Aflac (AFL) 10-Q 2 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	Apr. 24, 2014
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Trading Symbol	'AFL	'
Entity Registrant Name	'AFLAC INC	'
Entity Central Index Key	'0000004977	'
Current Fiscal Year End Date	'--03-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	454,144,039

Consolidated_Statements_of_Ear

Consolidated Statements of Earnings (USD $)	3 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Revenues:	'		'
Net premiums, principally supplemental health insurance	$4,854		$5,184
Net investment income	827		833
Realized investment gains (losses):	'		'
Other-than-temporary impairment losses realized	-3	[1]	-55	[1]
Sales and redemptions	41		119
Derivative and other gains (losses)	-84		92
Total realized investment gains (losses)	-46		156
Other income	5		35
Total revenues	5,640		6,208
Benefits and expenses:	'		'
Benefits and claims, net	3,220		3,521
Acquisition and operating expenses:	'		'
Amortization of deferred policy acquisition costs	294		283
Insurance commissions	366		392
Insurance expenses	534		534
Interest expense	80		71
Other operating expenses	42		46
Total acquisition and operating expenses	1,316		1,326
Total benefits and expenses	4,536		4,847
Earnings before income taxes	1,104		1,361
Income taxes	372		469
Net earnings	$732		$892
Net earnings per share:	'		'
Basic (in dollars per share)	$1.61		$1.91
Diluted (in dollars per share)	$1.60		$1.90
Weighted-average outstanding common shares used in computing earnings per share (In thousands):	'		'
Basic (in shares)	454,731		466,462
Diluted (in shares)	457,699		469,124
Cash dividends per share	$0.37		$0.35
[1]	Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, respectively, from change in intent to sell securities

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Loss) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Statement of Comprehensive Income [Abstract]	'		'
Net earnings	$732		$892
Other comprehensive income (loss) before income taxes:	'		'
Unrealized foreign currency translation gains (losses) during period	-57		-188
Unrealized gains (losses) on investment securities:	'		'
Unrealized holding gains (losses) on investment securities during period	1,399		-874
Reclassification adjustment for realized (gains) losses on investment securities included in net earnings	-2		-58
Unrealized gains (losses) on derivatives during period	-1		-7
Pension liability adjustment during period	-1		5
Total other comprehensive income (loss) before income taxes	1,338		-1,122
Income tax expense (benefit) related to items of other comprehensive income (loss)	468		-58
Other comprehensive income (loss), net of income taxes	870	[1]	-1,064	[1]
Total comprehensive income (loss)	$1,602		($172)
[1]	All amounts in the table above are net of tax.

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Securities available for sale, at fair value:	'		'
Equity securities (cost $17 in 2014 and 2013)	$21		$21
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	40,858		44,415
Other investments	323		463
Cash and cash equivalents	1,994		2,543
Total investments and cash	110,493		108,459
Receivables	732		1,165
Accrued investment income	774		798
Deferred policy acquisition costs	8,965		8,798
Property and equipment, at cost less accumulated depreciation	481		481
Other	1,847	[1]	1,606	[1]
Total assets	123,292		121,307
Policy liabilities:	'		'
Future policy benefits	71,689		69,136
Unpaid policy claims	3,875		3,763
Unearned premiums	10,779		10,642
Other policyholders’ funds	6,547		5,861
Total policy liabilities	92,890		89,402
Income taxes	4,258		3,718
Payables for return of cash collateral on loaned securities	3,313		5,820
Notes payable	4,913		4,897
Other	2,242	[2]	2,850	[2]
Commitments and contingent liabilities (Note 11)	'		'
Total liabilities	107,616		106,687
Shareholders’ equity:	'		'
Common stock of $.10 par value. In thousands: authorized 1,900,000 shares in 2014 and 2013; issued 667,620 shares in 2014 and 667,046 shares in 2013	67		67
Additional paid-in capital	1,667		1,644
Retained earnings	20,447		19,885
Accumulated other comprehensive income (loss):	'		'
Unrealized foreign currency translation gains (losses)	-1,542		-1,505
Unrealized gain (losses) on investment securities	1,944		1,035
Unrealized gains (losses) on derivatives	-13		-12
Pension liability adjustment	-82		-81
Treasury stock, at average cost	-6,812		-6,413
Total shareholders’ equity	15,676		14,620
Total liabilities and shareholders’ equity	123,292		121,307
Investments Other Than Consolidated Variable Interest Entities	'		'
Securities available for sale, at fair value:	'		'
Fixed maturities	59,619		53,227
Perpetual securities	2,538		2,479
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	40,615		44,178
Variable Interest Entity, Consolidated	'		'
Securities available for sale, at fair value:	'		'
Fixed maturities	4,662		4,843
Perpetual securities	478		468
Securities held to maturity, at amortized cost:	'		'
Fixed maturities	$243		$237
[1]	Includes $107 in 2014 and $106 in 2013 of derivatives from consolidated variable interest entities
[2]	Includes $194 in 2014 and $207 in 2013 of derivatives from consolidated variable interest entities

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Securities available for sale, equity securities, cost	$17	$17
Securities held to maturity, fixed maturities, fair value	42,816	45,846
Common stock, par value (in dollars per share)	$0.10	$0.10
Common stock, shares authorized (in shares)	1,900,000,000	1,900,000,000
Common stock, shares issued (in shares)	667,620,000	667,046,000
Asset derivatives	523	488
Liability derivatives	358	837
Investments Other Than Consolidated Variable Interest Entities	'	'
Securities available for sale, fixed maturities, amortized cost	57,429	52,402
Securities available for sale, perpetual securities, amortized cost	2,582	2,524
Securities held to maturity, fixed maturities, fair value	42,576	45,610
Variable Interest Entity, Consolidated	'	'
Securities available for sale, fixed maturities, amortized cost	3,896	4,109
Securities available for sale, perpetual securities, amortized cost	475	463
Securities held to maturity, fixed maturities, fair value	240	236
Asset derivatives	107	106
Liability derivatives	$194	$207

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, 2012	'	$67	$1,505	$17,387	$2,715	($5,696)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Exercise of stock options	'	'	10	'	'	'
Share-based compensation	'	'	3	'	'	'
Net earnings	892	'	'	892	'	'
Dividends to shareholders	'	'	'	-165	'	'
Unrealized foreign currency translation gains (losses) during period, net of income taxes	'	'	'	'	-474	'
Unrealized gains (losses) on investment securities during period, net of income taxes and reclassification adjustments	'	'	'	'	-589	'
Unrealized gains (losses) on derivatives during period, net of income taxes	'	'	'	'	-4	'
Pension liability adjustment during period, net of income taxes	'	'	'	'	3	'
Purchases of treasury stock	'	'	'	'	'	-156
Treasury stock reissued	'	'	14	'	'	23
Balance, end of period at Mar. 31, 2013	15,535	67	1,532	18,114	1,651	-5,829
Balance, beginning of period at Dec. 31, 2013	14,620	67	1,644	19,885	-563	-6,413
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Exercise of stock options	'	'	6	'	'	'
Share-based compensation	'	'	5	'	'	'
Net earnings	732	'	'	732	'	'
Dividends to shareholders	'	'	'	-170	'	'
Unrealized foreign currency translation gains (losses) during period, net of income taxes	'	'	'	'	-37	'
Unrealized gains (losses) on investment securities during period, net of income taxes and reclassification adjustments	'	'	'	'	909	'
Unrealized gains (losses) on derivatives during period, net of income taxes	'	'	'	'	-1	'
Pension liability adjustment during period, net of income taxes	'	'	'	'	-1	'
Purchases of treasury stock	'	'	'	'	'	-421
Treasury stock reissued	'	'	12	'	'	22
Balance, end of period at Mar. 31, 2014	$15,676	$67	$1,667	$20,447	$307	($6,812)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Cash flows from operating activities:	'		'
Net earnings	$732		$892
Adjustments to reconcile net earnings to net cash provided by operating activities:	'		'
Change in receivables and advance premiums	171		203
Increase in deferred policy acquisition costs	-26		-100
Increase in policy liabilities	978		2,400
Change in income tax liabilities	-320		193
Realized investment (gains) losses	46		-156
Other, net	34		400
Net cash provided (used) by operating activities	1,615		3,832
Securities available for sale:	'		'
Fixed maturities sold	677		541
Fixed maturities matured or called	222		1,342
Perpetual securities matured or called	0		271
Securities held to maturity:	'		'
Fixed maturities matured or called	4,450		5,011
Costs of investments acquired:	'		'
Available for sale fixed maturities acquired	-4,597		-3,160
Held to maturity fixed maturities acquired	0		-160
Settlement of derivatives, net	-320		-851
Cash received as collateral, net	-2,677		-6,070
Other, net	122		-9
Net cash provided (used) by investing activities	-2,123		-3,085
Cash flows from financing activities:	'		'
Purchases of treasury stock	-421		-156
Proceeds from borrowings	0		0
Principal payments under debt obligations	0		0
Dividends paid to shareholders	-163		-159
Change in investment-type contracts, net	536		134
Treasury stock reissued	16		19
Other, net	0		6
Net cash provided (used) by financing activities	-32		-156
Effect of exchange rate changes on cash and cash equivalents	-9		-36
Net change in cash and cash equivalents	-549		555
Cash and cash equivalents, beginning of period	2,543		2,041
Cash and cash equivalents, end of period	1,994		2,596
Supplemental disclosures of cash flow information:	'		'
Income taxes paid	699		295
Interest paid	51		43
Noncash interest	30	[1]	28	[1]
Impairment losses included in realized investment losses	3	[2]	55	[2]
Noncash financing activities:	'		'
Capitalized lease obligations	0		-1
Associate stock bonus	'		'
Treasury stock issued for:	'		'
Treasury stock issued	7		8
Shareholder dividend reinvestment	'		'
Treasury stock issued for:	'		'
Treasury stock issued	7		6
Share-based compensation grants	'		'
Treasury stock issued for:	'		'
Treasury stock issued	$4		$4
[1]	Consists primarily of accreted interest on discounted advance premiums
[2]	Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, respectively, from change in intent to sell securities

SUMMARY_OF_SIGNIFICANT_ACCOUNT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	3 Months Ended
	Mar. 31, 2014
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). American Family Life Assurance Company of New York (Aflac New York) is a wholly owned subsidiary of Aflac. 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% of the Company's total revenues in the three-month periods ended March 31, 2014 and 2013. The percentage of the Company's total assets attributable to Aflac Japan was 85% at March 31, 2014 and December 31, 2013.
	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 March 31, 2014 and December 31, 2013, and the consolidated statements of earnings, comprehensive income (loss), shareholders' equity and cash flows for the three-month periods ended March 31, 2014 and 2013. 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, 2013.
	New Accounting Pronouncements
	Recently Adopted Accounting Pronouncements
	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. We adopted this guidance as of January 1, 2014. The adoption of this guidance did not have a significant impact on our financial statements.
	Fees paid to the federal government by health insurers: In July 2011, the FASB issued guidance on the accounting for fees owed by health insurers as mandated by the Patient Protection and Affordable Care Act as amended by the Health Care and Education Reconciliation Act (the Acts). The Acts impose an annual fee on health insurers for each calendar year beginning on or after January 1, 2014. A health insurer's portion of the annual fee is payable by September 30 of the applicable calendar year once the entity provides health insurance for any U.S. health risk in that year. The annual fee for the health insurance industry will be allocated to individual health insurers based on the ratio of the amount of an entity's net premiums written during the preceding calendar year to the amount of health insurance for any U.S. health risk that is written during the preceding calendar year. The accounting guidance specifies that the liability for the fee should be estimated and recorded in full in the applicable calendar year in which the fee is payable with a corresponding deferred cost that is amortized to expense using a straight-line method of allocation unless another method better allocates the fee over the calendar year that it is payable. This guidance is effective for calendar years beginning after December 31, 2013. We adopted this guidance as of January 1, 2014. The adoption of this guidance did not have a significant impact on our financial position or results of operations.
	Accounting Pronouncements Pending Adoption
	Receivables -Troubled debt restructurings by creditors: In January 2014, the FASB issued updated guidance for troubled debt restructurings clarifying when an in substance repossession or foreclosure occurs, and when a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan. The new guidance is effective for annual periods and interim periods within those annual periods, beginning after December 15, 2014. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	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, 2013.

BUSINESS_SEGMENT_INFORMATION

BUSINESS SEGMENT INFORMATION	3 Months Ended
	Mar. 31, 2014
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), nonrecurring items and other non-operating income (loss). We then exclude income taxes related to operations to arrive at pretax operating earnings. Information regarding operations by segment follows:
		Three Months Ended March 31,
	(In millions)	2014				2013
	Revenues:
	Aflac Japan:
	Net earned premiums	$	3,560			$	3,905
	Net investment income	663				674
	Other income	8				26
	Total Aflac Japan	4,231				4,605
	Aflac U.S.:
	Earned premiums	1,294				1,280
	Net investment income	161				157
	Other income	0				1
	Total Aflac U.S.	1,455				1,438
	Other business segments	12				12
	Total business segment revenues	5,698				6,055
	Realized investment gains (losses)	(56		)	(1)	156
	Corporate	78				92
	Intercompany eliminations	(71		)		(95		)
	Other non-operating income (loss)	(9		)		0
	Total revenues	$	5,640			$	6,208
	(1) Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations
		Three Months Ended March 31,
	(In millions)	2014				2013
	Pretax earnings:
	Aflac Japan	$	933			$	989
	Aflac U.S.	303				281
	Total business segment pretax operating earnings	1,236				1,270
	Interest expense, noninsurance operations	(50		)		(48		)
	Corporate and eliminations	(17		)		(17		)
	Pretax operating earnings	1,169				1,205
	Realized investment gains (losses)	(56		)	(1)	156
	Other non-operating income (loss)	(9		)		0
	Total earnings before income taxes	$	1,104			$	1,361
	Income taxes applicable to pretax operating earnings	$	395			$	415
	Effect of foreign currency translation on operating earnings	(48		)		(71		)
	(1) Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations
	Assets were as follows:
	(In millions)	March 31,						December 31,
		2014						2013
	Assets:
	Aflac Japan		$	104,614					$	102,973
	Aflac U.S.		16,772						16,112
	Other business segments		154						155
	Total business segment assets		121,540						119,240
	Corporate		20,949						19,909
	Intercompany eliminations		(19,197		)				(17,842		)
	Total assets		$	123,292					$	121,307

