obtained from third parties at December 31, 2012. We generally can repledge or resell collateral obtained by us, although we do not typically exercise such rights.
	Certain of our consolidated VIEs have credit default swap contracts that require them to assume credit risk from an asset pool. Those consolidated VIEs will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment by delivery of associated collateral, which consists of highly rated asset-backed securities, 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 obligations. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The diversified portfolios of corporate issuers are established within sector concentration limits.
	The following tables present the maximum potential risk, fair value, weighted-average years to maturity, and underlying referenced credit obligation type for credit default swaps within consolidated VIE structures.
	September 30, 2013
			Less than								One to								Three to								Five to								Total
			one year								three years								five years								ten years
	(In millions)	Credit	Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated
		Rating	potential				fair value				potential				fair value				potential				fair value				potential				fair value				potential				fair value
			risk								risk								risk								risk								risk
	Index exposure:
	Corporate bonds:
		A	$	0			$	0			$	(120	)		$	2			$	0			$	0			$	0			$	0			$	(120	)		$	2
		BB or lower	0				0				0				0				0				0				(102		)		(9		)		(102		)		(9		)
	Total		$	0			$	0			$	(120	)		$	2			$	0			$	0			$	(102	)		$	(9	)		$	(222	)		$	(7	)
	December 31, 2012
			Less than								One to								Three to								Five to								Total
			one year								three years								five years								ten years
	(In millions)	Credit	Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated
		Rating	potential				fair value				potential				fair value				potential				fair value				potential				fair value				potential				fair value
			risk								risk								risk								risk								risk
	Index exposure:
	Corporate bonds:
		A	$	0			$	0			$	(133	)		$	2			$	0			$	0			$	0			$	0			$	(133	)		$	2
		BB or lower	0				0				0				0				(106		)		(47		)		(116		)		(20		)		(222		)		(67		)
	Total		$	0			$	0			$	(133	)		$	2			$	(106	)		$	(47	)		$	(116	)		$	(20	)		$	(355	)		$	(65	)
	Accounting for Derivative Financial Instruments
	Freestanding derivatives are carried in our consolidated balance sheets either as assets within other assets or as liabilities within other liabilities at estimated fair value. See Note 5 for a discussion on how we determine the fair value of our derivatives. Accruals on derivatives are recorded in accrued investment income or within other liabilities in the consolidated balance sheets.
	If a derivative is not designated as an accounting hedge or its use in managing risk does not qualify for hedge accounting, changes in the estimated fair value of the derivative are generally reported within derivative and other gains(losses), which is a component of realized investment gains (losses). The fluctuations in estimated fair value of derivatives that have not been designated for hedge accounting can result in volatility in net earnings.
	Hedge Documentation and Effectiveness Testing
	To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated risk of the hedged item. At the inception of the hedging relationship, we formally document all relationships between hedging instruments and hedged items, as well as our risk-management objective and strategy for undertaking each hedge transaction. We document the designation of each hedge as either (i) a hedge of the variability of cash flows to be received or paid related to a recognized asset or liability or the hedge of a forecasted transaction ("cash flow hedge"); (ii) a hedge of the estimated fair value of a recognized asset or liability ("fair value hedge"); or (iii) a hedge of a net investment in a foreign operation. The documentation process includes linking derivatives and nonderivatives that are designated as hedges to specific assets or groups of assets or liabilities on the statement of financial position or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. At the hedge's inception and on an ongoing quarterly basis, we also formally assess whether the derivatives that are used in hedging transactions have been, and are expected to continue to be, highly effective in offsetting their designated risk. Hedge effectiveness is assessed using qualitative and quantitative methods.
	For assessing hedge effectiveness of cash flow hedges, qualitative methods may include the comparison of critical terms of the derivative to the hedged item, and quantitative methods include regression or other statistical analysis of changes in cash flows associated with the hedge relationship. Hedge ineffectiveness of the hedge relationships is measured each reporting period using the “Hypothetical Derivative Method.” 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 other comprehensive income (loss) 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 earnings within derivative and other gains (losses). All components of each derivative's gain or loss are included in the assessment of hedge effectiveness.
	For assessing hedge effectiveness of fair value hedges, qualitative methods may include the comparison of critical terms of the derivative to the hedged item, and quantitative methods include regression or other statistical analysis of changes in cash flows associated with the hedge relationship. Hedge ineffectiveness of the hedge relationships is measured each reporting period using the dollar offset method. For derivative instruments that are designated and qualify as fair value hedges, changes in the estimated fair value of the derivative, including amounts measured as ineffectiveness, and changes in the estimated fair value of the hedged item related to the designated risk being hedged, are reported in current earnings within derivative and other gains (losses).
	For the hedge of our net investment in Aflac Japan, we have designated Parent Company yen-denominated liabilities as non-derivative hedging instruments and have designated certain foreign currency forwards, options, and swaps as derivative hedging instruments. For assessing hedge effectiveness of net investment hedges, if the total of the designated Parent Company non-derivative and derivatives notional is equal to or less than our net investment in Aflac Japan, the hedge is deemed to be effective. If the hedge is effective, the related exchange effect on the yen-denominated liabilities is reported in the unrealized foreign currency component of other comprehensive income. For derivatives designated as net investment hedges, Aflac follows the forward-rate method. According to that method, all changes in fair value, including changes related to the forward-rate component of foreign currency swap and forward contracts and the time value of foreign currency options, are reported in the unrealized foreign currency component of other comprehensive income.
	Discontinuance of Hedge Accounting
	We discontinue hedge accounting prospectively when (1) it is determined that the derivative is no longer highly effective in offsetting changes in the estimated cash flows or fair value of a hedged item; (2) the derivative is de-designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised.
	When hedge accounting is discontinued on a cash flow hedge or fair value hedge, the derivative is carried in the consolidated balance sheets at its estimated fair value, with changes in estimated fair value recognized in current period earnings. For discontinued cash flow hedges, including those where the derivative is sold, terminated or exercised, amounts previously deferred in other comprehensive income (loss) are reclassified into earnings when earnings are impacted by the cash flow of the hedged item.
	Derivative Balance Sheet Classification
	The tables below summarize the balance sheet classification of our derivative fair value amounts, as well as the gross asset and liability fair value amounts. The fair value amounts presented do not include income accruals. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated. Notional amounts are not reflective of credit risk.
			September 30, 2013
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
	Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
		Amount
	Cash flow hedges:
Interest rate swaps		$	56					$	0					$	0					$	0
Foreign currency swaps		75						9						9						0
Total cash flow hedges		131						9						9						0
Fair value hedges:
Foreign currency forwards		11,266						125						129						(4		)
Interest rate swaptions		4,500						(70		)				38						(108		)
Total fair value hedges		15,766						55						167						(112		)
Net investment hedge:
Foreign currency swaps		1,950						201						264						(63		)
Foreign currency forwards		384						(9		)				0						(9		)
Foreign currency options		102						(2		)				2						(4		)
Total net investment hedge		2,436						190						266						(76		)
Non-qualifying strategies:
Interest rate swaps		222						0						1						(1		)
Foreign currency swaps		4,024						(84		)				153						(237		)
Credit default swaps		222						(7		)				2						(9		)
Total non-qualifying strategies		4,468						(91		)				156						(247		)
Total derivatives		$	22,801					$	163					$	598					$	(435	)
Balance Sheet Location
Other assets		$	15,334					$	598					$	598					$	0
Other liabilities		7,467						(435		)				0						(435		)
Total derivatives		$	22,801					$	163					$	598					$	(435	)
		December 31, 2012
(In millions)	Net Derivatives												Asset						Liability
													Derivatives						Derivatives
Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
	Amount
Cash flow hedges:
Interest rate swaps		$	64					$	0					$	0					$	0
Foreign currency swaps		75						14						14						0
Total cash flow hedges		139						14						14						0
Fair value hedges:
Foreign currency forwards		6,944						(535		)				0						(535		)
Total fair value hedges		6,944						(535		)				0						(535		)
Non-qualifying strategies:
Interest rate swaps		355						29						32						(3		)
Foreign currency swaps		5,577						(32		)				297						(329		)
Credit default swaps		355						(65		)				2						(67		)
Total non-qualifying strategies		6,287						(68		)				331						(399		)
Total derivatives		$	13,370					$	(589	)				$	345					$	(934	)
Balance Sheet Location
Other assets		$	2,585					$	345					$	345					$	0
Other liabilities		10,785						(934		)				0						(934		)
Total derivatives		$	13,370					$	(589	)				$	345					$	(934	)
Cash Flow Hedges
Certain of our consolidated VIEs have foreign currency swaps that qualify for hedge accounting treatment. For those that have qualified, we have designated the derivative as a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset (“cash flow” hedge). We expect to continue this hedging activity for a weighted-average period of approximately 12 years. The remaining derivatives in our consolidated VIEs that have not qualified for hedge accounting have been designated as held for other investment purposes (“non-qualifying strategies”).
We have an interest rate swap agreement related to 5.5 billion yen variable interest rate Samurai notes that we issued in July 2011 (see Note 7). By entering into this contract, we swapped the variable interest rate to a fixed interest rate of 1.475%. We have designated this interest rate swap as a hedge of the variability in our interest cash flows associated with the variable interest rate Samurai notes. The notional amount and terms of the swap match the principal amount and terms of the variable interest rate Samurai notes, and the swap had no value at inception. Changes in the fair value of the swap contract are recorded in other comprehensive income (loss) as the hedge is deemed effective. Should any portion of the hedge be deemed ineffective, that ineffective portion would be reported in net earnings.
Fair Value Hedges
We designate and account for foreign currency forwards as fair value hedges when they meet the requirements for hedge accounting. These foreign currency forwards hedge the foreign currency exposure of certain dollar-denominated fixed maturity securities within the investment portfolio of our Aflac Japan segment. We recognize gains and losses on these derivatives and the related hedged items in current earnings within derivative and other gains (losses). The change in the fair value of the foreign currency forwards related to the changes in the difference between the spot rate and the forward price is excluded from the assessment of hedge effectiveness.
We designate and account for interest rate swaptions as fair value hedges when they meet the requirements for hedge accounting. These interest rate swaptions hedge the interest rate exposure of certain dollar-denominated fixed maturity securities within the investment portfolio of our Aflac Japan segment. We recognize gains and losses on these derivatives and the related hedged items in current earnings within derivative and other gains (losses). The change in the fair value of the interest rate swaptions related to time to expiry is excluded from the assessment of hedge effectiveness.
The following table presents the gains and losses on derivatives and the related hedged items in fair value hedges.
Fair Value Hedging Relationships
(In millions)			Hedging Derivatives												Hedged Items
Hedging Derivatives	Hedged Items		Total				Gains (Losses)				Gains (Losses)				Gains (Losses)				Ineffectiveness
			Gains (Losses)				Excluded from Effectiveness Testing				Included in Effectiveness Testing								Recognized for Fair Value Hedge
Three Months Ended September 30, 2013:
Foreign currency	Fixed-maturity securities		$	102			$	(6	)		$	108			$	(104	)		$	4
forwards
Interest rate	Fixed-maturity securities		(41		)		(41		)		0				0				0
swaptions
Nine Months Ended September 30, 2013:
Foreign currency forwards	Fixed-maturity securities		$	(891	)		$	(17	)		$	(874	)		$	870			$	(4	)
Interest rate	Fixed-maturity securities		(41		)		(41		)		0				0				0
swaptions
Three and Nine Months Ended September 30, 2012:
Foreign currency	Fixed-maturity securities		$	17			$	(3	)		$	20			$	(20	)		$	0
forwards
Net Investment Hedge
Our primary exposure to be hedged is our net investment in Aflac Japan, which is affected by changes in the yen/dollar exchange rate. To mitigate this exposure, we have taken the following courses of action. First, Aflac Japan maintains certain investments in dollar-denominated securities, which serve as an economic currency hedge of a portion of our investment in Aflac Japan. The functional currency for these investments is the U.S. dollar. The related investment income and realized/unrealized investment gains and losses are also denominated in U.S. dollars. The foreign exchange gains and losses related to these investments are taxable in Japan and the U.S. when the securities mature or are sold. Until maturity or sale, deferred tax expense or benefit associated with the foreign exchange gains or losses are recognized in other comprehensive income. As of October 1, 2013, these investments were transferred into the Aflac Japan investment portfolio comprising one foreign operation. These investments will begin to have translation effects recorded on a prospective basis. There was no translation impact for the nine-month period ended September 30, 2013 for these investments.
Secondly, we have designated a majority of the Parent Company's yen-denominated liabilities (Samurai and Uridashi notes and yen-denominated loans - see Note 7) as nonderivative hedges and designated foreign currency swaps, forwards, and options, as described below, as derivative hedges of the foreign currency exposure of our investment in Aflac Japan.
The designated foreign currency swaps consist of cross-currency interest rate swap agreements related to our $700 million senior notes due June 2023, $400 million senior notes due February 2017, $350 million senior notes due February 2022, and $500 million subordinated debentures due September 2052. For additional information regarding these swaps, see the accompanying Note 7 and also Note 8 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.
The designated foreign currency forwards and options are derivatives that are hedging foreign exchange risk for certain expected profit repatriation in yen from Aflac Japan. We had foreign exchange forwards and options as part of a hedging strategy on 65 billion yen of the 2013 repatriation received in July 2013, and we have entered into foreign exchange forwards and options as part of a hedging strategy on 47.5 billion yen of the profit repatriation expected to be received in July 2014.
Our net investment hedge was effective during the three- and nine-month periods ended September 30, 2013 and 2012, respectively.
Non-qualifying Strategies
For our derivative instruments in consolidated VIEs that do not qualify for hedge accounting treatment, all changes in their fair value are reported in current period earnings within derivative and other gains (losses). The amount of gain or loss recognized in earnings for our VIEs is attributable to the derivatives in those investment structures. While the change in value of the swaps is recorded through current period earnings, the change in value of the available-for-sale fixed income or perpetual securities associated with these swaps is recorded through other comprehensive income.
Impact of Derivatives and Hedging Instruments
The following table summarizes the impact to realized investment gains (losses) and other comprehensive income (loss) from all derivatives and hedging instruments.
	Three Months Ended September 30,																				Nine Months Ended September 30,
	2013										2012										2013										2012
(In millions)	Realized Investment					Other					Realized Investment					Other					Realized Investment					Other					Realized Investment					Other
	Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive
						Income (Loss)(1)										Income (Loss)(1)										Income (Loss)(1)										Income (Loss)(1)
Qualifying
hedges:
Cash flow
hedges:
Foreign		$	1				$	2				$	0				$	2				$	(1	)			$	(5	)			$	0				$	(6	)
currency
swaps
Total cash flow		1					2					0					2					(1		)			(5		)			0					(6		)
hedges
Fair value
hedges:
Foreign		(2		)			0					(3		)			0					(21		)			0					(3		)			0
currency
forwards(2)
Interest rate		(41		)			0					0					0					(41		)			0					0					0
swaptions
Total fair value		(43		)			0					(3		)			0					(62		)			0					(3		)			0
hedges
Net investment
hedge:
Non-		0					(6		)			0					(21		)			0					100					0					(4		)
derivative
hedging
instruments
Foreign		0					(22		)			0					0					0					(104		)			0					0
currency
swaps
Foreign		0					2					0					0					0					(2		)			0					0
currency
forwards
Foreign		0					(4		)			0					0					0					(1		)			0					0
currency
options
Total net		0					(30		)			0					(21		)			0					(7		)			0					(4		)
investment
hedge
Non-qualifying strategies:
Interest rate		(1		)			0					7					0					(9		)			0					4					0
swaps
Foreign		34					0					66					0					229					0					59					0
currency
swaps
Foreign		0					0					0					0					11					0					0					0
currency
options
Credit		4					0					25					0					25					0					48					0
default
swaps
Interest rate		(29		)			0					0					0					(29		)			0					0					0
swaptions
Other		(7		)			0					0					0					(7		)			0					0					0
Total non-		1					0					98					0					220					0					111					0
qualifying
strategies
Total		$	(41	)			$	(28	)			$	95				$	(19	)			$	157				$	(12	)			$	108				$	(10	)
(1) Cash flow hedge items are recorded as unrealized gains (losses) on derivatives and net investment hedge items are recorded in the unrealized
foreign currency translation gains (losses) line in the consolidated statement of comprehensive income (loss).
(2) Impact shown net of effect of hedged items (see Fair Value Hedges section of this Note 4 for further detail)
There was no gain or loss reclassified from accumulated other comprehensive income (loss) into earnings related to our designated cash flow hedges and net investment hedge for the three- and nine-month periods ended September 30, 2013 and 2012. As of September 30, 2013, deferred gains and losses on derivative instruments recorded in accumulated other comprehensive income that are expected to be reclassified to earnings during the next twelve months are immaterial.
Offsetting of Financial Instruments and Derivatives
Certain of the Company's derivative instruments are subject to enforceable master netting arrangements that provide for the net settlement of all derivative contracts between the Company and a counterparty in the event of default or upon the occurrence of certain termination events. Collateral support agreements with certain of the master netting arrangements provide that the Company will receive or pledge financial collateral in the event either minimum thresholds, or in certain cases ratings levels, have been reached.
We have securities lending agreements with unaffiliated financial institutions that post collateral to us in return for the use of our fixed maturity securities (see Note 3). When we have entered into securities lending agreements with the same counterparty, the agreements generally provide for net settlement in the event of default by the counterparty. This right of set-off would allow us to keep and apply collateral received if the counterparty failed to return the securities borrowed from us as contractually agreed. For additional information on the Company's accounting policy for securities lending, see Note 1 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.
The tables below summarize our derivatives and securities lending transactions, and as reflected in the tables, in accordance with GAAP, our policy is to not offset these financial instruments in the Consolidated Balance Sheets.
Offsetting of Financial Assets and Derivative Assets
September 30, 2013
																			Gross Amounts Not
																			Offset in Balance Sheet
(in millions)	Gross Amount of Recognized Assets						Gross Amount						Net Amount of Assets Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Received						Net Amount
							Offset in
							Balance Sheet
Derivative assets:
Interest rate swaps		$	1					$	0					$	1					$	0				$	0					$	1
Foreign currency swaps		426						0						426						0					(104		)				322
Foreign currency forwards		129						0						129						0					0						129
Foreign currency options		2						0						2						0					0						2
Credit default swaps		2						0						2						0					0						2
Interest rate swaptions		38						0						38						0					0						38
Total derivative assets,		598						0						598						0					(104		)	(1)			494
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		613						0						613						0					(613		)				0
similar arrangements
Total		$	1,211					$	0					$	1,211					$	0				$	(717	)				$	494
(1) Consists entirely of cash.
December 31, 2012
																			Gross Amounts Not Offset in Balance Sheet
(In millions)	Gross Amount of Recognized Assets						Gross Amount Offset in Balance Sheet						Net Amount of Assets Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Received						Net Amount
Derivative assets:
Interest rate swaps		$	32					$	0					$	32					$	0				$	0					$	32
Foreign currency swaps		311						0						311						0					0						311
Credit default swaps		2						0						2						0					0						2
Total derivative assets,		345						0						345						0					0						345
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		6,122						0						6,122						0					(6,122		)				0
similar arrangements
Total		$	6,467					$	0					$	6,467					$	0				$	(6,122	)				$	345
Offsetting of Financial Liabilities and Derivative Liabilities
September 30, 2013
																			Gross Amounts Not Offset in Balance Sheet
(In millions)	Gross Amount of Recognized Liabilities						Gross Amount Offset in Balance Sheet						Net Amount of Liabilities Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Pledged						Net Amount
Derivative liabilities:
Interest rate swaps		$	(1	)				$	0					$	(1	)				$	0				$	0					$	(1	)
Foreign currency swaps		(300		)				0						(300		)				0					7						(293		)
Foreign currency forwards		(13		)				0						(13		)				0					9						(4		)
Foreign currency options		(4		)				0						(4		)				0					2						(2		)
Credit default swaps		(9		)				0						(9		)				0					0						(9		)
Interest rate swaptions		(108		)				0						(108		)				0					70						(38		)
Total derivative liabilities,		(435		)				0						(435		)				0					88			(1)			(347		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(628		)				0						(628		)				613					0						(15		)
similar arrangements
Total		$	(1,063	)				$	0					$	(1,063	)				$	613				$	88					$	(362	)
(1) Consists of $70 of pledged JGBs and $18 of cash.
December 31, 2012
																			Gross Amounts Not Offset in Balance Sheet
(In millions)	Gross Amount of Recognized Liabilities						Gross Amount Offset in Balance Sheet						Net Amount of Liabilities Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Pledged						Net Amount
Derivative liabilities:
Interest rate swaps		$	(3	)				$	0					$	(3	)				$	0				$	0					$	(3	)
Foreign currency swaps		(329		)				0						(329		)				0					0						(329		)
Foreign currency forwards		(535		)				0						(535		)				0					0						(535		)
Credit default swaps		(67		)				0						(67		)				0					0						(67		)
Total derivative liabilities,		(934		)				0						(934		)				0					0						(934		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(6,277		)				0						(6,277		)				6,122					0						(155		)
similar arrangements
Total		$	(7,211	)				$	0					$	(7,211	)				$	6,122				$	0					$	(1,089	)
For additional information on our financial instruments, see the accompanying Notes 1, 3 and 5 and Notes 1, 3 and 5 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.

FAIR_VALUE_MEASUREMENTS

FAIR VALUE MEASUREMENTS	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
FAIR VALUE MEASUREMENTS	'
	FAIR VALUE MEASUREMENTS
	Fair Value Hierarchy
	GAAP specifies a hierarchy of valuation techniques based on whether the inputs to those valuation techniques are observable or unobservable. These two types of inputs create three valuation hierarchy levels. Level 1 valuations reflect quoted market prices for identical assets or liabilities in active markets. Level 2 valuations reflect quoted market prices for similar assets or liabilities in an active market, quoted market prices for identical or similar assets or liabilities in non-active markets or model-derived valuations in which all significant valuation inputs are observable in active markets. Level 3 valuations reflect valuations in which one or more of the significant inputs are not observable in an active market.
	The following tables present the fair value hierarchy levels of the Company's assets and liabilities that are measured and carried at fair value on a recurring basis.
		September 30, 2013
	(In millions)	Quoted Prices in						Significant						Significant						Total
		Active Markets						Observable						Unobservable						Fair
		for Identical						Inputs						Inputs						Value
		Assets						(Level 2)						(Level 3)
		(Level 1)
	Assets:
	Securities available for sale, carried at
	fair value:
	Fixed maturities:
	Government and agencies		$	12,609					$	657					$	0					$	13,266
	Municipalities		0						1,057						0						1,057
	Mortgage- and asset-backed securities		0						429						403						832
	Public utilities		0						8,015						0						8,015
	Sovereign and supranational		0						1,680						0						1,680
	Banks/financial institutions		0						6,713						24						6,737
	Other corporate		0						25,336						0						25,336
	Total fixed maturities		12,609						43,887						427						56,923
	Perpetual securities:
	Banks/financial institutions		0						2,681						51						2,732
	Other corporate		0						209						0						209
	Total perpetual securities		0						2,890						51						2,941
	Equity securities		14						5						3						22
	Other assets:
	Interest rate swaps		0						0						1						1
	Foreign currency swaps		0						264						162						426
	Foreign currency forwards		0						129						0						129
	Foreign currency options		0						2						0						2
	Credit default swaps		0						0						2						2
	Interest rate swaptions		0						38						0						38
	Total other assets		0						433						165						598
	Cash and cash equivalents		2,749						0						0						2,749
	Total assets		$	15,372					$	47,215					$	646					$	63,233
	Liabilities:
	Interest rate swaps		$	0					$	0					$	1					$	1
	Foreign currency swaps		0						63						237						300
	Foreign currency forwards		0						13						0						13
	Foreign currency options		0						4						0						4
	Credit default swaps		0						0						9						9
	Interest rate swaptions		0						108						0						108
	Total liabilities		$	0					$	188					$	247					$	435
		December 31, 2012
	(In millions)	Quoted Prices in						Significant						Significant						Total
		Active Markets						Observable						Unobservable						Fair
		for Identical						Inputs						Inputs						Value
		Assets						(Level 2)						(Level 3)
		(Level 1)
	Assets:
	Securities available for sale, carried at
	fair value:
	Fixed maturities:
	Government and agencies		$	12,265					$	732					$	0					$	12,997
	Municipalities		0						1,195						0						1,195
	Mortgage- and asset-backed securities		0						693						338						1,031
	Public utilities		0						8,077						420						8,497
	Sovereign and supranational		0						1,654						418						2,072
	Banks/financial institutions		0						6,610						1,024						7,634
	Other corporate		0						22,841						986						23,827
	Total fixed maturities		12,265						41,802						3,186						57,253
Perpetual securities:
Banks/financial institutions		0						3,735						215						3,950
Other corporate		0						352						0						352
Total perpetual securities		0						4,087						215						4,302
Equity securities		13						6						4						23
Other assets:
Interest rate swaps		0						0						32						32
Foreign currency swaps		0						154						157						311
Credit default swaps		0						0						2						2
Total other assets		0						154						191						345
Cash and cash equivalents		2,041						0						0						2,041
Total assets		$	14,319					$	46,049					$	3,596					$	63,964
Liabilities:
Interest rate swaps		$	0					$	0					$	3					$	3
Foreign currency swaps		0						0						329						329
Foreign currency forwards		0						535						0						535
Credit default swaps		0						0						67						67
Total liabilities		$	0					$	535					$	399					$	934
The following tables present the carrying amount and fair value categorized by fair value hierarchy level for the Company's financial instruments that are not carried at fair value.
	September 30, 2013
(In millions)	Carrying					Quoted Prices in						Significant						Significant						Total
	Value					Active Markets						Observable						Unobservable						Fair
						for Identical						Inputs						Inputs						Value
						Assets						(Level 2)						(Level 3)
						(Level 1)
Assets:
Securities held to maturity,
carried at amortized cost:
Fixed maturities:
Government and agencies		$	24,708				$	26,074					$	0					$	0					$	26,074
Municipalities		432					0						481						0						481
Mortgage and asset-backed		66					0						23						46						69
securities
Public utilities		4,359					0						4,343						0						4,343
Sovereign and		3,219					0						3,275						0						3,275
supranational
Banks/financial institutions		6,905					0						6,555						0						6,555
Other corporate		3,918					0						3,959						0						3,959
Total assets		$	43,607				$	26,074					$	18,636					$	46					$	44,756
Liabilities:
Other policyholders’ funds		$	5,739				$	0					$	0					$	5,591					$	5,591
Notes payable		4,946					0						0						5,341						5,341
(excluding capital leases)
Total liabilities		$	10,685				$	0					$	0					$	10,932					$	10,932
	December 31, 2012
(In millions)	Carrying					Quoted Prices in						Significant						Significant						Total
	Value					Active Markets						Observable						Unobservable						Fair
						for Identical						Inputs						Inputs						Value
						Assets						(Level 2)						(Level 3)
						(Level 1)
Assets:
Securities held to maturity,
carried at amortized cost:
Fixed maturities:
Government and agencies		$	32,043				$	32,332					$	0					$	0					$	32,332
Municipalities		492					0						520						0						520
Mortgage and asset-backed		90					0						30						64						94
securities
Public utilities		4,924					0						5,051						0						5,051
Sovereign and		3,209					0						3,317						0						3,317
supranational
Banks/financial institutions		9,211					0						8,991						0						8,991
Other corporate		4,457					0						4,536						0						4,536
Total assets		$	54,426				$	32,332					$	22,445					$	64					$	54,841
Liabilities:
Other policyholders’ funds		$	5,319				$	0					$	0					$	5,151					$	5,151
Notes payable		4,343					0						0						4,992						4,992
(excluding capital leases)
Obligation to Japanese		23					0						0						23						23
policyholder protection
corporation
Total liabilities		$	9,685				$	0					$	0					$	10,166					$	10,166
Fair Value of Financial Instruments
U.S. GAAP requires disclosure of the fair value of certain financial instruments including those that are not carried at fair value. The carrying amounts for cash and cash equivalents, receivables, accrued investment income, accounts payable, cash collateral and payables for security transactions approximated their fair values due to the short-term nature of these instruments. Liabilities for future policy benefits and unpaid policy claims are not financial instruments as defined by GAAP.
Fixed maturities, perpetual securities, and equity securities
We determine the fair values of our fixed maturity securities, perpetual securities, and privately issued equity securities using the following approaches or techniques: price quotes and valuations from third party pricing vendors (including quoted market prices readily available from public exchange markets) and non-binding price quotes we obtain from outside brokers.
Prior to March 31, 2013, we had used a discounted cash flow (DCF) pricing model to value certain of our privately issued securities. Our DCF pricing model incorporated an option adjusted spread and utilized various market inputs we obtained from both active and inactive markets. The estimated fair values developed by the DCF pricing model were most sensitive to prevailing credit spreads, the level of interest rates (yields) and interest rate volatility. Credit spreads were derived from a widely used global bond index to create a credit matrix which took into account the current credit spread, ratings and remaining time to maturity, and subordination levels for securities that were included in the bond index. The index provided a broad-based measure of the global fixed-income bond market. Beginning March 31, 2013, we engaged a third party pricing vendor to develop valuation models to determine fair values of these securities to reflect the impact of the persistent economic environment and the changing regulatory framework. These models are also DCF models, but also use information from related markets, specifically the CDS market to estimate expected cash flows. These models take into consideration any unique characteristics of the securities and make various adjustments to arrive at an appropriate issuer-specific loss adjusted credit curve. This credit curve is then used with the relevant recovery rates to estimate expected cash flows and modeling of additional features, including illiquidity adjustments, if necessary, to price the bond by discounting those loss adjusted cash flows. In cases where a credit curve cannot be developed from the specific security features, the valuation methodology takes into consideration other market observable inputs, including: 1) the most appropriate comparable bond(s) of the issuer; 2) issuer-specific CDS spreads; 3) bonds or CDS spreads of comparable issuers with similar characteristics such as rating, geography, or sector; or 4) bond indices that are comparative in rating, industry, maturity and region.
The pricing data and market quotes we obtain from outside sources, including third party pricing services, are reviewed internally for reasonableness. If a fair value appears unreasonable, we will re-examine the inputs and assess the reasonableness of the pricing data with the vendor. Additionally, we may compare the inputs to relevant market indices and other performance measurements. The output of this analysis is presented to the Company's Valuations and Classifications Subcommittee, or VCS. Based on the analysis provided to the VCS, the valuation is confirmed or may be revised if there is evidence of a more appropriate estimate of fair value based on available market data. With the implementation of the pricing change associated with private placements previously noted, we have performed verification of the inputs and calculations in the models to confirm that the valuations represent reasonable estimates of fair value.
The fixed maturities classified as Level 3 consist of securities for which there are limited or no observable valuation inputs. For Level 3 securities that are investment grade, we estimate the fair value of these securities by obtaining non-binding broker quotes from a limited number of brokers. These brokers base their quotes on a combination of their knowledge of the current pricing environment and market conditions. We consider these inputs to be unobservable. For Level 3 investments that are below-investment-grade securities, we consider a variety of significant valuation inputs in the valuation process, including forward exchange rates, yen swap rates, dollar swap rates, interest rate volatilities, credit spread data on specific issuers, assumed default and default recovery rates, and certain probability assumptions. In obtaining these valuation inputs, we have determined that certain pricing assumptions and data used by our pricing sources are difficult to validate or corroborate by the market and/or appear to be internally developed rather than observed in or corroborated by the market. The use of these unobservable valuation inputs causes more subjectivity in the valuation process for these securities.
Historically, we have not adjusted the quotes or prices we obtain from the pricing services and brokers we use.
The following tables present the pricing sources for the fair values of our fixed maturities, perpetual securities, and equity securities.
		30-Sep-13
(In millions)		Quoted Prices in Active Markets for Identical Assets						Significant Observable Inputs						Significant Unobservable Inputs						Total
		(Level 1)						(Level 2)						(Level 3)						Fair
																				Value
Securities available for sale, carried at fair value:
Fixed maturities:
Government and agencies:
Third party pricing vendor			$	12,609					$	657					$	0					$	13,266
Total government and agencies			12,609						657						0						13,266
Municipalities:
Third party pricing vendor			0						1,057						0						1,057
Total municipalities			0						1,057						0						1,057
Mortgage- and asset-backed securities:
Third party pricing vendor			0						429						0						429
Broker/other			0						0						403						403
Total mortgage- and asset-backed securities			0						429						403						832
Public utilities:
Third party pricing vendor			0						7,845						0						7,845
Broker/other			0						170						0						170
Total public utilities			0						8,015						0						8,015
Sovereign and supranational:
Third party pricing vendor			0						1,674						0						1,674
Broker/other			0						6						0						6
Total sovereign and supranational			0						1,680						0						1,680
Banks/financial institutions:
Third party pricing vendor			0						6,713						0						6,713
Broker/other			0						0						24						24
Total banks/financial institutions			0						6,713						24						6,737
Other corporate:
Third party pricing vendor			0						25,307						0						25,307
Broker/other			0						29						0						29
Total other corporate			0						25,336						0						25,336
Total fixed maturities			12,609						43,887						427						56,923
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,681						51						2,732
Total banks/financial institutions			0						2,681						51						2,732
Other corporate:
Third party pricing vendor			0						209						0						209
Total other corporate			0						209						0						209
Total perpetual securities			0						2,890						51						2,941
Equity securities:
Third party pricing vendor			14						5						0						19
Broker/other			0						0						3						3
Total equity securities			14						5						3						22
Total securities available for sale			$	12,623					$	46,782					$	481					$	59,886
		30-Sep-13
(In millions)		Quoted Prices in Active Markets for Identical Assets						Significant Observable Inputs						Significant Unobservable Inputs						Total
		(Level 1)						(Level 2)						(Level 3)						Fair
																				Value
Securities held to maturity, carried at amortized cost:
Fixed maturities:
Government and agencies:
Third party pricing vendor			$	26,074					$	0					$	0					$	26,074
Total government and agencies			26,074						0						0						26,074
Municipalities:
Third party pricing vendor			0						481						0						481
Total municipalities			0						481						0						481
Mortgage- and asset-backed securities:
Third party pricing vendor			0						23						0						23
Broker/other			0						0						46						46
Total mortgage- and asset-backed securities			0						23						46						69
Public utilities:
Third party pricing vendor			0						4,232						0						4,232
Broker/other			0						111						0						111
Total public utilities			0						4,343						0						4,343
Sovereign and supranational:
Third party pricing vendor			0						3,275						0						3,275
Total sovereign and supranational			0						3,275						0						3,275
Banks/financial institutions:
Third party pricing vendor			0						6,555						0						6,555
Total banks/financial institutions			0						6,555						0						6,555
Other corporate:
Third party pricing vendor			0						3,959						0						3,959
Total other corporate			0						3,959						0						3,959
Total securities held to maturity			$	26,074					$	18,636					$	46					$	44,756
		31-Dec-12
(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
		for Identical Assets						Inputs						(Level 3)						Fair
		(Level 1)						(Level 2)												Value
Securities available for sale, carried at fair value:
Fixed maturities:
Government and agencies:
Third party pricing vendor			$	12,265					$	685					$	0					$	12,950
DCF pricing model			0						47						0						47
Total government and agencies			12,265						732						0						12,997
Municipalities:
Third party pricing vendor			0						1,177						0						1,177
DCF pricing model			0						18						0						18
Total municipalities			0						1,195						0						1,195
Mortgage- and asset-backed securities:
Third party pricing vendor			0						682						0						682
DCF pricing model			0						11						0						11
Broker/other			0						0						338						338
Total mortgage- and asset-backed securities			0						693						338						1,031
Public utilities:
Third party pricing vendor			0						5,144						0						5,144
DCF pricing model			0						2,908						420						3,328
Broker/other			0						25						0						25
Total public utilities			0						8,077						420						8,497
Sovereign and supranational:
Third party pricing vendor			0						540						0						540
DCF pricing model			0						619						418						1,037
Broker/other			0						495						0						495
Total sovereign and supranational			0						1,654						418						2,072
Banks/financial institutions:
Third party pricing vendor			0						4,257						0						4,257
DCF pricing model			0						2,136						444						2,580
Broker/other			0						217						580						797
Total banks/financial institutions			0						6,610						1,024						7,634
Other corporate:
Third party pricing vendor			0						18,093						0						18,093
DCF pricing model			0						4,747						575						5,322
Broker/other			0						1						411						412
Total other corporate			0						22,841						986						23,827
Total fixed maturities			12,265						41,802						3,186						57,253
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						283						0						283
DCF pricing model			0						3,452						215						3,667
Total banks/financial institutions			0						3,735						215						3,950
(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
		for Identical Assets						Inputs						(Level 3)						Fair
		(Level 1)						(Level 2)												Value
Other corporate:
DCF pricing model			0						352						0						352
Total other corporate			0						352						0						352
Total perpetual securities			0						4,087						215						4,302
Equity securities:
Third party pricing vendor			13						0						0						13
DCF pricing model			0						6						0						6
Broker/other			0						0						4						4
Total equity securities			13						6						4						23
Total securities available for sale			$	12,278					$	45,895					$	3,405					$	61,578
		31-Dec-12
(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
		for Identical Assets						Inputs						(Level 3)						Fair
		(Level 1)						(Level 2)												Value
Securities held to maturity, carried at amortized cost:
Fixed maturities:
Government and agencies:
Third party pricing vendor			$	32,332					$	0					$	0					$	32,332
Total government and agencies			32,332						0						0						32,332
Municipalities:
Third party pricing vendor			0						464						0						464
DCF pricing model			0						56						0						56
Total municipalities			0						520						0						520
Mortgage- and asset-backed securities:
Third party pricing vendor			0						30						0						30
Broker/other			0						0						64						64
Total mortgage- and asset-backed securities			0						30						64						94
Public utilities:
Third party pricing vendor			0						58						0						58
DCF pricing model			0						4,993						0						4,993
Total public utilities			0						5,051						0						5,051
Sovereign and supranational:
Third party pricing vendor			0						370						0						370
DCF pricing model			0						2,947						0						2,947
Total sovereign and supranational			0						3,317						0						3,317
Banks/financial institutions:
Third party pricing vendor			0						254						0						254
DCF pricing model			0						8,737						0						8,737
Total banks/financial institutions			0						8,991						0						8,991
Other corporate:
Third party pricing vendor			0						122						0						122
DCF pricing model			0						4,414						0						4,414
Total other corporate			0						4,536						0						4,536
Total securities held to maturity			$	32,332					$	22,445					$	64					$	54,841
The following is a discussion of the determination of fair value of our remaining financial instruments.
Derivatives
We use derivative instruments to manage the risk associated with certain assets. However, the derivative instrument may not be classified in the same fair value hierarchy level as the associated asset. Inputs used to value derivatives include, but are not limited to, interest rates, credit spreads, foreign currency forward and spot rates, and interest volatility.
The fair values of the foreign currency forwards and interest rate swaptions associated with certain fixed-maturity securities, the foreign currency options, the foreign currency swaps associated with our senior notes and subordinated debentures, and the interest rate swap associated with our yen-denominated notes are based on the amounts we would expect to receive or pay. The determination of the fair value of these derivatives is based on observable market inputs, therefore they are classified as Level 2.
For derivatives associated with VIEs where we are the primary beneficiary, we are not the direct counterparty to the swap contracts. As a result, the fair value measurements incorporate the credit risk of the collateral associated with the VIE. We receive valuations from a third party pricing vendor for these derivatives. Based on an analysis of these derivatives and a review of the methodology employed by the pricing vendor, we determined that due to the long duration of these swaps and the need to extrapolate from short-term observable data to derive and measure long-term inputs, certain inputs, assumptions and judgments are required to value future cash flows that cannot be corroborated by current inputs or current observable market data. As a result, the derivatives associated with our consolidated VIEs are classified as Level 3 of the fair value hierarchy.
Other policyholders' funds
The largest component of the other policyholders' funds liability is our annuity line of business in Aflac Japan. Our annuities have fixed benefits and premiums, with short payouts that are almost all annuity-certain. For this product, we estimated the fair value to be equal to the cash surrender value. This is analogous to the value paid to policyholders on the valuation date if they were to surrender their policy. We periodically check the cash value against discounted cash flow projections for reasonableness. We consider our inputs for this valuation to be unobservable and have accordingly classified this valuation as Level 3.
Notes payable
The fair values of our publicly issued notes payable classified as Level 3 were obtained from a limited number of independent brokers. These brokers base their quotes on a combination of their knowledge of the current pricing environment and market conditions. We consider these inputs to be unobservable. The fair values of our yen-denominated loans approximate their carrying values.
Obligation to Japanese policyholder protection corporation
The fair value of the obligation to the Japanese policyholder protection corporation classified as Level 3 is our estimated share of the industry's obligation calculated on a pro rata basis by projecting our percentage of the industry's premiums and reserves and applying that percentage to the total industry obligation payable in future years. We consider our inputs for this valuation to be unobservable. As of September 30, 2013, our estimated obligation to the Japanese policyholder protection corporation was immaterial.
Level 3 Rollforward and Transfers between Hierarchy Levels
The following tables present the changes in fair value of our available-for-sale investments and derivatives classified as Level 3.
Three Months Ended
30-Sep-13
	Fixed Maturities																				Perpetual				Equity Securities			Derivatives (1)
																					Securities
(In millions)	Mortgage-				Public				Sovereign and Supranational				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
	and				Utilities								Financial				Corporate				Financial							Rate			Currency			Default
	Asset-												Institutions								Institutions							Swaps			Swaps			Swaps
	Backed
	Securities
Balance, beginning of period	$	399			$	0			$	0			$	25			$	0			$	49			$	3		$	21		$	(126	)	$	(44	)	$	327
Realized investment gains (losses) included	0				0				0				0				0				0				0			(1		)	49			4			52
in earnings
Unrealized gains (losses) included in other	7				0				0				(1		)		0				2				0			0			2			0			10
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				0				0				0				0				0				0			(20		)	0			33			13
Settlements	(3		)		0				0				0				0				0				0			0			0			0			(3		)
Transfers into Level 3	0				0				0				0				0				0				0			0			0			0			0
Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
Balance, end of period	$	403			$	0			$	0			$	24			$	0			$	51			$	3		$	0		$	(75	)	$	(7	)	$	399
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0		$	(1	)	$	49		$	4		$	52
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
Three Months Ended
30-Sep-12
	Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																					Securities				Securities
(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
	and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
	Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
	Backed
	Securities
Balance, beginning of period	$	379			$	418			$	436			$	1,114			$	1,031			$	307			$	4		$	27		$	(113	)	$	(107	)	$	3,496
Realized investment gains (losses) included	0				0				0				0				0				(27		)		0			7			76			25			81
in earnings
Unrealized gains (losses) included in other	11				31				24				103				42				90				0			0			2			0			303
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				0				0				0				0				0				0			0			0			0			0
Settlements	(5		)		0				0				0				0				0				0			0			(2		)	0			(7		)
Transfers into Level 3	0				0				0				206			(2)	0				0				0			0			0			0			206
Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
Balance, end of period	$	385			$	449			$	460			$	1,423			$	1,073			$	370			$	4		$	34		$	(37	)	$	(82	)	$	4,079
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	(27	)		$	0		$	7		$	76		$	25		$	81
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
(2) Due to a lack of visibility to observe significant inputs to price
Nine Months Ended
30-Sep-13
	Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																					Securities				Securities
(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
	and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
	Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
	Backed
	Securities
Balance, beginning of period	$	338			$	420			$	418			$	1,024			$	986			$	215			$	4		$	29		$	(172	)	$	(65	)	$	3,197
Realized investment gains (losses) included	0				0				0				0				0				0				0			(9		)	102			25			118
in earnings
Unrealized gains (losses) included in other	(42		)		(20		)		0				(3		)		0				2				(1		)	0			(5		)	0			(69		)
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				(400		)		0				0				0				0				0			(20		)	0			33			(387		)
Settlements	(9		)		0				0				0				0				0				0			0			0			0			(9		)
Transfers into Level 3(2)	125				0				0				0				0				49				0			0			0			0			174
Transfers out of Level 3(3)	(9		)		0				(418		)		(997		)		(986		)		(215		)		0			0			0			0			(2,625		)
Balance, end of period	$	403			$	0			$	0			$	24			$	0			$	51			$	3		$	0		$	(75	)	$	(7	)	$	399
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0		$	(9	)	$	102		$	25		$	118
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
(2) Due to a lack of visibility to observe significant inputs to price
(3) A result of changing our pricing methodology to a valuation method that uses observable market data as significant inputs to estimate fair value
Nine Months Ended
30-Sep-12
	Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																					Securities				Securities
(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
	and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
	Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
	Backed
	Securities
Balance, beginning of period	$	394			$	422			$	434			$	1,074			$	1,105			$	526			$	4		$	30		$	(56	)	$	(130	)	$	3,803
Realized investment gains (losses) included	(3		)		0				0				0				2				22				0			4			58			48			131
in earnings
Unrealized gains (losses) included in other	10				27				26				143				0				78				0			0			(6		)	0			278
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				0				0				0				(34		)		(256		)		0			0			0			0			(290		)
Settlements	(16		)		0				0				0				0				0				0			0			(33		)	0			(49		)
Transfers into Level 3	0				0				0				206			(2)	0				0				0			0			0			0			206
Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
Balance, end of period	$	385			$	449			$	460			$	1,423			$	1,073			$	370			$	4		$	34		$	(37	)	$	(82	)	$	4,079
Changes in unrealized gains (losses) relating	$	(3	)		$	0			$	0			$	0			$	0			$	(27	)		$	0		$	4		$	58		$	48		$	80
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
(2) Due to a lack of visibility to observe significant inputs to price
Transfers into and/or out of Level 3 are attributable to a change in the observability of inputs. The most significant transfer out of Level 3 into Level 2 during the nine-month period ended September 30, 2013 related to our callable reverse dual-currency bonds (RDCs). RDCs are securities that have principal denominated in yen while paying U.S. dollar (USD) coupons. The market standard approach is to use implied volatility to value options or instruments with optionality because historical volatility may not represent current market participants' expectations about future volatility. Under our previous valuation approach, we used historical foreign exchange volatility as an input for valuing these investments. Given the importance of this input to the overall valuation of these RDCs and the determination of this input to be unobservable, we made the decision at December 31, 2011 to move these holdings to Level 3 of the fair value hierarchy. During the first quarter of 2013, we implemented a new valuation methodology for these securities that relies on comparable bonds in the market, the observable forward foreign exchange curve and other market inputs. Given that the significant inputs to the valuation of these items are now based on observable data, in the first quarter of 2013, we transferred these bonds from Level 3 to Level 2 of the fair value hierarchy.
In addition to the callable RDCs, we transferred certain other corporate securities from Level 3 to Level 2 in the first quarter of 2013. Prices for these securities were previously obtained from brokers and/or arrangers with minimal transparency around how the valuation was determined. Similar to the RDCs, these securities are now valued using the same methodology described above for our other privately issued securities.
There were no transfers between Level 1 and 2 for the three- and nine-month periods ended September 30, 2013 and 2012.
Fair Value Sensitivity
Level 3 Significant Unobservable Input Sensitivity
The following tables summarize the significant unobservable inputs used in the valuation of our Level 3 available-for-sale investments and derivatives. Included in the tables are the inputs or range of possible inputs that have an effect on the overall valuation of the financial instruments.
September 30, 2013
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Assets:
Securities available for sale, carried at fair value:
Fixed maturities:
Mortgage- and asset-backed securities			$	403				Consensus pricing		Offered quotes		N/A	(e)
Banks/financial institutions			24					Consensus pricing		Offered quotes		N/A	(e)
Perpetual securities:
Banks/financial institutions			51					Consensus pricing		Offered quotes		N/A	(e)
Equity securities			3					Net asset value		Offered quotes		$1-$835 ($8)
Other assets:
Interest rate swaps			1					Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
										CDS spreads		82 - 138 (115) bps
										Recovery rate		37.00%
Foreign currency swaps			49					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										CDS spreads		35 - 150 bps
										Foreign exchange rates		21.35%	(d)
			33					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										CDS spreads		20 - 128 bps
			80					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										Foreign exchange rates		21.35%	(d)
Credit default swaps			2					Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
										CDS spreads		82 - 138 (115) bps
										Recovery rate		37.00%
Total assets			$	646
(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(d) Based on 10 year volatility of JPY/USD exchange rate
(e) N/A represents securities where we receive unadjusted broker quotes and for which there is no transparency into the providers' valuation techniques or unobservable inputs.
September 30, 2013
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Liabilities:
Interest rate swaps			$	1				Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
										CDS spreads		82 - 138 (115) bps
										Recovery rate		37.00%
Foreign currency swaps			85					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										CDS spreads		35 - 150 bps
										Foreign exchange rates		21.35%	(d)
			21					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										CDS spreads		19 - 273 bps
			131					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
										Interest rates (JPY)		.86% - 1.97%	(c)
										Foreign exchange rates		21.35%	(d)
Credit default swaps			9					Discounted cash flow		Base correlations		55% - 69% (62%)	(a)
										CDS spreads		82 - 138 (115) bps
										Recovery rate		37.00%
Total liabilities			$	247
(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(d) Based on 10 year volatility of JPY/USD exchange rate
December 31, 2012
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Assets:
Securities available for sale, carried at fair value:
Fixed maturities:
Mortgage- and asset-backed securities			$	338				Consensus pricing		Offered quotes		N/A	(e)
Public utilities			420					Discounted cash flow		Historical volatility		7.36%
Sovereign and supranational			418					Discounted cash flow		Historical volatility		7.36%
Banks/financial institutions			444					Discounted cash flow		Historical volatility		7.36%
			580					Consensus pricing		Offered quotes		N/A	(e)
Other corporate			575					Discounted cash flow		Historical volatility		7.36%
			411					Consensus pricing		Offered quotes		N/A	(e)
Perpetual securities:
Banks/financial institutions			215					Discounted cash flow		Historical volatility		7.36%
Equity securities			4					Net asset value		Offered quotes		$2-$943 ($8)
Other assets:
Interest rate swaps			32					Discounted cash flow		Base correlation		49% - 50%	(a)
										CDS spreads		91 - 152 bps
										Recovery rate		37.00%
Foreign currency swaps			51					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										CDS spreads		12 - 117 bps
										Foreign exchange rates		20.65%	(d)
			4					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										CDS spreads		12 - 126 bps
			102					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										Foreign exchange rates		20.65%	(d)
Credit default swaps			2					Discounted cash flow		Base correlation		49% - 50%	(a)
										CDS spreads		91 - 152 bps
										Recovery rate		37.00%
Total assets			$	3,596
(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(d) Based on 10 year volatility of JPY/USD exchange rate
(e) N/A represents securities where we receive unadjusted broker quotes and for which there is no transparency into the providers' valuation techniques or unobservable inputs.
December 31, 2012
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Liabilities:
Interest rate swaps			$	3				Discounted cash flow		Base correlation		49% - 50%	(a)
										CDS spreads		91 - 152 bps
										Recovery rate		37.00%
Foreign currency swaps			118					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										CDS spreads		22 - 141 bps
										Foreign exchange rates		20.65%	(d)
			60					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										CDS spreads		25 - 186 bps
			151					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										Foreign exchange rates		20.65%	(d)
Credit default swaps			67					Discounted cash flow		Base correlations		49% - 50%	(a)
										CDS spreads		91 - 152 bps
										Recovery rate		37.00%
Total liabilities			$	399
(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(d) Based on 10 year volatility of JPY/USD exchange rate
The following is a discussion of the significant unobservable inputs or valuation technique used in determining the fair value of securities and derivatives classified as Level 3.
Annualized Historical Foreign Exchange Volatility
We own a portfolio of callable reverse dual-currency bonds (RDCs). RDCs are securities that have principal denominated in yen while paying U.S. dollar (USD) coupons. The market standard approach is to use implied volatility to value options or instruments with optionality because historical volatility may not represent current market participants' expectations about future volatility. Our use of historical foreign exchange volatility as an input for valuing these investments could result in a significant increase or decrease in fair value measurement, given the importance of this input to the overall valuation. Prior to the first quarter of 2013, historical volatility was an unobservable input in the determination of fair value of public utilities, sovereign and supranational, certain banks/financial institutions, and certain other corporate investments. As of the first quarter of 2013, we are no longer using this input in the valuation of these securities due to a change in valuation methodology as discussed previously.
Net Asset Value
We hold certain unlisted equity securities whose fair value is derived based on the financial statements published by the investee. These securities do not trade on an active market and the valuations derived are dependent on the availability of timely financial reporting of the investee. Net asset value is an unobservable input in the determination of fair value of equity securities.
Offered Quotes
In circumstances where our valuation model price is overridden because it implies a value that is not consistent with current market conditions, we will solicit bids from a limited number of brokers. We also receive unadjusted prices from brokers for our mortgage and asset-backed securities. These quotes are non-binding but are reflective of valuation best estimates at that particular point in time. Offered quotes are an unobservable input in the determination of fair value of mortgage- and asset-backed securities, certain banks/financial institutions, certain other corporate, and equity securities investments.
Interest Rates, CDS Spreads, Foreign Exchange Rates
The significant drivers of the valuation of the interest and foreign exchange swaps are interest rates, foreign exchange rates and CDS spreads. Our swaps have long maturities that increase the sensitivity of the swaps to interest rate fluctuations. Since most of our yen-denominated cross currency swaps are in a net liability position, an increase in interest rates will decrease the liabilities and increase the value of the swap.
Foreign exchange swaps also have a lump-sum final settlement of foreign exchange principal receivables at the termination of the swap. An increase in yen interest rates will decrease the value of the final settlement foreign exchange receivables and decrease the value of the swap, and an increase in USD interest rates increase the swap value.
A similar sensitivity pattern is observed for the foreign exchange rates. When the spot U.S. dollar/Japanese yen (USD/JPY) foreign exchange rate decreases and the swap is receiving a final exchange payment in JPY, the swap value will increase due to the appreciation of the JPY. Most of our swaps are designed to receive payments in JPY at the termination and will thus be impacted by the USD/JPY foreign exchange rate in this way. In cases where there is no final foreign exchange receivable in JPY and we are paying JPY as interest payments and receiving USD, a decrease in the foreign exchange rate will lead to a decrease in the swap value.
The extinguisher feature in most of our swaps results in a cessation of cash flows and no further payments between the parties to the swap in the event of a default on the referenced or underlying collateral. To price this feature, we apply the survival probability of the referenced entity to the projected cash flows. The survival probability uses the CDS spreads and recovery rates to adjust the present value of the cash flows. For extinguisher swaps with positive values, an increase in CDS spreads decreases the likelihood of receiving the final exchange payments and reduces the value of the swap.
Due to the long duration of these swaps and the need to extrapolate from short-term observable data to derive and measure long-term inputs, certain inputs, assumptions and judgments are required to value future cash flows that cannot be corroborated by current inputs or current observable market data.
Interest rates, CDS spreads, and foreign exchange rates are unobservable inputs in the determination of fair value of foreign currency swaps.
Base Correlations, CDS Spreads, Recovery Rates
Our CDOs are tranches on baskets of single-name credit default swaps. The risks in these types of synthetic CDOs come from the single-name CDS risk and the correlations between the single names. The valuation of synthetic CDOs is dependent on the calibration of market prices for interest rates, single name CDS default probabilities and base correlation using financial modeling tools. Since there is limited or no observable data available for these tranches, these base correlations must be obtained from commonly traded market tranches such as the CDX and iTraxx indices. From the historical prices of these indices, base correlations can be obtained to develop a pricing curve of CDOs with different seniorities. Since the reference entities of the market indices do not match those in our portfolio underlying the synthetic CDO to be valued, several processing steps are taken to map the securities in our portfolio to the indices. With the base correlation determined and the appropriate spreads selected, a valuation is calculated. An increase in the CDS spreads in the underlying portfolio leads to a decrease in the value due to higher probability of defaults and losses. The impact on the valuation due to base correlation depends on a number of factors, including the riskiness between market tranches and the modeled tranche based on our portfolio and the equivalence between detachment points in these tranches. Generally speaking, an increase in base correlation will decrease the value of the senior tranches while increasing the value of junior tranches. This may result in a positive or negative value change.
The CDO tranches in our portfolio are junior tranches and, due to the low level of credit support for these tranches, exhibit equity-like behavior. As a result, an increase in recovery rates tends to cause their values to decrease.
Our interest rate swaps are linked to the underlying synthetic CDOs. The valuation of these swaps is performed using a similar approach to that of the synthetic CDOs themselves; that is, the base correlation model is used to ensure consistency between the synthetic CDOs and the swaps.
Base correlations, CDS spreads, and recovery rates are unobservable inputs in the determination of fair value of credit default swaps and interest rate swaps.
For additional information on our investments and financial instruments, see the accompanying Notes 1, 3 and 4 and Notes 1, 3 and 4 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.

REINSURANCE_REINSURANCE

REINSURANCE REINSURANCE	9 Months Ended
	Sep. 30, 2013
Reinsurance Disclosures [Abstract]	'
REINSURANCE	'
	REINSURANCE
	Effective as of September 30, 2013, we entered into a coinsurance reinsurance transaction whereby we ceded 33.3% of the hospital benefit of one of Aflac Japan’s closed medical in-force blocks of business. We recorded the gain related to the transaction as a deferred profit liability on business sold through reinsurance on our consolidated balance sheets. The deferred profit liability of $652 million, included in future policy benefits in the consolidated balance sheet, will be amortized into income over the expected lives of the policies. The corresponding reinsurance recoverable is included in other assets in the consolidated balance sheet. As of September 30, 2013, no ceded premiums or claims have been incurred or paid under the transaction. Reinsurance does not relieve us from our obligations to policyholders. In the event that the reinsurer is unable to meet their obligations, we remain liable for the reinsured claims.