INVESTMENTS

INVESTMENTS	3 Months Ended
	Mar. 31, 2014
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.
		March 31, 2014
	(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		$	18,152					$	608					$	3					$	18,757
	Mortgage- and asset-backed securities		444						33						0						477
	Public utilities		2,223						96						24						2,295
	Sovereign and supranational		937						125						0						1,062
	Banks/financial institutions		2,926						235						218						2,943
	Other corporate		4,051						184						163						4,072
	Total yen-denominated		28,733						1,281						408						29,606
	Dollar-denominated:
	U.S. government and agencies		141						10						2						149
	Municipalities		998						103						4						1,097
	Mortgage- and asset-backed securities		169						20						0						189
	Public utilities		5,156						577						102						5,631
	Sovereign and supranational		396						86						0						482
	Banks/financial institutions		3,340						526						17						3,849
	Other corporate		22,392						1,611						725						23,278
	Total dollar-denominated		32,592						2,933						850						34,675
	Total fixed maturities		61,325						4,214						1,258						64,281
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,644						165						250						2,559
	Other corporate		214						15						0						229
	Dollar-denominated:
	Banks/financial institutions		199						35						6						228
	Total perpetual securities		3,057						215						256						3,016
	Equity securities		17						5						1						21
	Total securities available for sale		$	64,399					$	4,434					$	1,515					$	67,318
		March 31, 2014
	(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		$	23,461					$	1,668					$	0					$	25,129
	Municipalities		409						46						0						455
	Mortgage- and asset-backed securities		58						3						0						61
	Public utilities		3,993						189						107						4,075
	Sovereign and supranational		3,011						163						56						3,118
	Banks/financial institutions		6,398						174						295						6,277
	Other corporate		3,528						221						48						3,701
	Total yen-denominated		40,858						2,464						506						42,816
	Total securities held to maturity		$	40,858					$	2,464					$	506					$	42,816
		December 31, 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		$	14,936					$	431					$	33					$	15,334
	Mortgage- and asset-backed securities		558						29						0						587
	Public utilities		2,261						100						18						2,343
	Sovereign and supranational		978						85						28						1,035
Banks/financial institutions		2,799						220						242						2,777
Other corporate		3,956						151						185						3,922
Total yen-denominated		25,488						1,016						506						25,998
Dollar-denominated:
U.S. government and agencies		92						10						4						98
Municipalities		992						71						12						1,051
Mortgage- and asset-backed securities		163						21						0						184
Public utilities		4,931						471						183						5,219
Sovereign and supranational		404						85						1						488
Banks/financial institutions		3,318						447						33						3,732
Other corporate		21,123						1,347						1,170						21,300
Total dollar-denominated		31,023						2,452						1,403						32,072
Total fixed maturities		56,511						3,468						1,909						58,070
Perpetual securities:
Yen-denominated:
Banks/financial institutions		2,582						151						217						2,516
Other corporate		209						0						0						209
Dollar-denominated:
Banks/financial institutions		196						35						9						222
Total perpetual securities		2,987						186						226						2,947
Equity securities		17						5						1						21
Total securities available for sale		$	59,515					$	3,659					$	2,136					$	61,038
	December 31, 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		$	27,362					$	1,347					$	1					$	28,708
Municipalities		399						41						0						440
Mortgage- and asset-backed securities		58						3						0						61
Public utilities		3,900						150						122						3,928
Sovereign and supranational		2,941						171						72						3,040
Banks/financial institutions		6,310						146						328						6,128
Other corporate		3,445						183						87						3,541
Total yen-denominated		44,415						2,041						610						45,846
Total securities held to maturity		$	44,415					$	2,041					$	610					$	45,846
The methods of determining the fair values of our investments in fixed-maturity securities, perpetual securities and equity securities are described in Note 5.
During the first quarter of 2014, 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 $63 million and an unrealized loss of $8 million. During the first quarter of 2013, we did not reclassify any investments from the held-to-maturity portfolio to the available-for-sale portfolio.
Contractual and Economic Maturities
The contractual maturities of our investments in fixed maturities at March 31, 2014, 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		$	607					$	616					$	50					$	52
Due after one year through five years		1,819						1,953						565						662
Due after five years through 10 years		10,783						10,868						1,562						1,653
Due after 10 years		36,378						37,916						8,675						9,608
Mortgage- and asset-backed securities		509						553						38						47
Total fixed maturities available for sale		$	50,096					$	51,906					$	10,890					$	12,022
Held to maturity:
Due in one year or less		$	101					$	102					$	0					$	0
Due after one year through five years		1,605						1,756						0						0
Due after five years through 10 years		2,180						2,316						0						0
Due after 10 years		36,914						38,581						0						0
Mortgage- and asset-backed securities		58						61						0						0
Total fixed maturities held to maturity		$	40,858					$	42,816					$	0					$	0
At March 31, 2014, the Parent Company had a portfolio of available-for-sale fixed-maturity securities totaling $339 million at amortized cost and $353 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 premiums 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 March 31, 2014, were as follows:
	Aflac Japan												Aflac U.S.
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Due in one year or less		$	291					$	275					$	0					$	0
Due after one year through five years		730						701						5						5
Due after five years through 10 years		214						229						0						0
Due after 10 years		1,718						1,698						99						108
Total perpetual securities available for sale		$	2,953					$	2,903					$	104					$	113
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 March 31, 2014, 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:
	March 31, 2014											December 31, 2013
	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		$	12,664					12	%				$	12,427					12	%
Fair value		13,069						12					12,637						12
Perpetual securities:
Upper Tier II:
Amortized cost		$	1,967					2	%				$	1,920					2	%
Fair value		1,965						2					1,913						2
Tier I:
Amortized cost		876						1					858						1
Fair value		822						1					825						1
Total:
Amortized cost		$	15,507					15	%				$	15,205					15	%
Fair value		15,856						15					15,375						15
Realized Investment Gains and Losses
Information regarding pretax realized gains and losses from investments is as follows:
	Three Months Ended March 31,
(In millions)	2014				2013
Realized investment gains (losses) on securities:
Fixed maturities:
Available for sale:
Gross gains from sales	$	35			$	119
Gross losses from sales	(1		)		(6		)
Net gains (losses) from redemptions	7				6
Other-than-temporary impairment losses	(3		)		(54		)
Total fixed maturities	38				65
Equity securities:
Other-than-temporary impairment losses	0				(1		)
Total equity securities	0				(1		)
Derivatives and other:
Derivative gains (losses)	(83		)		87
Other	(1		)		5
Total derivatives and other	(84		)		92
Total realized investment gains (losses)	$	(46	)		$	156
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 values 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
	March 31,
(In millions)	2014				2013
Corporate bonds	$	3			$	38
Sovereign and supranational	0				16
Equity securities	0				1
Total other-than-temporary impairment losses realized (1)	$	3			$	55
(1) Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, 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)	31-Mar-14						December 31,
							2013
Unrealized gains (losses) on securities available for sale		$	2,919					$	1,523
Unamortized unrealized gains on securities transferred to held to maturity		10						11
Deferred income taxes		(985		)				(499		)
Shareholders’ equity, unrealized gains (losses) on investment securities		$	1,944					$	1,035
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.
	March 31, 2014
	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		$	1,014					$	3					$	1,009					$	3				$	5				$	0
Municipalities:
Dollar-denominated		91						4						70						2					21					2
Public utilities:
Dollar-denominated		1,700						102						1,342						70					358					32
Yen-denominated		1,959						131						1,119						47					840					84
Sovereign and supranational:
Dollar-denominated		13						0						13						0					0					0
Yen-denominated		887						56						358						2					529					54
Banks/financial institutions:
Dollar-denominated		381						17						283						11					98					6
Yen-denominated		4,665						513						1,187						28					3,478					485
Other corporate:
Dollar-denominated		11,291						725						7,334						371					3,957					354
Yen-denominated		2,685						211						598						24					2,087					187
U.S. government and agencies:
Dollar-denominated		88						2						88						2					0					0
Total fixed maturities		24,774						1,764						13,401						560					11,373					1,204
Perpetual securities:
Dollar-denominated		63						6						56						4					7					2
Yen-denominated		1,485						250						349						4					1,136					246
Total perpetual securities		1,548						256						405						8					1,143					248
Equity securities		5						1						5						0					0					1
Total		$	26,327					$	2,021					$	13,811					$	568				$	12,516				$	1,453
	December 31, 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		$	8,869					$	34					$	8,869					$	34				$	0				$	0
Municipalities:
Dollar-denominated		177						12						145						8					32					4
Public utilities:
Dollar-denominated		2,023						183						1,740						143					283					40
Yen-denominated		2,519						140						1,816						54					703					86
Sovereign and supranational:
Dollar-denominated		12						1						12						1					0					0
Yen-denominated		1,152						100						791						34					361					66
Banks/financial institutions:
Dollar-denominated		547						33						454						23					93					10
Yen-denominated		4,533						570						2,322						107					2,211					463
Other corporate:
Dollar-denominated		11,588						1,170						8,504						733					3,084					437
Yen-denominated		3,372						272						2,296						152					1,076					120
U.S. government and agencies:
Dollar-denominated		36						4						36						4					0					0
Total fixed maturities		34,828						2,519						26,985						1,293					7,843					1,226
Perpetual securities:
Dollar-denominated		59						9						52						8					7					1
Yen-denominated		1,322						217						748						74					574					143
Total perpetual securities		1,381						226						800						82					581					144
Equity securities		5						1						5						1					0					0
Total		$	36,214					$	2,746					$	27,790					$	1,376				$	8,424				$	1,370
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.
		March 31, 2014												December 31, 2013
(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		4	%			0	%			100	%			25	%			1	%			100	%
and agencies
Public utilities		14				12				96				13				12				98
Sovereign and		4				3				100				3				4				100
supranational
Banks/financial		19				26				62				14				22				64
institutions
Other corporate		53				46				87				41				53				91
Total fixed		94	%			87	%							96	%			92	%
maturities
Perpetual securities		6				13				91				4				8				90
Total		100	%			100	%							100	%			100	%
Assuming no credit-related factors develop, as investments near maturity, the unrealized gains or losses are 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
			March 31, 2014																		December 31, 2013
(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
	Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
Upper Tier II:
	A			$	149					$	185					$	36					$	145				$	183				$	38
	BBB			1,601						1,582						(19		)				1,563					1,532					(31		)
	BB or lower			217						198						(19		)				212					198					(14		)
Total Upper Tier II				1,967						1,965						(2		)				1,920					1,913					(7		)
Tier I:
	BBB			764						696						(68		)				746					706					(40		)
	BB or lower			112						126						14						112					119					7
Total Tier I				876						822						(54		)				858					825					(33		)
Other subordinated	BB or lower			214						229						15						209					209					0
- non-banks:
Total				$	3,057					$	3,016					$	(41	)				$	2,987				$	2,947				$	(40	)
Assuming no credit-related factors develop, as investments near maturity, the unrealized gains or losses are 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
	March 31, 2014												December 31, 2013
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	3,896					$	4,662					$	4,109					$	4,843
Perpetual securities, available for sale		475						478						463						468
Fixed maturities, held to maturity		243						240						237						236
Other assets		107						107						106						106
Total assets of consolidated VIEs		$	4,721					$	5,487					$	4,915					$	5,653
Liabilities:
Other liabilities		$	194					$	194					$	207					$	207
Total liabilities of consolidated VIEs		$	194					$	194					$	207					$	207
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
	March 31, 2014												December 31, 2013
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	6,824					$	7,191					$	6,724					$	6,916
Perpetual securities, available for sale		379						395						370						378
Fixed maturities, held to maturity		3,019						3,142						2,949						3,039
Total investments in VIEs not consolidated		$	10,222					$	10,728					$	10,043					$	10,333
The VIEs that we are not required to consolidate are investments that are in the form of debt obligations from the VIEs that are irrevocably and unconditionally guaranteed by their corporate parents or sponsors. 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 174 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)	March 31, 2014						December 31, 2013
Security loans outstanding, fair value		$	3,234					$	5,656
Cash collateral on loaned securities		3,313						5,820

DERIVATIVE_INSTRUMENTS

DERIVATIVE INSTRUMENTS	3 Months Ended
	Mar. 31, 2014
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) and futures used to hedge interest rate risk for certain 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
	We enter into foreign currency swaps pursuant to which we exchange an initial principal amount in one currency for an initial principal amount of another currency, with an agreement 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 hedge the currency risk on the fair value of certain fixed-maturity dollar-denominated securities. 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 call options (options that limit exposure to increasing foreign exchange rates) and selling put options (options that limit exposure to decreasing foreign exchange rates). The combination of these two actions results in no net premium being 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 specified future dates at contracted prices.
	Our CDSs are used to assume credit risk related to an individual security or an index. The only CDS derivatives that we have entered into relate to components of certain of our investments in VIEs. These CDS contracts entitle the consolidated VIE to receive periodic fees in exchange for an obligation to compensate the derivative counterparties should the reference security issuers experience a credit event, as defined in the contract.
	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. 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’.
	Periodically, depending on general economic conditions, we may enter into other derivative transactions.
	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, and 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 counterparties to those transactions must meet. As of March 31, 2014, there were 12 counterparties to our derivative agreements, with five comprising 87% of the aggregate notional amount. The counterparties to these derivatives are financial institutions with the following credit ratings:
		March 31, 2014															December 31, 2013
	(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				$	0				$	(7	)			$	161				$	1				$	(7	)
	A		28,065					523					(351		)			22,314					487					(830		)
	Total		$	28,226				$	523				$	(358	)			$	22,475				$	488				$	(837	)
	We engage in derivative transactions directly with unaffiliated third parties under International Swaps and Derivatives
	Association, Inc. (ISDA) agreements and other documentation. Most of the ISDA agreements also include Credit Support
	Annex (CSA) provisions, which generally provide for two-way collateral postings, in certain cases at the first dollar of exposure and in other cases once various rating and exposure threshold levels are triggered. We mitigate 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 $127 million at March 31, 2014, which consisted of $52 million of pledged JGBs and $75 million of cash, compared with $8 million at December 31, 2013, which consisted of $7 million of pledged JGBs and $1 million of cash. 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 $54 million and $18 million as of March 31, 2014 and December 31, 2013, respectively. If the credit-risk-related contingent features underlying these agreements had been triggered on March 31, 2014, we would be required to post no additional collateral to these derivative counterparties. Collateral obtained by us from third parties for derivative transactions was $263 million and $295 million at March 31, 2014 and December 31, 2013, respectively. 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.
	March 31, 2014
			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	$	(115	)		$	1			$	0			$	0			$	0			$	0			$	0			$	0			$	(115	)	$	1
		BBB	0				0				0				0				(97		)		(2		)		0				0				(97		)	(2		)
	Total		$	(115	)		$	1			$	0			$	0			$	(97	)		$	(2	)		$	0			$	0			$	(212	)	$	(1	)
	December 31, 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			$	(112	)		$	1			$	0			$	0			$	0			$	0			$	(112	)	$	1
		BBB	0				0				0				0				0				0				(95		)		(4		)		(95		)	(4		)
	Total		$	0			$	0			$	(112	)		$	1			$	0			$	0			$	(95	)		$	(4	)		$	(207	)	$	(3	)
	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 and options as derivative hedging instruments. We make our net investment hedge designation at the beginning of each quarter. 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 forward contracts and the time value of foreign currency options, are reported in the unrealized foreign currency component of other comprehensive income. Should these designated net investment hedge positions exceed our net investment in Aflac Japan, the foreign exchange effect on the portion that exceeds our investment in Aflac Japan would be recognized in current earnings within derivative and other gains (losses).
	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.
			March 31, 2014
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
	Amount
Cash flow hedges:
Foreign currency swaps		$	75					$	2					$	2					$	0
Interest rate swaps		53						0						0						0
Total cash flow hedges		128						2						2						0
Fair value hedges:
Foreign currency forwards		12,077						(11		)				48						(59		)
Interest rate swaptions		3,678						(49		)				12						(61		)
Total fair value hedges		15,755						(60		)				60						(120		)
Net investment hedge:
Foreign currency forwards		0						10						10						0
Foreign currency options		510						3						26						(23		)
Total net investment hedge		510						13						36						(23		)
Non-qualifying strategies:
Foreign currency swaps		5,679						218						424						(206		)
Credit default swaps		212						(1		)				1						(2		)
Interest rate swaps		115						0						0						0
Interest rate swaptions		12						0						0						0
Futures		5,815						(7		)				0						(7		)
Total non-qualifying strategies		11,833						210						425						(215		)
Total derivatives		$	28,226					$	165					$	523					$	(358	)
Balance Sheet Location
Other assets		$	8,563					$	523					$	523					$	0
Other liabilities		19,663						(358		)				0						(358		)
Total derivatives		$	28,226					$	165					$	523					$	(358	)
		December 31, 2013
(In millions)	Net Derivatives												Asset						Liability
													Derivatives						Derivatives
Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
	Amount
Cash flow hedges:
Foreign currency swaps		$	75					$	3					$	3					$	0
Interest rate swaps		52						0						0						0
Total cash flow hedges		127						3						3						0
Fair value hedges:
Foreign currency forwards		11,249						(582		)				0						(582		)
Interest rate swaptions		4,500						(12		)				20						(32		)
Total fair value hedges		15,749						(594		)				20						(614		)
Net investment hedge:
Foreign currency forwards		356						17						17						0
Foreign currency options		95						3						4						(1		)
Total net investment hedge		451						20						21						(1		)
Non-qualifying strategies:
Foreign currency swaps		5,829						224						442						(218		)
Credit default swaps		207						(3		)				1						(4		)
Interest rate swaps		112						1						1						0
Total non-qualifying strategies		6,148						222						444						(222		)
Total derivatives		$	22,475					$	(349	)				$	488					$	(837	)
Balance Sheet Location
Other assets		$	5,308					$	488					$	488					$	0
Other liabilities		17,167						(837		)				0						(837		)
Total derivatives		$	22,475					$	(349	)				$	488					$	(837	)
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 effectively 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 long 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 certain 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 March 31, 2014:
Foreign currency	Fixed-maturity securities		$	264			$	(10	)		$	274			$	(269	)		$	5
forwards
Interest rate	Fixed-maturity securities		(23		)		(22		)		(1		)		1				0
swaptions
Three Months Ended March 31, 2013:
Foreign currency	Fixed-maturity securities		$	(609	)		$	(5	)		$	(604	)		$	603			$	(1	)
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 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 forwards and options as derivative hedges of the foreign currency exposure of our net investment in Aflac Japan. As of March 31, 2014, we had foreign exchange forwards as an economic hedge on 52.5 billion yen of the profit repatriation expected to be received in July 2014.
Our net investment hedge was effective during the three-month periods ended March 31, 2014 and 2013.
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.
We have 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. Changes in the values of these swaps are recorded through current period earnings. For additional information regarding these swaps, see Note 7.
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 March 31,
	2014										2013
(In millions)	Realized Investment					Other					Realized Investment					Other
	Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive
						Income (Loss)(1)										Income (Loss)(1)
Qualifying hedges:
Cash flow hedges:
Foreign currency swaps		$	(1	)			$	(1	)			$	(1	)			$	(7	)
Total cash flow hedges		(1		)			(1		)			(1		)			(7		)
Fair value hedges:
Foreign currency forwards(2)		(5		)			0					(6		)			0
Interest rate swaptions(2)		(22		)			0					0					0
Total fair value hedges		(27		)			0					(6		)			0
Net investment hedge:
Non-derivative hedging instruments		0					(17		)			0					69
Foreign currency forwards		0					(6		)			0					0
Foreign currency options		0					(1		)			0					0
Total net investment hedge		0					(24		)			0					69
Non-qualifying strategies:
Foreign currency swaps		(20		)			0					84					0
Foreign currency options		0					0					2					0
Credit default swaps		2					0					12					0
Interest rate swaps		(1		)			0					(4		)			0
Futures		(36		)			0					0					0
Total non-qualifying strategies		(55		)			0					94					0
Total		$	(83	)			$	(25	)			$	87				$	62
(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-month periods ended March 31, 2014 and 2013. As of March 31, 2014, 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.
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
March 31, 2014
																			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:
Foreign currency swaps		$	426					$	0					$	426					$	0				$	(253	)				$	173
Foreign currency forwards		58						0						58						0					(9		)				49
Foreign currency options		26						0						26						0					(1		)				25
Credit default swaps		1						0						1						0					0						1
Interest rate swaptions		12						0						12						0					0						12
Total derivative assets,		523						0						523						0					(263		)	(1)			260
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		3,234						0						3,234						0					(3,234		)				0
similar arrangements
Total		$	3,757					$	0					$	3,757					$	0				$	(3,497	)				$	260
(1) Consists entirely of cash.
December 31, 2013
																			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:
Foreign currency swaps		$	445					$	0					$	445					$	0				$	(276	)				$	169
Foreign currency forwards		17						0						17						0					(16		)				1
Foreign currency options		4						0						4						0					(3		)				1
Credit default swaps		1						0						1						0					0						1
Interest rate swaps		1						0						1						0					0						1
Interest rate swaptions		20						0						20						0					0						20
Total derivative assets,		488						0						488						0					(295		)	(1)			193
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		5,656						0						5,656						0					(5,656		)				0
similar arrangements
Total		$	6,144					$	0					$	6,144					$	0				$	(5,951	)				$	193
(1) Consists entirely of cash.
Offsetting of Financial Liabilities and Derivative Liabilities
March 31, 2014
																			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:
Foreign currency swaps		$	(206	)				$	0					$	(206	)				$	0				$	2					$	(204	)
Foreign currency forwards		(59		)				0						(59		)				0					0						(59		)
Foreign currency options		(23		)				0						(23		)				0					0						(23		)
Credit default swaps		(2		)				0						(2		)				0					0						(2		)
Interest rate swaptions		(61		)				0						(61		)				0					52						(9		)
Futures		(7		)				0						(7		)				0					73						66
Total derivative liabilities,		(358		)				0						(358		)				0					127			(1)			(231		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(3,313		)				0						(3,313		)				3,234					0						(79		)
similar arrangements
Total		$	(3,671	)				$	0					$	(3,671	)				$	3,234				$	127					$	(310	)
(1) Consists of $52 of pledged JGBs and $75 of cash.
December 31, 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:
Foreign currency swaps		$	(218	)				$	0					$	(218	)				$	0				$	1					$	(217	)
Foreign currency forwards		(582		)				0						(582		)				0					0						(582		)
Foreign currency options		(1		)				0						(1		)				0					0						(1		)
Credit default swaps		(4		)				0						(4		)				0					0						(4		)
Interest rate swaptions		(32		)				0						(32		)				0					7						(25		)
Total derivative liabilities,		(837		)				0						(837		)				0					8			(1)			(829		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(5,820		)				0						(5,820		)				5,656					0						(164		)
similar arrangements
Total		$	(6,657	)				$	0					$	(6,657	)				$	5,656				$	8					$	(993	)
(1) Consists of $7 of pledged JGBs and $1 of cash.
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, 2013.

FAIR_VALUE_MEASUREMENTS

FAIR VALUE MEASUREMENTS	3 Months Ended
	Mar. 31, 2014
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.
		March 31, 2014
	(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		$	18,407					$	499					$	0					$	18,906
	Municipalities		0						1,097						0						1,097
	Mortgage- and asset-backed securities		0						404						262						666
	Public utilities		0						7,926						0						7,926
	Sovereign and supranational		0						1,544						0						1,544
	Banks/financial institutions		0						6,767						25						6,792
	Other corporate		0						27,350						0						27,350
	Total fixed maturities		18,407						45,587						287						64,281
	Perpetual securities:
	Banks/financial institutions		0						2,731						56						2,787
	Other corporate		0						229						0						229
	Total perpetual securities		0						2,960						56						3,016
	Equity securities		14						4						3						21
	Other assets:
	Foreign currency swaps		0						320						106						426
	Foreign currency forwards		0						58						0						58
	Foreign currency options		0						26						0						26
	Credit default swaps		0						0						1						1
	Interest rate swaptions		0						12						0						12
	Total other assets		0						416						107						523
	Cash and cash equivalents		1,994						0						0						1,994
	Total assets		$	20,415					$	48,967					$	453					$	69,835
	Liabilities:
	Foreign currency swaps		$	0					$	14					$	192					$	206
	Foreign currency forwards		0						59						0						59
	Foreign currency options		0						23						0						23
	Credit default swaps		0						0						2						2
	Interest rate swaptions		0						61						0						61
	Futures		0						7						0						7
	Total liabilities		$	0					$	164					$	194					$	358
		December 31, 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		$	14,928					$	504					$	0					$	15,432
	Municipalities		0						1,051						0						1,051
	Mortgage- and asset-backed securities		0						402						369						771
	Public utilities		0						7,562						0						7,562
	Sovereign and supranational		0						1,523						0						1,523
	Banks/financial institutions		0						6,486						23						6,509
	Other corporate		0						25,222						0						25,222
	Total fixed maturities		14,928						42,750						392						58,070
	Perpetual securities:
Banks/financial institutions		0						2,686						52						2,738
Other corporate		0						209						0						209
Total perpetual securities		0						2,895						52						2,947
Equity securities		14						4						3						21
Other assets:
Foreign currency swaps		0						341						104						445
Foreign currency forwards		0						17						0						17
Foreign currency options		0						4						0						4
Credit default swaps		0						0						1						1
Interest rate swaps		0						0						1						1
Interest rate swaptions		0						20						0						20
Total other assets		0						382						106						488
Cash and cash equivalents		2,543						0						0						2,543
Total assets		$	17,485					$	46,031					$	553					$	64,069
Liabilities:
Foreign currency swaps		$	0					$	15					$	203					$	218
Foreign currency forwards		0						582						0						582
Foreign currency options		0						1						0						1
Credit default swaps		0						0						4						4
Interest rate swaptions		0						32						0						32
Total liabilities		$	0					$	630					$	207					$	837
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.
	March 31, 2014
(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		$	23,461				$	25,129					$	0					$	0					$	25,129
Municipalities		409					0						455						0						455
Mortgage and asset-backed		58					0						20						41						61
securities
Public utilities		3,993					0						4,075						0						4,075
Sovereign and		3,011					0						3,118						0						3,118
supranational
Banks/financial institutions		6,398					0						6,277						0						6,277
Other corporate		3,528					0						3,701						0						3,701
Total assets		$	40,858				$	25,129					$	17,646					$	41					$	42,816
Liabilities:
Other policyholders’ funds		$	6,547				$	0					$	0					$	6,391					$	6,391
Notes payable		4,908					0						0						5,389						5,389
(excluding capital leases)
Total liabilities		$	11,455				$	0					$	0					$	11,780					$	11,780
	December 31, 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		$	27,362				$	28,708					$	0					$	0					$	28,708
Municipalities		399					0						440						0						440
Mortgage and asset-backed		58					0						20						41						61
securities
Public utilities		3,900					0						3,928						0						3,928
Sovereign and		2,941					0						3,040						0						3,040
supranational
Banks/financial institutions		6,310					0						6,128						0						6,128
Other corporate		3,445					0						3,541						0						3,541
Total assets		$	44,415				$	28,708					$	17,097					$	41					$	45,846
Liabilities:
Other policyholders’ funds		$	5,861				$	0					$	0					$	5,715					$	5,715
Notes payable		4,891					0						0						5,241						5,241
(excluding capital leases)
Total liabilities		$	10,752				$	0					$	0					$	10,956					$	10,956
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.
A third party pricing vendor has developed valuation models to determine fair values of privately issued securities to reflect the impact of the persistent economic environment and the changing regulatory framework. These models are discounted cash flow (DCF) valuation 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 security 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 security(ies) 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 Valuation 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. We have performed verification of the inputs and calculations in any valuation 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.
		31-Mar-14
(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			$	18,407					$	499					$	0					$	18,906
Total government and agencies			18,407						499						0						18,906
Municipalities:
Third party pricing vendor			0						1,097						0						1,097
Total municipalities			0						1,097						0						1,097
Mortgage- and asset-backed securities:
Third party pricing vendor			0						404						0						404
Broker/other			0						0						262						262
Total mortgage- and asset-backed securities			0						404						262						666
Public utilities:
Third party pricing vendor			0						7,926						0						7,926
Total public utilities			0						7,926						0						7,926
Sovereign and supranational:
Third party pricing vendor			0						1,544						0						1,544
Total sovereign and supranational			0						1,544						0						1,544
Banks/financial institutions:
Third party pricing vendor			0						6,767						0						6,767
Broker/other			0						0						25						25
Total banks/financial institutions			0						6,767						25						6,792
Other corporate:
Third party pricing vendor			0						27,350						0						27,350
Total other corporate			0						27,350						0						27,350
Total fixed maturities			18,407						45,587						287						64,281
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,731						56						2,787
Total banks/financial institutions			0						2,731						56						2,787
Other corporate:
Third party pricing vendor			0						229						0						229
Total other corporate			0						229						0						229
Total perpetual securities			0						2,960						56						3,016
Equity securities:
Third party pricing vendor			14						4						0						18
Broker/other			0						0						3						3
Total equity securities			14						4						3						21
Total securities available for sale			$	18,421					$	48,551					$	346					$	67,318
		31-Mar-14
(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			$	25,129					$	0					$	0					$	25,129
Total government and agencies			25,129						0						0						25,129
Municipalities:
Third party pricing vendor			0						455						0						455
Total municipalities			0						455						0						455
Mortgage- and asset-backed securities:
Third party pricing vendor			0						20						0						20
Broker/other			0						0						41						41
Total mortgage- and asset-backed securities			0						20						41						61
Public utilities:
Third party pricing vendor			0						4,075						0						4,075
Total public utilities			0						4,075						0						4,075
Sovereign and supranational:
Third party pricing vendor			0						3,118						0						3,118
Total sovereign and supranational			0						3,118						0						3,118
Banks/financial institutions:
Third party pricing vendor			0						6,277						0						6,277
Total banks/financial institutions			0						6,277						0						6,277
Other corporate:
Third party pricing vendor			0						3,669						0						3,669
Broker/other			0						32						0						32
Total other corporate			0						3,701						0						3,701
Total securities held to maturity			$	25,129					$	17,646					$	41					$	42,816
		31-Dec-13
(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			$	14,928					$	504					$	0					$	15,432
Total government and agencies			14,928						504						0						15,432
Municipalities:
Third party pricing vendor			0						1,051						0						1,051
Total municipalities			0						1,051						0						1,051
Mortgage- and asset-backed securities:
Third party pricing vendor			0						402						0						402
Broker/other			0						0						369						369
Total mortgage- and asset-backed securities			0						402						369						771
Public utilities:
Third party pricing vendor			0						7,562						0						7,562
Total public utilities			0						7,562						0						7,562
Sovereign and supranational:
Third party pricing vendor			0						1,523						0						1,523
Total sovereign and supranational			0						1,523						0						1,523
Banks/financial institutions:
Third party pricing vendor			0						6,486						0						6,486
Broker/other			0						0						23						23
Total banks/financial institutions			0						6,486						23						6,509
Other corporate:
Third party pricing vendor			0						25,220						0						25,220
Broker/other			0						2						0						2
Total other corporate			0						25,222						0						25,222
Total fixed maturities			14,928						42,750						392						58,070
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,686						52						2,738
Total banks/financial institutions			0						2,686						52						2,738
Other corporate:
Third party pricing vendor			0						209						0						209
Total other corporate			0						209						0						209
Total perpetual securities			0						2,895						52						2,947
Equity securities:
Third party pricing vendor			14						4						0						18
Broker/other			0						0						3						3
Total equity securities			14						4						3						21
Total securities available for sale			$	14,942					$	45,649					$	447					$	61,038
		31-Dec-13
(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			$	28,708					$	0					$	0					$	28,708
Total government and agencies			28,708						0						0						28,708
Municipalities:
Third party pricing vendor			0						440						0						440
Total municipalities			0						440						0						440
Mortgage- and asset-backed securities:
Third party pricing vendor			0						20						0						20
Broker/other			0						0						41						41
Total mortgage- and asset-backed securities			0						20						41						61
Public utilities:
Third party pricing vendor			0						3,928						0						3,928
Total public utilities			0						3,928						0						3,928
Sovereign and supranational:
Third party pricing vendor			0						3,040						0						3,040
Total sovereign and supranational			0						3,040						0						3,040
Banks/financial institutions:
Third party pricing vendor			0						6,128						0						6,128
Total banks/financial institutions			0						6,128						0						6,128
Other corporate:
Third party pricing vendor			0						3,509						0						3,509
Broker/other			0						32						0						32
Total other corporate			0						3,541						0						3,541
Total securities held to maturity			$	28,708					$	17,097					$	41					$	45,846
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.
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
31-Mar-14
	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	$	369			$	0			$	0			$	23			$	0			$	52			$	3	$	1		$	(99	)	$	(3	)	$	346
Realized investment gains (losses) included	0				0				0				0				0				0				0		(1		)	(10		)	2			(9		)
in earnings
Unrealized gains (losses) included in other	(104		)		0				0				2				0				4				0		0			(1		)	0			(99		)
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	(3		)		0				0				0				0				0				0		0			24			0			21
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	$	262			$	0			$	0			$	25			$	0			$	56			$	3	$	0		$	(86	)	$	(1	)	$	259
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0	$	(1	)	$	(10	)	$	2		$	(9	)
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
31-Mar-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		(4		)	(5		)	11			2
in earnings
Unrealized gains (losses) included in other	(21		)		(20		)		0				(1		)		0				0				0		0			(7		)	0			(49		)
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		0			0			0			(400		)
Settlements	(3		)		0				0				0				0				0				0		0			0			0			(3		)
Transfers into Level 3(2)	125				0				0				0				0				0				0		0			0			0			125
Transfers out of Level 3(3)	0				0				(418		)		(997		)		(986		)		(215		)		0		0			0			0			(2,616		)
Balance, end of period	$	439			$	0			$	0			$	26			$	0			$	0			$	4	$	25		$	(184	)	$	(54	)	$	256
Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0	$	(4	)	$	(5	)	$	11		$	2
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
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 three-month period ended March 31, 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 securities 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-month periods ended March 31, 2014 and 2013.
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.
March 31, 2014
(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			$	262				Consensus pricing		Offered quotes		N/A	(e)
Banks/financial institutions			25					Consensus pricing		Offered quotes		N/A	(e)
Perpetual securities:
Banks/financial institutions			56					Model pricing		Offered quotes		N/A	(e)
Equity securities			3					Net asset value		Offered quotes		$1-$793 ($7)
Other assets:
Foreign currency swaps			30					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										CDS spreads		11 - 124 bps
										Foreign exchange rates		20.45%	(d)
			8					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										CDS spreads		21 - 120 bps
			68					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										Foreign exchange rates		20.45%	(d)
Credit default swaps			1					Discounted cash flow		Base correlation		65% - 75% (72%)	(a)
										CDS spreads		66 - 101 (86) bps
										Recovery rate		37.00%
Total assets			$	453
(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.
March 31, 2014
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Liabilities:
Foreign currency swaps			100					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										CDS spreads		11 - 124 bps
										Foreign exchange rates		20.45%	(d)
			25					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										CDS spreads		10 - 177 bps
			67					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
										Interest rates (JPY)		.83% - 1.96%	(c)
										Foreign exchange rates		20.45%	(d)
Credit default swaps			2					Discounted cash flow		Base correlations		65% - 75% (72%)	(a)
										CDS spreads		66 - 101 (86) bps
										Recovery rate		37.00%
Total liabilities			$	194
(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, 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			$	369				Consensus pricing		Offered quotes		N/A	(e)
Banks/financial institutions			23					Consensus pricing		Offered quotes		N/A	(e)
Perpetual securities:
Banks/financial institutions			52					Consensus pricing		Offered quotes		N/A	(e)
Equity securities			3					Net asset value		Offered quotes		$1-$774 ($7)
Other assets:
Foreign currency swaps			30					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										CDS spreads		16 - 141 bps
										Foreign exchange rates		21.16%	(d)
			9					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										CDS spreads		17 - 149 bps
			65					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										Foreign exchange rates		21.16%	(d)
Credit default swaps			1					Discounted cash flow		Base correlation		65% - 76% (72%)	(a)
										CDS spreads		65 - 106 (92) bps
										Recovery rate		37.00%
Interest rate swaps			1					Discounted cash flow		Base correlation		65% - 76% (72%)	(a)
										CDS spreads		65 - 106 (92) bps
										Recovery rate		37.00%
Total assets			$	553
(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, 2013
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
												(Weighted Average)
Liabilities:
Foreign currency swaps			99					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										CDS spreads		16 - 141 bps
										Foreign exchange rates		21.16%	(d)
			24					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										CDS spreads		11 - 189 bps
			80					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
										Interest rates (JPY)		.93% - 2.02%	(c)
										Foreign exchange rates		21.16%	(d)
Credit default swaps			4					Discounted cash flow		Base correlations		65% - 76% (72%)	(a)
										CDS spreads		65 - 106 (92) bps
										Recovery rate		37.00%
Total liabilities			$	207
(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.
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, 2013.

REINSURANCE

REINSURANCE	3 Months Ended
	Mar. 31, 2014
Reinsurance Disclosures [Abstract]	'
REINSURANCE	'
	REINSURANCE
	Effective 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 remaining deferred profit liability of $625 million, as of March 31, 2014, included in future policy benefits in the consolidated balance sheet, is being amortized into income over the expected lives of the policies. The corresponding reinsurance recoverable is included in other assets in the consolidated balance sheet and totaled $633 million as of March 31, 2014.
	The following table outlines the effect of reinsurance on premiums written and earned and on benefits and claims.
	(In millions)	Three Months Ended
		31-Mar-14
	Direct premium income		$	4,933
	Ceded to other companies:
	Ceded Aflac Japan closed medical block		(73		)
	Other		(9		)
	Assumed from other companies		3
	Net premium income		$	4,854
	Direct benefits and claims		$	3,289
	Ceded benefits and change in reserves for future benefits:
	Ceded Aflac Japan closed medical block		(64		)
	Other		(7		)
	Assumed from other companies		2
	Benefits and claims, net		$	3,220
	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	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
NOTES PAYABLE	'
	NOTES PAYABLE
	A summary of notes payable follows:
	(In millions)	March 31, 2014				December 31, 2013
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		655		(1)		655		(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				700
	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)		78				76
	Yen-denominated Samurai notes:
	1.47% notes due July 2014 (principal amount 28.7 billion yen)		279				272
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		154				150
	Variable interest rate notes due July 2014 (1.30% in 2014 and 2013,		53				52
	principal amount 5.5 billion yen)
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		97				95
	3.00% loan due August 2015 (principal amount 5 billion yen)		49				48
	Capitalized lease obligations payable through 2018		5				6
	Total notes payable		$	4,913			$	4,897
	(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
	The Parent Company and Aflac have a 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 March 31, 2014, 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 March 31, 2014. No events of default or defaults occurred during the three-month period ended March 31, 2014.
	For additional information, see Notes 4 and 9 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2013.