NOTES_PAYABLE

NOTES PAYABLE	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
NOTES PAYABLE	'
	NOTES PAYABLE
	A summary of notes payable follows:
	(In millions)	September 30, 2013				December 31, 2012
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		656		(1)		657		(1)
	8.50% senior notes due May 2019		850				850
	4.00% senior notes due February 2022		349		(2)		349		(2)
	3.625% senior notes due June 2023		700				0
	6.90% senior notes due December 2039		396		(2)		396		(2)
	6.45% senior notes due August 2040		448		(2)		448		(2)
	5.50% subordinated debentures due September 2052		500				500
	Yen-denominated Uridashi notes:
	2.26% notes due September 2016 (principal amount 8 billion yen)		82				92
	Yen-denominated Samurai notes:
	1.47% notes due July 2014 (principal amount 28.7 billion yen)		294				331
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		162				182
	Variable interest rate notes due July 2014 (1.31% in 2013 and		56				64
	1.34% in 2012, principal amount 5.5 billion yen)
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		102				116
	3.00% loan due August 2015 (principal amount 5 billion yen)		51				58
	Capitalized lease obligations payable through 2022		7				9
	Total notes payable		$	4,953			$	4,352
	(1) Principal amount plus an issuance premium that is being amortized over the life of the notes
	(2) Principal amount net of an issuance discount that is being amortized over the life of the notes
	In June 2013, the Parent Company issued $700 million of senior notes through a U.S. public debt offering. The notes bear interest at a fixed rate of 3.625% per annum, payable semi-annually, and have a ten-year maturity. These notes are redeemable at our option in whole at any time or in part from time to time at a redemption price equal to the greater of: (i) the aggregate principal amount of the notes to be redeemed or (ii) the amount equal to the sum of the present values of the remaining scheduled payments for principal of and interest on the notes to be redeemed, not including any portion of the payments of interest accrued as of such redemption date, discounted to such redemption date on a semi-annual basis at the treasury rate plus 20 basis points, plus in each case, accrued and unpaid interest on the principal amount of the notes to be redeemed to, but excluding, such redemption date. We entered into cross-currency interest rate swaps to reduce interest expense by converting the dollar-denominated principal and interest on the senior notes we issued into yen-denominated obligations. By entering into these swaps, we economically converted our $700 million liability into a 69.8 billion yen liability and reduced the interest rate on this debt from 3.625% in dollars to 1.50% in yen.
	In March 2013, we terminated our senior unsecured revolving credit facility that was due to expire in June 2013, and the Parent Company and Aflac entered into a 5-year senior unsecured revolving credit facility agreement with a syndicate of financial institutions that provides for borrowings in the amount of 50 billion yen. This credit agreement provides for borrowings in Japanese yen or the equivalent of Japanese yen in U.S. dollars on a revolving basis. Borrowings will bear interest at LIBOR plus the applicable margin of 1.125%. In addition, the Parent Company and Aflac are required to pay a facility fee of .125% on the commitments. As of September 30, 2013, we did not have any borrowings outstanding under our 50 billion yen revolving credit agreement. Borrowings under the credit agreement may be used for general corporate purposes, including a capital contingency plan for our Japanese operations. Borrowings under the financing agreement mature at the termination date of the credit agreement. The agreement requires compliance with certain financial covenants on a quarterly basis. This credit agreement will expire on the earlier of (a) March 29, 2018, or (b) the date of termination of the commitments upon an event of default as defined in the agreement.
	We were in compliance with all of the covenants of our notes payable and line of credit at September 30, 2013. No events of default or defaults occurred during the nine-month period ended September 30, 2013.
	For additional information, see Notes 4 and 8 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.

SHAREHOLDERS_EQUITY

SHAREHOLDERS' EQUITY	9 Months Ended
	Sep. 30, 2013
Stockholders' Equity Note [Abstract]	'
SHAREHOLDERS' EQUITY	'
	SHAREHOLDERS’ EQUITY
	The following table is a reconciliation of the number of shares of the Company's common stock for the nine-month periods ended September 30.
	(In thousands of shares)	2013			2012
	Common stock - issued:
	Balance, beginning of period	665,239			663,639
	Exercise of stock options and issuance of restricted shares	1,254			1,157
	Balance, end of period	666,493			664,796
	Treasury stock:
	Balance, beginning of period	197,453			197,329
	Purchases of treasury stock:
	Open market	5,571			0
	Other	163			270
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(1,080	)		(1,306	)
	Exercise of stock options	(1,161	)		(94	)
	Other	(163	)		(127	)
	Balance, end of period	200,783			196,072
	Shares outstanding, end of period	465,710			468,724
	Outstanding share-based awards are excluded from the calculation of weighted-average shares used in the computation of basic earnings per share (EPS). The following table presents the approximate number of share-based awards to purchase shares, on a weighted-average basis, that were considered to be anti-dilutive and were excluded from the calculation of diluted earnings per share for the following periods.
		Three Months Ended										Nine Months Ended
		September 30,										September 30,
	(In thousands)	2013					2012					2013					2012
	Anti-dilutive share-based awards		1,716					6,289					2,858					6,710
	Share Repurchase Program
	During the first nine months of 2013, we repurchased 5.6 million shares of our common stock in the open market for $298 million as part of our share repurchase program. We did not repurchase any shares of our common stock in the open market in the first nine months of 2012. As of September 30, 2013, a remaining balance of 16.9 million shares of our common stock was available for purchase under a share repurchase authorization by our board of directors in 2008.
	Reclassifications from Accumulated Other Comprehensive Income
	The tables below are reconciliations of accumulated other comprehensive income by component for the following periods.
	Changes in Accumulated Other Comprehensive Income
	Three Months Ended
	30-Sep-13
	(In millions)	Unrealized Foreign						Unrealized						Unrealized					Pension Liability Adjustment				Total
		Currency Translation						Gains (Losses)						Gains (Losses)
		Gains (Losses)						on Investment Securities						on Derivatives
	Balance, beginning of period		$	(453	)				$	(198	)				$	(11	)			$	(178	)		$	(840	)
	Other comprehensive		14						402						3					(2		)		417
	income before
	reclassification
	Amounts reclassified from		21						(61		)				0					2				(38		)
	accumulated other
	comprehensive income
	Net current-period other		35						341						3					0				379
	comprehensive
	income
	Balance, end of period		$	(418	)				$	143					$	(8	)			$	(178	)		$	(461	)
	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.
	Nine Months Ended
	30-Sep-13
	(In millions)	Unrealized Foreign						Unrealized						Unrealized					Pension Liability Adjustment				Total
		Currency Translation						Gains (Losses)						Gains (Losses)
		Gains (Losses)						on Investment Securities						on Derivatives
	Balance, beginning of period		$	333					$	2,570					$	(5	)			$	(183	)		$	2,715
	Other comprehensive		(756		)				(2,284		)				(3		)			(3		)		(3,046		)
	income before
	reclassification
	Amounts reclassified from		5						(143		)				0					8				(130		)
	accumulated other
	comprehensive income
	Net current-period other		(751		)				(2,427		)				(3		)			5				(3,176		)
	comprehensive
	income
	Balance, end of period		$	(418	)				$	143					$	(8	)			$	(178	)		$	(461	)
	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.
	The tables below summarize the amounts reclassified from each component of accumulated other comprehensive income based on source for the following periods.
Reclassifications Out of Accumulated Other Comprehensive Income
(In millions)	Three Months Ended
	30-Sep-13
Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income(1)					Affected Line Item in the
						Statements of Earnings
Unrealized foreign currency translation gains		$	(32	)		Sales and redemptions
(losses)
		11				Tax (expense) or benefit(2)
		$	(21	)		Net of tax
Unrealized gains (losses) on available-for-sale		$	104			Sales and redemptions
securities
		(10		)		Other-than-temporary impairment
						losses realized
		94				Total before tax
		(33		)		Tax (expense) or benefit(2)
		$	61			Net of tax
Amortization of defined benefit pension items:
Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(3)
		2				Tax (expense) or benefit(2)
		$	(2	)		Net of tax
Total reclassifications for the period		$	38			Net of tax
(1)Amounts in parentheses indicate debits.
(2) Based on 35% tax rate
(3) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
Note 10 for additional details).
(In millions)	Nine Months Ended
	30-Sep-13
Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income(1)					Affected Line Item in the
						Statements of Earnings
Unrealized foreign currency translation gains		$	(8	)		Sales and redemptions
(losses)
		3				Tax (expense) or benefit(2)
		$	(5	)		Net of tax
Unrealized gains (losses) on available-for-sale		$	285			Sales and redemptions
securities
		(65		)		Other-than-temporary impairment
						losses realized
		220				Total before tax
		(77		)		Tax (expense) or benefit(2)
		$	143			Net of tax
Amortization of defined benefit pension items:
Actuarial gains (losses)		$	(13	)		Acquisition and operating expenses(3)
		5				Tax (expense) or benefit(2)
		$	(8	)		Net of tax
Total reclassifications for the period		$	130			Net of tax
(1)Amounts in parentheses indicate debits.
(2) Based on 35% tax rate
(3) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
Note 10 for additional details).

SHAREBASED_COMPENSATION

SHARE-BASED COMPENSATION	9 Months Ended
	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
SHARE-BASED COMPENSATION	'
	SHARE-BASED COMPENSATION
	As of September 30, 2013, the Company has outstanding share-based awards under two long-term incentive compensation plans.
	The first plan, which expired in February 2007, is a stock option plan which allowed grants for incentive stock options (ISOs) to employees and non-qualifying stock options (NQSOs) to employees and non-employee directors. The options have a term of 10 years. The exercise price of options granted under this plan is equal to the fair market value of a share of the Company's common stock at the date of grant. Options granted before the plan's expiration date remain outstanding in accordance with their terms.
	The second long-term incentive compensation plan allows awards to Company employees for ISOs, NQSOs, restricted stock, restricted stock units, and stock appreciation rights. Non-employee directors are eligible for grants of NQSOs, restricted stock, and stock appreciation rights. The ISOs and NQSOs have a term of 10 years, and the share-based awards generally vest based upon time-based conditions or time- and performance-based conditions. Time-based vesting generally occurs after three years. Performance-based vesting conditions generally include the attainment of goals related to Company financial performance. As of September 30, 2013, approximately 12 million shares were available for future grants under this plan, and the only performance-based awards issued and outstanding were restricted stock awards.
	Share-based awards granted to U.S.-based grantees are settled with authorized but unissued Company stock, while those issued to Japan-based grantees are settled with treasury shares.
	The following table provides information on stock options outstanding and exercisable at September 30, 2013.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		11,261		4.7		$	175		$	46.45
	Exercisable		9,261		3.9		154			45.4
	We received cash from the exercise of stock options in the amount of $69 million during the first nine months of 2013, compared with $14 million in the first nine months of 2012. The tax benefit realized as a result of stock option exercises and restricted stock releases was $19 million in the first nine months of 2013, compared with $17 million in the first nine months of 2012.
	As of September 30, 2013, total compensation cost not yet recognized in our financial statements related to restricted stock awards was $48 million, of which $25 million (859 thousand shares) was related to restricted stock awards with a performance-based vesting condition. We expect to recognize these amounts over a weighted-average period of approximately 1.7 years. There are no other contractual terms covering restricted stock awards once vested.
	For additional information on our long-term share-based compensation plans and the types of share-based awards, see Note 11 of the Notes to the Consolidated Financial Statements included in our annual report to shareholders for the year ended December 31, 2012.

BENEFIT_PLANS

BENEFIT PLANS	9 Months Ended
	Sep. 30, 2013
Defined Benefit Plans and Other Postretirement Benefit Plans Disclosures [Abstract]	'
BENEFIT PLANS	'
	BENEFIT PLANS
	We have funded defined benefit plans in Japan and the United States, which cover substantially all of our full-time employees. Additionally, we maintain non-qualified, unfunded supplemental retirement plans that provide defined pension benefits in excess of limits imposed by federal tax law for certain Japanese, U.S. and former employees.
	We provide certain health care benefits for eligible U.S. retired employees, their beneficiaries and covered dependents ("other postretirement benefits"). The health care plan is contributory and unfunded. Substantially all of our U.S. employees may become eligible to receive other postretirement benefits if they retire at age 55 or older with at least 15 years of service or if they retire when their age plus service, in years, equals or exceeds 80 (rule of 80). At retirement, an employee is given an opportunity to elect continuation of coverage under our medical plan until age 65. For certain employees and former employees, additional coverage is provided for all medical expenses for life.
	On October 1, 2013, a change was made to postretirement medical benefits to limit the eligibility for the benefits beginning January 1, 2014 to include the following: (1) active employees who have met the rule of 80; (2) active employees who are age 55 or older and have met the 15 years of service requirement; (3) active employees who will meet the rule of 80 in the next five years; (4) active employees who are age 55 or older and who will meet the 15 years of service requirement within the next five years; and (5) current retirees. Effective October 1, 2013, this change will be accounted for as a negative plan amendment and will result in a reduction to the postretirement benefit obligation of approximately $51 million, with an offset to accumulated other comprehensive income (AOCI). This reduction will be amortized as a reduction to net periodic benefit cost over three years beginning in the fourth quarter of 2013. The postretirement plan obligation will be remeasured using a discount rate of 4.75% as of October 1, 2013.
	Pension and other postretirement benefit expenses, included in acquisition and operating expenses in the consolidated statement of earnings, included the following components:
		Three Months Ended September 30,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2013				2012				2013				2012				2013			2012
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	5			$	5			$	5			$	2		$	1
	Interest cost		2				3				7				6				1			1
	Expected return on plan		(1		)		(1		)		(5		)		(4		)		0			0
	assets
	Amortization of net actuarial		0				0				4				3				0			1
	loss
	Net periodic (benefit) cost		$	5			$	7			$	11			$	10			$	3		$	3
		Nine Months Ended September 30,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2013				2012				2013				2012				2013			2012
	Components of net periodic
	benefit cost:
	Service cost		$	12			$	14			$	16			$	16			$	5		$	4
	Interest cost		7				9				20				20				3			3
	Expected return on plan		(3		)		(3		)		(13		)		(12		)		0			0
	assets
	Amortization of net actuarial		1				2				11				7				1			1
	loss
	Net periodic (benefit) cost		$	17			$	22			$	34			$	31			$	9		$	8
	During the nine months ended September 30, 2013, Aflac Japan contributed approximately $17 million (using the weighted-average yen/dollar exchange rate for the nine-month period ending September 30, 2013) to the Japanese funded defined benefit plan, and Aflac U.S. contributed $20 million to the U.S. funded defined benefit plan.
	For additional information regarding our Japanese and U.S. benefit plans, see Note 13 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012.

COMMITMENTS_AND_CONTINGENT_LIA

COMMITMENTS AND CONTINGENT LIABILITIES	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
COMMITMENTS AND CONTINGENT LIABILITIES	'
	COMMITMENTS AND CONTINGENT LIABILITIES
	We are a defendant in various lawsuits considered to be in the normal course of business. Members of our senior legal and financial management teams review litigation on a quarterly and annual basis. The final results of any litigation cannot be predicted with certainty. Although some of this litigation is pending in states where large punitive damages, bearing little relation to the actual damages sustained by plaintiffs, have been awarded in recent years, we believe the outcome of pending litigation will not have a material adverse effect on our financial position, results of operations, or cash flows.

SUMMARY_OF_SIGNIFICANT_ACCOUNT1

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Policies)	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Description of Business and Basis of Presentation	'
	Description of Business
	Aflac Incorporated (the Parent Company) and its subsidiaries (collectively, the Company) primarily sell supplemental health and life insurance in the United States and Japan. The Company's insurance business is marketed and administered through American Family Life Assurance Company of Columbus (Aflac), which operates in the United States (Aflac U.S.) and as a branch in Japan (Aflac Japan). Most of Aflac's policies are individually underwritten and marketed through independent agents. Additionally, Aflac U.S. markets and administers group products through Continental American Insurance Company (CAIC), branded as Aflac Group Insurance. Our insurance operations in the United States and our branch in Japan service the two markets for our insurance business. Aflac Japan's revenues, including realized gains and losses on its investment portfolio, accounted for 75% and 78% of the Company's total revenues in the nine-month periods ended September 30, 2013, and 2012, respectively. The percentage of the Company's total assets attributable to Aflac Japan was 85% at September 30, 2013, and 87% at December 31, 2012.
	Basis of Presentation
	We prepare our financial statements in accordance with U.S. generally accepted accounting principles (GAAP). These principles are established primarily by the Financial Accounting Standards Board (FASB). In these Notes to the Consolidated Financial Statements, references to GAAP issued by the FASB are derived from the FASB Accounting Standards CodificationTM (ASC). The preparation of financial statements in conformity with GAAP requires us to make estimates when recording transactions resulting from business operations based on currently available information. The most significant items on our balance sheet that involve a greater degree of accounting estimates and actuarial determinations subject to changes in the future are the valuation of investments, deferred policy acquisition costs, liabilities for future policy benefits and unpaid policy claims, and income taxes. These accounting estimates and actuarial determinations are sensitive to market conditions, investment yields, mortality, morbidity, commission and other acquisition expenses, and terminations by policyholders. As additional information becomes available, or actual amounts are determinable, the recorded estimates will be revised and reflected in operating results. Although some variability is inherent in these estimates, we believe the amounts provided are adequate.
	The unaudited consolidated financial statements include the accounts of the Parent Company, its subsidiaries and those entities required to be consolidated under applicable accounting standards. All material intercompany accounts and transactions have been eliminated.
	In the opinion of management, the accompanying unaudited consolidated financial statements of the Company contain all adjustments, consisting of normal recurring accruals, which are necessary to fairly present the consolidated balance sheets as of September 30, 2013, and December 31, 2012, the consolidated statements of earnings and comprehensive income (loss) for the three- and nine-month periods ended September 30, 2013, and 2012, and the consolidated statements of shareholders' equity and cash flows for the nine-month periods ended September 30, 2013, and 2012. Results of operations for interim periods are not necessarily indicative of results for the entire year. As a result, these financial statements should be read in conjunction with the financial statements and notes thereto included in our annual report to shareholders for the year ended December 31, 2012.
Income Taxes	'
	Income Taxes: Income tax provisions are generally based on pretax earnings reported for financial statement purposes, which differ from those amounts used in preparing our income tax returns. Deferred income taxes are recognized for temporary differences between the financial reporting basis and income tax basis of assets and liabilities, based on enacted tax laws and statutory tax rates applicable to the periods in which we expect the temporary differences to reverse. We record deferred tax assets for tax positions taken based on our assessment of whether the tax position is more likely than not to be sustained upon examination by taxing authorities. A valuation allowance is established for deferred tax assets when it is more likely than not that an amount will not be realized. In the second quarter of 2013, we recorded a valuation allowance of $237 million related to the deferred tax assets associated with our unrealized investment losses recorded in other comprehensive income. In the third quarter of 2013, we released this $237 million valuation allowance because it was more likely than not that the deferred tax assets related to unrealized investment losses will be realized in the future.
	As discussed in the Translation of Foreign Currencies section in Note 1 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2012, Aflac Japan maintains certain dollar-denominated investments. While there are no translation effects to record in other comprehensive income (loss), the deferred tax expense or benefit associated with foreign exchange gains or losses on this portfolio is recognized in other comprehensive income (loss) until the securities mature or are sold. Total income tax expense (benefit) related to items of other comprehensive income (loss) included a tax benefit of $38 million during the three-month period ended September 30, 2013, and a tax benefit of $86 million during the three-month period ended September 30, 2012, for these dollar-denominated investments. Excluding these amounts from total taxes on other comprehensive income (loss) would result in an effective income tax rate on pretax other comprehensive income (loss) of (102.3)% and 34.4% in the three-month periods ended September 30, 2013 and 2012, respectively. In addition, excluding the release of the tax valuation allowance in the three-month period ended September 30, 2013, the effective income tax rate on pretax other comprehensive income (loss) would have been 38.8%. Total income tax expense (benefit) related to items of other comprehensive income (loss) included tax expense of $614 million during the nine-month period ended September 30, 2013, and a tax benefit of $25 million during the nine-month period ended September 30, 2012, for these dollar-denominated investments. Excluding these amounts from total taxes on other comprehensive income (loss) would result in an effective income tax rate on pretax other comprehensive income (loss) of 38.1% and 35.2% in the nine-month periods ended September 30, 2013 and 2012, respectively.
Reinsurance	'
	Reinsurance: We enter into reinsurance agreements with other companies in the normal course of business. For each of our reinsurance agreements, we determine if the agreement provides indemnification against loss or liability relating to insurance risk in accordance with applicable accounting standards. Reinsurance premiums and benefits paid or provided are accounted for on bases consistent with those used in accounting for the original policies issued and the terms of the reinsurance contracts. Premiums, benefits and deferred acquisition costs (DAC) are reported net of insurance ceded. See Note 6 of the Notes to the Consolidated Financial Statements for additional information.
Reclassification Policy	'
	Reclassifications: Certain reclassifications have been made to prior-year amounts to conform to current-year reporting classifications. These reclassifications had no impact on net earnings or total shareholders' equity.
Recently Adopted Accounting Pronouncements	'
	New Accounting Pronouncements
	Recently Adopted Accounting Pronouncements
	Derivatives and hedging: In July 2013, the FASB issued an update which allows entities to use the Federal Funds Effective Swap Rate, also referred to as the Overnight Index Swap Rate (OIS), as a benchmark interest rate for hedge accounting purposes. Previously the only acceptable benchmark rates for hedge accounting purposes under GAAP were U.S. Treasury rates and the London Interbank Offered Rate (LIBOR) swap rate. This update reflects the evolution of market hedging practices and is intended to provide more flexibility in hedging interest rate risk. We adopted this guidance in the third quarter of 2013 on a prospective basis for qualifying new or redesignated hedging relationships entered into on or after the effective date of July 17, 2013. The adoption of the guidance had no impact on our financial position or results of operations.
	Reporting of amounts reclassified out of accumulated other comprehensive income: In February 2013, the FASB issued guidance that requires reclassification adjustments for items that are reclassified out of accumulated other comprehensive income to net income to be presented in statements where the components of net income and the components of other comprehensive income are presented or in the footnotes to the financial statements. Additionally, the amendment requires cross-referencing to other disclosures currently required for other reclassification items. We adopted this guidance as of January 1, 2013. The adoption of this guidance impacted our financial statement disclosures, but it did not have an impact on our financial position or results of operations.
	Disclosures about offsetting assets and liabilities: In December 2011, the FASB issued guidance to amend the disclosure requirements about offsetting assets and liabilities. The new guidance essentially clarifies the FASB's intent concerning the application of existing offsetting disclosure requirements. Entities are required to disclose gross and net information about both instruments and transactions eligible for offset in the statement of financial position and instruments and transactions when those activities are subject to an agreement similar to a master netting arrangement. The scope of this guidance was clarified and revised in January 2013 to apply to derivatives, repurchase agreements, reverse repurchase agreements, securities borrowing and securities lending arrangements. The objective of this disclosure is to move toward consistency between U.S. GAAP and International Financial Reporting Standards (IFRS). We adopted this guidance as of January 1, 2013. The adoption of this guidance impacted our financial statement disclosures, but it did not have an impact on our financial position or results of operations.
	Presentation of comprehensive income: In June 2011, the FASB issued guidance to amend the presentation of comprehensive income. The amendment requires that all non-owner changes in shareholders' equity be presented either in a single continuous statement of comprehensive income or in two separate but consecutive statements. We adopted this guidance as of January 1, 2012 and elected the option to report comprehensive income in two separate but consecutive statements. The adoption of this guidance did not have an impact on our financial position or results of operations.
	Fair value measurements and disclosures: In May 2011, the FASB issued guidance to amend the fair value measurement and disclosure requirements. Most of the amendments are clarifications of the FASB's intent about the application of existing fair value measurement and disclosure requirements. Other amendments change a particular principle or requirement for measuring fair value or disclosing information about fair value measurements. The new fair value measurement disclosures include additional quantitative and qualitative disclosures for Level 3 measurements, including a qualitative sensitivity analysis of fair value to changes in unobservable inputs, and categorization by fair value hierarchy level for items for which the fair value is only disclosed. We adopted this guidance as of January 1, 2012. The adoption of this guidance impacted our financial statement disclosures, but it did not affect our financial position or results of operations.
	Accounting for costs associated with acquiring or renewing insurance contracts: In October 2010, the FASB issued amended accounting guidance on accounting for costs associated with acquiring or renewing insurance contracts. Under the previous guidance, costs that varied with and were primarily related to the acquisition of a policy were deferrable. Under the amended guidance, only incremental direct costs associated with the successful acquisition of a new or renewal contract may be capitalized, and direct-response advertising costs may be capitalized only if they meet certain criteria. This guidance is effective on a prospective or retrospective basis for interim and annual periods beginning after December 15, 2011. We retrospectively adopted this guidance as of January 1, 2012. The retrospective adoption of this accounting standard resulted in an after-tax cumulative reduction to retained earnings of $391 million and an after-tax cumulative reduction to unrealized foreign currency translation gains in accumulated other comprehensive income of $67 million, resulting in a total reduction to shareholders' equity of $458 million as of December 31, 2009 (the opening balance sheet date in our annual report on Form 10-K for the year ended December 31, 2012). The adoption of this accounting standard had an immaterial impact on net income in 2011 and for all preceding years
Description of Accounting Pronouncements Pending Adoption	'
	Accounting Pronouncements Pending Adoption
	Presentation of an unrecognized tax benefit when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists: In July 2013, the FASB issued guidance to amend the financial statement presentation of an unrecognized tax benefit when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists. The new guidance essentially states that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, should be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, to the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. This accounting standard applies to all entities that have unrecognized tax benefits when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists at the reporting date. This guidance is effective for annual reporting periods beginning on or after December 15, 2013, and interim periods within those annual periods and requires prospective presentation for all comparative periods presented. The adoption of this guidance will not have a significant impact on our financial statements.