SHAREHOLDERS_EQUITY

SHAREHOLDERS' EQUITY	3 Months Ended
	Mar. 31, 2014
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 three-month periods ended March 31.
	(In thousands of shares)	2014			2013
	Common stock - issued:
	Balance, beginning of period	667,046			665,239
	Exercise of stock options and issuance of restricted shares	574			539
	Balance, end of period	667,620			665,778
	Treasury stock:
	Balance, beginning of period	207,633			197,453
	Purchases of treasury stock:
	Open market	6,535			2,979
	Other	110			124
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(284	)		(364	)
	Exercise of stock options	(281	)		(294	)
	Other	(121	)		(145	)
	Balance, end of period	213,592			199,753
	Shares outstanding, end of period	454,028			466,025
	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 March 31,
	(In thousands)	2014					2013
	Anti-dilutive share-based awards		492					3,623
	Share Repurchase Program
	During the first three months of 2014, we repurchased 6.5 million shares of our common stock in the open market for $415 million as part of our share repurchase program. During the first three months of 2013, we repurchased 3.0 million shares of our common stock in the open market for $150 million as part of our share repurchase program. As of March 31, 2014, a remaining balance of 42.7 million shares of our common stock was available for purchase under share repurchase authorizations by our board of directors.
	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
	31-Mar-14
	(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		$	(1,505	)				$	1,035			$	(12	)		$	(81	)		$	(563	)
	Other comprehensive		(14		)				910				(1		)		(1		)		894
	income before
	reclassification
	Amounts reclassified from		(23		)				(1		)		0				0				(24		)
	accumulated other
	comprehensive income
	Net current-period other		(37		)				909				(1		)		(1		)		870
	comprehensive
	income
	Balance, end of period		$	(1,542	)				$	1,944			$	(13	)		$	(82	)		$	307
	All amounts in the table above are net of tax.
	Three Months Ended
	31-Mar-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		(467		)				(554		)		(5		)		0				(1,026		)
	income before
	reclassification
	Amounts reclassified from		(7		)				(35		)		1				3				(38		)
	accumulated other
	comprehensive income
	Net current-period other		(474		)				(589		)		(4		)		3				(1,064		)
	comprehensive
	income
	Balance, end of period		$	(141	)				$	1,981			$	(9	)		$	(180	)		$	1,651
	All amounts in the table above are net of tax.
	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
	31-Mar-14
Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
						Statements of Earnings
Unrealized foreign currency translation gains		$	36			Sales and redemptions
(losses)
		(13		)		Tax (expense) or benefit(1)
		$	23			Net of tax
Unrealized gains (losses) on available-for-sale		$	5			Sales and redemptions
securities
		(3		)		Other-than-temporary impairment
						losses realized
		2				Total before tax
		(1		)		Tax (expense) or benefit(1)
		$	1			Net of tax
Amortization of defined benefit pension items:
Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(2)
Prior service cost		4				Acquisition and operating expenses(2)
		0				Tax (expense) or benefit(1)
		$	0			Net of tax
Total reclassifications for the period		$	24			Net of tax
(1) Based on 35% tax rate
(2) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
Note 10 for additional details).
(In millions)	Three Months Ended
	31-Mar-13
Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
						Statements of Earnings
Unrealized foreign currency translation gains		$	10			Sales and redemptions
(losses)
		(3		)		Tax (expense) or benefit(1)
		$	7			Net of tax
Unrealized gains (losses) on available-for-sale		$	109			Sales and redemptions
securities
		(55		)		Other-than-temporary impairment
						losses realized
		54				Total before tax
		(19		)		Tax (expense) or benefit(1)
		$	35			Net of tax
Gains (losses) on cash flow hedges:
Foreign currency swaps		$	(1	)		Derivative and other gains (losses)
		0				Tax (expense) or benefit(1)
		$	(1	)		Net of tax
Amortization of defined benefit pension items:
Actuarial gains (losses)		$	(5	)		Acquisition and operating expenses(2)
		2				Tax (expense) or benefit(1)
		$	(3	)		Net of tax
Total reclassifications for the period		38				Net of tax
(1) Based on 35% tax rate
(2) 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	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
SHARE-BASED COMPENSATION	'
	SHARE-BASED COMPENSATION
	As of March 31, 2014, 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 March 31, 2014, approximately 11.4 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 March 31, 2014.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		9,994		4.9		$	151		$	47.98
	Exercisable		8,137		4.1		132			46.89
	We received cash from the exercise of stock options in the amount of $18 million during the first three months of 2014, compared with $15 million in the first three months of 2013. The tax benefit realized as a result of stock option exercises and restricted stock releases was $11 million in the first three months of 2014, compared with $9 million in the first three months of 2013.
	As of March 31, 2014, total compensation cost not yet recognized in our financial statements related to restricted stock awards was $65 million, of which $33 million (954 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 2.0 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 12 of the Notes to the Consolidated Financial Statements included in our annual report to shareholders for the year ended December 31, 2013.

BENEFIT_PLANS

BENEFIT PLANS	3 Months Ended
	Mar. 31, 2014
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 in contributory and unfunded. 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 whose age plus service, in years, equals or exceeds 80 (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 was accounted for as a negative plan amendment and resulted in a reduction to the postretirement benefit obligation of approximately $51 million, with an offset to accumulated other comprehensive income (AOCI). Starting in the fourth quarter of 2013, this reduction is being amortized as a reduction to net periodic benefit cost over three years . The postretirement plan obligation was remeasured using a discount rate of 4.75% as of October 1, 2013. For certain employees and former employees, additional coverage is provided for all medical expenses for life.
	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 March 31,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2014				2013				2014				2013				2014				2013
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	4			$	5			$	5			$	0			$	2
	Interest cost		2				2				7				7				0				1
	Expected return on plan		(1		)		(1		)		(5		)		(4		)		0				0
	assets
	Amortization of net actuarial		0				1				3				4				1				0
	loss
	Amortization of prior service		0				0				0				0				(4		)		0
	cost
	Net periodic (benefit) cost		$	5			$	6			$	10			$	12			$	(3	)		$	3
	During the three months ended March 31, 2014, Aflac Japan contributed approximately $6 million (using the weighted-average yen/dollar exchange rate for the three-month period ending March 31, 2014) to the Japanese funded defined benefit plan, and Aflac U.S. did not make a contribution to the U.S. funded defined benefit plan.
	For additional information regarding our Japanese and U.S. benefit plans, see Note 14 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2013.

COMMITMENTS_AND_CONTINGENT_LIA

COMMITMENTS AND CONTINGENT LIABILITIES	3 Months Ended
	Mar. 31, 2014
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.

SUBSEQUENT_EVENTS

SUBSEQUENT EVENTS	3 Months Ended
	Mar. 31, 2014
Subsequent Events [Abstract]	'
Subsequent Events [Text Block]	'
	SUBSEQUENT EVENTS
	In April 2014, we entered into foreign exchange forwards as an economic hedge on 5.0 billion yen of the profit repatriation expected to be received in July 2015.

SUMMARY_OF_SIGNIFICANT_ACCOUNT1

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Policies)	3 Months Ended
	Mar. 31, 2014
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). American Family Life Assurance Company of New York (Aflac New York) is a wholly owned subsidiary of Aflac. 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% of the Company's total revenues in the three-month periods ended March 31, 2014 and 2013. The percentage of the Company's total assets attributable to Aflac Japan was 85% at March 31, 2014 and December 31, 2013.
	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 March 31, 2014 and December 31, 2013, and the consolidated statements of earnings, comprehensive income (loss), shareholders' equity and cash flows for the three-month periods ended March 31, 2014 and 2013. 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, 2013.
Recently Adopted Accounting Pronouncements	'
	Recently Adopted Accounting Pronouncements
	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. We adopted this guidance as of January 1, 2014. The adoption of this guidance did not have a significant impact on our financial statements.
	Fees paid to the federal government by health insurers: In July 2011, the FASB issued guidance on the accounting for fees owed by health insurers as mandated by the Patient Protection and Affordable Care Act as amended by the Health Care and Education Reconciliation Act (the Acts). The Acts impose an annual fee on health insurers for each calendar year beginning on or after January 1, 2014. A health insurer's portion of the annual fee is payable by September 30 of the applicable calendar year once the entity provides health insurance for any U.S. health risk in that year. The annual fee for the health insurance industry will be allocated to individual health insurers based on the ratio of the amount of an entity's net premiums written during the preceding calendar year to the amount of health insurance for any U.S. health risk that is written during the preceding calendar year. The accounting guidance specifies that the liability for the fee should be estimated and recorded in full in the applicable calendar year in which the fee is payable with a corresponding deferred cost that is amortized to expense using a straight-line method of allocation unless another method better allocates the fee over the calendar year that it is payable. This guidance is effective for calendar years beginning after December 31, 2013. We adopted this guidance as of January 1, 2014. The adoption of this guidance did not have a significant impact on our financial position or results of operations.
Description of Accounting Pronouncements Pending Adoption	'
	Accounting Pronouncements Pending Adoption
	Receivables -Troubled debt restructurings by creditors: In January 2014, the FASB issued updated guidance for troubled debt restructurings clarifying when an in substance repossession or foreclosure occurs, and when a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan. The new guidance is effective for annual periods and interim periods within those annual periods, beginning after December 15, 2014. The adoption of this guidance will not have a significant impact on our financial position or results of operations.

BUSINESS_SEGMENT_INFORMATION_T

BUSINESS SEGMENT INFORMATION (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Reconciliation of Revenue from Segments to Consolidated	'
		Three Months Ended March 31,
	(In millions)	2014				2013
	Revenues:
	Aflac Japan:
	Net earned premiums	$	3,560			$	3,905
	Net investment income	663				674
	Other income	8				26
	Total Aflac Japan	4,231				4,605
	Aflac U.S.:
	Earned premiums	1,294				1,280
	Net investment income	161				157
	Other income	0				1
	Total Aflac U.S.	1,455				1,438
	Other business segments	12				12
	Total business segment revenues	5,698				6,055
	Realized investment gains (losses)	(56		)	(1)	156
	Corporate	78				92
	Intercompany eliminations	(71		)		(95		)
	Other non-operating income (loss)	(9		)		0
	Total revenues	$	5,640			$	6,208
	(1) Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations
Reconciliation of Operating Profit (Loss) from Segments to Consolidated	'
		Three Months Ended March 31,
	(In millions)	2014				2013
	Pretax earnings:
	Aflac Japan	$	933			$	989
	Aflac U.S.	303				281
	Total business segment pretax operating earnings	1,236				1,270
	Interest expense, noninsurance operations	(50		)		(48		)
	Corporate and eliminations	(17		)		(17		)
	Pretax operating earnings	1,169				1,205
	Realized investment gains (losses)	(56		)	(1)	156
	Other non-operating income (loss)	(9		)		0
	Total earnings before income taxes	$	1,104			$	1,361
	Income taxes applicable to pretax operating earnings	$	395			$	415
	Effect of foreign currency translation on operating earnings	(48		)		(71		)
	(1) Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations
Reconciliation of Assets from Segment to Consolidated	'
	Assets were as follows:
	(In millions)	March 31,						December 31,
		2014						2013
	Assets:
	Aflac Japan		$	104,614					$	102,973
	Aflac U.S.		16,772						16,112
	Other business segments		154						155
	Total business segment assets		121,540						119,240
	Corporate		20,949						19,909
	Intercompany eliminations		(19,197		)				(17,842		)
	Total assets		$	123,292					$	121,307