BUSINESS_SEGMENT_INFORMATION_T

BUSINESS SEGMENT INFORMATION (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Reconciliation of Revenue from Segments to Consolidated [Table Text Block]	'
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013			2012
	Revenues:
	Aflac Japan:
	Earned premiums	$	3,735			$	4,405			$	11,357		$	12,769
	Net investment income	659				713				1,986			2,134
	Other income	8				22				46			38
	Total Aflac Japan	4,402				5,140				13,389			14,941
	Aflac U.S.:
	Earned premiums	1,293				1,254				3,868			3,736
	Net investment income	159				153				473			457
	Other income	1				5				4			10
	Total Aflac U.S.	1,453				1,412				4,345			4,203
	Other business segments	11				10				38			40
	Total business segment revenues	5,866				6,562				17,772			19,184
	Realized investment gains (losses)	22				286				379			(177		)
	Corporate	71				65				229			197
	Intercompany eliminations	(73		)		(66		)		(242		)	(215		)
	Total revenues	$	5,886			$	6,847			$	18,138		$	18,989
Reconciliation of Operating Profit (Loss) from Segments to Consolidated [Table Text Block]	'
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013			2012
	Pretax earnings:
	Aflac Japan	$	846			$	994			$	2,775		$	2,998
	Aflac U.S.	269				260				833			789
	Total business segment pretax operating earnings	1,115				1,254				3,608			3,787
	Interest expense, noninsurance operations	(50		)		(45		)		(147		)	(134		)
	Corporate and eliminations	(18		)		(15		)		(52		)	(53		)
	Pretax operating earnings	1,047				1,194				3,409			3,600
	Realized investment gains (losses)	22				286				379			(177		)
	Total earnings before income taxes	$	1,069			$	1,480			$	3,788		$	3,423
	Income taxes applicable to pretax operating earnings	$	360			$	363			$	1,173		$	1,200
	Effect of foreign currency translation on operating earnings	(97		)		2				(271		)	28
Reconciliation of Assets from Segment to Consolidated	'
	Assets were as follows:
	(In millions)	September 30,						December 31,
		2013						2012
	Assets:
	Aflac Japan		$	101,471					$	113,678
	Aflac U.S.		16,135						16,122
	Other business segments		153						154
	Total business segment assets		117,759						129,954
	Corporate		19,821						20,318
	Intercompany eliminations		(17,662		)				(19,178		)
	Total assets		$	119,918					$	131,094

INVESTMENTS_Tables

INVESTMENTS (Tables)	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities	'
	The amortized cost for our investments in debt and perpetual securities, the cost for equity securities and the fair values of these investments are shown in the following tables.
		September 30, 2013
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	12,744					$	445					$	22					$	13,167
	Mortgage- and asset-backed securities		614						34						0						648
	Public utilities		2,816						96						78						2,834
	Sovereign and supranational		1,055						82						0						1,137
	Banks/financial institutions		3,088						163						322						2,929
	Other corporate		4,178						139						247						4,070
	Total yen-denominated		24,495						959						669						24,785
	Dollar-denominated:
	U.S. government and agencies		93						9						3						99
	Municipalities		1,016						56						15						1,057
	Mortgage- and asset-backed securities		167						17						0						184
	Public utilities		5,018						369						206						5,181
	Sovereign and supranational		462						82						1						543
	Banks/financial institutions		3,527						329						48						3,808
	Other corporate		21,633						911						1,278						21,266
	Total dollar-denominated		31,916						1,773						1,551						32,138
	Total fixed maturities		56,411						2,732						2,220						56,923
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,811						108						403						2,516
	Other corporate		274						0						65						209
	Dollar-denominated:
	Banks/financial institutions		208						22						14						216
	Total perpetual securities		3,293						130						482						2,941
	Equity securities		18						5						1						22
	Total securities available for sale		$	59,722					$	2,867					$	2,703					$	59,886
		December 31, 2012
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	12,612					$	349					$	81					$	12,880
	Mortgage- and asset-backed securities		746						40						1						785
	Public utilities		3,608						116						72						3,652
	Sovereign and supranational		1,404						71						0						1,475
	Banks/financial institutions		3,455						233						180						3,508
	Other corporate		5,656						241						153						5,744
	Total yen-denominated		27,481						1,050						487						28,044
	Dollar-denominated:
	U.S. government and agencies		93						24						0						117
	Municipalities		1,045						156						6						1,195
	Mortgage- and asset-backed securities		188						58						0						246
	Public utilities		4,204						658						17						4,845
	Sovereign and supranational		476						123						2						597
	Banks/financial institutions		3,626						506						6						4,126
	Other corporate		16,300						1,878						95						18,083
	Total dollar-denominated		25,932						3,403						126						29,209
	Total fixed maturities		53,413						4,453						613						57,253
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		3,635						193						161						3,667
	Other corporate		309						43						0						352
	Dollar-denominated:
Banks/financial institutions		269						23						9						283
Total perpetual securities		4,213						259						170						4,302
Equity securities		20						4						1						23
Total securities available for sale		$	57,646					$	4,716					$	784					$	61,578
Held-to-maturity Securities	'
		December 31, 2012
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities held to maturity, carried at amortized cost:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	32,043					$	356					$	67					$	32,332
	Municipalities		492						30						2						520
	Mortgage- and asset-backed securities		90						4						0						94
	Public utilities		4,924						233						106						5,051
	Sovereign and supranational		3,209						192						84						3,317
	Banks/financial institutions		9,211						211						431						8,991
	Other corporate		4,457						187						108						4,536
	Total yen-denominated		54,426						1,213						798						54,841
	Total securities held to maturity		$	54,426					$	1,213					$	798					$	54,841
		September 30, 2013
	(In millions)	Cost or						Gross						Gross						Fair
		Amortized						Unrealized						Unrealized						Value
		Cost						Gains						Losses
	Securities held to maturity, carried at amortized cost:
	Fixed maturities:
	Yen-denominated:
	Japan government and agencies		$	24,708					$	1,366					$	0					$	26,074
	Municipalities		432						49						0						481
	Mortgage- and asset-backed securities		66						3						0						69
	Public utilities		4,359						168						184						4,343
	Sovereign and supranational		3,219						160						104						3,275
	Banks/financial institutions		6,905						143						493						6,555
	Other corporate		3,918						213						172						3,959
	Total yen-denominated		43,607						2,102						953						44,756
	Total securities held to maturity		$	43,607					$	2,102					$	953					$	44,756
Investments Classified by Contractual Maturity Date	'
	The contractual maturities of our investments in fixed maturities at September 30, 2013, were as follows:
		Aflac Japan												Aflac U.S.
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Available for sale:
	Due in one year or less		$	741					$	748					$	56					$	56
	Due after one year through five years		2,048						2,141						415						473
	Due after five years through 10 years		9,814						9,589						1,458						1,563
	Due after 10 years		32,306						32,149						8,555						9,123
	Mortgage- and asset-backed securities		684						727						39						47
	Total fixed maturities available for sale		$	45,593					$	45,354					$	10,523					$	11,262
	Held to maturity:
	Due in one year or less		$	139					$	140					$	0					$	0
	Due after one year through five years		1,142						1,217						0						0
	Due after five years through 10 years		2,275						2,359						0						0
	Due after 10 years		39,986						40,971						0						0
	Mortgage- and asset-backed securities		65						69						0						0
	Total fixed maturities held to maturity		$	43,607					$	44,756					$	0					$	0
Economic Maturities of Investments in Perpetual Securities	'
	The economic maturities of our investments in perpetual securities, which were all reported as available for sale at September 30, 2013, were as follows:
		Aflac Japan												Aflac U.S.
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Due after one year through five years		$	1,107					$	988					$	5					$	5
	Due after five years through 10 years		274						209						0						0
	Due after 10 years		1,808						1,639						99						100
	Total perpetual securities available for sale		$	3,189					$	2,836					$	104					$	105
Bank and Financial Institution Investments	'
	Our total investments in the bank and financial institution sector, including those classified as perpetual securities, were as follows:
		September 30, 2013											December 31, 2012
		Total Investments in						Percentage of					Total Investments in						Percentage of
		Banks and Financial						Total Investment					Banks and Financial						Total Investment
		Institutions Sector						Portfolio					Institutions Sector						Portfolio
		(in millions)											(in millions)
	Fixed maturities:
	Amortized cost		$	13,520					13	%				$	16,292					14	%
	Fair value		13,292						12					16,625						14
	Perpetual securities:
	Upper Tier II:
	Amortized cost		$	2,102					2	%				$	2,825					3	%
	Fair value		1,941						2					2,919						3
	Tier I:
	Amortized cost		917						1					1,079						1
	Fair value		791						1					1,031						1
	Total:
	Amortized cost		$	16,539					16	%				$	20,196					18	%
	Fair value		16,024						15					20,575						18
Gain (Loss) on Investments	'
	Information regarding pretax realized gains and losses from investments is as follows:
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013				2012
	Realized investment gains (losses) on securities:
	Fixed maturities:
	Available for sale:
	Gross gains from sales	$	92			$	313			$	284			$	346
	Gross losses from sales	(24		)		(1		)		(30		)		(37		)
	Net gains (losses) from redemptions	4				0				25				2
	Other-than-temporary impairment losses	(10		)		(70		)		(64		)		(400		)
	Held to maturity:
	Net gains (losses) from redemptions	0				0				0				3
	Total fixed maturities	62				242				215				(86		)
	Perpetual securities:
	Available for sale:
	Gross gains from sales	0				12				0				82
	Gross losses from sales	0				(36		)		(2		)		(98		)
	Net gains (losses) from redemptions	0				0				0				60
	Other-than-temporary impairment losses	0				(27		)		0				(243		)
	Total perpetual securities	0				(51		)		(2		)		(199		)
	Equity securities:
	Other-than-temporary impairment losses	0				0				(1		)		0
	Total equity securities	0				0				(1		)		0
	Derivatives and other:
	Derivative gains (losses)	(41		)		95				157				108
	Other	1				0				10				0
	Total derivatives and other	(40		)		95				167				108
	Total realized investment gains (losses)	$	22			$	286			$	379			$	(177	)
Other Than Temporary Impairment Losses on Investment Securities	'
	The following table details our pretax other-than-temporary impairment losses by investment category that resulted from our impairment evaluation process.
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
	(In millions)	2013				2012				2013				2012
	Perpetual securities	$	0			$	27			$	0			$	243
	Corporate bonds	3				70				41				253
	Mortgage- and asset-backed securities	0				0				0				3
	Sovereign and supranational	7				0				23				144
	Equity securities	0				0				1				0
	Total other-than-temporary impairment losses realized	$	10		(1)	$	97		(1)	$	65		(1)	$	643		(1)
	(1) Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities
Net Effect on Shareholders' Equity of Unrealized Gains and Losses from Investment Securities	'
	The net effect on shareholders’ equity of unrealized gains and losses from investment securities was as follows:
	(In millions)	September 30,						December 31,
		2013						2012
	Unrealized gains (losses) on securities available for sale		$	164					$	3,932
	Unamortized unrealized gains on securities transferred to held to maturity		14						20
	Deferred income taxes		(35		)				(1,382		)
	Shareholders’ equity, unrealized gains (losses) on investment securities		$	143					$	2,570
Investments Gross Unrealized Loss Aging	'
	The following tables show the fair values and gross unrealized losses of our available-for-sale and held-to-maturity investments that were in an unrealized loss position, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position.
		September 30, 2013
		Total												Less than 12 months											12 months or longer
	(In millions)	Fair						Unrealized						Fair						Unrealized					Fair					Unrealized
		Value						Losses						Value						Losses					Value					Losses
	Fixed Maturities:
	Japan government and agencies:
	Yen-denominated		$	1,933					$	22					$	1,933					$	22				$	0				$	0
	Municipalities:
	Dollar-denominated		196						15						163						10					33					5
	Public utilities:
	Dollar-denominated		2,314						206						2,297						203					17					3
	Yen-denominated		3,367						262						2,123						134					1,244					128
	Sovereign and supranational:
	Dollar-denominated		43						1						43						1					0					0
	Yen-denominated		935						104						554						25					381					79
	Banks/financial institutions:
	Dollar-denominated		816						48						784						44					32					4
	Yen-denominated		5,455						815						2,704						171					2,751					644
	Other corporate:
	Dollar-denominated		12,903						1,278						12,532						1,207					371					71
	Yen-denominated		3,857						419						2,642						242					1,215					177
	U.S. government and agencies:
	Dollar-denominated		37						3						37						3					0					0
	Total fixed maturities		31,856						3,173						25,812						2,062					6,044					1,111
	Perpetual securities:
	Dollar-denominated		71						14						51						9					20					5
	Yen-denominated		1,916						468						1,362						248					554					220
	Total perpetual securities		1,987						482						1,413						257					574					225
	Equity securities		5						1						5						1					0					0
	Total		$	33,848					$	3,656					$	27,230					$	2,320				$	6,618				$	1,336
		December 31, 2012
		Total												Less than 12 months											12 months or longer
	(In millions)	Fair						Unrealized						Fair						Unrealized					Fair					Unrealized
		Value						Losses						Value						Losses					Value					Losses
	Fixed Maturities:
	Japan government and agencies:
	Yen-denominated		$	17,342					$	148					$	17,342					$	148				$	0				$	0
	Municipalities:
	Dollar-denominated		34						6						1						0					33					6
	Yen-denominated		56						2						56						2					0					0
	Mortgage- and asset- backed
	securities:
	Yen-denominated		136						1						0						0					136					1
	Public utilities:
	Dollar-denominated		736						17						736						17					0					0
	Yen-denominated		3,920						178						1,339						31					2,581					147
	Sovereign and supranational:
	Dollar-denominated		31						2						0						0					31					2
	Yen-denominated		1,244						84						507						13					737					71
	Banks/financial institutions:
	Dollar-denominated		276						6						180						3					96					3
	Yen-denominated		6,918						611						1,935						28					4,983					583
	Other corporate:
	Dollar-denominated		4,534						95						4,404						86					130					9
	Yen-denominated		4,013						261						1,635						40					2,378					221
	Total fixed maturities		39,240						1,411						28,135						368					11,105					1,043
	Perpetual securities:
	Dollar-denominated		136						9						120						0					16					9
	Yen-denominated		1,315						161						0						0					1,315					161
	Total perpetual securities		1,451						170						120						0					1,331					170
	Equity securities		6						1						3						0					3					1
	Total		$	40,697					$	1,582					$	28,258					$	368				$	12,439				$	1,214
Investments in Unrealized Loss Position	'
	The following table provides more information on our unrealized loss positions.
			September 30, 2013												December 31, 2012
	(In millions)	Percentage of				Percentage of				Percentage of				Percentage of				Percentage of				Percentage of
		Total Investments				Gross				Gross				Total Investments				Gross				Gross
		in an Unrealized				Unrealized				Unrealized				in an Unrealized				Unrealized				Unrealized
		Loss Position				Losses				Losses for Investment Grade Securities				Loss Position				Losses				Losses for Investment Grade Securities
	Fixed Maturities:
	Japan government		6	%			1	%			100	%			43	%			9	%			100	%
	and agencies
	Public utilities		17				13				88				11				12				69
	Sovereign and		3				3				100				3				6				96
	supranational
	Banks/financial		19				24				67				18				39				76
	institutions
	Other corporate		49				46				93				21				23				72
	Total fixed		94	%			87	%							96	%			89	%
	maturities
	Perpetual securities		6				13				87				4				11				100
	Total		100	%			100	%							100	%			100	%
Securities Lending	'
	The following table presents our security loans outstanding and the corresponding collateral held:
	(In millions)	September 30, 2013						December 31, 2012
	Security loans outstanding, fair value		$	613					$	6,122
	Cash collateral on loaned securities		628						6,277
	The balance of our security loans outstanding was significantly lower at September 30, 2013, compared with that at December 31, 2012, due to the conclusion of a six-month securities lending program that began in the third quarter of 2012. For this particular securities lending program, we invested the cash collateral in Japanese government bonds (JGBs) with maturities that corresponded with the conclusion of the program.
Perpetual Securities	'
Schedule of Available-for-sale Securities Reconciliation	'
	Details of our holdings of perpetual securities were as follows:
	Perpetual Securities
				September 30, 2013																		December 31, 2012
	(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
		Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
	Upper Tier II:
		A			$	161					$	179					$	18					$	460				$	488				$	28
		BBB			1,686						1,559						(127		)				2,077					2,129					52
		BB or lower			255						203						(52		)				288					302					14
	Total Upper Tier II				2,102						1,941						(161		)				2,825					2,919					94
	Tier I:
		BBB			804						675						(129		)				966					904					(62		)
		BB or lower			113						116						3						113					127					14
	Total Tier I				917						791						(126		)				1,079					1,031					(48		)
	Other subordinated	BBB			274						209						(65		)				309					352					43
	- non-banks
	Total				$	3,293					$	2,941					$	(352	)				$	4,213				$	4,302				$	89
Variable Interest Entity, Consolidated	'
Investments in Variable Interest Entities	'
	The following table presents the amortized cost, fair value and balance sheet caption in which the assets and liabilities of consolidated VIEs are reported.
	Investments in Consolidated Variable Interest Entities
		September 30, 2013												December 31, 2012
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	4,598					$	4,974					$	5,058					$	5,787
	Perpetual securities, available for sale		504						457						559						574
	Fixed maturities, held to maturity		256						254						289						287
	Other assets		165						165						191						191
	Total assets of consolidated VIEs		$	5,523					$	5,850					$	6,097					$	6,839
	Liabilities:
	Other liabilities		$	247					$	247					$	399					$	399
	Total liabilities of consolidated VIEs		$	247					$	247					$	399					$	399
Variable Interest Entity, Not Consolidated	'
Investments in Variable Interest Entities	'
	VIEs-Not Consolidated
	The table below reflects the amortized cost, fair value and balance sheet caption in which our investment in VIEs not consolidated are reported.
	Investments in Variable Interest Entities Not Consolidated
		September 30, 2013												December 31, 2012
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	6,951					$	6,954					$	7,738					$	8,350
	Perpetual securities, available for sale		399						389						736						751
	Fixed maturities, held to maturity		3,384						3,419						3,829						3,922
	Total investments in VIEs not consolidated		$	10,734					$	10,762					$	12,303					$	13,023

DERIVATIVE_INSTRUMENTS_Tables

DERIVATIVE INSTRUMENTS (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Fair Value and Notional Amount of Derivatives with Counterparty Credit Risk	'
	The counterparties to these derivatives are financial institutions with the following credit ratings.
		September 30, 2013															December 31, 2012
	(In millions)	Notional Amount					Asset Derivatives					Liability Derivatives					Notional Amount					Asset Derivatives					Liability Derivatives
		of Derivatives					Fair Value					Fair Value					of Derivatives					Fair Value					Fair Value
	Counterparties' credit rating:
	AA		$	161				$	4				$	(4	)			$	161				$	6				$	(7	)
	A		22,640					594					(431		)			13,209					339					(927		)
	Total		$	22,801				$	598				$	(435	)			$	13,370				$	345				$	(934	)
Maximum Potential Risk, Fair Value, Weighted Average Years to Maturity, and Underlying Referenced Credit Obligation Type for Credit Derivatives	'
	The following tables present the maximum potential risk, fair value, weighted-average years to maturity, and underlying referenced credit obligation type for credit default swaps within consolidated VIE structures.
	September 30, 2013
			Less than								One to								Three to								Five to								Total
			one year								three years								five years								ten years
	(In millions)	Credit	Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated
		Rating	potential				fair value				potential				fair value				potential				fair value				potential				fair value				potential				fair value
			risk								risk								risk								risk								risk
	Index exposure:
	Corporate bonds:
		A	$	0			$	0			$	(120	)		$	2			$	0			$	0			$	0			$	0			$	(120	)		$	2
		BB or lower	0				0				0				0				0				0				(102		)		(9		)		(102		)		(9		)
	Total		$	0			$	0			$	(120	)		$	2			$	0			$	0			$	(102	)		$	(9	)		$	(222	)		$	(7	)
	December 31, 2012
			Less than								One to								Three to								Five to								Total
			one year								three years								five years								ten years
	(In millions)	Credit	Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated				Maximum				Estimated
		Rating	potential				fair value				potential				fair value				potential				fair value				potential				fair value				potential				fair value
			risk								risk								risk								risk								risk
	Index exposure:
	Corporate bonds:
		A	$	0			$	0			$	(133	)		$	2			$	0			$	0			$	0			$	0			$	(133	)		$	2
		BB or lower	0				0				0				0				(106		)		(47		)		(116		)		(20		)		(222		)		(67		)
	Total		$	0			$	0			$	(133	)		$	2			$	(106	)		$	(47	)		$	(116	)		$	(20	)		$	(355	)		$	(65	)
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	'
	The tables below summarize the balance sheet classification of our derivative fair value amounts, as well as the gross asset and liability fair value amounts. The fair value amounts presented do not include income accruals. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated. Notional amounts are not reflective of credit risk.
			September 30, 2013
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
	Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
		Amount
	Cash flow hedges:
	Interest rate swaps		$	56					$	0					$	0					$	0
	Foreign currency swaps		75						9						9						0
	Total cash flow hedges		131						9						9						0
	Fair value hedges:
	Foreign currency forwards		11,266						125						129						(4		)
	Interest rate swaptions		4,500						(70		)				38						(108		)
	Total fair value hedges		15,766						55						167						(112		)
	Net investment hedge:
	Foreign currency swaps		1,950						201						264						(63		)
	Foreign currency forwards		384						(9		)				0						(9		)
	Foreign currency options		102						(2		)				2						(4		)
	Total net investment hedge		2,436						190						266						(76		)
	Non-qualifying strategies:
	Interest rate swaps		222						0						1						(1		)
	Foreign currency swaps		4,024						(84		)				153						(237		)
	Credit default swaps		222						(7		)				2						(9		)
	Total non-qualifying strategies		4,468						(91		)				156						(247		)
	Total derivatives		$	22,801					$	163					$	598					$	(435	)
	Balance Sheet Location
	Other assets		$	15,334					$	598					$	598					$	0
	Other liabilities		7,467						(435		)				0						(435		)
	Total derivatives		$	22,801					$	163					$	598					$	(435	)
			December 31, 2012
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
	Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
		Amount
	Cash flow hedges:
	Interest rate swaps		$	64					$	0					$	0					$	0
	Foreign currency swaps		75						14						14						0
	Total cash flow hedges		139						14						14						0
	Fair value hedges:
	Foreign currency forwards		6,944						(535		)				0						(535		)
	Total fair value hedges		6,944						(535		)				0						(535		)
	Non-qualifying strategies:
	Interest rate swaps		355						29						32						(3		)
	Foreign currency swaps		5,577						(32		)				297						(329		)
	Credit default swaps		355						(65		)				2						(67		)
	Total non-qualifying strategies		6,287						(68		)				331						(399		)
	Total derivatives		$	13,370					$	(589	)				$	345					$	(934	)
	Balance Sheet Location
	Other assets		$	2,585					$	345					$	345					$	0
	Other liabilities		10,785						(934		)				0						(934		)
	Total derivatives		$	13,370					$	(589	)				$	345					$	(934	)
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
	The following table presents the gains and losses on derivatives and the related hedged items in fair value hedges.
	Fair Value Hedging Relationships
	(In millions)			Hedging Derivatives												Hedged Items
	Hedging Derivatives	Hedged Items		Total				Gains (Losses)				Gains (Losses)				Gains (Losses)				Ineffectiveness
				Gains (Losses)				Excluded from Effectiveness Testing				Included in Effectiveness Testing								Recognized for Fair Value Hedge
	Three Months Ended September 30, 2013:
	Foreign currency	Fixed-maturity securities		$	102			$	(6	)		$	108			$	(104	)		$	4
	forwards
	Interest rate	Fixed-maturity securities		(41		)		(41		)		0				0				0
	swaptions
	Nine Months Ended September 30, 2013:
	Foreign currency forwards	Fixed-maturity securities		$	(891	)		$	(17	)		$	(874	)		$	870			$	(4	)
	Interest rate	Fixed-maturity securities		(41		)		(41		)		0				0				0
	swaptions
	Three and Nine Months Ended September 30, 2012:
	Foreign currency	Fixed-maturity securities		$	17			$	(3	)		$	20			$	(20	)		$	0
	forwards
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	'
	Impact of Derivatives and Hedging Instruments
	The following table summarizes the impact to realized investment gains (losses) and other comprehensive income (loss) from all derivatives and hedging instruments.
		Three Months Ended September 30,																				Nine Months Ended September 30,
		2013										2012										2013										2012
	(In millions)	Realized Investment					Other					Realized Investment					Other					Realized Investment					Other					Realized Investment					Other
		Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive
							Income (Loss)(1)										Income (Loss)(1)										Income (Loss)(1)										Income (Loss)(1)
	Qualifying
	hedges:
	Cash flow
	hedges:
	Foreign		$	1				$	2				$	0				$	2				$	(1	)			$	(5	)			$	0				$	(6	)
	currency
	swaps
	Total cash flow		1					2					0					2					(1		)			(5		)			0					(6		)
	hedges
	Fair value
	hedges:
	Foreign		(2		)			0					(3		)			0					(21		)			0					(3		)			0
	currency
	forwards(2)
	Interest rate		(41		)			0					0					0					(41		)			0					0					0
	swaptions
	Total fair value		(43		)			0					(3		)			0					(62		)			0					(3		)			0
	hedges
	Net investment
	hedge:
	Non-		0					(6		)			0					(21		)			0					100					0					(4		)
	derivative
	hedging
	instruments
	Foreign		0					(22		)			0					0					0					(104		)			0					0
	currency
	swaps
	Foreign		0					2					0					0					0					(2		)			0					0
	currency
	forwards
	Foreign		0					(4		)			0					0					0					(1		)			0					0
	currency
	options
	Total net		0					(30		)			0					(21		)			0					(7		)			0					(4		)
	investment
	hedge
	Non-qualifying strategies:
	Interest rate		(1		)			0					7					0					(9		)			0					4					0
	swaps
	Foreign		34					0					66					0					229					0					59					0
	currency
	swaps
	Foreign		0					0					0					0					11					0					0					0
	currency
	options
	Credit		4					0					25					0					25					0					48					0
	default
	swaps
	Interest rate		(29		)			0					0					0					(29		)			0					0					0
	swaptions
	Other		(7		)			0					0					0					(7		)			0					0					0
	Total non-		1					0					98					0					220					0					111					0
	qualifying
	strategies
	Total		$	(41	)			$	(28	)			$	95				$	(19	)			$	157				$	(12	)			$	108				$	(10	)
	(1) Cash flow hedge items are recorded as unrealized gains (losses) on derivatives and net investment hedge items are recorded in the unrealized
foreign currency translation gains (losses) line in the consolidated statement of comprehensive income (loss).
(2) Impact shown net of effect of hedged items (see Fair Value Hedges section of this Note 4 for further detail)
Offsetting Assets	'
	The tables below summarize our derivatives and securities lending transactions, and as reflected in the tables, in accordance with GAAP, our policy is to not offset these financial instruments in the Consolidated Balance Sheets.
	Offsetting of Financial Assets and Derivative Assets
	September 30, 2013
																				Gross Amounts Not
																				Offset in Balance Sheet
	(in millions)	Gross Amount of Recognized Assets						Gross Amount						Net Amount of Assets Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Received						Net Amount
								Offset in
								Balance Sheet
	Derivative assets:
	Interest rate swaps		$	1					$	0					$	1					$	0				$	0					$	1
	Foreign currency swaps		426						0						426						0					(104		)				322
	Foreign currency forwards		129						0						129						0					0						129
	Foreign currency options		2						0						2						0					0						2
	Credit default swaps		2						0						2						0					0						2
	Interest rate swaptions		38						0						38						0					0						38
	Total derivative assets,		598						0						598						0					(104		)	(1)			494
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		613						0						613						0					(613		)				0
	similar arrangements
	Total		$	1,211					$	0					$	1,211					$	0				$	(717	)				$	494
	(1) Consists entirely of cash.
	December 31, 2012
																				Gross Amounts Not Offset in Balance Sheet
	(In millions)	Gross Amount of Recognized Assets						Gross Amount Offset in Balance Sheet						Net Amount of Assets Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Received						Net Amount
	Derivative assets:
	Interest rate swaps		$	32					$	0					$	32					$	0				$	0					$	32
	Foreign currency swaps		311						0						311						0					0						311
	Credit default swaps		2						0						2						0					0						2
	Total derivative assets,		345						0						345						0					0						345
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		6,122						0						6,122						0					(6,122		)				0
	similar arrangements
	Total		$	6,467					$	0					$	6,467					$	0				$	(6,122	)				$	345
Offsetting Liabilities	'
	Offsetting of Financial Liabilities and Derivative Liabilities
	September 30, 2013
																				Gross Amounts Not Offset in Balance Sheet
	(In millions)	Gross Amount of Recognized Liabilities						Gross Amount Offset in Balance Sheet						Net Amount of Liabilities Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Pledged						Net Amount
	Derivative liabilities:
	Interest rate swaps		$	(1	)				$	0					$	(1	)				$	0				$	0					$	(1	)
	Foreign currency swaps		(300		)				0						(300		)				0					7						(293		)
	Foreign currency forwards		(13		)				0						(13		)				0					9						(4		)
	Foreign currency options		(4		)				0						(4		)				0					2						(2		)
	Credit default swaps		(9		)				0						(9		)				0					0						(9		)
	Interest rate swaptions		(108		)				0						(108		)				0					70						(38		)
	Total derivative liabilities,		(435		)				0						(435		)				0					88			(1)			(347		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(628		)				0						(628		)				613					0						(15		)
	similar arrangements
	Total		$	(1,063	)				$	0					$	(1,063	)				$	613				$	88					$	(362	)
	(1) Consists of $70 of pledged JGBs and $18 of cash.
	December 31, 2012
																				Gross Amounts Not Offset in Balance Sheet
	(In millions)	Gross Amount of Recognized Liabilities						Gross Amount Offset in Balance Sheet						Net Amount of Liabilities Presented in Balance Sheet						Carrying Value of Financial Instruments					Collateral Pledged						Net Amount
	Derivative liabilities:
	Interest rate swaps		$	(3	)				$	0					$	(3	)				$	0				$	0					$	(3	)
	Foreign currency swaps		(329		)				0						(329		)				0					0						(329		)
	Foreign currency forwards		(535		)				0						(535		)				0					0						(535		)
	Credit default swaps		(67		)				0						(67		)				0					0						(67		)
	Total derivative liabilities,		(934		)				0						(934		)				0					0						(934		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(6,277		)				0						(6,277		)				6,122					0						(155		)
	similar arrangements
	Total		$	(7,211	)				$	0					$	(7,211	)				$	6,122				$	0					$	(1,089	)

FAIR_VALUE_MEASUREMENTS_Tables

FAIR VALUE MEASUREMENTS (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Hierarchy, Assets and Liabilities Measured on Recurring Basis	'
	The following tables present the fair value hierarchy levels of the Company's assets and liabilities that are measured and carried at fair value on a recurring basis.
		September 30, 2013
	(In millions)	Quoted Prices in						Significant						Significant						Total
		Active Markets						Observable						Unobservable						Fair
		for Identical						Inputs						Inputs						Value
		Assets						(Level 2)						(Level 3)
		(Level 1)
	Assets:
	Securities available for sale, carried at
	fair value:
	Fixed maturities:
	Government and agencies		$	12,609					$	657					$	0					$	13,266
	Municipalities		0						1,057						0						1,057
	Mortgage- and asset-backed securities		0						429						403						832
	Public utilities		0						8,015						0						8,015
	Sovereign and supranational		0						1,680						0						1,680
	Banks/financial institutions		0						6,713						24						6,737
	Other corporate		0						25,336						0						25,336
	Total fixed maturities		12,609						43,887						427						56,923
	Perpetual securities:
	Banks/financial institutions		0						2,681						51						2,732
	Other corporate		0						209						0						209
	Total perpetual securities		0						2,890						51						2,941
	Equity securities		14						5						3						22
	Other assets:
	Interest rate swaps		0						0						1						1
	Foreign currency swaps		0						264						162						426
	Foreign currency forwards		0						129						0						129
	Foreign currency options		0						2						0						2
	Credit default swaps		0						0						2						2
	Interest rate swaptions		0						38						0						38
	Total other assets		0						433						165						598
	Cash and cash equivalents		2,749						0						0						2,749
	Total assets		$	15,372					$	47,215					$	646					$	63,233
	Liabilities:
	Interest rate swaps		$	0					$	0					$	1					$	1
	Foreign currency swaps		0						63						237						300
	Foreign currency forwards		0						13						0						13
	Foreign currency options		0						4						0						4
	Credit default swaps		0						0						9						9
	Interest rate swaptions		0						108						0						108
	Total liabilities		$	0					$	188					$	247					$	435
		December 31, 2012
	(In millions)	Quoted Prices in						Significant						Significant						Total
		Active Markets						Observable						Unobservable						Fair
		for Identical						Inputs						Inputs						Value
		Assets						(Level 2)						(Level 3)
		(Level 1)
	Assets:
	Securities available for sale, carried at
	fair value:
	Fixed maturities:
	Government and agencies		$	12,265					$	732					$	0					$	12,997
	Municipalities		0						1,195						0						1,195
	Mortgage- and asset-backed securities		0						693						338						1,031
	Public utilities		0						8,077						420						8,497
	Sovereign and supranational		0						1,654						418						2,072
	Banks/financial institutions		0						6,610						1,024						7,634
	Other corporate		0						22,841						986						23,827
	Total fixed maturities		12,265						41,802						3,186						57,253
	Perpetual securities:
	Banks/financial institutions		0						3,735						215						3,950
	Other corporate		0						352						0						352
Total perpetual securities		0						4,087						215						4,302
Equity securities		13						6						4						23
Other assets:
Interest rate swaps		0						0						32						32
Foreign currency swaps		0						154						157						311
Credit default swaps		0						0						2						2
Total other assets		0						154						191						345
Cash and cash equivalents		2,041						0						0						2,041
Total assets		$	14,319					$	46,049					$	3,596					$	63,964
Liabilities:
Interest rate swaps		$	0					$	0					$	3					$	3
Foreign currency swaps		0						0						329						329
Foreign currency forwards		0						535						0						535
Credit default swaps		0						0						67						67
Total liabilities		$	0					$	535					$	399					$	934
Fair Value Hierarchy Levels of Assets and Liabilities Carried at Cost or Amortized Cost	'
	The following tables present the carrying amount and fair value categorized by fair value hierarchy level for the Company's financial instruments that are not carried at fair value.
		September 30, 2013
	(In millions)	Carrying					Quoted Prices in						Significant						Significant						Total
		Value					Active Markets						Observable						Unobservable						Fair
							for Identical						Inputs						Inputs						Value
							Assets						(Level 2)						(Level 3)
							(Level 1)
	Assets:
	Securities held to maturity,
	carried at amortized cost:
	Fixed maturities:
	Government and agencies		$	24,708				$	26,074					$	0					$	0					$	26,074
	Municipalities		432					0						481						0						481
	Mortgage and asset-backed		66					0						23						46						69
	securities
	Public utilities		4,359					0						4,343						0						4,343
	Sovereign and		3,219					0						3,275						0						3,275
	supranational
	Banks/financial institutions		6,905					0						6,555						0						6,555
	Other corporate		3,918					0						3,959						0						3,959
	Total assets		$	43,607				$	26,074					$	18,636					$	46					$	44,756
	Liabilities:
	Other policyholders’ funds		$	5,739				$	0					$	0					$	5,591					$	5,591
	Notes payable		4,946					0						0						5,341						5,341
	(excluding capital leases)
	Total liabilities		$	10,685				$	0					$	0					$	10,932					$	10,932
		December 31, 2012
	(In millions)	Carrying					Quoted Prices in						Significant						Significant						Total
		Value					Active Markets						Observable						Unobservable						Fair
							for Identical						Inputs						Inputs						Value
							Assets						(Level 2)						(Level 3)
							(Level 1)
	Assets:
	Securities held to maturity,
	carried at amortized cost:
	Fixed maturities:
	Government and agencies		$	32,043				$	32,332					$	0					$	0					$	32,332
	Municipalities		492					0						520						0						520
	Mortgage and asset-backed		90					0						30						64						94
	securities
	Public utilities		4,924					0						5,051						0						5,051
	Sovereign and		3,209					0						3,317						0						3,317
	supranational
	Banks/financial institutions		9,211					0						8,991						0						8,991
	Other corporate		4,457					0						4,536						0						4,536
	Total assets		$	54,426				$	32,332					$	22,445					$	64					$	54,841
	Liabilities:
	Other policyholders’ funds		$	5,319				$	0					$	0					$	5,151					$	5,151
	Notes payable		4,343					0						0						4,992						4,992
	(excluding capital leases)
	Obligation to Japanese		23					0						0						23						23
	policyholder protection
	corporation
	Total liabilities		$	9,685				$	0					$	0					$	10,166					$	10,166
Fair Value Assets Available-for-Sale Securities Primary Pricing Sources Table Text Block [Table Text Block]	'
			31-Dec-12
	(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
			for Identical Assets						Inputs						(Level 3)						Fair
			(Level 1)						(Level 2)												Value
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Government and agencies:
	Third party pricing vendor			$	12,265					$	685					$	0					$	12,950
	DCF pricing model			0						47						0						47
	Total government and agencies			12,265						732						0						12,997
	Municipalities:
	Third party pricing vendor			0						1,177						0						1,177
	DCF pricing model			0						18						0						18
	Total municipalities			0						1,195						0						1,195
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						682						0						682
	DCF pricing model			0						11						0						11
	Broker/other			0						0						338						338
	Total mortgage- and asset-backed securities			0						693						338						1,031
	Public utilities:
	Third party pricing vendor			0						5,144						0						5,144
	DCF pricing model			0						2,908						420						3,328
	Broker/other			0						25						0						25
	Total public utilities			0						8,077						420						8,497
	Sovereign and supranational:
	Third party pricing vendor			0						540						0						540
	DCF pricing model			0						619						418						1,037
	Broker/other			0						495						0						495
	Total sovereign and supranational			0						1,654						418						2,072
	Banks/financial institutions:
	Third party pricing vendor			0						4,257						0						4,257
	DCF pricing model			0						2,136						444						2,580
	Broker/other			0						217						580						797
	Total banks/financial institutions			0						6,610						1,024						7,634
	Other corporate:
	Third party pricing vendor			0						18,093						0						18,093
	DCF pricing model			0						4,747						575						5,322
	Broker/other			0						1						411						412
	Total other corporate			0						22,841						986						23,827
	Total fixed maturities			12,265						41,802						3,186						57,253
	Perpetual securities:
	Banks/financial institutions:
	Third party pricing vendor			0						283						0						283
	DCF pricing model			0						3,452						215						3,667
	Total banks/financial institutions			0						3,735						215						3,950
	(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
			for Identical Assets						Inputs						(Level 3)						Fair
			(Level 1)						(Level 2)												Value
	Other corporate:
	DCF pricing model			0						352						0						352
	Total other corporate			0						352						0						352
	Total perpetual securities			0						4,087						215						4,302
	Equity securities:
	Third party pricing vendor			13						0						0						13
	DCF pricing model			0						6						0						6
	Broker/other			0						0						4						4
	Total equity securities			13						6						4						23
	Total securities available for sale			$	12,278					$	45,895					$	3,405					$	61,578
	The following tables present the pricing sources for the fair values of our fixed maturities, perpetual securities, and equity securities.
			30-Sep-13
	(In millions)		Quoted Prices in Active Markets for Identical Assets						Significant Observable Inputs						Significant Unobservable Inputs						Total
			(Level 1)						(Level 2)						(Level 3)						Fair
																					Value
Securities available for sale, carried at fair value:
Fixed maturities:
Government and agencies:
Third party pricing vendor			$	12,609					$	657					$	0					$	13,266
Total government and agencies			12,609						657						0						13,266
Municipalities:
Third party pricing vendor			0						1,057						0						1,057
Total municipalities			0						1,057						0						1,057
Mortgage- and asset-backed securities:
Third party pricing vendor			0						429						0						429
Broker/other			0						0						403						403
Total mortgage- and asset-backed securities			0						429						403						832
Public utilities:
Third party pricing vendor			0						7,845						0						7,845
Broker/other			0						170						0						170
Total public utilities			0						8,015						0						8,015
Sovereign and supranational:
Third party pricing vendor			0						1,674						0						1,674
Broker/other			0						6						0						6
Total sovereign and supranational			0						1,680						0						1,680
Banks/financial institutions:
Third party pricing vendor			0						6,713						0						6,713
Broker/other			0						0						24						24
Total banks/financial institutions			0						6,713						24						6,737
Other corporate:
Third party pricing vendor			0						25,307						0						25,307
Broker/other			0						29						0						29
Total other corporate			0						25,336						0						25,336
Total fixed maturities			12,609						43,887						427						56,923
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,681						51						2,732
Total banks/financial institutions			0						2,681						51						2,732
Other corporate:
Third party pricing vendor			0						209						0						209
Total other corporate			0						209						0						209
Total perpetual securities			0						2,890						51						2,941
Equity securities:
Third party pricing vendor			14						5						0						19
Broker/other			0						0						3						3
Total equity securities			14						5						3						22
Total securities available for sale			$	12,623					$	46,782					$	481					$	59,886
Fair Value Assets Held-To-Maturity Securities Primary Pricing Sources Table Text Block [Table Text Block]	'
			30-Sep-13
	(In millions)		Quoted Prices in Active Markets for Identical Assets						Significant Observable Inputs						Significant Unobservable Inputs						Total
			(Level 1)						(Level 2)						(Level 3)						Fair
																					Value
	Securities held to maturity, carried at amortized cost:
	Fixed maturities:
	Government and agencies:
	Third party pricing vendor			$	26,074					$	0					$	0					$	26,074
	Total government and agencies			26,074						0						0						26,074
	Municipalities:
	Third party pricing vendor			0						481						0						481
	Total municipalities			0						481						0						481
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						23						0						23
	Broker/other			0						0						46						46
	Total mortgage- and asset-backed securities			0						23						46						69
	Public utilities:
	Third party pricing vendor			0						4,232						0						4,232
	Broker/other			0						111						0						111
	Total public utilities			0						4,343						0						4,343
	Sovereign and supranational:
	Third party pricing vendor			0						3,275						0						3,275
	Total sovereign and supranational			0						3,275						0						3,275
	Banks/financial institutions:
	Third party pricing vendor			0						6,555						0						6,555
	Total banks/financial institutions			0						6,555						0						6,555
	Other corporate:
	Third party pricing vendor			0						3,959						0						3,959
	Total other corporate			0						3,959						0						3,959
	Total securities held to maturity			$	26,074					$	18,636					$	46					$	44,756
			31-Dec-12
	(In millions)		Quoted Prices in Active Markets						Significant Observable						Significant Unobservable Inputs						Total
			for Identical Assets						Inputs						(Level 3)						Fair
			(Level 1)						(Level 2)												Value
	Securities held to maturity, carried at amortized cost:
	Fixed maturities:
	Government and agencies:
	Third party pricing vendor			$	32,332					$	0					$	0					$	32,332
	Total government and agencies			32,332						0						0						32,332
	Municipalities:
	Third party pricing vendor			0						464						0						464
	DCF pricing model			0						56						0						56
	Total municipalities			0						520						0						520
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						30						0						30
	Broker/other			0						0						64						64
	Total mortgage- and asset-backed securities			0						30						64						94
	Public utilities:
	Third party pricing vendor			0						58						0						58
	DCF pricing model			0						4,993						0						4,993
	Total public utilities			0						5,051						0						5,051
	Sovereign and supranational:
	Third party pricing vendor			0						370						0						370
	DCF pricing model			0						2,947						0						2,947
	Total sovereign and supranational			0						3,317						0						3,317
	Banks/financial institutions:
	Third party pricing vendor			0						254						0						254
	DCF pricing model			0						8,737						0						8,737
	Total banks/financial institutions			0						8,991						0						8,991
	Other corporate:
	Third party pricing vendor			0						122						0						122
	DCF pricing model			0						4,414						0						4,414
	Total other corporate			0						4,536						0						4,536
Total securities held to maturity			$	32,332					$	22,445					$	64					$	54,841
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation	'
	The following tables present the changes in fair value of our available-for-sale investments and derivatives classified as Level 3.
	Three Months Ended
	30-Sep-13
		Fixed Maturities																				Perpetual				Equity Securities			Derivatives (1)
																						Securities
	(In millions)	Mortgage-				Public				Sovereign and Supranational				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
		and				Utilities								Financial				Corporate				Financial							Rate			Currency			Default
		Asset-												Institutions								Institutions							Swaps			Swaps			Swaps
		Backed
		Securities
	Balance, beginning of period	$	399			$	0			$	0			$	25			$	0			$	49			$	3		$	21		$	(126	)	$	(44	)	$	327
	Realized investment gains (losses) included	0				0				0				0				0				0				0			(1		)	49			4			52
	in earnings
	Unrealized gains (losses) included in other	7				0				0				(1		)		0				2				0			0			2			0			10
	comprehensive income (loss)
	Purchases, issuances, sales and settlements:
	Purchases	0				0				0				0				0				0				0			0			0			0			0
	Issuances	0				0				0				0				0				0				0			0			0			0			0
	Sales	0				0				0				0				0				0				0			(20		)	0			33			13
	Settlements	(3		)		0				0				0				0				0				0			0			0			0			(3		)
	Transfers into Level 3	0				0				0				0				0				0				0			0			0			0			0
	Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
	Balance, end of period	$	403			$	0			$	0			$	24			$	0			$	51			$	3		$	0		$	(75	)	$	(7	)	$	399
	Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0		$	(1	)	$	49		$	4		$	52
	to Level 3 assets and liabilities still held at
	the end of the period included in realized
	investment gains (losses)
	(1) Derivative assets and liabilities are presented net
	Three Months Ended
	30-Sep-12
		Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																						Securities				Securities
	(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
		and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
		Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
		Backed
		Securities
	Balance, beginning of period	$	379			$	418			$	436			$	1,114			$	1,031			$	307			$	4		$	27		$	(113	)	$	(107	)	$	3,496
	Realized investment gains (losses) included	0				0				0				0				0				(27		)		0			7			76			25			81
	in earnings
	Unrealized gains (losses) included in other	11				31				24				103				42				90				0			0			2			0			303
	comprehensive income (loss)
	Purchases, issuances, sales and settlements:
	Purchases	0				0				0				0				0				0				0			0			0			0			0
	Issuances	0				0				0				0				0				0				0			0			0			0			0
	Sales	0				0				0				0				0				0				0			0			0			0			0
	Settlements	(5		)		0				0				0				0				0				0			0			(2		)	0			(7		)
	Transfers into Level 3	0				0				0				206			(2)	0				0				0			0			0			0			206
	Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
	Balance, end of period	$	385			$	449			$	460			$	1,423			$	1,073			$	370			$	4		$	34		$	(37	)	$	(82	)	$	4,079
	Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	(27	)		$	0		$	7		$	76		$	25		$	81
	to Level 3 assets and liabilities still held at
	the end of the period included in realized
	investment gains (losses)
	(1) Derivative assets and liabilities are presented net
	(2) Due to a lack of visibility to observe significant inputs to price
	Nine Months Ended
	30-Sep-13
		Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																						Securities				Securities
	(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
		and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
		Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
Backed
Securities
Balance, beginning of period	$	338			$	420			$	418			$	1,024			$	986			$	215			$	4		$	29		$	(172	)	$	(65	)	$	3,197
Realized investment gains (losses) included	0				0				0				0				0				0				0			(9		)	102			25			118
in earnings
Unrealized gains (losses) included in other	(42		)		(20		)		0				(3		)		0				2				(1		)	0			(5		)	0			(69		)
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				(400		)		0				0				0				0				0			(20		)	0			33			(387		)
Settlements	(9		)		0				0				0				0				0				0			0			0			0			(9		)
Transfers into Level 3(2)	125				0				0				0				0				49				0			0			0			0			174
Transfers out of Level 3(3)	(9		)		0				(418		)		(997		)		(986		)		(215		)		0			0			0			0			(2,625		)
Balance, end of period	$	403			$	0			$	0			$	24			$	0			$	51			$	3		$	0		$	(75	)	$	(7	)	$	399
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0		$	(9	)	$	102		$	25		$	118
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
(2) Due to a lack of visibility to observe significant inputs to price
(3) A result of changing our pricing methodology to a valuation method that uses observable market data as significant inputs to estimate fair value
Nine Months Ended
30-Sep-12
	Fixed Maturities																				Perpetual				Equity			Derivatives (1)
																					Securities				Securities
(In millions)	Mortgage-				Public				Sovereign				Banks/				Other				Banks/							Interest			Foreign			Credit			Total
	and				Utilities				and				Financial				Corporate				Financial							Rate			Currency			Default
	Asset-								Supranational				Institutions								Institutions							Swaps			Swaps			Swaps
	Backed
	Securities
Balance, beginning of period	$	394			$	422			$	434			$	1,074			$	1,105			$	526			$	4		$	30		$	(56	)	$	(130	)	$	3,803
Realized investment gains (losses) included	(3		)		0				0				0				2				22				0			4			58			48			131
in earnings
Unrealized gains (losses) included in other	10				27				26				143				0				78				0			0			(6		)	0			278
comprehensive income (loss)
Purchases, issuances, sales and settlements:
Purchases	0				0				0				0				0				0				0			0			0			0			0
Issuances	0				0				0				0				0				0				0			0			0			0			0
Sales	0				0				0				0				(34		)		(256		)		0			0			0			0			(290		)
Settlements	(16		)		0				0				0				0				0				0			0			(33		)	0			(49		)
Transfers into Level 3	0				0				0				206			(2)	0				0				0			0			0			0			206
Transfers out of Level 3	0				0				0				0				0				0				0			0			0			0			0
Balance, end of period	$	385			$	449			$	460			$	1,423			$	1,073			$	370			$	4		$	34		$	(37	)	$	(82	)	$	4,079
Changes in unrealized gains (losses) relating	$	(3	)		$	0			$	0			$	0			$	0			$	(27	)		$	0		$	4		$	58		$	48		$	80
to Level 3 assets and liabilities still held at
the end of the period included in realized
investment gains (losses)
(1) Derivative assets and liabilities are presented net
(2) Due to a lack of visibility to observe significant inputs to price
Fair Value Inputs Assets Quantitative Information	'
	The following tables summarize the significant unobservable inputs used in the valuation of our Level 3 available-for-sale investments and derivatives. Included in the tables are the inputs or range of possible inputs that have an effect on the overall valuation of the financial instruments.
	September 30, 2013
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Assets:
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Mortgage- and asset-backed securities			$	403				Consensus pricing		Offered quotes		N/A	(e)
	Banks/financial institutions			24					Consensus pricing		Offered quotes		N/A	(e)
	Perpetual securities:
	Banks/financial institutions			51					Consensus pricing		Offered quotes		N/A	(e)
	Equity securities			3					Net asset value		Offered quotes		$1-$835 ($8)
	Other assets:
	Interest rate swaps			1					Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
											CDS spreads		82 - 138 (115) bps
											Recovery rate		37.00%
	Foreign currency swaps			49					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											CDS spreads		35 - 150 bps
											Foreign exchange rates		21.35%	(d)
				33					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											CDS spreads		20 - 128 bps
				80					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											Foreign exchange rates		21.35%	(d)
	Credit default swaps			2					Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
											CDS spreads		82 - 138 (115) bps
											Recovery rate		37.00%
	Total assets			$	646
	(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
	(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(d) Based on 10 year volatility of JPY/USD exchange rate
	(e) N/A represents securities where we receive unadjusted broker quotes and for which there is no transparency into the providers' valuation techniques or unobservable inputs.
	December 31, 2012
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Assets:
	Securities available for sale, carried at fair value:
	Fixed maturities:
	Mortgage- and asset-backed securities			$	338				Consensus pricing		Offered quotes		N/A	(e)
	Public utilities			420					Discounted cash flow		Historical volatility		7.36%
	Sovereign and supranational			418					Discounted cash flow		Historical volatility		7.36%
	Banks/financial institutions			444					Discounted cash flow		Historical volatility		7.36%
				580					Consensus pricing		Offered quotes		N/A	(e)
	Other corporate			575					Discounted cash flow		Historical volatility		7.36%
				411					Consensus pricing		Offered quotes		N/A	(e)
	Perpetual securities:
	Banks/financial institutions			215					Discounted cash flow		Historical volatility		7.36%
	Equity securities			4					Net asset value		Offered quotes		$2-$943 ($8)
	Other assets:
	Interest rate swaps			32					Discounted cash flow		Base correlation		49% - 50%	(a)
											CDS spreads		91 - 152 bps
											Recovery rate		37.00%
	Foreign currency swaps			51					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
											Interest rates (JPY)		.84% - 2.05%	(c)
											CDS spreads		12 - 117 bps
											Foreign exchange rates		20.65%	(d)
				4					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
											Interest rates (JPY)		.84% - 2.05%	(c)
											CDS spreads		12 - 126 bps
				102					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
										Interest rates (JPY)		.84% - 2.05%	(c)
										Foreign exchange rates		20.65%	(d)
Credit default swaps			2					Discounted cash flow		Base correlation		49% - 50%	(a)
										CDS spreads		91 - 152 bps
										Recovery rate		37.00%
Total assets			$	3,596
(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(d) Based on 10 year volatility of JPY/USD exchange rate
(e) N/A represents securities where we receive unadjusted broker quotes and for which there is no transparency into the providers' valuation techniques or unobservable inputs.
Fair Value Inputs Liabilities Quantitative Information	'
	September 30, 2013
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Liabilities:
	Interest rate swaps			$	1				Discounted cash flow		Base correlation		55% - 69% (62%)	(a)
											CDS spreads		82 - 138 (115) bps
											Recovery rate		37.00%
	Foreign currency swaps			85					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											CDS spreads		35 - 150 bps
											Foreign exchange rates		21.35%	(d)
				21					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											CDS spreads		19 - 273 bps
				131					Discounted cash flow		Interest rates (USD)		2.77% - 3.68%	(b)
											Interest rates (JPY)		.86% - 1.97%	(c)
											Foreign exchange rates		21.35%	(d)
	Credit default swaps			9					Discounted cash flow		Base correlations		55% - 69% (62%)	(a)
											CDS spreads		82 - 138 (115) bps
											Recovery rate		37.00%
	Total liabilities			$	247
	(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
	(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(d) Based on 10 year volatility of JPY/USD exchange rate
	December 31, 2012
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Liabilities:
	Interest rate swaps			$	3				Discounted cash flow		Base correlation		49% - 50%	(a)
											CDS spreads		91 - 152 bps
											Recovery rate		37.00%
	Foreign currency swaps			118					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
											Interest rates (JPY)		.84% - 2.05%	(c)
											CDS spreads		22 - 141 bps
											Foreign exchange rates		20.65%	(d)
				60					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
											Interest rates (JPY)		.84% - 2.05%	(c)
											CDS spreads		25 - 186 bps
				151					Discounted cash flow		Interest rates (USD)		1.84% - 2.84%	(b)
											Interest rates (JPY)		.84% - 2.05%	(c)
											Foreign exchange rates		20.65%	(d)
	Credit default swaps			67					Discounted cash flow		Base correlations		49% - 50%	(a)
											CDS spreads		91 - 152 bps
											Recovery rate		37.00%
	Total liabilities			$	399
	(a) Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
	(b) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(c) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(d) Based on 10 year volatility of JPY/USD exchange rate

NOTES_PAYABLE_Tables

NOTES PAYABLE (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Schedule of Long-term Debt Instruments	'
	A summary of notes payable follows:
	(In millions)	September 30, 2013				December 31, 2012
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		656		(1)		657		(1)
	8.50% senior notes due May 2019		850				850
	4.00% senior notes due February 2022		349		(2)		349		(2)
	3.625% senior notes due June 2023		700				0
	6.90% senior notes due December 2039		396		(2)		396		(2)
	6.45% senior notes due August 2040		448		(2)		448		(2)
	5.50% subordinated debentures due September 2052		500				500
	Yen-denominated Uridashi notes:
	2.26% notes due September 2016 (principal amount 8 billion yen)		82				92
	Yen-denominated Samurai notes:
	1.47% notes due July 2014 (principal amount 28.7 billion yen)		294				331
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		162				182
	Variable interest rate notes due July 2014 (1.31% in 2013 and		56				64
	1.34% in 2012, principal amount 5.5 billion yen)
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		102				116
	3.00% loan due August 2015 (principal amount 5 billion yen)		51				58
	Capitalized lease obligations payable through 2022		7				9
	Total notes payable		$	4,953			$	4,352
	(1) Principal amount plus an issuance premium that is being amortized over the life of the notes
	(2) Principal amount net of an issuance discount that is being amortized over the life of the notes

SHAREHOLDERS_EQUITY_SHAREHOLDE

SHAREHOLDERS' EQUITY SHAREHOLDERS' EQUITY (Tables)	9 Months Ended
	Sep. 30, 2013
Stockholders' Equity Note [Abstract]	'
Schedule of Common Stock Outstanding Roll Forward	'
	The following table is a reconciliation of the number of shares of the Company's common stock for the nine-month periods ended September 30.
	(In thousands of shares)	2013			2012
	Common stock - issued:
	Balance, beginning of period	665,239			663,639
	Exercise of stock options and issuance of restricted shares	1,254			1,157
	Balance, end of period	666,493			664,796
	Treasury stock:
	Balance, beginning of period	197,453			197,329
	Purchases of treasury stock:
	Open market	5,571			0
	Other	163			270
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(1,080	)		(1,306	)
	Exercise of stock options	(1,161	)		(94	)
	Other	(163	)		(127	)
	Balance, end of period	200,783			196,072
	Shares outstanding, end of period	465,710			468,724
Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share	'
	The following table presents the approximate number of share-based awards to purchase shares, on a weighted-average basis, that were considered to be anti-dilutive and were excluded from the calculation of diluted earnings per share for the following periods.
		Three Months Ended										Nine Months Ended
		September 30,										September 30,
	(In thousands)	2013					2012					2013					2012
	Anti-dilutive share-based awards		1,716					6,289					2,858					6,710
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	Changes in Accumulated Other Comprehensive Income
	Three Months Ended
	30-Sep-13
	(In millions)	Unrealized Foreign						Unrealized						Unrealized					Pension Liability Adjustment				Total
		Currency Translation						Gains (Losses)						Gains (Losses)
		Gains (Losses)						on Investment Securities						on Derivatives
	Balance, beginning of period		$	(453	)				$	(198	)				$	(11	)			$	(178	)		$	(840	)
	Other comprehensive		14						402						3					(2		)		417
	income before
	reclassification
	Amounts reclassified from		21						(61		)				0					2				(38		)
	accumulated other
	comprehensive income
	Net current-period other		35						341						3					0				379
	comprehensive
	income
	Balance, end of period		$	(418	)				$	143					$	(8	)			$	(178	)		$	(461	)
	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.
	Nine Months Ended
	30-Sep-13
	(In millions)	Unrealized Foreign						Unrealized						Unrealized					Pension Liability Adjustment				Total
		Currency Translation						Gains (Losses)						Gains (Losses)
		Gains (Losses)						on Investment Securities						on Derivatives
	Balance, beginning of period		$	333					$	2,570					$	(5	)			$	(183	)		$	2,715
	Other comprehensive		(756		)				(2,284		)				(3		)			(3		)		(3,046		)
	income before
	reclassification
	Amounts reclassified from		5						(143		)				0					8				(130		)
	accumulated other
	comprehensive income
	Net current-period other		(751		)				(2,427		)				(3		)			5				(3,176		)
	comprehensive
	income
	Balance, end of period		$	(418	)				$	143					$	(8	)			$	(178	)		$	(461	)
	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.
Reclassification Out Of Accumulated Other Comprehensive Income [Table Text Block]	'
	Reclassifications Out of Accumulated Other Comprehensive Income
	(In millions)	Three Months Ended
		30-Sep-13
	Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income(1)					Affected Line Item in the
							Statements of Earnings
	Unrealized foreign currency translation gains		$	(32	)		Sales and redemptions
	(losses)
			11				Tax (expense) or benefit(2)
			$	(21	)		Net of tax
	Unrealized gains (losses) on available-for-sale		$	104			Sales and redemptions
	securities
			(10		)		Other-than-temporary impairment
							losses realized
			94				Total before tax
			(33		)		Tax (expense) or benefit(2)
			$	61			Net of tax
	Amortization of defined benefit pension items:
	Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(3)
			2				Tax (expense) or benefit(2)
			$	(2	)		Net of tax
	Total reclassifications for the period		$	38			Net of tax
	(1)Amounts in parentheses indicate debits.
	(2) Based on 35% tax rate
	(3) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
	Note 10 for additional details).
	(In millions)	Nine Months Ended
		30-Sep-13
	Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income(1)					Affected Line Item in the
							Statements of Earnings
	Unrealized foreign currency translation gains		$	(8	)		Sales and redemptions
	(losses)
			3				Tax (expense) or benefit(2)
			$	(5	)		Net of tax
	Unrealized gains (losses) on available-for-sale		$	285			Sales and redemptions
	securities
			(65		)		Other-than-temporary impairment
							losses realized
			220				Total before tax
			(77		)		Tax (expense) or benefit(2)
			$	143			Net of tax
	Amortization of defined benefit pension items:
	Actuarial gains (losses)		$	(13	)		Acquisition and operating expenses(3)
			5				Tax (expense) or benefit(2)
			$	(8	)		Net of tax
	Total reclassifications for the period		$	130			Net of tax
	(1)Amounts in parentheses indicate debits.
	(2) Based on 35% tax rate
	(3) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
	Note 10 for additional details).