INVESTMENTS_Tables

INVESTMENTS (Tables)	3 Months Ended
	Mar. 31, 2014
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.
		March 31, 2014
	(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		$	18,152					$	608					$	3					$	18,757
	Mortgage- and asset-backed securities		444						33						0						477
	Public utilities		2,223						96						24						2,295
	Sovereign and supranational		937						125						0						1,062
	Banks/financial institutions		2,926						235						218						2,943
	Other corporate		4,051						184						163						4,072
	Total yen-denominated		28,733						1,281						408						29,606
	Dollar-denominated:
	U.S. government and agencies		141						10						2						149
	Municipalities		998						103						4						1,097
	Mortgage- and asset-backed securities		169						20						0						189
	Public utilities		5,156						577						102						5,631
	Sovereign and supranational		396						86						0						482
	Banks/financial institutions		3,340						526						17						3,849
	Other corporate		22,392						1,611						725						23,278
	Total dollar-denominated		32,592						2,933						850						34,675
	Total fixed maturities		61,325						4,214						1,258						64,281
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,644						165						250						2,559
	Other corporate		214						15						0						229
	Dollar-denominated:
	Banks/financial institutions		199						35						6						228
	Total perpetual securities		3,057						215						256						3,016
	Equity securities		17						5						1						21
	Total securities available for sale		$	64,399					$	4,434					$	1,515					$	67,318
		December 31, 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		$	14,936					$	431					$	33					$	15,334
	Mortgage- and asset-backed securities		558						29						0						587
	Public utilities		2,261						100						18						2,343
	Sovereign and supranational		978						85						28						1,035
	Banks/financial institutions		2,799						220						242						2,777
	Other corporate		3,956						151						185						3,922
	Total yen-denominated		25,488						1,016						506						25,998
	Dollar-denominated:
	U.S. government and agencies		92						10						4						98
	Municipalities		992						71						12						1,051
	Mortgage- and asset-backed securities		163						21						0						184
	Public utilities		4,931						471						183						5,219
	Sovereign and supranational		404						85						1						488
	Banks/financial institutions		3,318						447						33						3,732
	Other corporate		21,123						1,347						1,170						21,300
	Total dollar-denominated		31,023						2,452						1,403						32,072
	Total fixed maturities		56,511						3,468						1,909						58,070
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,582						151						217						2,516
	Other corporate		209						0						0						209
	Dollar-denominated:
Banks/financial institutions		196						35						9						222
Total perpetual securities		2,987						186						226						2,947
Equity securities		17						5						1						21
Total securities available for sale		$	59,515					$	3,659					$	2,136					$	61,038
Held-to-maturity Securities	'
		March 31, 2014
	(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		$	23,461					$	1,668					$	0					$	25,129
	Municipalities		409						46						0						455
	Mortgage- and asset-backed securities		58						3						0						61
	Public utilities		3,993						189						107						4,075
	Sovereign and supranational		3,011						163						56						3,118
	Banks/financial institutions		6,398						174						295						6,277
	Other corporate		3,528						221						48						3,701
	Total yen-denominated		40,858						2,464						506						42,816
	Total securities held to maturity		$	40,858					$	2,464					$	506					$	42,816
		December 31, 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		$	27,362					$	1,347					$	1					$	28,708
	Municipalities		399						41						0						440
	Mortgage- and asset-backed securities		58						3						0						61
	Public utilities		3,900						150						122						3,928
	Sovereign and supranational		2,941						171						72						3,040
	Banks/financial institutions		6,310						146						328						6,128
	Other corporate		3,445						183						87						3,541
	Total yen-denominated		44,415						2,041						610						45,846
	Total securities held to maturity		$	44,415					$	2,041					$	610					$	45,846
Investments Classified by Contractual Maturity Date	'
	The contractual maturities of our investments in fixed maturities at March 31, 2014, 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		$	607					$	616					$	50					$	52
	Due after one year through five years		1,819						1,953						565						662
	Due after five years through 10 years		10,783						10,868						1,562						1,653
	Due after 10 years		36,378						37,916						8,675						9,608
	Mortgage- and asset-backed securities		509						553						38						47
	Total fixed maturities available for sale		$	50,096					$	51,906					$	10,890					$	12,022
	Held to maturity:
	Due in one year or less		$	101					$	102					$	0					$	0
	Due after one year through five years		1,605						1,756						0						0
	Due after five years through 10 years		2,180						2,316						0						0
	Due after 10 years		36,914						38,581						0						0
	Mortgage- and asset-backed securities		58						61						0						0
	Total fixed maturities held to maturity		$	40,858					$	42,816					$	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 March 31, 2014, were as follows:
		Aflac Japan												Aflac U.S.
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Due in one year or less		$	291					$	275					$	0					$	0
	Due after one year through five years		730						701						5						5
	Due after five years through 10 years		214						229						0						0
	Due after 10 years		1,718						1,698						99						108
	Total perpetual securities available for sale		$	2,953					$	2,903					$	104					$	113
Bank and Financial Institution Investments	'
	Our total investments in the bank and financial institution sector, including those classified as perpetual securities, were as follows:
		March 31, 2014											December 31, 2013
		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		$	12,664					12	%				$	12,427					12	%
	Fair value		13,069						12					12,637						12
	Perpetual securities:
	Upper Tier II:
	Amortized cost		$	1,967					2	%				$	1,920					2	%
	Fair value		1,965						2					1,913						2
	Tier I:
	Amortized cost		876						1					858						1
	Fair value		822						1					825						1
	Total:
	Amortized cost		$	15,507					15	%				$	15,205					15	%
	Fair value		15,856						15					15,375						15
Gain (Loss) on Investments	'
	Information regarding pretax realized gains and losses from investments is as follows:
		Three Months Ended March 31,
	(In millions)	2014				2013
	Realized investment gains (losses) on securities:
	Fixed maturities:
	Available for sale:
	Gross gains from sales	$	35			$	119
	Gross losses from sales	(1		)		(6		)
	Net gains (losses) from redemptions	7				6
	Other-than-temporary impairment losses	(3		)		(54		)
	Total fixed maturities	38				65
	Equity securities:
	Other-than-temporary impairment losses	0				(1		)
	Total equity securities	0				(1		)
	Derivatives and other:
	Derivative gains (losses)	(83		)		87
	Other	(1		)		5
	Total derivatives and other	(84		)		92
	Total realized investment gains (losses)	$	(46	)		$	156
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
		March 31,
	(In millions)	2014				2013
	Corporate bonds	$	3			$	38
	Sovereign and supranational	0				16
	Equity securities	0				1
	Total other-than-temporary impairment losses realized (1)	$	3			$	55
	(1) Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, 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)	31-Mar-14						December 31,
								2013
	Unrealized gains (losses) on securities available for sale		$	2,919					$	1,523
	Unamortized unrealized gains on securities transferred to held to maturity		10						11
	Deferred income taxes		(985		)				(499		)
	Shareholders’ equity, unrealized gains (losses) on investment securities		$	1,944					$	1,035
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.
		March 31, 2014
		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		$	1,014					$	3					$	1,009					$	3				$	5				$	0
	Municipalities:
	Dollar-denominated		91						4						70						2					21					2
	Public utilities:
	Dollar-denominated		1,700						102						1,342						70					358					32
	Yen-denominated		1,959						131						1,119						47					840					84
	Sovereign and supranational:
	Dollar-denominated		13						0						13						0					0					0
	Yen-denominated		887						56						358						2					529					54
	Banks/financial institutions:
	Dollar-denominated		381						17						283						11					98					6
	Yen-denominated		4,665						513						1,187						28					3,478					485
	Other corporate:
	Dollar-denominated		11,291						725						7,334						371					3,957					354
	Yen-denominated		2,685						211						598						24					2,087					187
	U.S. government and agencies:
	Dollar-denominated		88						2						88						2					0					0
	Total fixed maturities		24,774						1,764						13,401						560					11,373					1,204
	Perpetual securities:
	Dollar-denominated		63						6						56						4					7					2
	Yen-denominated		1,485						250						349						4					1,136					246
	Total perpetual securities		1,548						256						405						8					1,143					248
	Equity securities		5						1						5						0					0					1
	Total		$	26,327					$	2,021					$	13,811					$	568				$	12,516				$	1,453
		December 31, 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		$	8,869					$	34					$	8,869					$	34				$	0				$	0
	Municipalities:
	Dollar-denominated		177						12						145						8					32					4
	Public utilities:
	Dollar-denominated		2,023						183						1,740						143					283					40
	Yen-denominated		2,519						140						1,816						54					703					86
	Sovereign and supranational:
	Dollar-denominated		12						1						12						1					0					0
	Yen-denominated		1,152						100						791						34					361					66
	Banks/financial institutions:
	Dollar-denominated		547						33						454						23					93					10
	Yen-denominated		4,533						570						2,322						107					2,211					463
	Other corporate:
	Dollar-denominated		11,588						1,170						8,504						733					3,084					437
	Yen-denominated		3,372						272						2,296						152					1,076					120
	U.S. government and agencies:
	Dollar-denominated		36						4						36						4					0					0
	Total fixed maturities		34,828						2,519						26,985						1,293					7,843					1,226
	Perpetual securities:
	Dollar-denominated		59						9						52						8					7					1
	Yen-denominated		1,322						217						748						74					574					143
	Total perpetual securities		1,381						226						800						82					581					144
	Equity securities		5						1						5						1					0					0
	Total		$	36,214					$	2,746					$	27,790					$	1,376				$	8,424				$	1,370
Investments in Unrealized Loss Position	'
	The following table provides more information on our unrealized loss positions.
			March 31, 2014												December 31, 2013
	(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		4	%			0	%			100	%			25	%			1	%			100	%
	and agencies
	Public utilities		14				12				96				13				12				98
	Sovereign and		4				3				100				3				4				100
	supranational
	Banks/financial		19				26				62				14				22				64
	institutions
	Other corporate		53				46				87				41				53				91
	Total fixed		94	%			87	%							96	%			92	%
	maturities
	Perpetual securities		6				13				91				4				8				90
	Total		100	%			100	%							100	%			100	%
Securities Lending	'
	The following table presents our security loans outstanding and the corresponding collateral held:
	(In millions)	March 31, 2014						December 31, 2013
	Security loans outstanding, fair value		$	3,234					$	5,656
	Cash collateral on loaned securities		3,313						5,820
Perpetual securities	'
Schedule of Available-for-sale Securities Reconciliation	'
	Details of our holdings of perpetual securities were as follows:
	Perpetual Securities
				March 31, 2014																		December 31, 2013
	(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
		Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
	Upper Tier II:
		A			$	149					$	185					$	36					$	145				$	183				$	38
		BBB			1,601						1,582						(19		)				1,563					1,532					(31		)
		BB or lower			217						198						(19		)				212					198					(14		)
	Total Upper Tier II				1,967						1,965						(2		)				1,920					1,913					(7		)
	Tier I:
		BBB			764						696						(68		)				746					706					(40		)
		BB or lower			112						126						14						112					119					7
	Total Tier I				876						822						(54		)				858					825					(33		)
	Other subordinated	BB or lower			214						229						15						209					209					0
	- non-banks:
	Total				$	3,057					$	3,016					$	(41	)				$	2,987				$	2,947				$	(40	)
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
		March 31, 2014												December 31, 2013
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	3,896					$	4,662					$	4,109					$	4,843
	Perpetual securities, available for sale		475						478						463						468
	Fixed maturities, held to maturity		243						240						237						236
	Other assets		107						107						106						106
	Total assets of consolidated VIEs		$	4,721					$	5,487					$	4,915					$	5,653
	Liabilities:
	Other liabilities		$	194					$	194					$	207					$	207
	Total liabilities of consolidated VIEs		$	194					$	194					$	207					$	207
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
		March 31, 2014												December 31, 2013
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	6,824					$	7,191					$	6,724					$	6,916
	Perpetual securities, available for sale		379						395						370						378
	Fixed maturities, held to maturity		3,019						3,142						2,949						3,039
	Total investments in VIEs not consolidated		$	10,222					$	10,728					$	10,043					$	10,333

DERIVATIVE_INSTRUMENTS_Tables

DERIVATIVE INSTRUMENTS (Tables)	3 Months Ended
	Mar. 31, 2014
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:
		March 31, 2014															December 31, 2013
	(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				$	0				$	(7	)			$	161				$	1				$	(7	)
	A		28,065					523					(351		)			22,314					487					(830		)
	Total		$	28,226				$	523				$	(358	)			$	22,475				$	488				$	(837	)
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.
	March 31, 2014
			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	$	(115	)		$	1			$	0			$	0			$	0			$	0			$	0			$	0			$	(115	)	$	1
		BBB	0				0				0				0				(97		)		(2		)		0				0				(97		)	(2		)
	Total		$	(115	)		$	1			$	0			$	0			$	(97	)		$	(2	)		$	0			$	0			$	(212	)	$	(1	)
	December 31, 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			$	(112	)		$	1			$	0			$	0			$	0			$	0			$	(112	)	$	1
		BBB	0				0				0				0				0				0				(95		)		(4		)		(95		)	(4		)
	Total		$	0			$	0			$	(112	)		$	1			$	0			$	0			$	(95	)		$	(4	)		$	(207	)	$	(3	)
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.
			March 31, 2014
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
	Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
		Amount
	Cash flow hedges:
	Foreign currency swaps		$	75					$	2					$	2					$	0
	Interest rate swaps		53						0						0						0
	Total cash flow hedges		128						2						2						0
	Fair value hedges:
	Foreign currency forwards		12,077						(11		)				48						(59		)
	Interest rate swaptions		3,678						(49		)				12						(61		)
	Total fair value hedges		15,755						(60		)				60						(120		)
	Net investment hedge:
	Foreign currency forwards		0						10						10						0
	Foreign currency options		510						3						26						(23		)
	Total net investment hedge		510						13						36						(23		)
	Non-qualifying strategies:
	Foreign currency swaps		5,679						218						424						(206		)
	Credit default swaps		212						(1		)				1						(2		)
	Interest rate swaps		115						0						0						0
	Interest rate swaptions		12						0						0						0
	Futures		5,815						(7		)				0						(7		)
	Total non-qualifying strategies		11,833						210						425						(215		)
	Total derivatives		$	28,226					$	165					$	523					$	(358	)
	Balance Sheet Location
	Other assets		$	8,563					$	523					$	523					$	0
	Other liabilities		19,663						(358		)				0						(358		)
	Total derivatives		$	28,226					$	165					$	523					$	(358	)
			December 31, 2013
	(In millions)	Net Derivatives												Asset						Liability
														Derivatives						Derivatives
	Hedge Designation/ Derivative Type	Notional						Fair Value						Fair Value						Fair Value
		Amount
	Cash flow hedges:
	Foreign currency swaps		$	75					$	3					$	3					$	0
	Interest rate swaps		52						0						0						0
	Total cash flow hedges		127						3						3						0
	Fair value hedges:
	Foreign currency forwards		11,249						(582		)				0						(582		)
	Interest rate swaptions		4,500						(12		)				20						(32		)
	Total fair value hedges		15,749						(594		)				20						(614		)
	Net investment hedge:
	Foreign currency forwards		356						17						17						0
	Foreign currency options		95						3						4						(1		)
	Total net investment hedge		451						20						21						(1		)
	Non-qualifying strategies:
	Foreign currency swaps		5,829						224						442						(218		)
	Credit default swaps		207						(3		)				1						(4		)
	Interest rate swaps		112						1						1						0
	Total non-qualifying strategies		6,148						222						444						(222		)
	Total derivatives		$	22,475					$	(349	)				$	488					$	(837	)
	Balance Sheet Location
	Other assets		$	5,308					$	488					$	488					$	0
	Other liabilities		17,167						(837		)				0						(837		)
	Total derivatives		$	22,475					$	(349	)				$	488					$	(837	)
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 March 31, 2014:
	Foreign currency	Fixed-maturity securities		$	264			$	(10	)		$	274			$	(269	)		$	5
	forwards
	Interest rate	Fixed-maturity securities		(23		)		(22		)		(1		)		1				0
	swaptions
	Three Months Ended March 31, 2013:
	Foreign currency	Fixed-maturity securities		$	(609	)		$	(5	)		$	(604	)		$	603			$	(1	)
	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 March 31,
		2014										2013
	(In millions)	Realized Investment					Other					Realized Investment					Other
		Gains (Losses)					Comprehensive					Gains (Losses)					Comprehensive
							Income (Loss)(1)										Income (Loss)(1)
	Qualifying hedges:
	Cash flow hedges:
	Foreign currency swaps		$	(1	)			$	(1	)			$	(1	)			$	(7	)
	Total cash flow hedges		(1		)			(1		)			(1		)			(7		)
	Fair value hedges:
	Foreign currency forwards(2)		(5		)			0					(6		)			0
	Interest rate swaptions(2)		(22		)			0					0					0
	Total fair value hedges		(27		)			0					(6		)			0
	Net investment hedge:
	Non-derivative hedging instruments		0					(17		)			0					69
	Foreign currency forwards		0					(6		)			0					0
	Foreign currency options		0					(1		)			0					0
	Total net investment hedge		0					(24		)			0					69
	Non-qualifying strategies:
	Foreign currency swaps		(20		)			0					84					0
	Foreign currency options		0					0					2					0
	Credit default swaps		2					0					12					0
	Interest rate swaps		(1		)			0					(4		)			0
	Futures		(36		)			0					0					0
	Total non-qualifying strategies		(55		)			0					94					0
	Total		$	(83	)			$	(25	)			$	87				$	62
	(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
	March 31, 2014
																				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:
	Foreign currency swaps		$	426					$	0					$	426					$	0				$	(253	)				$	173
	Foreign currency forwards		58						0						58						0					(9		)				49
	Foreign currency options		26						0						26						0					(1		)				25
	Credit default swaps		1						0						1						0					0						1
	Interest rate swaptions		12						0						12						0					0						12
	Total derivative assets,		523						0						523						0					(263		)	(1)			260
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		3,234						0						3,234						0					(3,234		)				0
	similar arrangements
	Total		$	3,757					$	0					$	3,757					$	0				$	(3,497	)				$	260
	(1) Consists entirely of cash.
	December 31, 2013
																				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:
	Foreign currency swaps		$	445					$	0					$	445					$	0				$	(276	)				$	169
	Foreign currency forwards		17						0						17						0					(16		)				1
	Foreign currency options		4						0						4						0					(3		)				1
	Credit default swaps		1						0						1						0					0						1
	Interest rate swaps		1						0						1						0					0						1
	Interest rate swaptions		20						0						20						0					0						20
	Total derivative assets,		488						0						488						0					(295		)	(1)			193
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		5,656						0						5,656						0					(5,656		)				0
	similar arrangements
	Total		$	6,144					$	0					$	6,144					$	0				$	(5,951	)				$	193
	(1) Consists entirely of cash.
Offsetting Liabilities	'
	Offsetting of Financial Liabilities and Derivative Liabilities
	March 31, 2014
																				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:
	Foreign currency swaps		$	(206	)				$	0					$	(206	)				$	0				$	2					$	(204	)
	Foreign currency forwards		(59		)				0						(59		)				0					0						(59		)
	Foreign currency options		(23		)				0						(23		)				0					0						(23		)
	Credit default swaps		(2		)				0						(2		)				0					0						(2		)
	Interest rate swaptions		(61		)				0						(61		)				0					52						(9		)
	Futures		(7		)				0						(7		)				0					73						66
	Total derivative liabilities,		(358		)				0						(358		)				0					127			(1)			(231		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(3,313		)				0						(3,313		)				3,234					0						(79		)
	similar arrangements
	Total		$	(3,671	)				$	0					$	(3,671	)				$	3,234				$	127					$	(310	)
	(1) Consists of $52 of pledged JGBs and $75 of cash.
	December 31, 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:
	Foreign currency swaps		$	(218	)				$	0					$	(218	)				$	0				$	1					$	(217	)
	Foreign currency forwards		(582		)				0						(582		)				0					0						(582		)
	Foreign currency options		(1		)				0						(1		)				0					0						(1		)
	Credit default swaps		(4		)				0						(4		)				0					0						(4		)
	Interest rate swaptions		(32		)				0						(32		)				0					7						(25		)
	Total derivative liabilities,		(837		)				0						(837		)				0					8			(1)			(829		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(5,820		)				0						(5,820		)				5,656					0						(164		)
	similar arrangements
	Total		$	(6,657	)				$	0					$	(6,657	)				$	5,656				$	8					$	(993	)
	(1) Consists of $7 of pledged JGBs and $1 of cash.

FAIR_VALUE_MEASUREMENTS_Tables

FAIR VALUE MEASUREMENTS (Tables)	3 Months Ended
	Mar. 31, 2014
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.
		March 31, 2014
	(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		$	18,407					$	499					$	0					$	18,906
	Municipalities		0						1,097						0						1,097
	Mortgage- and asset-backed securities		0						404						262						666
	Public utilities		0						7,926						0						7,926
	Sovereign and supranational		0						1,544						0						1,544
	Banks/financial institutions		0						6,767						25						6,792
	Other corporate		0						27,350						0						27,350
	Total fixed maturities		18,407						45,587						287						64,281
	Perpetual securities:
	Banks/financial institutions		0						2,731						56						2,787
	Other corporate		0						229						0						229
	Total perpetual securities		0						2,960						56						3,016
	Equity securities		14						4						3						21
	Other assets:
	Foreign currency swaps		0						320						106						426
	Foreign currency forwards		0						58						0						58
	Foreign currency options		0						26						0						26
	Credit default swaps		0						0						1						1
	Interest rate swaptions		0						12						0						12
	Total other assets		0						416						107						523
	Cash and cash equivalents		1,994						0						0						1,994
	Total assets		$	20,415					$	48,967					$	453					$	69,835
	Liabilities:
	Foreign currency swaps		$	0					$	14					$	192					$	206
	Foreign currency forwards		0						59						0						59
	Foreign currency options		0						23						0						23
	Credit default swaps		0						0						2						2
	Interest rate swaptions		0						61						0						61
	Futures		0						7						0						7
	Total liabilities		$	0					$	164					$	194					$	358
		December 31, 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		$	14,928					$	504					$	0					$	15,432
	Municipalities		0						1,051						0						1,051
	Mortgage- and asset-backed securities		0						402						369						771
	Public utilities		0						7,562						0						7,562
	Sovereign and supranational		0						1,523						0						1,523
	Banks/financial institutions		0						6,486						23						6,509
	Other corporate		0						25,222						0						25,222
	Total fixed maturities		14,928						42,750						392						58,070
	Perpetual securities:
	Banks/financial institutions		0						2,686						52						2,738
	Other corporate		0						209						0						209
	Total perpetual securities		0						2,895						52						2,947
Equity securities		14						4						3						21
Other assets:
Foreign currency swaps		0						341						104						445
Foreign currency forwards		0						17						0						17
Foreign currency options		0						4						0						4
Credit default swaps		0						0						1						1
Interest rate swaps		0						0						1						1
Interest rate swaptions		0						20						0						20
Total other assets		0						382						106						488
Cash and cash equivalents		2,543						0						0						2,543
Total assets		$	17,485					$	46,031					$	553					$	64,069
Liabilities:
Foreign currency swaps		$	0					$	15					$	203					$	218
Foreign currency forwards		0						582						0						582
Foreign currency options		0						1						0						1
Credit default swaps		0						0						4						4
Interest rate swaptions		0						32						0						32
Total liabilities		$	0					$	630					$	207					$	837
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.
		March 31, 2014
	(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		$	23,461				$	25,129					$	0					$	0					$	25,129
	Municipalities		409					0						455						0						455
	Mortgage and asset-backed		58					0						20						41						61
	securities
	Public utilities		3,993					0						4,075						0						4,075
	Sovereign and		3,011					0						3,118						0						3,118
	supranational
	Banks/financial institutions		6,398					0						6,277						0						6,277
	Other corporate		3,528					0						3,701						0						3,701
	Total assets		$	40,858				$	25,129					$	17,646					$	41					$	42,816
	Liabilities:
	Other policyholders’ funds		$	6,547				$	0					$	0					$	6,391					$	6,391
	Notes payable		4,908					0						0						5,389						5,389
	(excluding capital leases)
	Total liabilities		$	11,455				$	0					$	0					$	11,780					$	11,780
		December 31, 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		$	27,362				$	28,708					$	0					$	0					$	28,708
	Municipalities		399					0						440						0						440
	Mortgage and asset-backed		58					0						20						41						61
	securities
	Public utilities		3,900					0						3,928						0						3,928
	Sovereign and		2,941					0						3,040						0						3,040
	supranational
	Banks/financial institutions		6,310					0						6,128						0						6,128
	Other corporate		3,445					0						3,541						0						3,541
	Total assets		$	44,415				$	28,708					$	17,097					$	41					$	45,846
	Liabilities:
	Other policyholders’ funds		$	5,861				$	0					$	0					$	5,715					$	5,715
	Notes payable		4,891					0						0						5,241						5,241
	(excluding capital leases)
	Total liabilities		$	10,752				$	0					$	0					$	10,956					$	10,956
Fair Value Assets Available-for-Sale Securities Primary Pricing Sources	'
	The following tables present the pricing sources for the fair values of our fixed maturities, perpetual securities, and equity securities.
			31-Mar-14
	(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			$	18,407					$	499					$	0					$	18,906
	Total government and agencies			18,407						499						0						18,906
	Municipalities:
	Third party pricing vendor			0						1,097						0						1,097
	Total municipalities			0						1,097						0						1,097
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						404						0						404
	Broker/other			0						0						262						262
	Total mortgage- and asset-backed securities			0						404						262						666
	Public utilities:
	Third party pricing vendor			0						7,926						0						7,926
	Total public utilities			0						7,926						0						7,926
	Sovereign and supranational:
	Third party pricing vendor			0						1,544						0						1,544
	Total sovereign and supranational			0						1,544						0						1,544
	Banks/financial institutions:
	Third party pricing vendor			0						6,767						0						6,767
	Broker/other			0						0						25						25
	Total banks/financial institutions			0						6,767						25						6,792
	Other corporate:
	Third party pricing vendor			0						27,350						0						27,350
	Total other corporate			0						27,350						0						27,350
	Total fixed maturities			18,407						45,587						287						64,281
	Perpetual securities:
	Banks/financial institutions:
	Third party pricing vendor			0						2,731						56						2,787
	Total banks/financial institutions			0						2,731						56						2,787
	Other corporate:
	Third party pricing vendor			0						229						0						229
	Total other corporate			0						229						0						229
	Total perpetual securities			0						2,960						56						3,016
	Equity securities:
	Third party pricing vendor			14						4						0						18
	Broker/other			0						0						3						3
	Total equity securities			14						4						3						21
	Total securities available for sale			$	18,421					$	48,551					$	346					$	67,318
			31-Dec-13
	(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			$	14,928					$	504					$	0					$	15,432
	Total government and agencies			14,928						504						0						15,432
	Municipalities:
	Third party pricing vendor			0						1,051						0						1,051
	Total municipalities			0						1,051						0						1,051
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						402						0						402
	Broker/other			0						0						369						369
	Total mortgage- and asset-backed securities			0						402						369						771
	Public utilities:
	Third party pricing vendor			0						7,562						0						7,562
	Total public utilities			0						7,562						0						7,562
Sovereign and supranational:
Third party pricing vendor			0						1,523						0						1,523
Total sovereign and supranational			0						1,523						0						1,523
Banks/financial institutions:
Third party pricing vendor			0						6,486						0						6,486
Broker/other			0						0						23						23
Total banks/financial institutions			0						6,486						23						6,509
Other corporate:
Third party pricing vendor			0						25,220						0						25,220
Broker/other			0						2						0						2
Total other corporate			0						25,222						0						25,222
Total fixed maturities			14,928						42,750						392						58,070
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,686						52						2,738
Total banks/financial institutions			0						2,686						52						2,738
Other corporate:
Third party pricing vendor			0						209						0						209
Total other corporate			0						209						0						209
Total perpetual securities			0						2,895						52						2,947
Equity securities:
Third party pricing vendor			14						4						0						18
Broker/other			0						0						3						3
Total equity securities			14						4						3						21
Total securities available for sale			$	14,942					$	45,649					$	447					$	61,038
Fair Value Assets Held-To-Maturity Securities Primary Pricing Sources	'
			31-Dec-13
	(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			$	28,708					$	0					$	0					$	28,708
	Total government and agencies			28,708						0						0						28,708
	Municipalities:
	Third party pricing vendor			0						440						0						440
	Total municipalities			0						440						0						440
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						20						0						20
	Broker/other			0						0						41						41
	Total mortgage- and asset-backed securities			0						20						41						61
	Public utilities:
	Third party pricing vendor			0						3,928						0						3,928
	Total public utilities			0						3,928						0						3,928
	Sovereign and supranational:
	Third party pricing vendor			0						3,040						0						3,040
	Total sovereign and supranational			0						3,040						0						3,040
	Banks/financial institutions:
	Third party pricing vendor			0						6,128						0						6,128
	Total banks/financial institutions			0						6,128						0						6,128
	Other corporate:
	Third party pricing vendor			0						3,509						0						3,509
	Broker/other			0						32						0						32
	Total other corporate			0						3,541						0						3,541
	Total securities held to maturity			$	28,708					$	17,097					$	41					$	45,846
			31-Mar-14
	(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			$	25,129					$	0					$	0					$	25,129
	Total government and agencies			25,129						0						0						25,129
	Municipalities:
	Third party pricing vendor			0						455						0						455
	Total municipalities			0						455						0						455
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						20						0						20
	Broker/other			0						0						41						41
	Total mortgage- and asset-backed securities			0						20						41						61
	Public utilities:
	Third party pricing vendor			0						4,075						0						4,075
	Total public utilities			0						4,075						0						4,075
	Sovereign and supranational:
	Third party pricing vendor			0						3,118						0						3,118
	Total sovereign and supranational			0						3,118						0						3,118
	Banks/financial institutions:
	Third party pricing vendor			0						6,277						0						6,277
	Total banks/financial institutions			0						6,277						0						6,277
	Other corporate:
	Third party pricing vendor			0						3,669						0						3,669
	Broker/other			0						32						0						32
	Total other corporate			0						3,701						0						3,701
	Total securities held to maturity			$	25,129					$	17,646					$	41					$	42,816
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation	'
	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
	31-Mar-14
		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	$	369			$	0			$	0			$	23			$	0			$	52			$	3	$	1		$	(99	)	$	(3	)	$	346
	Realized investment gains (losses) included	0				0				0				0				0				0				0		(1		)	(10		)	2			(9		)
	in earnings
	Unrealized gains (losses) included in other	(104		)		0				0				2				0				4				0		0			(1		)	0			(99		)
	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	(3		)		0				0				0				0				0				0		0			24			0			21
	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	$	262			$	0			$	0			$	25			$	0			$	56			$	3	$	0		$	(86	)	$	(1	)	$	259
	Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0	$	(1	)	$	(10	)	$	2		$	(9	)
	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
	31-Mar-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		(4		)	(5		)	11			2
	in earnings
	Unrealized gains (losses) included in other	(21		)		(20		)		0				(1		)		0				0				0		0			(7		)	0			(49		)
	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		0			0			0			(400		)
	Settlements	(3		)		0				0				0				0				0				0		0			0			0			(3		)
	Transfers into Level 3(2)	125				0				0				0				0				0				0		0			0			0			125
	Transfers out of Level 3(3)	0				0				(418		)		(997		)		(986		)		(215		)		0		0			0			0			(2,616		)
	Balance, end of period	$	439			$	0			$	0			$	26			$	0			$	0			$	4	$	25		$	(184	)	$	(54	)	$	256
	Changes in unrealized gains (losses) relating	$	0			$	0			$	0			$	0			$	0			$	0			$	0	$	(4	)	$	(5	)	$	11		$	2
	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
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.
	March 31, 2014
	(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			$	262				Consensus pricing		Offered quotes		N/A	(e)
	Banks/financial institutions			25					Consensus pricing		Offered quotes		N/A	(e)
	Perpetual securities:
	Banks/financial institutions			56					Model pricing		Offered quotes		N/A	(e)
	Equity securities			3					Net asset value		Offered quotes		$1-$793 ($7)
	Other assets:
	Foreign currency swaps			30					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											CDS spreads		11 - 124 bps
											Foreign exchange rates		20.45%	(d)
				8					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											CDS spreads		21 - 120 bps
				68					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											Foreign exchange rates		20.45%	(d)
	Credit default swaps			1					Discounted cash flow		Base correlation		65% - 75% (72%)	(a)
											CDS spreads		66 - 101 (86) bps
											Recovery rate		37.00%
	Total assets			$	453
	(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, 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			$	369				Consensus pricing		Offered quotes		N/A	(e)
	Banks/financial institutions			23					Consensus pricing		Offered quotes		N/A	(e)
	Perpetual securities:
	Banks/financial institutions			52					Consensus pricing		Offered quotes		N/A	(e)
	Equity securities			3					Net asset value		Offered quotes		$1-$774 ($7)
	Other assets:
	Foreign currency swaps			30					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											CDS spreads		16 - 141 bps
											Foreign exchange rates		21.16%	(d)
				9					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											CDS spreads		17 - 149 bps
				65					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											Foreign exchange rates		21.16%	(d)
	Credit default swaps			1					Discounted cash flow		Base correlation		65% - 76% (72%)	(a)
											CDS spreads		65 - 106 (92) bps
											Recovery rate		37.00%
	Interest rate swaps			1					Discounted cash flow		Base correlation		65% - 76% (72%)	(a)
											CDS spreads		65 - 106 (92) bps
											Recovery rate		37.00%
	Total assets			$	553
	(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	'
	March 31, 2014
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Liabilities:
	Foreign currency swaps			100					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											CDS spreads		11 - 124 bps
											Foreign exchange rates		20.45%	(d)
				25					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											CDS spreads		10 - 177 bps
				67					Discounted cash flow		Interest rates (USD)		2.84% - 3.56%	(b)
											Interest rates (JPY)		.83% - 1.96%	(c)
											Foreign exchange rates		20.45%	(d)
	Credit default swaps			2					Discounted cash flow		Base correlations		65% - 75% (72%)	(a)
											CDS spreads		66 - 101 (86) bps
											Recovery rate		37.00%
	Total liabilities			$	194
	(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, 2013
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input		Range
													(Weighted Average)
	Liabilities:
	Foreign currency swaps			99					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											CDS spreads		16 - 141 bps
											Foreign exchange rates		21.16%	(d)
				24					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											CDS spreads		11 - 189 bps
				80					Discounted cash flow		Interest rates (USD)		3.09% - 3.96%	(b)
											Interest rates (JPY)		.93% - 2.02%	(c)
											Foreign exchange rates		21.16%	(d)
	Credit default swaps			4					Discounted cash flow		Base correlations		65% - 76% (72%)	(a)
											CDS spreads		65 - 106 (92) bps
											Recovery rate		37.00%
	Total liabilities			$	207
	(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

REINSURANCE_Tables

REINSURANCE (Tables)	3 Months Ended
	Mar. 31, 2014
Text Block [Abstract]	'
Effects of Reinsurance [Table Text Block]	'
	The following table outlines the effect of reinsurance on premiums written and earned and on benefits and claims.
	(In millions)	Three Months Ended
		31-Mar-14
	Direct premium income		$	4,933
	Ceded to other companies:
	Ceded Aflac Japan closed medical block		(73		)
	Other		(9		)
	Assumed from other companies		3
	Net premium income		$	4,854
	Direct benefits and claims		$	3,289
	Ceded benefits and change in reserves for future benefits:
	Ceded Aflac Japan closed medical block		(64		)
	Other		(7		)
	Assumed from other companies		2
	Benefits and claims, net		$	3,220

NOTES_PAYABLE_Tables

NOTES PAYABLE (Tables)	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Schedule of Long-term Debt Instruments	'
	A summary of notes payable follows:
	(In millions)	March 31, 2014				December 31, 2013
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		655		(1)		655		(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				700
	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)		78				76
	Yen-denominated Samurai notes:
	1.47% notes due July 2014 (principal amount 28.7 billion yen)		279				272
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		154				150
	Variable interest rate notes due July 2014 (1.30% in 2014 and 2013,		53				52
	principal amount 5.5 billion yen)
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		97				95
	3.00% loan due August 2015 (principal amount 5 billion yen)		49				48
	Capitalized lease obligations payable through 2018		5				6
	Total notes payable		$	4,913			$	4,897
	(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_Tables

SHAREHOLDERS' EQUITY (Tables)	3 Months Ended
	Mar. 31, 2014
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 three-month periods ended March 31.
	(In thousands of shares)	2014			2013
	Common stock - issued:
	Balance, beginning of period	667,046			665,239
	Exercise of stock options and issuance of restricted shares	574			539
	Balance, end of period	667,620			665,778
	Treasury stock:
	Balance, beginning of period	207,633			197,453
	Purchases of treasury stock:
	Open market	6,535			2,979
	Other	110			124
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(284	)		(364	)
	Exercise of stock options	(281	)		(294	)
	Other	(121	)		(145	)
	Balance, end of period	213,592			199,753
	Shares outstanding, end of period	454,028			466,025
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 March 31,
	(In thousands)	2014					2013
	Anti-dilutive share-based awards		492					3,623
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	Changes in Accumulated Other Comprehensive Income
	Three Months Ended
	31-Mar-14
	(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		$	(1,505	)				$	1,035			$	(12	)		$	(81	)		$	(563	)
	Other comprehensive		(14		)				910				(1		)		(1		)		894
	income before
	reclassification
	Amounts reclassified from		(23		)				(1		)		0				0				(24		)
	accumulated other
	comprehensive income
	Net current-period other		(37		)				909				(1		)		(1		)		870
	comprehensive
	income
	Balance, end of period		$	(1,542	)				$	1,944			$	(13	)		$	(82	)		$	307
	All amounts in the table above are net of tax.
	Three Months Ended
	31-Mar-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		(467		)				(554		)		(5		)		0				(1,026		)
	income before
	reclassification
	Amounts reclassified from		(7		)				(35		)		1				3				(38		)
	accumulated other
	comprehensive income
	Net current-period other		(474		)				(589		)		(4		)		3				(1,064		)
	comprehensive
	income
	Balance, end of period		$	(141	)				$	1,981			$	(9	)		$	(180	)		$	1,651
	All amounts in the table above are net of tax.
Reclassification Out Of Accumulated Other Comprehensive Income	'
	Reclassifications Out of Accumulated Other Comprehensive Income
	(In millions)	Three Months Ended
		31-Mar-14
	Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
							Statements of Earnings
	Unrealized foreign currency translation gains		$	36			Sales and redemptions
	(losses)
			(13		)		Tax (expense) or benefit(1)
			$	23			Net of tax
	Unrealized gains (losses) on available-for-sale		$	5			Sales and redemptions
	securities
			(3		)		Other-than-temporary impairment
							losses realized
			2				Total before tax
			(1		)		Tax (expense) or benefit(1)
			$	1			Net of tax
	Amortization of defined benefit pension items:
	Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(2)
	Prior service cost		4				Acquisition and operating expenses(2)
			0				Tax (expense) or benefit(1)
			$	0			Net of tax
	Total reclassifications for the period		$	24			Net of tax
	(1) Based on 35% tax rate
	(2) These accumulated other comprehensive income components are included in the computation of net periodic pension cost (see
	Note 10 for additional details).
	(In millions)	Three Months Ended
		31-Mar-13
	Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
							Statements of Earnings
	Unrealized foreign currency translation gains		$	10			Sales and redemptions
	(losses)
			(3		)		Tax (expense) or benefit(1)
			$	7			Net of tax
	Unrealized gains (losses) on available-for-sale		$	109			Sales and redemptions
	securities
			(55		)		Other-than-temporary impairment
							losses realized
			54				Total before tax
			(19		)		Tax (expense) or benefit(1)
			$	35			Net of tax
	Gains (losses) on cash flow hedges:
	Foreign currency swaps		$	(1	)		Derivative and other gains (losses)
			0				Tax (expense) or benefit(1)
			$	(1	)		Net of tax
	Amortization of defined benefit pension items:
	Actuarial gains (losses)		$	(5	)		Acquisition and operating expenses(2)
			2				Tax (expense) or benefit(1)
			$	(3	)		Net of tax
	Total reclassifications for the period		38				Net of tax
	(1) Based on 35% tax rate
	(2) 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)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		9,994		4.9		$	151		$	47.98
	Exercisable		8,137		4.1		132			46.89