SHAREBASED_COMPENSATION_Tables

SHARE-BASED COMPENSATION (Tables)	9 Months Ended
	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock Options Outstanding and Exercisable	'
	The following table provides information on stock options outstanding and exercisable at September 30, 2013.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		11,261		4.7		$	175		$	46.45
	Exercisable		9,261		3.9		154			45.4

BENEFIT_PLANS_Tables

BENEFIT PLANS (Tables)	9 Months Ended
	Sep. 30, 2013
Defined Benefit Plans and Other Postretirement Benefit Plans Disclosures [Abstract]	'
Schedule of Net Benefit Costs	'
	Pension and other postretirement benefit expenses, included in acquisition and operating expenses in the consolidated statement of earnings, included the following components:
		Three Months Ended September 30,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2013				2012				2013				2012				2013			2012
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	5			$	5			$	5			$	2		$	1
	Interest cost		2				3				7				6				1			1
	Expected return on plan		(1		)		(1		)		(5		)		(4		)		0			0
	assets
	Amortization of net actuarial		0				0				4				3				0			1
	loss
	Net periodic (benefit) cost		$	5			$	7			$	11			$	10			$	3		$	3
		Nine Months Ended September 30,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2013				2012				2013				2012				2013			2012
	Components of net periodic
	benefit cost:
	Service cost		$	12			$	14			$	16			$	16			$	5		$	4
	Interest cost		7				9				20				20				3			3
	Expected return on plan		(3		)		(3		)		(13		)		(12		)		0			0
	assets
	Amortization of net actuarial		1				2				11				7				1			1
	loss
	Net periodic (benefit) cost		$	17			$	22			$	34			$	31			$	9		$	8

Recovered_Sheet1

Summary of Significant Accounting Policies - Additional Information (Detail) (USD $)

3 Months Ended

9 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Jun. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2009

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Dec. 31, 2009

Dec. 31, 2009

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Accounting Standards Update 2010-26

Aflac Japan

Aflac Japan

Aflac Japan

Retained earnings:

Accumulated Other Comprehensive Income (Loss)

Dollar denominated investment portfolio

Dollar denominated investment portfolio

Dollar denominated investment portfolio

Dollar denominated investment portfolio

Accounting Standards Update 2010-26

Accounting Standards Update 2010-26

Aflac Japan

Aflac Japan

Aflac Japan

Aflac Japan

Significant Accounting Policies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Aflac Japan's percentage of the Company's total revenues

'

'

'

'

'

'

75.00%

78.00%

'

'

'

'

'

'

'

Percentage of the Company Assets

'

'

'

'

'

'

85.00%

'

87.00%

'

'

'

'

'

'

Valuation allowance increase (decrease) during period related to deferred tax assets associated with unrealized investment losses

($237)

$237

'

'

'

'

'

'

'

'

'

'

'

'

'

Income tax expense (benefit) related to items of other comprehensive income (loss)

-211

'

347

-967

569

'

'

'

'

'

'

-38

-86

614

-25

Effective income tax rate excluding income tax expense (benefit) related to Aflac Japan's dollar-denominated portfolio

'

'

'

'

'

'

'

'

'

'

'

-102.30%

34.40%

38.10%

35.20%

Effective income tax rate excluding income tax expense (benefit) related to Aflac Japan's dollar-denominated portfolio and release of valuation allowance

'

'

'

'

'

'

'

'

'

'

'

38.80%

'

'

'

Adjustment to shareholders' equity upon adoption of new DAC accounting guidance

'

'

'

'

'

($458)

'

'

'

($391)

($67)

'

'

'

'

BUSINESS_SEGMENT_INFORMATION_O

BUSINESS SEGMENT INFORMATION - Operations by Segment - Revenues (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
			segment
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Number of Reportable Insurance Business Segments	'	'	2	'
Earned premiums	$5,028	$5,660	$15,225	$16,505
Net investment income	821	869	2,467	2,597
Other income	15	32	67	64
Realized investment gains (losses)	22	286	379	-177
Total revenues	5,886	6,847	18,138	18,989
Aflac Japan	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Earned premiums	3,735	4,405	11,357	12,769
Net investment income	659	713	1,986	2,134
Other income	8	22	46	38
Total revenues	4,402	5,140	13,389	14,941
Aflac U.S.	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Earned premiums	1,293	1,254	3,868	3,736
Net investment income	159	153	473	457
Other income	1	5	4	10
Total revenues	1,453	1,412	4,345	4,203
Other business segments	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Total revenues	11	10	38	40
Total Business Segments	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Total revenues	5,866	6,562	17,772	19,184
Corporate	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Total revenues	71	65	229	197
Intercompany eliminations	'	'	'	'
Segment Reporting, Revenue Reconciling Item [Line Items]	'	'	'	'
Total revenues	($73)	($66)	($242)	($215)

BUSINESS_SEGMENT_INFORMATION_O1

BUSINESS SEGMENT INFORMATION - Operations by Segment - Pretax Earnings (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	$1,047	$1,194	$3,409	$3,600
Realized investment gains (losses)	22	286	379	-177
Earnings before income taxes	1,069	1,480	3,788	3,423
Income taxes applicable to pretax operating earnings	360	363	1,173	1,200
Effect of foreign currency translation on operating earnings	-97	2	-271	28
Aflac Japan	'	'	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	846	994	2,775	2,998
Aflac U.S.	'	'	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	269	260	833	789
Total Business Segments	'	'	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	1,115	1,254	3,608	3,787
Interest expense, noninsurance operations	'	'	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	-50	-45	-147	-134
Corporate and eliminations	'	'	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'	'	'
Pretax operating earnings	($18)	($15)	($52)	($53)

BUSINESS_SEGMENT_INFORMATION_O2

BUSINESS SEGMENT INFORMATION - Operations by Segment - Assets (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	$119,918	$131,094
Aflac Japan	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	101,471	113,678
Aflac U.S.	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	16,135	16,122
Other business segments	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	153	154
Total Business Segments	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	117,759	129,954
Corporate	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	19,821	20,318
Intercompany eliminations	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	($17,662)	($19,178)

INVESTMENTS_AvailableForSale_I

INVESTMENTS - Available-For-Sale Investments in Debt Securities, Perpetual Securities and Equity Securities (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	$59,722	$57,646
Gross Unrealized Gains	2,867	4,716
Gross Unrealized Losses	2,703	784
Fair Value	59,886	61,578
Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	56,411	53,413
Gross Unrealized Gains	2,732	4,453
Gross Unrealized Losses	2,220	613
Fair Value	56,923	57,253
Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	3,293	4,213
Gross Unrealized Gains	130	259
Gross Unrealized Losses	482	170
Fair Value	2,941	4,302
Equity Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	18	20
Gross Unrealized Gains	5	4
Gross Unrealized Losses	1	1
Fair Value	22	23
Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	24,495	27,481
Gross Unrealized Gains	959	1,050
Gross Unrealized Losses	669	487
Fair Value	24,785	28,044
Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	31,916	25,932
Gross Unrealized Gains	1,773	3,403
Gross Unrealized Losses	1,551	126
Fair Value	32,138	29,209
Japan government and agencies | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	12,744	12,612
Gross Unrealized Gains	445	349
Gross Unrealized Losses	22	81
Fair Value	13,167	12,880
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	832	1,031
Mortgage- and asset-backed Securities | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	614	746
Gross Unrealized Gains	34	40
Gross Unrealized Losses	0	1
Fair Value	648	785
Mortgage- and asset-backed Securities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	167	188
Gross Unrealized Gains	17	58
Gross Unrealized Losses	0	0
Fair Value	184	246
Public Utilities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	8,015	8,497
Public Utilities | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	2,816	3,608
Gross Unrealized Gains	96	116
Gross Unrealized Losses	78	72
Fair Value	2,834	3,652
Public Utilities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	5,018	4,204
Gross Unrealized Gains	369	658
Gross Unrealized Losses	206	17
Fair Value	5,181	4,845
Sovereign and Supranational | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	1,680	2,072
Sovereign and Supranational | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	1,055	1,404
Gross Unrealized Gains	82	71
Gross Unrealized Losses	0	0
Fair Value	1,137	1,475
Sovereign and Supranational | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	462	476
Gross Unrealized Gains	82	123
Gross Unrealized Losses	1	2
Fair Value	543	597
Banks/financial Institutions | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	6,737	7,634
Banks/financial Institutions | Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	2,732	3,950
Banks/financial Institutions | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	3,088	3,455
Gross Unrealized Gains	163	233
Gross Unrealized Losses	322	180
Fair Value	2,929	3,508
Banks/financial Institutions | Yen Denominated | Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	2,811	3,635
Gross Unrealized Gains	108	193
Gross Unrealized Losses	403	161
Fair Value	2,516	3,667
Banks/financial Institutions | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	3,527	3,626
Gross Unrealized Gains	329	506
Gross Unrealized Losses	48	6
Fair Value	3,808	4,126
Banks/financial Institutions | Dollar Denominated | Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	208	269
Gross Unrealized Gains	22	23
Gross Unrealized Losses	14	9
Fair Value	216	283
Other Corporate | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	25,336	23,827
Other Corporate | Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	209	352
Other Corporate | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	4,178	5,656
Gross Unrealized Gains	139	241
Gross Unrealized Losses	247	153
Fair Value	4,070	5,744
Other Corporate | Yen Denominated | Perpetual Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	274	309
Gross Unrealized Gains	0	43
Gross Unrealized Losses	65	0
Fair Value	209	352
Other Corporate | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	21,633	16,300
Gross Unrealized Gains	911	1,878
Gross Unrealized Losses	1,278	95
Fair Value	21,266	18,083
U.S. Government and Agencies | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	93	93
Gross Unrealized Gains	9	24
Gross Unrealized Losses	3	0
Fair Value	99	117
Municipalities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	1,057	1,195
Municipalities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	1,016	1,045
Gross Unrealized Gains	56	156
Gross Unrealized Losses	15	6
Fair Value	$1,057	$1,195

INVESTMENTS_HeldtoMaturity_Inv

INVESTMENTS - Held-to-Maturity Investments in Debt Securities (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	$43,607	$54,426
Gross Unrealized Gains	2,102	1,213
Gross Unrealized Losses	953	798
Fair Value	44,756	54,841
Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	43,607	54,426
Fair Value	44,756	54,841
Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	43,607	54,426
Gross Unrealized Gains	2,102	1,213
Gross Unrealized Losses	953	798
Fair Value	44,756	54,841
Japan government and agencies | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	24,708	32,043
Fair Value	26,074	32,332
Japan government and agencies | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	24,708	32,043
Gross Unrealized Gains	1,366	356
Gross Unrealized Losses	0	67
Fair Value	26,074	32,332
Municipalities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	432	492
Fair Value	481	520
Municipalities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	432	492
Gross Unrealized Gains	49	30
Gross Unrealized Losses	0	2
Fair Value	481	520
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	66	90
Fair Value	69	94
Mortgage- and asset-backed Securities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	66	90
Gross Unrealized Gains	3	4
Gross Unrealized Losses	0	0
Fair Value	69	94
Public Utilities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	4,359	4,924
Fair Value	4,343	5,051
Public Utilities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	4,359	4,924
Gross Unrealized Gains	168	233
Gross Unrealized Losses	184	106
Fair Value	4,343	5,051
Sovereign and Supranational | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	3,219	3,209
Fair Value	3,275	3,317
Sovereign and Supranational | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	3,219	3,209
Gross Unrealized Gains	160	192
Gross Unrealized Losses	104	84
Fair Value	3,275	3,317
Banks/financial Institutions | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	6,905	9,211
Fair Value	6,555	8,991
Banks/financial Institutions | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	6,905	9,211
Gross Unrealized Gains	143	211
Gross Unrealized Losses	493	431
Fair Value	6,555	8,991
Other Corporate | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	3,918	4,457
Fair Value	3,959	4,536
Other Corporate | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Cost or Amortized Cost	3,918	4,457
Gross Unrealized Gains	213	187
Gross Unrealized Losses	172	108
Fair Value	$3,959	$4,536

INVESTMENTS_Additional_Informa

INVESTMENTS - Additional Information (Detail) (USD $)	3 Months Ended						9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Sep. 30, 2013	Dec. 31, 2012
	investment	investment	investment	investment	investment	investment
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, number of investments	0	1	0	1	5	1	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, amortized cost	'	$297	'	$206	$842	$122	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, aggregate unrealized gain (loss)	'	-108	'	'	-268	-23	'	'
Unrealized Gain (Loss)	'	'	'	'	'	'	164	3,932
Percentage that the lending policy requires that the fair value of the securities and/or unrestricted cash received as collateral be of the fair value of the loaned securities	102.00%	'	'	'	'	'	102.00%	'
Variable Interest Entity, Not Consolidated	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Securities available for sale, fixed maturities, fair value	6,954	'	'	'	'	'	6,954	8,350
Number of issuers of VIEs not-consolidated	'	'	'	'	'	'	172	'
Perpetual Securities	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Perpetual securities, interest coupons that were fixed at issuance subsequently change to a floating short-term interest rate	'	'	'	'	'	'	'floating short-term interest rate of 125 to more than 300 basis points above an appropriate market index	'
Maturity date (in years)	'	'	'	'	'	'	'25 years	'
Unrealized Gain (Loss)	'	'	'	'	'	'	-352	89
Perpetual Securities | Tier I	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Unrealized Gain (Loss)	'	'	'	'	'	'	-126	-48
Perpetual Securities | Upper Tier II	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Unrealized Gain (Loss)	'	'	'	'	'	'	-161	94
Perpetual Securities | Lower Limit	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Perpetual securities, floating short-term interest rate basis point above market index	1.25%	'	'	'	'	'	1.25%	'
Perpetual Securities | Minimum Upper Limit	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Perpetual securities, floating short-term interest rate basis point above market index	3.00%	'	'	'	'	'	3.00%	'
Parent Company	'	'	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Available-for-sale fixed-maturity securities, amortized cost	295	'	'	'	'	'	295	'
Securities available for sale, fixed maturities, fair value	$307	'	'	'	'	'	$307	'

INVESTMENTS_Contractual_Maturi

INVESTMENTS - Contractual Maturities of Investments in Fixed Maturities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Held to maturity:	'	'
Total fixed maturities held to maturity, amortized cost	$43,607	$54,426
Held to maturity:	'	'
Total fixed maturities held to maturity, fair value	44,756	54,841
Aflac Japan	'	'
Available for sale:	'	'
Due in one year or less	741	'
Due after one year through five years	2,048	'
Due after five years through 10 years	9,814	'
Due after 10 years	32,306	'
Mortgage- and asset-backed securities	684	'
Total fixed maturities available for sale, amortized cost	45,593	'
Held to maturity:	'	'
Due in one year or less	139	'
Due after one year through five years	1,142	'
Due after five years through 10 years	2,275	'
Due after 10 years	39,986	'
Mortgage- and asset-backed securities	65	'
Total fixed maturities held to maturity, amortized cost	43,607	'
Available for sale:	'	'
Due in one year or less	748	'
Due after one year through five years	2,141	'
Due after five years through 10 years	9,589	'
Due after 10 years	32,149	'
Mortgage- and asset-backed securities	727	'
Total fixed maturities available for sale, fair value	45,354	'
Held to maturity:	'	'
Due in one year or less	140	'
Due after one year through five years	1,217	'
Due after five years through 10 years	2,359	'
Due after 10 years	40,971	'
Mortgage- and asset-backed securities	69	'
Total fixed maturities held to maturity, fair value	44,756	'
Aflac U.S.	'	'
Available for sale:	'	'
Due in one year or less	56	'
Due after one year through five years	415	'
Due after five years through 10 years	1,458	'
Due after 10 years	8,555	'
Mortgage- and asset-backed securities	39	'
Total fixed maturities available for sale, amortized cost	10,523	'
Held to maturity:	'	'
Due in one year or less	0	'
Due after one year through five years	0	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Mortgage- and asset-backed securities	0	'
Total fixed maturities held to maturity, amortized cost	0	'
Available for sale:	'	'
Due in one year or less	56	'
Due after one year through five years	473	'
Due after five years through 10 years	1,563	'
Due after 10 years	9,123	'
Mortgage- and asset-backed securities	47	'
Total fixed maturities available for sale, fair value	11,262	'
Held to maturity:	'	'
Due in one year or less	0	'
Due after one year through five years	0	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Mortgage- and asset-backed securities	0	'
Total fixed maturities held to maturity, fair value	$0	'

INVESTMENTS_Economic_Maturitie

INVESTMENTS - Economic Maturities of Investments in Perpetual Securities (Detail) (USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
Aflac Japan	'
Investments Classified by Economic Maturity Date [Line Items]	'
Due after one year through five years	$1,107
Due after five years through 10 years	274
Due after 10 years	1,808
Total perpetual securities available for sale, amortized cost	3,189
Due after one year through five years	988
Due after five years through 10 years	209
Due after 10 years	1,639
Total perpetual securities available for sale, fair value	2,836
Aflac U.S.	'
Investments Classified by Economic Maturity Date [Line Items]	'
Due after one year through five years	5
Due after five years through 10 years	0
Due after 10 years	99
Total perpetual securities available for sale, amortized cost	104
Due after one year through five years	5
Due after five years through 10 years	0
Due after 10 years	100
Total perpetual securities available for sale, fair value	$105

INVESTMENTS_Total_Investments_

INVESTMENTS - Total Investments in Bank and Financial Institution Sector, Including those Classified as Perpetual Securities (Detail) (Banks/financial Institutions, USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	$16,539	$20,196
Fair Value	16,024	20,575
Percentage of Total Investment Portfolio, Amortized Cost	16.00%	18.00%
Percentage of Total Investment Portfolio, Fair Value	15.00%	18.00%
Fixed Maturities	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	13,520	16,292
Fair Value	13,292	16,625
Percentage of Total Investment Portfolio, Amortized Cost	13.00%	14.00%
Percentage of Total Investment Portfolio, Fair Value	12.00%	14.00%
Perpetual Securities | Upper Tier II	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	2,102	2,825
Fair Value	1,941	2,919
Percentage of Total Investment Portfolio, Amortized Cost	2.00%	3.00%
Percentage of Total Investment Portfolio, Fair Value	2.00%	3.00%
Perpetual Securities | Tier I	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	917	1,079
Fair Value	$791	$1,031
Percentage of Total Investment Portfolio, Amortized Cost	1.00%	1.00%
Percentage of Total Investment Portfolio, Fair Value	1.00%	1.00%

INVESTMENTS_Information_Regard

INVESTMENTS - Information Regarding Pretax Realized Gains and Losses From Investments (Detail) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses realized	($10)	[1]	($97)	[1]	($65)	[1]	($643)	[1]
Derivative gains (losses)	-41		95		157		108
Other	1		0		10		0
Total realized investment gains (losses)	22		286		379		-177
Fixed Maturities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Total realized investment gains (losses)	62		242		215		-86
Fixed Maturities | Available-for-sale Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Gross gains from sales	92		313		284		346
Gross losses from sales	-24		-1		-30		-37
Net gains (losses) from redemptions	4		0		25		2
Other-than-temporary impairment losses realized	-10		-70		-64		-400
Fixed Maturities | Held-to-maturity Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Net gains (losses) from redemptions	0		0		0		3
Perpetual Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Gross gains from sales	0		12		0		82
Gross losses from sales	0		-36		-2		-98
Net gains (losses) from redemptions	0		0		0		60
Other-than-temporary impairment losses realized	0		-27		0		-243
Total realized investment gains (losses)	0		-51		-2		-199
Equity Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses realized	0		0		-1		0
Total realized investment gains (losses)	0		0		-1		0
Derivatives and other	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Total realized investment gains (losses)	($40)		$95		$167		$108
[1]	Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities

INVESTMENTS_Pretax_OtherThanTe

INVESTMENTS - Pretax Other-Than-Temporary Impairment Losses by Investment Category (Detail) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	$10	[1]	$97	[1]	$65	[1]	$643	[1]
Credit-related impairment	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	0		70		0		365
Severity and duration of decline in fair value impairment	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	0		27		1		27
Change in intent impairment	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	10		0		64		251
Perpetual Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	0		27		0		243
Corporate Bonds	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	3		70		41		253
Mortgage- and asset-backed Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	0		0		0		3
Sovereign and Supranational	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	7		0		23		144
Equity Securities	'		'		'		'
Gain (Loss) on Investments [Line Items]	'		'		'		'
Other-than-temporary impairment losses	$0		$0		$1		$0
[1]	Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities

INVESTMENTS_Net_Effect_on_Shar

INVESTMENTS - Net Effect on Shareholders' Equity of Unrealized Gains and Losses from Investment Securities (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investments [Abstract]	'	'
Unrealized Gains (Losses) on Available-for-sale Securities	$164	$3,932
Unamortized unrealized gains on securities transferred to held to maturity	14	20
Deferred income taxes	-35	-1,382
Shareholders' equity, unrealized gains (losses) on investment securities	$143	$2,570

INVESTMENTS_Fair_Value_and_Gro

INVESTMENTS - Fair Value and Gross Unrealized Losses for Securities That Have Been in Continuous Unrealized Loss Position (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	$33,848	$40,697
Total Unrealized Losses	3,656	1,582
Less than 12 months Fair Value	27,230	28,258
Less than 12 months Unrealized Losses	2,320	368
12 months or longer Fair Value	6,618	12,439
12 months or longer Unrealized Losses	1,336	1,214
Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	31,856	39,240
Total Unrealized Losses	3,173	1,411
Less than 12 months Fair Value	25,812	28,135
Less than 12 months Unrealized Losses	2,062	368
12 months or longer Fair Value	6,044	11,105
12 months or longer Unrealized Losses	1,111	1,043
Fixed Maturities | Japan government and agencies | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,933	17,342
Total Unrealized Losses	22	148
Less than 12 months Fair Value	1,933	17,342
Less than 12 months Unrealized Losses	22	148
12 months or longer Fair Value	0	0
12 months or longer Unrealized Losses	0	0
Fixed Maturities | Municipalities | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	196	34
Total Unrealized Losses	15	6
Less than 12 months Fair Value	163	1
Less than 12 months Unrealized Losses	10	0
12 months or longer Fair Value	33	33
12 months or longer Unrealized Losses	5	6
Fixed Maturities | Municipalities | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	'	56
Total Unrealized Losses	'	2
Less than 12 months Fair Value	'	56
Less than 12 months Unrealized Losses	'	2
12 months or longer Fair Value	'	0
12 months or longer Unrealized Losses	'	0
Fixed Maturities | Mortgage- and asset-backed Securities | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	'	136
Total Unrealized Losses	'	1
Less than 12 months Fair Value	'	0
Less than 12 months Unrealized Losses	'	0
12 months or longer Fair Value	'	136
12 months or longer Unrealized Losses	'	1
Fixed Maturities | Public Utilities | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	2,314	736
Total Unrealized Losses	206	17
Less than 12 months Fair Value	2,297	736
Less than 12 months Unrealized Losses	203	17
12 months or longer Fair Value	17	0
12 months or longer Unrealized Losses	3	0
Fixed Maturities | Public Utilities | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	3,367	3,920
Total Unrealized Losses	262	178
Less than 12 months Fair Value	2,123	1,339
Less than 12 months Unrealized Losses	134	31
12 months or longer Fair Value	1,244	2,581
12 months or longer Unrealized Losses	128	147
Fixed Maturities | Sovereign and Supranational | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	43	31
Total Unrealized Losses	1	2
Less than 12 months Fair Value	43	0
Less than 12 months Unrealized Losses	1	0
12 months or longer Fair Value	0	31
12 months or longer Unrealized Losses	0	2
Fixed Maturities | Sovereign and Supranational | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	935	1,244
Total Unrealized Losses	104	84
Less than 12 months Fair Value	554	507
Less than 12 months Unrealized Losses	25	13
12 months or longer Fair Value	381	737
12 months or longer Unrealized Losses	79	71
Fixed Maturities | Banks/financial Institutions | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	816	276
Total Unrealized Losses	48	6
Less than 12 months Fair Value	784	180
Less than 12 months Unrealized Losses	44	3
12 months or longer Fair Value	32	96
12 months or longer Unrealized Losses	4	3
Fixed Maturities | Banks/financial Institutions | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	5,455	6,918
Total Unrealized Losses	815	611
Less than 12 months Fair Value	2,704	1,935
Less than 12 months Unrealized Losses	171	28
12 months or longer Fair Value	2,751	4,983
12 months or longer Unrealized Losses	644	583
Fixed Maturities | Other Corporate | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	12,903	4,534
Total Unrealized Losses	1,278	95
Less than 12 months Fair Value	12,532	4,404
Less than 12 months Unrealized Losses	1,207	86
12 months or longer Fair Value	371	130
12 months or longer Unrealized Losses	71	9
Fixed Maturities | Other Corporate | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	3,857	4,013
Total Unrealized Losses	419	261
Less than 12 months Fair Value	2,642	1,635
Less than 12 months Unrealized Losses	242	40
12 months or longer Fair Value	1,215	2,378
12 months or longer Unrealized Losses	177	221
Fixed Maturities | US government and agencies | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	37	'
Total Unrealized Losses	3	'
Less than 12 months Fair Value	37	'
Less than 12 months Unrealized Losses	3	'
12 months or longer Fair Value	0	'
12 months or longer Unrealized Losses	0	'
Perpetual Securities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,987	1,451
Total Unrealized Losses	482	170
Less than 12 months Fair Value	1,413	120
Less than 12 months Unrealized Losses	257	0
12 months or longer Fair Value	574	1,331
12 months or longer Unrealized Losses	225	170
Perpetual Securities | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	71	136
Total Unrealized Losses	14	9
Less than 12 months Fair Value	51	120
Less than 12 months Unrealized Losses	9	0
12 months or longer Fair Value	20	16
12 months or longer Unrealized Losses	5	9
Perpetual Securities | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,916	1,315
Total Unrealized Losses	468	161
Less than 12 months Fair Value	1,362	0
Less than 12 months Unrealized Losses	248	0
12 months or longer Fair Value	554	1,315
12 months or longer Unrealized Losses	220	161
Equity Securities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	5	6
Total Unrealized Losses	1	1
Less than 12 months Fair Value	5	3
Less than 12 months Unrealized Losses	1	0
12 months or longer Fair Value	0	3
12 months or longer Unrealized Losses	$0	$1

INVESTMENTS_Composition_of_Inv

INVESTMENTS - Composition of Investments in Unrealized Loss Position (Detail)	Sep. 30, 2013	Dec. 31, 2012
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	100.00%	100.00%
Percentage of Total Unrealized Losses	100.00%	100.00%
Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	94.00%	96.00%
Percentage of Total Unrealized Losses	87.00%	89.00%
Perpetual Securities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	6.00%	4.00%
Percentage of Total Unrealized Losses	13.00%	11.00%
Japan government and agencies | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	6.00%	43.00%
Percentage of Total Unrealized Losses	1.00%	9.00%
Public Utilities | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	17.00%	11.00%
Percentage of Total Unrealized Losses	13.00%	12.00%
Sovereign and Supranational | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	3.00%	3.00%
Percentage of Total Unrealized Losses	3.00%	6.00%
Banks/financial Institutions | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	19.00%	18.00%
Percentage of Total Unrealized Losses	24.00%	39.00%
Other Corporate | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	49.00%	21.00%
Percentage of Total Unrealized Losses	46.00%	23.00%
Investment Grade | Perpetual Securities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	87.00%	100.00%
Investment Grade | Japan government and agencies | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	100.00%	100.00%
Investment Grade | Public Utilities | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	88.00%	69.00%
Investment Grade | Sovereign and Supranational | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	100.00%	96.00%
Investment Grade | Banks/financial Institutions | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	67.00%	76.00%
Investment Grade | Other Corporate | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	93.00%	72.00%

INVESTMENTS_Details_of_Holding

INVESTMENTS - Details of Holdings of Perpetual Securities (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investment Holdings [Line Items]	'	'
Amortized Cost	$59,722	$57,646
Fair Value	59,886	61,578
Unrealized Gain (Loss)	164	3,932
Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	3,293	4,213
Fair Value	2,941	4,302
Unrealized Gain (Loss)	-352	89
Upper Tier II | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	2,102	2,825
Fair Value	1,941	2,919
Unrealized Gain (Loss)	-161	94
Upper Tier II | A | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	161	460
Fair Value	179	488
Unrealized Gain (Loss)	18	28
Upper Tier II | BBB Credit Rating | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	1,686	2,077
Fair Value	1,559	2,129
Unrealized Gain (Loss)	-127	52
Upper Tier II | BB or Lower | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	255	288
Fair Value	203	302
Unrealized Gain (Loss)	-52	14
Tier I | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	917	1,079
Fair Value	791	1,031
Unrealized Gain (Loss)	-126	-48
Tier I | BBB Credit Rating | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	804	966
Fair Value	675	904
Unrealized Gain (Loss)	-129	-62
Other subordinated - non-banks | BBB Credit Rating | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	274	309
Fair Value	209	352
Unrealized Gain (Loss)	-65	43
Other subordinated - non-banks | BB or Lower | Perpetual Securities	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	113	113
Fair Value	116	127
Unrealized Gain (Loss)	$3	$14

INVESTMENTS_Investments_in_Con

INVESTMENTS - Investments in Consolidated Variable Interest Entities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Cost or Amortized Cost	$43,607	$54,426
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Asset derivatives	598	345
Assets, fair value	63,233	63,964
Liability derivatives	435	934
Liabilities	105,260	115,116
Liabilities, Fair Value Disclosure	435	934
Variable Interest Entity, Consolidated	'	'
Variable Interest Entity [Line Items]	'	'
Securities available for sale, fixed maturities, amortized cost	4,598	5,058
Securities available for sale, fixed maturities, fair value	4,974	5,787
Securities available for sale, perpetual securities, amortized cost	504	559
Securities available for sale, perpetual securities, fair value	457	574
Cost or Amortized Cost	256	289
Securities held to maturity, fixed maturities, fair value	254	287
Asset derivative, amortized cost	165	191
Asset derivatives	165	191
Assets, amortized cost	5,523	6,097
Assets, fair value	5,850	6,839
Liability derivatives, amortized cost	247	399
Liability derivatives	247	399
Liabilities	247	399
Liabilities, Fair Value Disclosure	$247	$399

INVESTMENTS_Investments_in_Var

INVESTMENTS - Investments in Variable Interest Entities Not Consolidated (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Cost or Amortized Cost	$43,607	$54,426
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Assets, fair value	63,233	63,964
Variable Interest Entity, Not Consolidated	'	'
Variable Interest Entity [Line Items]	'	'
Securities available for sale, fixed maturities, amortized cost	6,951	7,738
Securities available for sale, fixed maturities, fair value	6,954	8,350
Securities available for sale, perpetual securities, amortized cost	399	736
Securities available for sale, perpetual securities, fair value	389	751
Cost or Amortized Cost	3,384	3,829
Securities held to maturity, fixed maturities, fair value	3,419	3,922
Assets, amortized cost	10,734	12,303
Assets, fair value	$10,762	$13,023

INVESTMENTS_Securities_Lending

INVESTMENTS - Securities Lending (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments [Abstract]	'	'
Securities loaned total	$613	$6,122
Cash collateral on loaned securities	$628	$6,277

DERIVATIVE_INSTRUMENTS_Additio

DERIVATIVE INSTRUMENTS - Additional Information (Detail)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

USD ($)

USD ($)

Cash flow hedges

Cash flow hedges

Cash flow hedges

Cash flow hedges

Variable interest rate yen-denominated Samurai notes due July 2014

Variable interest rate yen-denominated Samurai notes due July 2014

3.625% senior notes due June 2023

2.65% senior notes due February 2017

4.00% senior notes due February 2022

5.50% subordinated notes due September 2052

Twenty thirteen profit repatriation

Twenty fourteen profit repatriation

Non-derivative hedging instruments

Non-derivative hedging instruments

Non-derivative hedging instruments

Non-derivative hedging instruments

Non-derivative hedging instruments

Non-derivative hedging instruments

Japanese Government Bonds

Cash

Y

USD ($)

USD ($)

USD ($)

USD ($)

JPY (¥)

JPY (¥)

USD ($)

USD ($)

USD ($)

USD ($)

Foreign currency forwards and options

Foreign currency forwards and options

USD ($)

USD ($)

USD ($)

USD ($)

Foreign currency options

Foreign currency swaps

USD ($)

USD ($)

currency

JPY (¥)

JPY (¥)

USD ($)

USD ($)

counterparties

Derivative Instruments and Hedging Activities Disclosure [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of currencies related to foreign currency swaps

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of counterparties

11

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of counterparties that comprise majority of aggregate notional amount of swaps

5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of notional amount of swaps from certain number of counterparties

85.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral Already Posted, Aggregate Fair Value

$88,000,000

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$70,000,000

$18,000,000

Derivative, Net Liability Position, Aggregate Fair Value

104,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additional Collateral, Aggregate Fair Value

16,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral obtained from third parties

104,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Hedging activity, weighted-average period (in years)

12

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notes payable, principal amount

'

'

'

'

'

'

5,500,000,000

5,500,000,000

700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Notes payable, effective interest rate

'

'

'

'

'

'

1.48%

'

1.50%

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, amount of hedged item

'

'

'

'

'

'

'

'

700,000,000

400,000,000

350,000,000

500,000,000

'

'

'

'

'

'

'

'

'

'

Notional Amount of Derivatives

22,801,000,000

13,370,000,000

'

'

'

'

'

'

'

'

'

'

65,000,000,000

47,500,000,000

2,436,000,000

'

2,436,000,000

'

102,000,000

1,950,000,000

'

'

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

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net investment hedge gain loss reclassified to earnings net

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$0

$0

$0

'

'

'

'

DERIVATIVE_INSTRUMENTS_Fair_Va

DERIVATIVE INSTRUMENTS - Fair Value and Notional Amounts of Derivatives With Counterparty Credit Risk (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	$22,801	$13,370
Asset Derivatives Fair Value	598	345
Liability Derivatives Fair Value	-435	-934
AA	'	'
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	161	161
Asset Derivatives Fair Value	4	6
Liability Derivatives Fair Value	-4	-7
A	'	'
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	22,640	13,209
Asset Derivatives Fair Value	594	339
Liability Derivatives Fair Value	($431)	($927)

DERIVATIVE_INSTRUMENTS_Maximum

DERIVATIVE INSTRUMENTS - Maximum Potential Risk, Fair Value, Weighted-Average Years to Maturity, and Underlying Referenced Credit Obligation Type for Credit Default Swaps (Detail) (Corporate Bonds, USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Credit Derivatives [Line Items]	'	'
Maximum potential risk	($222)	($355)
Estimated fair value	-7	-65
Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-120	-133
Estimated fair value	2	2
Three to five years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-106
Estimated fair value	0	-47
Five to ten years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-102	-116
Estimated fair value	-9	-20
A	'	'
Credit Derivatives [Line Items]	'	'
Credit Rating	'A	'A
Maximum potential risk	-120	-133
Estimated fair value	2	2
A | Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
A | One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-120	-133
Estimated fair value	2	2
A | Three to five years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
A | Five to ten years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
BB or Lower	'	'
Credit Derivatives [Line Items]	'	'
Credit Rating	'BB or lower	'BB or lower
Maximum potential risk	-102	-222
Estimated fair value	-9	-67
BB or Lower | Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
BB or Lower | One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
BB or Lower | Three to five years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-106
Estimated fair value	0	-47
BB or Lower | Five to ten years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-102	-116
Estimated fair value	($9)	($20)

DERIVATIVE_INSTRUMENTS_Summary

DERIVATIVE INSTRUMENTS - Summary of Balance Sheet Classification of Derivative Fair Value Amounts, as well as Gross Asset and Liability Fair Value Amounts (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	$22,801	$13,370
Net Derivatives Fair Value	163	-589
Asset Derivatives Fair Value	598	345
Liability Derivatives Fair Value	-435	-934
Other assets	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	15,334	2,585
Net Derivatives Fair Value	598	345
Asset Derivatives Fair Value	598	345
Liability Derivatives Fair Value	0	0
Other liabilities	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	7,467	10,785
Net Derivatives Fair Value	-435	-934
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-435	-934
Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	1	32
Liability Derivatives Fair Value	-1	-3
Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	426	311
Liability Derivatives Fair Value	-300	-329
Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	129	'
Liability Derivatives Fair Value	-13	-535
Interest rate swaptions	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	38	'
Liability Derivatives Fair Value	-108	'
Foreign currency options	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	2	'
Liability Derivatives Fair Value	-4	'
Credit default swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	2	2
Liability Derivatives Fair Value	-9	-67
Cash flow hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	131	139
Net Derivatives Fair Value	9	14
Asset Derivatives Fair Value	9	14
Liability Derivatives Fair Value	0	0
Cash flow hedges | Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	56	64
Net Derivatives Fair Value	0	0
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	0	0
Cash flow hedges | Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	75	75
Net Derivatives Fair Value	9	14
Asset Derivatives Fair Value	9	14
Liability Derivatives Fair Value	0	0
Fair value hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	15,766	6,944
Net Derivatives Fair Value	55	-535
Asset Derivatives Fair Value	167	0
Liability Derivatives Fair Value	-112	-535
Fair value hedges | Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	11,266	6,944
Net Derivatives Fair Value	125	-535
Asset Derivatives Fair Value	129	0
Liability Derivatives Fair Value	-4	-535
Fair value hedges | Interest rate swaptions	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	4,500	'
Net Derivatives Fair Value	-70	'
Asset Derivatives Fair Value	38	'
Liability Derivatives Fair Value	-108	'
Net investment hedge	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	2,436	'
Net Derivatives Fair Value	190	'
Asset Derivatives Fair Value	266	'
Liability Derivatives Fair Value	-76	'
Net investment hedge | Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	1,950	'
Net Derivatives Fair Value	201	'
Asset Derivatives Fair Value	264	'
Liability Derivatives Fair Value	-63	'
Net investment hedge | Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	384	'
Net Derivatives Fair Value	-9	'
Asset Derivatives Fair Value	0	'
Liability Derivatives Fair Value	-9	'
Net investment hedge | Foreign currency options	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	102	'
Net Derivatives Fair Value	-2	'
Asset Derivatives Fair Value	2	'
Liability Derivatives Fair Value	-4	'
Non-qualifying strategies	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	4,468	6,287
Net Derivatives Fair Value	-91	-68
Asset Derivatives Fair Value	156	331
Liability Derivatives Fair Value	-247	-399
Non-qualifying strategies | Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	222	355
Net Derivatives Fair Value	0	29
Asset Derivatives Fair Value	1	32
Liability Derivatives Fair Value	-1	-3
Non-qualifying strategies | Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	4,024	5,577
Net Derivatives Fair Value	-84	-32
Asset Derivatives Fair Value	153	297
Liability Derivatives Fair Value	-237	-329
Non-qualifying strategies | Credit default swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	222	355
Net Derivatives Fair Value	-7	-65
Asset Derivatives Fair Value	2	2
Liability Derivatives Fair Value	($9)	($67)

DERIVATIVE_INSTRUMENTS_Gains_L

DERIVATIVE INSTRUMENTS - Gains (Losses) Recognized on Fair Value Hedging Relationships (Details) (Fixed Maturities, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Foreign currency forwards	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total gains (losses) recognized for derivatives	$102	$17	($891)	$17
Gains (losses) on derivatives excluded from effectiveness testing	-6	-3	-17	-3
Gains (losses) on derivatives included in effectiveness testing	108	20	-874	20
Gains (losses) recognized for hedged items	-104	-20	870	-20
Ineffectiveness recognized for fair value hedge	4	0	-4	0
Interest rate swaptions	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total gains (losses) recognized for derivatives	-41	'	-41	'
Gains (losses) on derivatives excluded from effectiveness testing	-41	'	-41	'
Gains (losses) on derivatives included in effectiveness testing	0	'	0	'
Gains (losses) recognized for hedged items	0	'	0	'
Ineffectiveness recognized for fair value hedge	$0	'	$0	'

DERIVATIVE_INSTRUMENTS_Derivat

DERIVATIVE INSTRUMENTS - Derivatives and Hedging Instruments Gain (Loss) Summary (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Unrealized foreign currency translation gains (losses) during period	$5		$76		($373)		$8
Gain (Loss) on Derivative Instruments, Net, Pretax	-41		95		157		108
Derivative and non-derivative hedging instruments gain loss recognized in other comprehensive income effective portion before tax	-28	[1]	-19	[1]	-12	[1]	-10	[1]
Cash flow hedges	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	1		0		-1		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	2	[1]	2	[1]	-5	[1]	-6	[1]
Fair value hedges	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-43		-3		-62		-3
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Net investment hedge	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		0		0		0
Unrealized foreign currency translation gains (losses) during period	-30	[1]	-21	[1]	-7	[1]	-4	[1]
Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	1		98		220		111
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Foreign currency swaps | Cash flow hedges	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	1		0		-1		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	2	[1]	2	[1]	-5	[1]	-6	[1]
Foreign currency swaps | Net investment hedge	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		0		0		0
Unrealized foreign currency translation gains (losses) during period	-22	[1]	0	[1]	-104	[1]	0	[1]
Foreign currency swaps | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	34		66		229		59
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Foreign currency forwards | Fair value hedges	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-2	[2]	-3	[2]	-21	[2]	-3	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]	0	[1],[2]	0	[1],[2]
Foreign currency forwards | Net investment hedge	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		0		0		0
Unrealized foreign currency translation gains (losses) during period	2	[1]	0	[1]	-2	[1]	0	[1]
Interest rate swaptions | Fair value hedges	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-41	[2]	0	[2]	-41	[2]	0	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]	0	[1],[2]	0	[1],[2]
Interest rate swaptions | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-29		0		-29		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Non-derivative hedging instruments | Net investment hedge	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		0		0		0
Unrealized foreign currency translation gains (losses) during period	-6	[1]	-21	[1]	100	[1]	-4	[1]
Interest rate swaps | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-1		7		-9		4
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Foreign currency options | Net investment hedge	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		0		0		0
Unrealized foreign currency translation gains (losses) during period	-4	[1]	0	[1]	-1	[1]	0	[1]
Foreign currency options | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	0		0		11		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Credit default swaps | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	4		25		25		48
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]	0	[1]	0	[1]
Other | Non-qualifying strategies	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-7		0		-7		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	$0	[1]	$0	[1]	$0	[1]	$0	[1]
[1]	Cash flow hedge items are recorded as unrealized gains (losses) on derivatives and net investment hedge items are recorded in the unrealized foreign currency translation gains (losses) line in the consolidated statement of comprehensive income (loss).
[2]	Impact shown net of effect of hedged items (see Fair Value Hedges section of this Note 4 for further detail)

DERIVATIVE_INSTRUMENTS_Offsett

DERIVATIVE INSTRUMENTS - Offsetting of Financial Assets and Derivative Assets (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	$598		$345
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	598		345
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-104	[1]	0
Derivative asset, fair value, amount offset against collateral	494		345
Interest rate swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	1		32
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	1		32
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	0		0
Derivative asset, fair value, amount offset against collateral	1		32
Foreign currency swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	426		311
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	426		311
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-104		0
Derivative asset, fair value, amount offset against collateral	322		311
Foreign currency forwards	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	129		'
Gross amount of liabilities offset in balance sheet	0		'
Net amount of derivative assets presented in balance sheet	129		'
Financial instruments, amount not offset against derivative assets in balance sheet	0		'
Derivative, collateral, obligation to return cash	0		'
Derivative asset, fair value, amount offset against collateral	129		'
Foreign currency options	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	2		'
Gross amount of liabilities offset in balance sheet	0		'
Net amount of derivative assets presented in balance sheet	2		'
Financial instruments, amount not offset against derivative assets in balance sheet	0		'
Derivative, collateral, obligation to return cash	0		'
Derivative asset, fair value, amount offset against collateral	2		'
Credit default swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	2		2
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	2		2
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	0		0
Derivative asset, fair value, amount offset against collateral	2		2
Interest rate swaptions	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	38		'
Gross amount of liabilities offset in balance sheet	0		'
Net amount of derivative assets presented in balance sheet	38		'
Financial instruments, amount not offset against derivative assets in balance sheet	0		'
Derivative, collateral, obligation to return cash	0		'
Derivative asset, fair value, amount offset against collateral	38		'
Offsetting assets	'		'
Offsetting Assets [Line Items]	'		'
Gross amounts of recognized financial instruments	1,211		6,467
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	1,211		6,467
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-717		-6,122
Financial instruments, amount offset against collateral	494		345
Offsetting assets | Securities lending and similar arrangements	'		'
Offsetting Assets [Line Items]	'		'
Gross amounts of recognized financial instruments	613		6,122
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	613		6,122
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-613		-6,122
Financial instruments, amount offset against collateral	$0		$0
[1]	Consists entirely of cash.

DERIVATIVE_INSTRUMENTS_Offsett1

DERIVATIVE INSTRUMENTS - Offsetting of Financial Liabilities and Derivative Liabilities (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	$88		$0
Gross amount of recognized derivative liabilities	-435		-934
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-435		-934
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities and Cash	88	[1]	0	[1]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-347		-934
Interest rate swaps	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-1		-3
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-1		-3
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	0		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-1		-3
Foreign currency swaps	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-300		-329
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-300		-329
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	7		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-293		-329
Foreign currency forwards	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-13		-535
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-13		-535
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	9		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-4		-535
Foreign currency options	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-4		'
Gross amount of assets offset in balance sheet	0		'
Net amount of derivative liabilities presented in balance sheet	-4		'
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		'
Derivative, Collateral, Right to Reclaim Cash	2		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	-2		'
Credit default swaps	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-9		-67
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-9		-67
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	0		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-9		-67
Interest rate swaptions	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-108		'
Gross amount of assets offset in balance sheet	0		'
Net amount of derivative liabilities presented in balance sheet	-108		'
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		'
Derivative, Collateral, Right to Reclaim Securities	70		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	-38		'
Offsetting liabilities	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amounts of recognized financial instruments	-1,063		-7,211
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-1,063		-7,211
Carrying value of financial instruments not offset in balance sheet	613		6,122
Collateral not offset in balance sheet	88		0
Financial instruments, amount offset against collateral	-362		-1,089
Offsetting liabilities | Securities lending and similar arrangements	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amounts of recognized financial instruments	-628		-6,277
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-628		-6,277
Carrying value of financial instruments not offset in balance sheet	613		6,122
Collateral not offset in balance sheet	0		0
Financial instruments, amount offset against collateral	-15		-155
Japanese Government Bonds	'		'
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	70		'
Cash	'		'
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	$18		'
[1]	Consists of $70 of pledged JGBs and $18 of cash.

FAIR_VALUE_MEASUREMENTS_Fair_V

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'	'
Available-for-sale Securities	$59,886	$61,578
Asset derivatives	598	345
Cash and cash equivalents	2,749	2,041
Total assets	63,233	63,964
Liabilities:	'	'
Liability derivatives	435	934
Total liabilities	435	934
Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	1	32
Liabilities:	'	'
Liability derivatives	1	3
Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	426	311
Liabilities:	'	'
Liability derivatives	300	329
Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	129	'
Liabilities:	'	'
Liability derivatives	13	535
Foreign currency options	'	'
Assets:	'	'
Asset derivatives	2	'
Liabilities:	'	'
Liability derivatives	4	'
Credit default swaps	'	'
Assets:	'	'
Asset derivatives	2	2
Liabilities:	'	'
Liability derivatives	9	67
Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	38	'
Liabilities:	'	'
Liability derivatives	108	'
Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	56,923	57,253
Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	13,266	12,997
Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	1,057	1,195
Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	832	1,031
Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	8,015	8,497
Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	1,680	2,072
Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	6,737	7,634
Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	25,336	23,827
Perpetual Securities	'	'
Assets:	'	'
Available-for-sale Securities	2,941	4,302
Perpetual Securities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	2,732	3,950
Perpetual Securities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	209	352
Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	22	23
Level 1	'	'
Assets:	'	'
Available-for-sale Securities	12,623	12,278
Asset derivatives	0	0
Cash and cash equivalents	2,749	2,041
Total assets	15,372	14,319
Liabilities:	'	'
Total liabilities	0	0
Level 1 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	'
Level 1 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	'
Level 1 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	12,609	12,265
Level 1 | Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	12,609	12,265
Level 1 | Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Perpetual Securities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Perpetual Securities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Perpetual Securities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 1 | Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	14	13
Level 2	'	'
Assets:	'	'
Available-for-sale Securities	46,782	45,895
Asset derivatives	433	154
Cash and cash equivalents	0	0
Total assets	47,215	46,049
Liabilities:	'	'
Total liabilities	188	535
Level 2 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 2 | Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	264	154
Liabilities:	'	'
Liability derivatives	63	0
Level 2 | Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	129	'
Liabilities:	'	'
Liability derivatives	13	535
Level 2 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	2	'
Liabilities:	'	'
Liability derivatives	4	'
Level 2 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 2 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	38	'
Liabilities:	'	'
Liability derivatives	108	'
Level 2 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	43,887	41,802
Level 2 | Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	657	732
Level 2 | Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	1,057	1,195
Level 2 | Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	429	693
Level 2 | Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	8,015	8,077
Level 2 | Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	1,680	1,654
Level 2 | Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	6,713	6,610
Level 2 | Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	25,336	22,841
Level 2 | Perpetual Securities	'	'
Assets:	'	'
Available-for-sale Securities	2,890	4,087
Level 2 | Perpetual Securities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	2,681	3,735
Level 2 | Perpetual Securities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	209	352
Level 2 | Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	5	6
Level 3	'	'
Assets:	'	'
Available-for-sale Securities	481	3,405
Asset derivatives	165	191
Cash and cash equivalents	0	0
Total assets	646	3,596
Liabilities:	'	'
Total liabilities	247	399
Level 3 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	1	32
Liabilities:	'	'
Liability derivatives	1	3
Level 3 | Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	162	157
Liabilities:	'	'
Liability derivatives	237	329
Level 3 | Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	0
Level 3 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	'
Level 3 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	2	2
Liabilities:	'	'
Liability derivatives	9	67
Level 3 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	0	'
Liabilities:	'	'
Liability derivatives	0	'
Level 3 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	427	3,186
Level 3 | Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	403	338
Level 3 | Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	0	420
Level 3 | Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	0	418
Level 3 | Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	24	1,024
Level 3 | Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	986
Level 3 | Perpetual Securities	'	'
Assets:	'	'
Available-for-sale Securities	51	215
Level 3 | Perpetual Securities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	51	215
Level 3 | Perpetual Securities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	$3	$4

FAIR_VALUE_MEASUREMENTS_Fair_V1

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets and Liabilities Carried at Cost or Amortized Cost (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'	'
Cost or Amortized Cost	$43,607	$54,426
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Liabilities:	'	'
Other policyholders’ funds	5,739	5,319
Other policyholders' funds fair value disclosure	5,591	5,151
Notes Payable	4,946	4,343
Notes payable (excluding capital leases), fair value	5,341	4,992
Obligation To Japanese Policyholder Protection Corporation Carrying Value	'	23
Obligation to Japanese Policyholder Protection Corporation Fair Value Disclosure	'	23
Total Financial Instrument Liabilities Not Carried At Fair Value	10,685	9,685
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	10,932	10,166
Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	43,607	54,426
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	24,708	32,043
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Municipalities | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	432	492
Securities held to maturity, fixed maturities, fair value	481	520
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	66	90
Securities held to maturity, fixed maturities, fair value	69	94
Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	4,359	4,924
Securities held to maturity, fixed maturities, fair value	4,343	5,051
Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	3,219	3,209
Securities held to maturity, fixed maturities, fair value	3,275	3,317
Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	6,905	9,211
Securities held to maturity, fixed maturities, fair value	6,555	8,991
Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Cost or Amortized Cost	3,918	4,457
Securities held to maturity, fixed maturities, fair value	3,959	4,536
Level 1	'	'
Liabilities:	'	'
Other policyholders' funds fair value disclosure	0	0
Notes payable (excluding capital leases), fair value	0	0
Obligation to Japanese Policyholder Protection Corporation Fair Value Disclosure	'	0
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	0	0
Level 1 | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Level 1 | Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Level 1 | Municipalities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 1 | Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 1 | Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 1 | Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 1 | Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 1 | Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 2	'	'
Liabilities:	'	'
Other policyholders' funds fair value disclosure	0	0
Notes payable (excluding capital leases), fair value	0	0
Obligation to Japanese Policyholder Protection Corporation Fair Value Disclosure	'	0
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	0	0
Level 2 | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	18,636	22,445
Level 2 | Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 2 | Municipalities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	481	520
Level 2 | Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	23	30
Level 2 | Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	4,343	5,051
Level 2 | Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	3,275	3,317
Level 2 | Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	6,555	8,991
Level 2 | Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	3,959	4,536
Level 3	'	'
Liabilities:	'	'
Other policyholders' funds fair value disclosure	5,591	5,151
Notes payable (excluding capital leases), fair value	5,341	4,992
Obligation to Japanese Policyholder Protection Corporation Fair Value Disclosure	'	23
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	10,932	10,166
Level 3 | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Level 3 | Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 3 | Municipalities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 3 | Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Level 3 | Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 3 | Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 3 | Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Level 3 | Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	$0	$0

FAIR_VALUE_MEASUREMENTS_Fair_V2

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets by Pricing Source, Available-for-Sale Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	$59,886	$61,578
Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	12,623	12,278
Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	46,782	45,895
Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	481	3,405
Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	56,923	57,253
Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	12,609	12,265
Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	43,887	41,802
Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	427	3,186
Perpetual Securities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,941	4,302
Perpetual Securities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Perpetual Securities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,890	4,087
Perpetual Securities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	51	215
Equity Securities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	22	23
Equity Securities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	14	13
Equity Securities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	5	6
Equity Securities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	4
Equity Securities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	19	13
Equity Securities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	14	13
Equity Securities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	5	0
Equity Securities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Equity Securities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	6
Equity Securities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Equity Securities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	6
Equity Securities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Equity Securities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	4
Equity Securities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Equity Securities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Equity Securities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	4
Government and Agencies Debt Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	13,266	12,997
Government and Agencies Debt Securities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	12,609	12,265
Government and Agencies Debt Securities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	657	732
Government and Agencies Debt Securities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	13,266	12,950
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	12,609	12,265
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	657	685
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Government and Agencies Debt Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	47
Government and Agencies Debt Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Government and Agencies Debt Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	47
Government and Agencies Debt Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Municipalities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,057	1,195
Municipalities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,057	1,195
Municipalities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,057	1,177
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,057	1,177
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	18
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	18
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	832	1,031
Mortgage- and asset-backed Securities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	429	693
Mortgage- and asset-backed Securities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	403	338
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	429	682
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	429	682
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	11
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	11
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	403	338
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	403	338
Public Utilities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	8,015	8,497
Public Utilities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	8,015	8,077
Public Utilities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	420
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	7,845	5,144
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	7,845	5,144
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	3,328
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	2,908
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	420
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	170	25
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	170	25
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Sovereign and Supranational | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,680	2,072
Sovereign and Supranational | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Sovereign and Supranational | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,680	1,654
Sovereign and Supranational | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	418
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,674	540
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,674	540
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	1,037
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	619
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	418
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6	495
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6	495
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6,737	7,634
Banks/financial Institutions | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6,713	6,610
Banks/financial Institutions | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	24	1,024
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6,713	4,257
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6,713	4,257
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	2,580
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	2,136
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	444
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	24	797
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	217
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	24	580
Banks/financial Institutions | Perpetual Securities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,732	3,950
Banks/financial Institutions | Perpetual Securities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual Securities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,681	3,735
Banks/financial Institutions | Perpetual Securities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	51	215
Banks/financial Institutions | Perpetual Securities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,732	283
Banks/financial Institutions | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,681	283
Banks/financial Institutions | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	51	0
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	3,667
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	3,452
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	215
Banks/financial Institutions | Perpetual Securities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	51	'
Other Corporate | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25,336	23,827
Other Corporate | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25,336	22,841
Other Corporate | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	986
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25,307	18,093
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25,307	18,093
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	5,322
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	4,747
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	575
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	29	412
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	29	1
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	411
Other Corporate | Perpetual Securities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	209	352
Other Corporate | Perpetual Securities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Perpetual Securities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	209	352
Other Corporate | Perpetual Securities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Other Corporate | Perpetual Securities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	209	'
Other Corporate | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	'
Other Corporate | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	209	'
Other Corporate | Perpetual Securities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	'
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	352
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	0
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	352
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	$0

FAIR_VALUE_MEASUREMENTS_Fair_V3

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets by Pricing Source, Held-to-Maturity Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	$44,756	$54,841
Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	44,756	54,841
Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	18,636	22,445
Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Government and Agencies Debt Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Government and Agencies Debt Securities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Government and Agencies Debt Securities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Government and Agencies Debt Securities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	26,074	32,332
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Municipalities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	481	520
Municipalities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Municipalities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	481	520
Municipalities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	481	464
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	481	464
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	56
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	56
Municipalities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	69	94
Mortgage- and asset-backed Securities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	23	30
Mortgage- and asset-backed Securities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	23	30
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	23	30
Mortgage- and asset-backed Securities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	46	64
Public Utilities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	4,343	5,051
Public Utilities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Public Utilities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	4,343	5,051
Public Utilities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	4,232	58
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	4,232	58
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	4,993
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	4,993
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	111	'
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	'
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	111	'
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	'
Sovereign and Supranational | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,275	3,317
Sovereign and Supranational | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Sovereign and Supranational | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,275	3,317
Sovereign and Supranational | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,275	370
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,275	370
Sovereign and Supranational | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	2,947
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	2,947
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Banks/financial Institutions | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	6,555	8,991
Banks/financial Institutions | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Banks/financial Institutions | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	6,555	8,991
Banks/financial Institutions | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	6,555	254
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	6,555	254
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	8,737
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	8,737
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Other Corporate | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,959	4,536
Other Corporate | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Other Corporate | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,959	4,536
Other Corporate | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,959	122
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	3,959	122
Other Corporate | Fixed Maturities | Third party pricing vendor valuation technique [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	0	0
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	4,414
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	0
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	4,414
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	'	$0