BENEFIT_PLANS_Tables

BENEFIT PLANS (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31,
		Pension Benefits																Other
		Japan								U.S.								Postretirement Benefits
	(In millions)	2014				2013				2014				2013				2014				2013
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	4			$	5			$	5			$	0			$	2
	Interest cost		2				2				7				7				0				1
	Expected return on plan		(1		)		(1		)		(5		)		(4		)		0				0
	assets
	Amortization of net actuarial		0				1				3				4				1				0
	loss
	Amortization of prior service		0				0				0				0				(4		)		0
	cost
	Net periodic (benefit) cost		$	5			$	6			$	10			$	12			$	(3	)		$	3

Recovered_Sheet1

Summary of Significant Accounting Policies - Additional Information (Detail) (Aflac Japan)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Aflac Japan	'	'	'
Significant Accounting Policies [Line Items]	'	'	'
Aflac Japan's percentage of the Company's total revenues	75.00%	75.00%	'
Percentage of the Company Assets	85.00%	'	85.00%

BUSINESS_SEGMENT_INFORMATION_O

BUSINESS SEGMENT INFORMATION - Operations by Segment - Revenues (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
	segment
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Number of Reportable Insurance Business Segments	2		'
Net earned premiums	$4,854		$5,184
Net investment income	827		833
Other income	5		35
Total revenues	5,640		6,208
Other non-operating income (loss)	-9		0
Realized investment gains (losses), non-operating	-56	[1]	'
Realized investment gains (losses)	-46		156
Gain (loss) on change in fair value of derivative, interest rate component, operating	10		'
Aflac Japan	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Net earned premiums	3,560		3,905
Net investment income	663		674
Other income	8		26
Total revenues	4,231		4,605
Aflac U.S.	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Net earned premiums	1,294		1,280
Net investment income	161		157
Other income	0		1
Total revenues	1,455		1,438
Other business segments	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Total revenues	12		12
Total Business Segments	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Total revenues	5,698		6,055
Corporate	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Total revenues	78		92
Intercompany eliminations	'		'
Segment Reporting, Revenue Reconciling Item [Line Items]	'		'
Total revenues	($71)		($95)
[1]	Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations

BUSINESS_SEGMENT_INFORMATION_O1

BUSINESS SEGMENT INFORMATION - Operations by Segment - Pretax Earnings (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	$1,169		$1,205
Realized investment gains (losses), non-operating	-56	[1]	'
Realized investment gains (losses)	-46		156
Other non-operating income (loss)	-9		0
Earnings before income taxes	1,104		1,361
Income taxes applicable to pretax operating earnings	395		415
Effect of foreign currency translation on operating earnings	-48		-71
Gain (loss) on change in fair value of derivative, interest rate component, operating	10		'
Aflac Japan	'		'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	933		989
Aflac U.S.	'		'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	303		281
Total Business Segments	'		'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	1,236		1,270
Interest expense, noninsurance operations	'		'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	-50		-48
Corporate and eliminations	'		'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'		'
Pretax operating earnings	($17)		($17)
[1]	Excluding a gain of $10 for the three-month period ended March 31, 2014 related to the interest rate component of the change in fair value of foreign currency swaps on notes payable which is classified as an operating gain when analyzing segment operations

BUSINESS_SEGMENT_INFORMATION_O2

BUSINESS SEGMENT INFORMATION - Operations by Segment - Assets (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	$123,292	$121,307
Aflac Japan	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	104,614	102,973
Aflac U.S.	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	16,772	16,112
Other business segments	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	154	155
Total Business Segments	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	121,540	119,240
Corporate	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	20,949	19,909
Intercompany eliminations	'	'
Segment Reporting, Asset Reconciling Item [Line Items]	'	'
Assets	($19,197)	($17,842)

INVESTMENTS_AvailableForSale_I

INVESTMENTS - Available-For-Sale Investments in Debt Securities, Perpetual Securities and Equity Securities (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	$64,399	$59,515
Gross Unrealized Gains	4,434	3,659
Gross Unrealized Losses	1,515	2,136
Fair Value	67,318	61,038
Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	61,325	56,511
Gross Unrealized Gains	4,214	3,468
Gross Unrealized Losses	1,258	1,909
Fair Value	64,281	58,070
Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	3,057	2,987
Gross Unrealized Gains	215	186
Gross Unrealized Losses	256	226
Fair Value	3,016	2,947
Equity Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	17	17
Gross Unrealized Gains	5	5
Gross Unrealized Losses	1	1
Fair Value	21	21
Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	28,733	25,488
Gross Unrealized Gains	1,281	1,016
Gross Unrealized Losses	408	506
Fair Value	29,606	25,998
Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	32,592	31,023
Gross Unrealized Gains	2,933	2,452
Gross Unrealized Losses	850	1,403
Fair Value	34,675	32,072
Japan government and agencies | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	18,152	14,936
Gross Unrealized Gains	608	431
Gross Unrealized Losses	3	33
Fair Value	18,757	15,334
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	666	771
Mortgage- and asset-backed Securities | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	444	558
Gross Unrealized Gains	33	29
Gross Unrealized Losses	0	0
Fair Value	477	587
Mortgage- and asset-backed Securities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	169	163
Gross Unrealized Gains	20	21
Gross Unrealized Losses	0	0
Fair Value	189	184
Public Utilities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	7,926	7,562
Public Utilities | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	2,223	2,261
Gross Unrealized Gains	96	100
Gross Unrealized Losses	24	18
Fair Value	2,295	2,343
Public Utilities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	5,156	4,931
Gross Unrealized Gains	577	471
Gross Unrealized Losses	102	183
Fair Value	5,631	5,219
Sovereign and Supranational | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	1,544	1,523
Sovereign and Supranational | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	937	978
Gross Unrealized Gains	125	85
Gross Unrealized Losses	0	28
Fair Value	1,062	1,035
Sovereign and Supranational | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	396	404
Gross Unrealized Gains	86	85
Gross Unrealized Losses	0	1
Fair Value	482	488
Banks/financial Institutions | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	6,792	6,509
Banks/financial Institutions | Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	2,787	2,738
Banks/financial Institutions | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	2,926	2,799
Gross Unrealized Gains	235	220
Gross Unrealized Losses	218	242
Fair Value	2,943	2,777
Banks/financial Institutions | Yen Denominated | Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	2,644	2,582
Gross Unrealized Gains	165	151
Gross Unrealized Losses	250	217
Fair Value	2,559	2,516
Banks/financial Institutions | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	3,340	3,318
Gross Unrealized Gains	526	447
Gross Unrealized Losses	17	33
Fair Value	3,849	3,732
Banks/financial Institutions | Dollar Denominated | Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	199	196
Gross Unrealized Gains	35	35
Gross Unrealized Losses	6	9
Fair Value	228	222
Other Corporate | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	27,350	25,222
Other Corporate | Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	229	209
Other Corporate | Yen Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	4,051	3,956
Gross Unrealized Gains	184	151
Gross Unrealized Losses	163	185
Fair Value	4,072	3,922
Other Corporate | Yen Denominated | Perpetual securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	214	209
Gross Unrealized Gains	15	0
Gross Unrealized Losses	0	0
Fair Value	229	209
Other Corporate | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	22,392	21,123
Gross Unrealized Gains	1,611	1,347
Gross Unrealized Losses	725	1,170
Fair Value	23,278	21,300
U.S. Government and Agencies | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	141	92
Gross Unrealized Gains	10	10
Gross Unrealized Losses	2	4
Fair Value	149	98
Municipalities | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair Value	1,097	1,051
Municipalities | Dollar Denominated | Fixed Maturities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Cost or Amortized Cost	998	992
Gross Unrealized Gains	103	71
Gross Unrealized Losses	4	12
Fair Value	$1,097	$1,051

INVESTMENTS_HeldtoMaturity_Inv

INVESTMENTS - Held-to-Maturity Investments in Debt Securities (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	$40,858	$44,415
Gross Unrealized Gains	2,464	2,041
Gross Unrealized Losses	506	610
Fair Value	42,816	45,846
Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	40,858	44,415
Fair Value	42,816	45,846
Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	40,858	44,415
Gross Unrealized Gains	2,464	2,041
Gross Unrealized Losses	506	610
Fair Value	42,816	45,846
Japan government and agencies | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	23,461	27,362
Fair Value	25,129	28,708
Japan government and agencies | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	23,461	27,362
Gross Unrealized Gains	1,668	1,347
Gross Unrealized Losses	0	1
Fair Value	25,129	28,708
Municipalities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	409	399
Fair Value	455	440
Municipalities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	409	399
Gross Unrealized Gains	46	41
Gross Unrealized Losses	0	0
Fair Value	455	440
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	58	58
Fair Value	61	61
Mortgage- and asset-backed Securities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	58	58
Gross Unrealized Gains	3	3
Gross Unrealized Losses	0	0
Fair Value	61	61
Public Utilities | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,993	3,900
Fair Value	4,075	3,928
Public Utilities | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,993	3,900
Gross Unrealized Gains	189	150
Gross Unrealized Losses	107	122
Fair Value	4,075	3,928
Sovereign and Supranational | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,011	2,941
Fair Value	3,118	3,040
Sovereign and Supranational | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,011	2,941
Gross Unrealized Gains	163	171
Gross Unrealized Losses	56	72
Fair Value	3,118	3,040
Banks/financial Institutions | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	6,398	6,310
Fair Value	6,277	6,128
Banks/financial Institutions | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	6,398	6,310
Gross Unrealized Gains	174	146
Gross Unrealized Losses	295	328
Fair Value	6,277	6,128
Other Corporate | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,528	3,445
Fair Value	3,701	3,541
Other Corporate | Yen Denominated | Fixed Maturities	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	3,528	3,445
Gross Unrealized Gains	221	183
Gross Unrealized Losses	48	87
Fair Value	$3,701	$3,541

INVESTMENTS_Additional_Informa

INVESTMENTS - Additional Information (Detail) (USD $)	3 Months Ended				3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014
	investment	investment	Variable Interest Entity, Not Consolidated	Variable Interest Entity, Not Consolidated	Perpetual securities	Perpetual securities	Perpetual securities	Parent Company
			issuer			Lower Limit	Minimum Upper Limit
Schedule of Investments [Line Items]	'	'	'	'	'	'	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, number of investments	1	0	'	'	'	'	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, amortized cost	$63	'	'	'	'	'	'	'
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, aggregate unrealized gain (loss)	-8	'	'	'	'	'	'	'
Available-for-sale fixed-maturity securities, amortized cost	'	'	'	'	'	'	'	339
Securities available for sale, fixed maturities, fair value	'	'	$7,191	$6,916	'	'	'	$353
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	'	'	'
Perpetual securities, floating short-term interest rate basis point above market index	'	'	'	'	'	1.25%	3.00%	'
Number of issuers of VIEs not-consolidated	'	'	174	'	'	'	'	'
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%	'	'	'	'	'	'	'

INVESTMENTS_Contractual_Maturi

INVESTMENTS - Contractual Maturities of Investments in Fixed Maturities (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held to maturity:	'	'
Total fixed maturities held to maturity, amortized cost	$40,858	$44,415
Held to maturity:	'	'
Total fixed maturities held to maturity, fair value	42,816	45,846
Aflac Japan	'	'
Available for sale:	'	'
Due in one year or less	607	'
Due after one year through five years	1,819	'
Due after five years through 10 years	10,783	'
Due after 10 years	36,378	'
Mortgage- and asset-backed securities	509	'
Total fixed maturities available for sale, amortized cost	50,096	'
Held to maturity:	'	'
Due in one year or less	101	'
Due after one year through five years	1,605	'
Due after five years through 10 years	2,180	'
Due after 10 years	36,914	'
Mortgage- and asset-backed securities	58	'
Total fixed maturities held to maturity, amortized cost	40,858	'
Available for sale:	'	'
Due in one year or less	616	'
Due after one year through five years	1,953	'
Due after five years through 10 years	10,868	'
Due after 10 years	37,916	'
Mortgage- and asset-backed securities	553	'
Total fixed maturities available for sale, fair value	51,906	'
Held to maturity:	'	'
Due in one year or less	102	'
Due after one year through five years	1,756	'
Due after five years through 10 years	2,316	'
Due after 10 years	38,581	'
Mortgage- and asset-backed securities	61	'
Total fixed maturities held to maturity, fair value	42,816	'
Aflac U.S.	'	'
Available for sale:	'	'
Due in one year or less	50	'
Due after one year through five years	565	'
Due after five years through 10 years	1,562	'
Due after 10 years	8,675	'
Mortgage- and asset-backed securities	38	'
Total fixed maturities available for sale, amortized cost	10,890	'
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	52	'
Due after one year through five years	662	'
Due after five years through 10 years	1,653	'
Due after 10 years	9,608	'
Mortgage- and asset-backed securities	47	'
Total fixed maturities available for sale, fair value	12,022	'
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 $)	Mar. 31, 2014
In Millions, unless otherwise specified
Aflac Japan	'
Investments Classified by Economic Maturity Date [Line Items]	'
Due in one year or less	$291
Due after one year through five years	730
Due after five years through 10 years	214
Due after 10 years	1,718
Total perpetual securities available for sale, amortized cost	2,953
Due in one year or less	275
Due after one year through five years	701
Due after five years through 10 years	229
Due after 10 years	1,698
Total perpetual securities available for sale, fair value	2,903
Aflac U.S.	'
Investments Classified by Economic Maturity Date [Line Items]	'
Due in one year or less	0
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 in one year or less	0
Due after one year through five years	5
Due after five years through 10 years	0
Due after 10 years	108
Total perpetual securities available for sale, fair value	$113

INVESTMENTS_Total_Investments_

INVESTMENTS - Total Investments in Bank and Financial Institution Sector, Including those Classified as Perpetual Securities (Detail) (Banks/financial Institutions, USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	$15,507	$15,205
Fair Value	15,856	15,375
Percentage of Total Investment Portfolio, Amortized Cost	15.00%	15.00%
Percentage of Total Investment Portfolio, Fair Value	15.00%	15.00%
Fixed maturities:	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	12,664	12,427
Fair Value	13,069	12,637
Percentage of Total Investment Portfolio, Amortized Cost	12.00%	12.00%
Percentage of Total Investment Portfolio, Fair Value	12.00%	12.00%
Perpetual securities: | Upper Tier II:	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	1,967	1,920
Fair Value	1,965	1,913
Percentage of Total Investment Portfolio, Amortized Cost	2.00%	2.00%
Percentage of Total Investment Portfolio, Fair Value	2.00%	2.00%
Perpetual securities: | Tier I:	'	'
Summary of Investment Holdings [Line Items]	'	'
Amortized Cost	876	858
Fair Value	$822	$825
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
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses realized	($3)	[1]	($55)	[1]
Derivative gains (losses)	-83		87
Other	-1		5
Total realized investment gains (losses)	-46		156
Fixed maturities:	'		'
Gain (Loss) on Investments [Line Items]	'		'
Total realized investment gains (losses)	38		65
Fixed maturities: | Available-for-sale Securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Gross gains from sales	35		119
Gross losses from sales	-1		-6
Net gains (losses) from redemptions	7		6
Other-than-temporary impairment losses realized	-3		-54
Equity Securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses realized	0		-1
Total realized investment gains (losses)	0		-1
Derivatives and other	'		'
Gain (Loss) on Investments [Line Items]	'		'
Total realized investment gains (losses)	($84)		$92
[1]	Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, 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
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	$3	[1]	$55	[1]
Severity and duration of decline in fair value impairment	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	0		1
Change in intent impairment	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	3		54
Corporate Bonds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	3		38
Sovereign and Supranational	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	0		16
Equity Securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Other-than-temporary impairment losses	$0		$1
[1]	Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, 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 $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Investments [Abstract]	'	'
Unrealized Gains (Losses) on Available-for-sale Securities	$2,919	$1,523
Unamortized unrealized gains on securities transferred to held to maturity	10	11
Deferred income taxes	-985	-499
Shareholders' equity, unrealized gains (losses) on investment securities	$1,944	$1,035