FAIR_VALUE_MEASUREMENTS_Change

FAIR VALUE MEASUREMENTS - Changes in Available-For-Sale Investments and Derivatives Classified as Level 3 (Detail) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	$327		$3,496		$3,197		$3,803
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	52		81		118		131
Unrealized gains (losses) included in other comprehensive income (loss)	10		303		-69		278
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	13		0		-387		-290
Settlements	-3		-7		-9		-49
Transfers into Level 3	0		206		174	[1]	206
Transfers out of Level 3	0		0		-2,625	[2]	0
Balance, end of period	399		4,079		399		4,079
Change in unrealized gains (losses) still held	52		81		118		80
Fixed Maturities | Mortgage- and asset-backed Securities	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	399		379		338		394
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		-3
Unrealized gains (losses) included in other comprehensive income (loss)	7		11		-42		10
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	-3		-5		-9		-16
Transfers into Level 3	0		0		125	[1]	0
Transfers out of Level 3	0		0		-9	[2]	0
Balance, end of period	403		385		403		385
Change in unrealized gains (losses) still held	0		0		0		-3
Fixed Maturities | Public Utilities	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	0		418		420		422
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		31		-20		27
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		-400		0
Settlements	0		0		0		0
Transfers into Level 3	0		0		0		0
Transfers out of Level 3	0		0		0		0
Balance, end of period	0		449		0		449
Change in unrealized gains (losses) still held	0		0		0		0
Fixed Maturities | Sovereign and Supranational	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	0		436		418		434
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		24		0		26
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	0		0		0		0
Transfers into Level 3	0		0		0		0
Transfers out of Level 3	0		0		-418	[2]	0
Balance, end of period	0		460		0		460
Change in unrealized gains (losses) still held	0		0		0		0
Fixed Maturities | Banks/financial Institutions	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	25		1,114		1,024		1,074
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		0
Unrealized gains (losses) included in other comprehensive income (loss)	-1		103		-3		143
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	0		0		0		0
Transfers into Level 3	0		206	[1]	0		206	[1]
Transfers out of Level 3	0		0		-997	[2]	0
Balance, end of period	24		1,423		24		1,423
Change in unrealized gains (losses) still held	0		0		0		0
Fixed Maturities | Other Corporate	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	0		1,031		986		1,105
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		2
Unrealized gains (losses) included in other comprehensive income (loss)	0		42		0		0
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		-34
Settlements	0		0		0		0
Transfers into Level 3	0		0		0		0
Transfers out of Level 3	0		0		-986	[2]	0
Balance, end of period	0		1,073		0		1,073
Change in unrealized gains (losses) still held	0		0		0		0
Perpetual Securities | Banks/financial Institutions	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	49		307		215		526
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		-27		0		22
Unrealized gains (losses) included in other comprehensive income (loss)	2		90		2		78
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		-256
Settlements	0		0		0		0
Transfers into Level 3	0		0		49	[1]	0
Transfers out of Level 3	0		0		-215	[2]	0
Balance, end of period	51		370		51		370
Change in unrealized gains (losses) still held	0		-27		0		-27
Equity Securities	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	3		4		4		4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0		0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		0		-1		0
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	0		0		0		0
Transfers into Level 3	0		0		0		0
Transfers out of Level 3	0		0		0		0
Balance, end of period	3		4		3		4
Change in unrealized gains (losses) still held	0		0		0		0
Derivatives | Interest rate swaps	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	21	[3]	27	[3]	29	[3]	30	[3]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-1	[3]	7	[3]	-9	[3]	4	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[3]	0	[3]	0	[3]	0	[3]
Purchases	0	[3]	0	[3]	0	[3]	0	[3]
Issuances	0	[3]	0	[3]	0	[3]	0	[3]
Sales	-20	[3]	0	[3]	-20	[3]	0	[3]
Settlements	0	[3]	0	[3]	0	[3]	0	[3]
Transfers into Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Transfers out of Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Balance, end of period	0	[3]	34	[3]	0	[3]	34	[3]
Change in unrealized gains (losses) still held	-1	[3]	7	[3]	-9	[3]	4	[3]
Derivatives | Foreign currency swaps	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	-126	[3]	-113	[3]	-172	[3]	-56	[3]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	49	[3]	76	[3]	102	[3]	58	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	2	[3]	2	[3]	-5	[3]	-6	[3]
Purchases	0	[3]	0	[3]	0	[3]	0	[3]
Issuances	0	[3]	0	[3]	0	[3]	0	[3]
Sales	0	[3]	0	[3]	0	[3]	0	[3]
Settlements	0	[3]	-2	[3]	0	[3]	-33	[3]
Transfers into Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Transfers out of Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Balance, end of period	-75	[3]	-37	[3]	-75	[3]	-37	[3]
Change in unrealized gains (losses) still held	49	[3]	76	[3]	102	[3]	58	[3]
Derivatives | Credit default swaps	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of period	-44	[3]	-107	[3]	-65	[3]	-130	[3]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	4	[3]	25	[3]	25	[3]	48	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[3]	0	[3]	0	[3]	0	[3]
Purchases	0	[3]	0	[3]	0	[3]	0	[3]
Issuances	0	[3]	0	[3]	0	[3]	0	[3]
Sales	33	[3]	0	[3]	33	[3]	0	[3]
Settlements	0	[3]	0	[3]	0	[3]	0	[3]
Transfers into Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Transfers out of Level 3	0	[3]	0	[3]	0	[3]	0	[3]
Balance, end of period	-7	[3]	-82	[3]	-7	[3]	-82	[3]
Change in unrealized gains (losses) still held	$4	[3]	$25	[3]	$25	[3]	$48	[3]
[1]	Due to a lack of visibility to observe significant inputs to price
[2]	A result of changing our pricing methodology to a valuation method that uses observable market data as significant inputs to estimate fair value
[3]	Derivative assets and liabilities are presented net

FAIR_VALUE_MEASUREMENTS_Additi

FAIR VALUE MEASUREMENTS - Additional Information (Detail) (USD $)	Sep. 30, 2013	Sep. 30, 2012
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'	'
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	$0	$0
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount	$0	$0

FAIR_VALUE_MEASUREMENTS_Fair_V4

FAIR VALUE MEASUREMENTS Fair Value Inputs Assets Quantitative Information (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	$59,886		$61,578
Asset derivatives	598		345
Assets, fair value	63,233		63,964
Length of Volatility of Japanese Yen to US Dollar Exchange Rate	'10 years		'10 years
Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	481		3,405
Asset derivatives	165		191
Assets, fair value	646		3,596
Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	56,923		57,253
Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	427		3,186
Perpetual Securities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	2,941		4,302
Perpetual Securities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	51		215
Equity Securities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	22		23
Equity Securities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		4
Equity Securities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		4
Equity Securities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		4
Equity Securities | Net Asset Value Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		4
Equity Securities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		6
Equity Securities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		0
Equity Securities | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$1		$2
Equity Securities | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$835		$943
Equity Securities | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$8		$8
Public Utilities | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Volatility Rate	'		7.36%
Public Utilities | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	8,015		8,497
Public Utilities | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		420
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	170		25
Public Utilities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		0
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		3,328
Public Utilities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		420
Sovereign and Supranational | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Volatility Rate	'		7.36%
Sovereign and Supranational | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	1,680		2,072
Sovereign and Supranational | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		418
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	6		495
Sovereign and Supranational | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		0
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		1,037
Sovereign and Supranational | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		418
Mortgage- and asset-backed Securities | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	832		1,031
Mortgage- and asset-backed Securities | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	403		338
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	403		338
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	403		338
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		11
Mortgage- and asset-backed Securities | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		0
Banks/financial Institutions | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Volatility Rate	'		7.36%
Banks/financial Institutions | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	6,737		7,634
Banks/financial Institutions | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	24		1,024
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	24		797
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	24		580
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		2,580
Banks/financial Institutions | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		444
Banks/financial Institutions | Perpetual Securities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	2,732		3,950
Banks/financial Institutions | Perpetual Securities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	51		215
Banks/financial Institutions | Perpetual Securities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	51		'
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		3,667
Banks/financial Institutions | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		215
Banks/financial Institutions | Perpetual Securities | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Volatility Rate	'		7.36%
Other Corporate | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Volatility Rate	'		7.36%
Other Corporate | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	25,336		23,827
Other Corporate | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		986
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	29		412
Other Corporate | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		411
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		5,322
Other Corporate | Fixed Maturities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		575
Other Corporate | Perpetual Securities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	209		352
Other Corporate | Perpetual Securities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	0		0
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		352
Other Corporate | Perpetual Securities | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		0
Interest rate swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		32
Interest rate swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		32
Interest rate swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		32
Interest rate swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	55.00%	[1]	49.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.82%		0.91%
Interest rate swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	69.00%	[1]	50.00%	[1]
Fair Value Inputs, Entity Credit Risk	1.38%		1.52%
Interest rate swaps | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	62.00%	[1]	'
Fair Value Inputs, Entity Credit Risk	1.15%		'
Fair Value Inputs, Recovery Rate	37.00%		37.00%
Foreign currency swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	426		311
Foreign currency swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	162		157
Credit default swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	2		2
Credit default swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	2		2
Credit default swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	2		2
Credit default swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	55.00%		49.00%
Fair Value Inputs, Entity Credit Risk	0.82%		0.91%
Credit default swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	69.00%		50.00%
Fair Value Inputs, Entity Credit Risk	1.38%		1.52%
Credit default swaps | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	62.00%		'
Fair Value Inputs, Entity Credit Risk	1.15%		'
Fair Value Inputs, Recovery Rate	37.00%		37.00%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	49		51
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	21.35%	[2]	20.65%	[2]
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.35%		0.12%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.50%		1.17%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	33		4
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.20%		0.12%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.28%		1.26%
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	$80		$102
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	21.35%	[2]	20.65%	[2]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[3]	0.84%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[3]	2.05%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[3]	0.84%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[3]	2.05%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[3]	0.84%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[3]	2.05%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[4]	1.84%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[4]	2.84%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[4]	1.84%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[4]	2.84%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[4]	1.84%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[4]	2.84%	[4]
[1]	Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
[2]	Based on 10 year volatility of JPY/USD exchange rate
[3]	Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
[4]	Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps

FAIR_VALUE_MEASUREMENTS_Fair_V5

FAIR VALUE MEASUREMENTS Fair Value Inputs Liabilities Quantitative Information (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	$435		$934
Liabilities, Fair Value Disclosure	435		934
Length of Volatility of Japanese Yen to US Dollar Exchange Rate	'10 years		'10 years
Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liabilities, Fair Value Disclosure	247		399
Interest rate swaps	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	1		3
Interest rate swaps | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	1		3
Interest rate swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	1		3
Interest rate swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	55.00%	[1]	49.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.82%		0.91%
Interest rate swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	69.00%	[1]	50.00%	[1]
Fair Value Inputs, Entity Credit Risk	1.38%		1.52%
Interest rate swaps | Liability [Member] | Weighted Average | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	62.00%	[1]	'
Fair Value Inputs, Entity Credit Risk	1.15%		'
Fair Value Inputs, Recovery Rate	37.00%		37.00%
Foreign currency swaps	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	300		329
Foreign currency swaps | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	237		329
Credit default swaps	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	9		67
Credit default swaps | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	9		67
Credit default swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	9		67
Credit default swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	55.00%	[1]	49.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.82%		0.91%
Credit default swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	69.00%	[1]	50.00%	[1]
Fair Value Inputs, Entity Credit Risk	1.38%		1.52%
Credit default swaps | Liability [Member] | Weighted Average | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	62.00%	[1]	'
Fair Value Inputs, Entity Credit Risk	1.15%		'
Fair Value Inputs, Recovery Rate	37.00%		37.00%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	85		118
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	21.35%	[2]	20.65%	[2]
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.35%		0.22%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.50%		1.41%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	21		60
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.19%		0.25%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	2.73%		1.86%
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	$131		$151
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	21.35%	[2]	20.65%	[2]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[3]	1.84%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[3]	2.84%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[3]	1.84%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[3]	2.84%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.77%	[3]	1.84%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.68%	[3]	2.84%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[4]	0.84%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[4]	2.05%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[4]	0.84%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[4]	2.05%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.86%	[4]	0.84%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.97%	[4]	2.05%	[4]
[1]	Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
[2]	Based on 10 year volatility of JPY/USD exchange rate
[3]	Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
[4]	Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps

REINSURANCE_Additional_Informa

REINSURANCE Additional Information (Details) (USD $)	3 Months Ended
	Sep. 30, 2013
Effects of Reinsurance [Line Items]	'
Reinsurance deferred profit liability	$652,000,000
Reinsurance recoverable	652,000,000
Ceded premiums payable	0
Ceded claims incurred during period	$0
Aflac Japan | Closed medical block	'
Effects of Reinsurance [Line Items]	'
Coinsurance reinsurance ceded percentage	33.30%

NOTES_PAYABLE_Additional_Infor

NOTES PAYABLE - Additional Information (Detail)	1 Months Ended				9 Months Ended			1 Months Ended
	Mar. 31, 2013	Sep. 30, 2013	Sep. 30, 2013	Mar. 29, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2013
		USD ($)	JPY (¥)	JPY (¥)	3.625% senior notes due June 2023	3.625% senior notes due June 2023	Notes Payable	Line of Credit	Line of Credit
					USD ($)	JPY (¥)	USD ($)		USD ($)
Debt Instrument [Line Items]	'	'	'	'	'	'	'	'	'
Debt Instrument, Face Amount	'	'	'	'	$700,000,000	'	'	'	'
Debt instrument, interest rate, stated percentage	'	'	'	'	3.63%	3.63%	'	'	'
Debt Instrument Maturity Period	'	'	'	'	'10 years	'10 years	'	'	'
Debt Instrument, Redemption, Description	'	'	'	'	'These notes are redeemable at our option in whole at any time or in part from time to time at a redemption price equal to the greater of: (i) the aggregate principal amount of the notes to be redeemed or (ii) the amount equal to the sum of the present values of the remaining scheduled payments for principal of and interest on the notes to be redeemed, not including any portion of the payments of interest accrued as of such redemption date, discounted to such redemption date on a semi-annual basis at the treasury rate plus 20 basis points, plus in each case, accrued and unpaid interest on the principal amount of the notes to be redeemed to, but excluding, such redemption date.	'These notes are redeemable at our option in whole at any time or in part from time to time at a redemption price equal to the greater of: (i) the aggregate principal amount of the notes to be redeemed or (ii) the amount equal to the sum of the present values of the remaining scheduled payments for principal of and interest on the notes to be redeemed, not including any portion of the payments of interest accrued as of such redemption date, discounted to such redemption date on a semi-annual basis at the treasury rate plus 20 basis points, plus in each case, accrued and unpaid interest on the principal amount of the notes to be redeemed to, but excluding, such redemption date.	'	'	'
Debt Instrument Effective Principal Amount After Cross Currency Swap	'	'	'	'	'	69,800,000,000	'	'	'
Notes payable, effective interest rate	'	'	'	'	1.50%	1.50%	'	'	'
Line of credit facility term	'	'	'	'	'	'	'	'5 years	'
Line of credit facility, maximum borrowing capacity	'	'	50,000,000,000	50,000,000,000	'	'	'	'	'
Line of credit facility, interest rate description	'Borrowings will bear interest at LIBOR plus the applicable margin of 1.125%	'	'	'	'	'	'	'	'
Line of credit facility, commitment fee percentage	0.13%	'	'	'	'	'	'	'	'
Line of credit facility, amount outstanding	'	0	'	'	'	'	'	'	'
Debt instrument, debt default, amount	'	'	'	'	'	'	$0	'	$0

NOTES_PAYABLE_Summary_of_Notes

NOTES PAYABLE - Summary of Notes Payable (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Debt Instrument [Line Items]	'		'
Notes payable	$4,953		$4,352
3.45% senior notes due August 2015	'		'
Debt Instrument [Line Items]	'		'
Notes payable	300		300
2.65% senior notes due February 2017	'		'
Debt Instrument [Line Items]	'		'
Notes payable	656	[1]	657	[1]
8.50% senior notes due May 2019	'		'
Debt Instrument [Line Items]	'		'
Notes payable	850		850
4.00% senior notes due February 2022	'		'
Debt Instrument [Line Items]	'		'
Notes payable	349	[2]	349	[2]
3.625% senior notes due June 2023	'		'
Debt Instrument [Line Items]	'		'
Notes payable	700		0
6.90% senior notes due December 2039	'		'
Debt Instrument [Line Items]	'		'
Notes payable	396	[2]	396	[2]
6.45% senior notes due August 2040	'		'
Debt Instrument [Line Items]	'		'
Notes payable	448	[2]	448	[2]
5.50% subordinated notes due September 2052	'		'
Debt Instrument [Line Items]	'		'
Notes payable	500		500
2.26% yen-denominated Uridashi notes due September 2016	'		'
Debt Instrument [Line Items]	'		'
Notes payable	82		92
1.47% yen-denominated Samurai notes due July 2014	'		'
Debt Instrument [Line Items]	'		'
Notes payable	294		331
1.84% yen-denominated Samurai notes due July 2016	'		'
Debt Instrument [Line Items]	'		'
Notes payable	162		182
Variable interest rate yen-denominated Samurai notes due July 2014	'		'
Debt Instrument [Line Items]	'		'
Notes payable	56		64
3.60% yen-denominated loan due July 2015	'		'
Debt Instrument [Line Items]	'		'
Notes payable	102		116
3.00% yen-denominated loan due August 2015	'		'
Debt Instrument [Line Items]	'		'
Notes payable	51		58
Capitalized Lease Obligations	'		'
Debt Instrument [Line Items]	'		'
Notes payable	$7		$9
[1]	Principal amount plus an issuance premium that is being amortized over the life of the notes
[2]	Principal amount net of an issuance discount that is being amortized over the life of the notes

Summary_of_Notes_Payable_Paren

- Summary of Notes Payable (Parenthetical) (Detail)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

In Millions, unless otherwise specified

3.45% senior notes due August 2015

3.45% senior notes due August 2015

2.65% senior notes due February 2017

2.65% senior notes due February 2017

8.50% senior notes due May 2019

8.50% senior notes due May 2019

4.00% senior notes due February 2022

4.00% senior notes due February 2022

3.625% senior notes due June 2023

6.90% senior notes due December 2039

6.90% senior notes due December 2039

6.45% senior notes due August 2040

6.45% senior notes due August 2040

5.50% subordinated notes due September 2052

5.50% subordinated notes due September 2052

2.26% yen-denominated Uridashi notes due September 2016

2.26% yen-denominated Uridashi notes due September 2016

1.47% yen-denominated Samurai notes due July 2014

1.47% yen-denominated Samurai notes due July 2014

1.84% yen-denominated Samurai notes due July 2016

1.84% yen-denominated Samurai notes due July 2016

Variable interest rate yen-denominated Samurai notes due July 2014

Variable interest rate yen-denominated Samurai notes due July 2014

3.60% yen-denominated loan due July 2015

3.60% yen-denominated loan due July 2015

3.00% yen-denominated loan due August 2015

3.00% yen-denominated loan due August 2015

USD ($)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

Debt Instrument [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notes payable, interest rate

3.45%

3.45%

2.65%

2.65%

8.50%

8.50%

4.00%

4.00%

3.63%

6.90%

6.90%

6.45%

6.45%

5.50%

5.50%

2.26%

2.26%

1.47%

1.47%

1.84%

1.84%

1.31%

1.34%

3.60%

3.60%

3.00%

3.00%

Notes payable, principal amount

'

'

'

'

'

'

'

'

$700

'

'

'

'

'

'

¥ 8,000

¥ 8,000

¥ 28,700

¥ 28,700

¥ 15,800

¥ 15,800

¥ 5,500

¥ 5,500

¥ 10,000

¥ 10,000

¥ 5,000

¥ 5,000

SHAREHOLDERS_EQUITY_Reconcilia

SHAREHOLDERS' EQUITY - Reconciliation of Number of Shares of Common Stock (Detail)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
				Common Stock	Common Stock	Treasury Stock	Treasury Stock
Common Stock Issued [Roll Forward]	'	'	'	'	'	'	'
Balance, beginning of period	666,493,000	665,239,000	'	665,239,000	663,639,000	'	'
Exercise of stock options and issuance of restricted shares	'	'	'	1,254,000	1,157,000	'	'
Balance, end of period	666,493,000	665,239,000	'	666,493,000	664,796,000	'	'
Treasury Stock [Roll Forward]	'	'	'	'	'	'	'
Balance, beginning of period	'	'	'	'	'	197,453,000	197,329,000
Open market	'	'	'	'	'	5,571,000	0
Other	'	'	'	'	'	163,000	270,000
Shares issued to AFL Stock Plan	'	'	'	'	'	-1,080,000	-1,306,000
Exercise of stock options	'	'	'	'	'	-1,161,000	-94,000
Other	'	'	'	'	'	-163,000	-127,000
Balance, end of period	'	'	'	'	'	200,783,000	196,072,000
Shares outstanding, end of period	465,710,000	'	468,724,000	'	'	'	'

SHAREHOLDERS_EQUITY_AntiDiluti

SHAREHOLDERS' EQUITY - Anti-Dilutive Share-Based Awards Excluded from Calculation of Diluted Earnings Per Share (Detail)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Stockholders' Equity Note [Abstract]	'	'	'	'
Anti-dilutive share-based awards	1,716	6,289	2,858	6,710

SHAREHOLDERS_EQUITY_Additional

SHAREHOLDERS' EQUITY - Additional Information (Detail) (USD $)	9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Stockholders Equity Note [Line Items]	'	'
Common stock, share repurchase, dollar amount	$307	$13
Share Repurchase Authorization 2008	'	'
Stockholders Equity Note [Line Items]	'	'
Common stock, share repurchase	5,600,000	0
Common stock, share repurchase, dollar amount	$298	'
Remaining common stock available for purchase under share repurchase authorizations	16,900,000	'

SHAREHOLDERS_EQUITY_Changes_in

SHAREHOLDERS' EQUITY - Changes in Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Accumulated Other Comprehensive Income [Roll Forward]	'		'	'		'
Balance, beginning of period	($840)	[1]	'	$2,715	[1]	'
Other comprehensive income loss before reclassifications net of tax	417	[1]	'	-3,046	[1]	'
Amounts reclassified from accumulated other comprehensive income net of tax	-38	[1]	'	-130	[1]	'
Other comprehensive income (loss), net of tax	379	[1]	915	-3,176	[1]	1,122
Balance, end of period	-461	[1]	'	-461	[1]	'
Unrealized foreign currency translation gains (losses)	'		'	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'	'		'
Balance, beginning of period	-453	[1]	'	333	[1]	'
Other comprehensive income loss before reclassifications net of tax	14	[1]	'	-756	[1]	'
Amounts reclassified from accumulated other comprehensive income net of tax	21	[1]	'	5	[1]	'
Other comprehensive income (loss), net of tax	35	[1]	'	-751	[1]	'
Balance, end of period	-418	[1]	'	-418	[1]	'
Unrealized gains (losses) on investment securities	'		'	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'	'		'
Balance, beginning of period	-198	[1]	'	2,570	[1]	'
Other comprehensive income loss before reclassifications net of tax	402	[1]	'	-2,284	[1]	'
Amounts reclassified from accumulated other comprehensive income net of tax	-61	[1]	'	-143	[1]	'
Other comprehensive income (loss), net of tax	341	[1]	'	-2,427	[1]	'
Balance, end of period	143	[1]	'	143	[1]	'
Unrealized gains (losses) on derivatives	'		'	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'	'		'
Balance, beginning of period	-11	[1]	'	-5	[1]	'
Other comprehensive income loss before reclassifications net of tax	3	[1]	'	-3	[1]	'
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	'	0	[1]	'
Other comprehensive income (loss), net of tax	3	[1]	'	-3	[1]	'
Balance, end of period	-8	[1]	'	-8	[1]	'
Pension liability adjustment	'		'	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'	'		'
Balance, beginning of period	-178	[1]	'	-183	[1]	'
Other comprehensive income loss before reclassifications net of tax	-2	[1]	'	-3	[1]	'
Amounts reclassified from accumulated other comprehensive income net of tax	2	[1]	'	8	[1]	'
Other comprehensive income (loss), net of tax	0	[1]	'	5	[1]	'
Balance, end of period	($178)	[1]	'	($178)	[1]	'
[1]	All amounts in the table above are net of tax. Amounts in parentheses indicate debits.

SHAREHOLDERS_EQUITY_Reclassifi

SHAREHOLDERS' EQUITY - Reclassifications Out of Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Reclassification Out of Accumulated Other Comprehensive Income [Line Items]	'		'		'		'
Sales and redemptions	$72		$288		$277		$358
Other-than-temporary impairment losses realized	-10	[1]	-97	[1]	-65	[1]	-643	[1]
Derivative and other gains (losses)	-40		95		167		108
Acquisition and operating expenses	-1,332		-1,435		-3,933		-4,225
Total before tax	1,069		1,480		3,788		3,423
Tax (expense) or benefit	-367		-463		-1,305		-1,138
Net of tax	702		1,017		2,483		2,285
The expected U.S. tax rate	35.00%		'		35.00%		'
Reclassification Out Of Accumulated Other Comprehensive Income	'		'		'		'
Reclassification Out of Accumulated Other Comprehensive Income [Line Items]	'		'		'		'
Net of tax	38	[2]	'		130	[2]	'
Reclassification Out Of Accumulated Other Comprehensive Income | Unrealized foreign currency translation gains (losses)	'		'		'		'
Reclassification Out of Accumulated Other Comprehensive Income [Line Items]	'		'		'		'
Sales and redemptions	-32	[2]	'		-8	[2]	'
Tax (expense) or benefit	11	[2],[3]	'		3	[2],[3]	'
Net of tax	-21	[2]	'		-5	[2]	'
Reclassification Out Of Accumulated Other Comprehensive Income | Unrealized gains (losses) on investment securities	'		'		'		'
Reclassification Out of Accumulated Other Comprehensive Income [Line Items]	'		'		'		'
Sales and redemptions	104	[2]	'		285	[2]	'
Other-than-temporary impairment losses realized	-10	[2]	'		-65	[2]	'
Total before tax	94	[2]	'		220	[2]	'
Tax (expense) or benefit	-33	[2],[3]	'		-77	[2],[3]	'
Net of tax	61	[2]	'		143	[2]	'
Reclassification Out Of Accumulated Other Comprehensive Income | Pension liability adjustment	'		'		'		'
Reclassification Out of Accumulated Other Comprehensive Income [Line Items]	'		'		'		'
Acquisition and operating expenses	-4	[2],[4]	'		-13	[2],[4]	'
Tax (expense) or benefit	2	[2],[3]	'		5	[2],[3]	'
Net of tax	($2)	[2]	'		($8)	[2]	'
[1]	Includes $0 and $70 for the three-month periods and $0 and $365 for the nine-month periods ended September 30, 2013 and 2012, respectively, for credit-related impairments; $0 and $27 for the three-month periods and $1 and $27 for the nine-month periods ended September 30, 2013 and 2012, respectively, for impairments due to severity and duration of decline in fair value; and $10 and $0 for the three-month periods and $64 and $251 for the nine-month periods ended September 30, 2013 and 2012, respectively, from change in intent to sell securities
[2]	Amounts in parentheses indicate debits.
[3]	Based on 35% tax rate
[4]	These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see Note 10 for additional details).

SHAREBASED_COMPENSATION_Stock_

SHARE-BASED COMPENSATION - Stock Options Outstanding and Exercisable (Detail) (USD $)	9 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Options Outstanding - Stock Option Shares	11,261
Options Outstanding - Weighted-Average Remaining Term (Yrs)	'4 years 8 months 12 days
Options Outstanding - Aggregate Intrinsic Value	$175
Options Outstanding - Weighted-Average Exercise Price Per Share	$46.45
Options Exercisable - Stock Option Shares	9,261
Options Exercisable - Weighted-Average Remaining Term (Yrs.)	'3 years 10 months 24 days
Options Exercisable - Aggregate Intrinsic Value	$154
Options Exercisable - Weighted-Average Exercise Price Per Share	$45.40

SHAREBASED_COMPENSATION_Additi

SHARE-BASED COMPENSATION - Additional Information (Detail) (USD $)	9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
	plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Number of long-term incentive compensation plans	2	'
Proceeds from Stock Options Exercised	$69	$14
Tax Benefit from Stock Options Exercised	19	17
Stock Option Plan Effective until February 2007	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock option plan, term (in years)	'10 years	'
Second Stock Option Plan	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock option plan, term (in years)	'10 years	'
Stock option plan, vesting period	'3 years	'
Shares available for future grants under the long-term incentive plan	12,000,000	'
Restricted Stock	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Total compensation cost not yet recognized, restricted stock awards	48	'
Total compensation cost not yet recognized, restricted stock awards, weighted-average period (in years)	'1 year 8 months 12 days	'
Performance based Vesting Condition | Restricted Stock	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Total compensation cost not yet recognized, restricted stock awards	$25	'
Total compensation cost not yet recognized, restricted stock awards, shares	859,000	'

BENEFIT_PLANS_Additional_Infor

BENEFIT PLANS - Additional Information (Detail) (USD $)	9 Months Ended				1 Months Ended	0 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Oct. 31, 2013	Oct. 02, 2013	Oct. 31, 2013
	Lower Limit	Upper Limit	Japanese Pension Plan	U.S. Pension Plan	Subsequent Event	Subsequent Event	Subsequent Event
						Other Postretirement Benefit Plans, Defined Benefit	Other Postretirement Benefit Plans, Defined Benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'	'	'	'	'
Health care plan, retirement age for eligibility, (in years)	'55 years	'65 years	'	'	'	'	'
Health care plan, number of years of service for eligibility	'15 years	'	'	'	'	'	'
Health care plan, retirement age and years of service combined years for eligibility (rule of 80)	'80 years	'	'	'	'	'	'
Amount of years active employees have left to meet rule of 80 in order to be eligible for postretirement medical benefits	'	'	'	'	'5 years	'	'
Amount of years left to meet fifteen year service requirement for active employees age fifty five or older to be eligible for postretirement medical benefits	'	'	'	'	'5 years	'	'
Defined Benefit Plan, Plan Amendments	'	'	'	'	'	($51)	'
Plan amendment remaining amortization period	'	'	'	'	'	'	'3 years
Discount rate - benefit obligation	'	'	'	'	'	4.75%	'
Employer contributions	'	'	$17	$20	'	'	'

BENEFIT_PLANS_Net_Periodic_Ben

BENEFIT PLANS - Net Periodic (Benefit) Cost Included in Acquisition and Operating Expenses (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Japanese Pension Plan	'	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'	'
Service cost	$4	$5	$12	$14
Interest cost	2	3	7	9
Expected return on plan assets	-1	-1	-3	-3
Amortization of net actuarial loss	0	0	1	2
Net periodic (benefit) cost	5	7	17	22
U.S. Pension Plan	'	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'	'
Service cost	5	5	16	16
Interest cost	7	6	20	20
Expected return on plan assets	-5	-4	-13	-12
Amortization of net actuarial loss	4	3	11	7
Net periodic (benefit) cost	11	10	34	31
Other Postretirement Benefit Plans, Defined Benefit	'	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'	'
Service cost	2	1	5	4
Interest cost	1	1	3	3
Expected return on plan assets	0	0	0	0
Amortization of net actuarial loss	0	1	1	1
Net periodic (benefit) cost	$3	$3	$9	$8