INVESTMENTS_Fair_Value_and_Gro

INVESTMENTS - Fair Value and Gross Unrealized Losses for Securities That Have Been in Continuous Unrealized Loss Position (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	$26,327	$36,214
Total Unrealized Losses	2,021	2,746
Less than 12 months Fair Value	13,811	27,790
Less than 12 months Unrealized Losses	568	1,376
12 months or longer Fair Value	12,516	8,424
12 months or longer Unrealized Losses	1,453	1,370
Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	24,774	34,828
Total Unrealized Losses	1,764	2,519
Less than 12 months Fair Value	13,401	26,985
Less than 12 months Unrealized Losses	560	1,293
12 months or longer Fair Value	11,373	7,843
12 months or longer Unrealized Losses	1,204	1,226
Fixed Maturities | Japan government and agencies | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,014	8,869
Total Unrealized Losses	3	34
Less than 12 months Fair Value	1,009	8,869
Less than 12 months Unrealized Losses	3	34
12 months or longer Fair Value	5	0
12 months or longer Unrealized Losses	0	0
Fixed Maturities | Municipalities | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	91	177
Total Unrealized Losses	4	12
Less than 12 months Fair Value	70	145
Less than 12 months Unrealized Losses	2	8
12 months or longer Fair Value	21	32
12 months or longer Unrealized Losses	2	4
Fixed Maturities | Public Utilities | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,700	2,023
Total Unrealized Losses	102	183
Less than 12 months Fair Value	1,342	1,740
Less than 12 months Unrealized Losses	70	143
12 months or longer Fair Value	358	283
12 months or longer Unrealized Losses	32	40
Fixed Maturities | Public Utilities | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,959	2,519
Total Unrealized Losses	131	140
Less than 12 months Fair Value	1,119	1,816
Less than 12 months Unrealized Losses	47	54
12 months or longer Fair Value	840	703
12 months or longer Unrealized Losses	84	86
Fixed Maturities | Sovereign and Supranational | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	13	12
Total Unrealized Losses	0	1
Less than 12 months Fair Value	13	12
Less than 12 months Unrealized Losses	0	1
12 months or longer Fair Value	0	0
12 months or longer Unrealized Losses	0	0
Fixed Maturities | Sovereign and Supranational | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	887	1,152
Total Unrealized Losses	56	100
Less than 12 months Fair Value	358	791
Less than 12 months Unrealized Losses	2	34
12 months or longer Fair Value	529	361
12 months or longer Unrealized Losses	54	66
Fixed Maturities | Banks/financial Institutions | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	381	547
Total Unrealized Losses	17	33
Less than 12 months Fair Value	283	454
Less than 12 months Unrealized Losses	11	23
12 months or longer Fair Value	98	93
12 months or longer Unrealized Losses	6	10
Fixed Maturities | Banks/financial Institutions | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	4,665	4,533
Total Unrealized Losses	513	570
Less than 12 months Fair Value	1,187	2,322
Less than 12 months Unrealized Losses	28	107
12 months or longer Fair Value	3,478	2,211
12 months or longer Unrealized Losses	485	463
Fixed Maturities | Other Corporate | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	11,291	11,588
Total Unrealized Losses	725	1,170
Less than 12 months Fair Value	7,334	8,504
Less than 12 months Unrealized Losses	371	733
12 months or longer Fair Value	3,957	3,084
12 months or longer Unrealized Losses	354	437
Fixed Maturities | Other Corporate | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	2,685	3,372
Total Unrealized Losses	211	272
Less than 12 months Fair Value	598	2,296
Less than 12 months Unrealized Losses	24	152
12 months or longer Fair Value	2,087	1,076
12 months or longer Unrealized Losses	187	120
Fixed Maturities | US government and agencies | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	88	36
Total Unrealized Losses	2	4
Less than 12 months Fair Value	88	36
Less than 12 months Unrealized Losses	2	4
12 months or longer Fair Value	0	0
12 months or longer Unrealized Losses	0	0
Perpetual securities:	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,548	1,381
Total Unrealized Losses	256	226
Less than 12 months Fair Value	405	800
Less than 12 months Unrealized Losses	8	82
12 months or longer Fair Value	1,143	581
12 months or longer Unrealized Losses	248	144
Perpetual securities: | Dollar Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	63	59
Total Unrealized Losses	6	9
Less than 12 months Fair Value	56	52
Less than 12 months Unrealized Losses	4	8
12 months or longer Fair Value	7	7
12 months or longer Unrealized Losses	2	1
Perpetual securities: | Yen Denominated	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	1,485	1,322
Total Unrealized Losses	250	217
Less than 12 months Fair Value	349	748
Less than 12 months Unrealized Losses	4	74
12 months or longer Fair Value	1,136	574
12 months or longer Unrealized Losses	246	143
Equity Securities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Total Fair Value	5	5
Total Unrealized Losses	1	1
Less than 12 months Fair Value	5	5
Less than 12 months Unrealized Losses	0	1
12 months or longer Fair Value	0	0
12 months or longer Unrealized Losses	$1	$0

INVESTMENTS_Composition_of_Inv

INVESTMENTS - Composition of Investments in Unrealized Loss Position (Detail)	Mar. 31, 2014	Dec. 31, 2013
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%	92.00%
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%	8.00%
Japan government and agencies | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	4.00%	25.00%
Percentage of Total Unrealized Losses	0.00%	1.00%
Public Utilities | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	14.00%	13.00%
Percentage of Total Unrealized Losses	12.00%	12.00%
Sovereign and Supranational | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	4.00%	3.00%
Percentage of Total Unrealized Losses	3.00%	4.00%
Banks/financial Institutions | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	19.00%	14.00%
Percentage of Total Unrealized Losses	26.00%	22.00%
Other Corporate | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of Total Investments in an Unrealized Loss Position	53.00%	41.00%
Percentage of Total Unrealized Losses	46.00%	53.00%
Investment Grade | Perpetual securities:	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	91.00%	90.00%
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	96.00%	98.00%
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%	100.00%
Investment Grade | Banks/financial Institutions | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	62.00%	64.00%
Investment Grade | Other Corporate | Fixed Maturities	'	'
Investments, Unrealized Loss Position [Line Items]	'	'
Percentage of unrealized losses attributable to securities that were investment grade	87.00%	91.00%

INVESTMENTS_Details_of_Holding

INVESTMENTS - Details of Holdings of Perpetual Securities (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Investment Holdings [Line Items]	'	'
Amortized Cost	$64,399	$59,515
Fair Value	67,318	61,038
Unrealized Gain (Loss)	2,919	1,523
Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	3,057	2,987
Fair Value	3,016	2,947
Unrealized Gain (Loss)	-41	-40
Upper Tier II: | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	1,967	1,920
Fair Value	1,965	1,913
Unrealized Gain (Loss)	-2	-7
Upper Tier II: | A | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	149	145
Fair Value	185	183
Unrealized Gain (Loss)	36	38
Upper Tier II: | BBB | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	1,601	1,563
Fair Value	1,582	1,532
Unrealized Gain (Loss)	-19	-31
Upper Tier II: | BB or lower | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	217	212
Fair Value	198	198
Unrealized Gain (Loss)	-19	-14
Tier I: | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	876	858
Fair Value	822	825
Unrealized Gain (Loss)	-54	-33
Tier I: | BBB | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	764	746
Fair Value	696	706
Unrealized Gain (Loss)	-68	-40
Tier I: | BB or lower | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	112	112
Fair Value	126	119
Unrealized Gain (Loss)	14	7
Other subordinated - non-banks | BB or lower | Perpetual securities:	'	'
Investment Holdings [Line Items]	'	'
Amortized Cost	214	209
Fair Value	229	209
Unrealized Gain (Loss)	$15	$0

INVESTMENTS_Investments_in_Con

INVESTMENTS - Investments in Consolidated Variable Interest Entities (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	$40,858	$44,415
Securities held to maturity, fixed maturities, fair value	42,816	45,846
Asset derivatives	523	488
Assets, fair value	69,835	64,069
Liability derivatives	358	837
Liabilities	107,616	106,687
Liabilities, Fair Value Disclosure	358	837
Variable Interest Entity, Consolidated	'	'
Variable Interest Entity [Line Items]	'	'
Securities available for sale, fixed maturities, amortized cost	3,896	4,109
Securities available for sale, fixed maturities, fair value	4,662	4,843
Securities available for sale, perpetual securities, amortized cost	475	463
Securities available for sale, perpetual securities, fair value	478	468
Securities held to maturity, fixed maturities, amortized cost	243	237
Securities held to maturity, fixed maturities, fair value	240	236
Asset derivative, amortized cost	107	106
Asset derivatives	107	106
Assets, amortized cost	4,721	4,915
Assets, fair value	5,487	5,653
Liability derivatives, amortized cost	194	207
Liability derivatives	194	207
Liabilities	194	207
Liabilities, Fair Value Disclosure	$194	$207

INVESTMENTS_Investments_in_Var

INVESTMENTS - Investments in Variable Interest Entities Not Consolidated (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Securities held to maturity, fixed maturities, amortized cost	$40,858	$44,415
Securities held to maturity, fixed maturities, fair value	42,816	45,846
Assets, fair value	69,835	64,069
Variable Interest Entity, Not Consolidated	'	'
Variable Interest Entity [Line Items]	'	'
Securities available for sale, fixed maturities, amortized cost	6,824	6,724
Securities available for sale, fixed maturities, fair value	7,191	6,916
Securities available for sale, perpetual securities, amortized cost	379	370
Securities available for sale, perpetual securities, fair value	395	378
Securities held to maturity, fixed maturities, amortized cost	3,019	2,949
Securities held to maturity, fixed maturities, fair value	3,142	3,039
Assets, amortized cost	10,222	10,043
Assets, fair value	$10,728	$10,333

INVESTMENTS_Securities_Lending

INVESTMENTS - Securities Lending (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments [Abstract]	'	'
Securities loaned total	$3,234	$5,656
Cash collateral on loaned securities	$3,313	$5,820

DERIVATIVE_INSTRUMENTS_Additio

DERIVATIVE INSTRUMENTS - Additional Information (Detail)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

USD ($)

USD ($)

Non-qualifying strategies

Non-qualifying strategies

Non-qualifying strategies

Non-qualifying strategies

Cash flow hedges

Cash flow hedges

Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen

Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen

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 fourteen profit repatriation

Japanese Government Bonds

Japanese Government Bonds

Cash

Cash

Net investment hedge

Net investment hedge

Net investment hedge

Net investment hedge

counterparties

USD ($)

USD ($)

Futures

Futures

USD ($)

USD ($)

JPY (¥)

JPY (¥)

USD ($)

USD ($)

USD ($)

USD ($)

Foreign currency forwards

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Foreign currency forwards

Foreign currency forwards

currency

USD ($)

USD ($)

JPY (¥)

USD ($)

USD ($)

Y

Derivative Instruments and Hedging Activities Disclosure [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reclassification from Accumulated Other Comprehensive Income, Current Period, before Tax

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

'

'

'

Derivative, Gain (Loss) on Derivative, Net

'

'

-55,000,000

94,000,000

-36,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net

'

'

0

[1]

0

[1]

0

[1]

0

[1]

-1,000,000

[1]

-7,000,000

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of currencies related to foreign currency swaps

1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of counterparties

12

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of notional amount of swaps from certain number of counterparties

87.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral Already Posted, Aggregate Fair Value

127,000,000

8,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

52,000,000

7,000,000

75,000,000

1,000,000

'

'

'

'

Derivative, Net Liability Position, Aggregate Fair Value

54,000,000

18,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additional Collateral, Aggregate Fair Value

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral obtained from third parties

263,000,000

295,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Hedging activity, weighted-average period (in years)

12

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notes payable, principal amount

'

'

'

'

'

'

'

'

5,500,000,000

5,500,000,000

700,000,000

400,000,000

350,000,000

500,000,000

'

'

'

'

'

'

'

'

'

Notes payable, effective interest rate

'

'

'

'

'

'

'

'

1.48%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount of Derivatives

28,226,000,000

22,475,000,000

'

'

'

'

'

'

'

'

'

'

'

'

52,500,000,000

'

'

'

'

510,000,000

451,000,000

0

356,000,000

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

'

'

'

'

'

'

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[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).

DERIVATIVE_INSTRUMENTS_Fair_Va

DERIVATIVE INSTRUMENTS - Fair Value and Notional Amounts of Derivatives With Counterparty Credit Risk (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	$28,226	$22,475
Asset Derivatives Fair Value	523	488
Liability Derivatives Fair Value	-358	-837
AA	'	'
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	161	161
Asset Derivatives Fair Value	0	1
Liability Derivatives Fair Value	-7	-7
A	'	'
Derivative Instruments and Hedging Activities Disclosure [Line Items]	'	'
Notional Amount of Derivatives	28,065	22,314
Asset Derivatives Fair Value	523	487
Liability Derivatives Fair Value	($351)	($830)

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 $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Credit Derivatives [Line Items]	'	'
Maximum potential risk	($212)	($207)
Estimated fair value	-1	-3
Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-115	0
Estimated fair value	1	0
One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-112
Estimated fair value	0	1
Three to five years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-97	0
Estimated fair value	-2	0
Five to ten years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-95
Estimated fair value	0	-4
A	'	'
Credit Derivatives [Line Items]	'	'
Credit Rating	'A	'A
Maximum potential risk	-115	-112
Estimated fair value	1	1
A | Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-115	0
Estimated fair value	1	0
A | One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-112
Estimated fair value	0	1
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
BBB	'	'
Credit Derivatives [Line Items]	'	'
Credit Rating	'BBB	'BBB
Maximum potential risk	-97	-95
Estimated fair value	-2	-4
BBB | Less than one year	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
BBB | One to three years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	0
Estimated fair value	0	0
BBB | Three to five years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	-97	0
Estimated fair value	-2	0
BBB | Five to ten years	'	'
Credit Derivatives [Line Items]	'	'
Maximum potential risk	0	-95
Estimated fair value	$0	($4)

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 $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	$28,226	$22,475
Net Derivatives Fair Value	165	-349
Asset Derivatives Fair Value	523	488
Liability Derivatives Fair Value	-358	-837
Other assets	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	8,563	5,308
Net Derivatives Fair Value	523	488
Asset Derivatives Fair Value	523	488
Liability Derivatives Fair Value	0	0
Other liabilities	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	19,663	17,167
Net Derivatives Fair Value	-358	-837
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-358	-837
Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	'	1
Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	58	17
Liability Derivatives Fair Value	-59	-582
Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	426	445
Liability Derivatives Fair Value	-206	-218
Interest rate swaptions	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	12	20
Liability Derivatives Fair Value	-61	-32
Foreign currency options	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	26	4
Liability Derivatives Fair Value	-23	-1
Credit default swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Asset Derivatives Fair Value	1	1
Liability Derivatives Fair Value	-2	-4
Futures	'	'
Derivatives, Fair Value [Line Items]	'	'
Liability Derivatives Fair Value	-7	'
Cash flow hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	128	127
Net Derivatives Fair Value	2	3
Asset Derivatives Fair Value	2	3
Liability Derivatives Fair Value	0	0
Cash flow hedges | Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	53	52
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	2	3
Asset Derivatives Fair Value	2	3
Liability Derivatives Fair Value	0	0
Fair value hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	15,755	15,749
Net Derivatives Fair Value	-60	-594
Asset Derivatives Fair Value	60	20
Liability Derivatives Fair Value	-120	-614
Fair value hedges | Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	12,077	11,249
Net Derivatives Fair Value	-11	-582
Asset Derivatives Fair Value	48	0
Liability Derivatives Fair Value	-59	-582
Fair value hedges | Interest rate swaptions	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	3,678	4,500
Net Derivatives Fair Value	-49	-12
Asset Derivatives Fair Value	12	20
Liability Derivatives Fair Value	-61	-32
Net investment hedge	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	510	451
Net Derivatives Fair Value	13	20
Asset Derivatives Fair Value	36	21
Liability Derivatives Fair Value	-23	-1
Net investment hedge | Foreign currency forwards	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	0	356
Net Derivatives Fair Value	10	17
Asset Derivatives Fair Value	10	17
Liability Derivatives Fair Value	0	0
Net investment hedge | Foreign currency options	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	510	95
Net Derivatives Fair Value	3	3
Asset Derivatives Fair Value	26	4
Liability Derivatives Fair Value	-23	-1
Non-qualifying strategies	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	11,833	6,148
Net Derivatives Fair Value	210	222
Asset Derivatives Fair Value	425	444
Liability Derivatives Fair Value	-215	-222
Non-qualifying strategies | Interest rate swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	115	112
Net Derivatives Fair Value	0	1
Asset Derivatives Fair Value	0	1
Liability Derivatives Fair Value	0	0
Non-qualifying strategies | Foreign currency swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	5,679	5,829
Net Derivatives Fair Value	218	224
Asset Derivatives Fair Value	424	442
Liability Derivatives Fair Value	-206	-218
Non-qualifying strategies | Interest rate swaptions	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	12	'
Net Derivatives Fair Value	0	'
Asset Derivatives Fair Value	0	'
Liability Derivatives Fair Value	0	'
Non-qualifying strategies | Credit default swaps	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	212	207
Net Derivatives Fair Value	-1	-3
Asset Derivatives Fair Value	1	1
Liability Derivatives Fair Value	-2	-4
Non-qualifying strategies | Futures	'	'
Derivatives, Fair Value [Line Items]	'	'
Net Derivatives Notional Amount	5,815	'
Net Derivatives Fair Value	-7	'
Asset Derivatives Fair Value	0	'
Liability Derivatives Fair Value	($7)	'

DERIVATIVE_INSTRUMENTS_Gains_L

DERIVATIVE INSTRUMENTS - Gains (Losses) Recognized on Fair Value Hedging Relationships (Details) (Fixed Maturities, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Foreign currency forwards	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total gains (losses) recognized for derivatives	$264	($609)
Gains (losses) on derivatives excluded from effectiveness testing	-10	-5
Gains (losses) on derivatives included in effectiveness testing	274	-604
Gains (losses) recognized for hedged items	-269	603
Ineffectiveness recognized for fair value hedge	5	-1
Interest rate swaptions	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total gains (losses) recognized for derivatives	-23	'
Gains (losses) on derivatives excluded from effectiveness testing	-22	'
Gains (losses) on derivatives included in effectiveness testing	-1	'
Gains (losses) recognized for hedged items	1	'
Ineffectiveness recognized for fair value hedge	$0	'

DERIVATIVE_INSTRUMENTS_Derivat

DERIVATIVE INSTRUMENTS - Derivatives and Hedging Instruments Gain (Loss) Summary (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Unrealized foreign currency translation gains (losses) during period	($57)		($188)
Derivative and other gains (losses)	-83		87
Derivative and non-derivative hedging instruments gain loss recognized in other comprehensive income effective portion before tax	-25	[1]	62	[1]
Cash flow hedges	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-1		-1
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	-1	[1]	-7	[1]
Fair value hedges	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-27		-6
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	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
Unrealized foreign currency translation gains (losses) during period	-24	[1]	69	[1]
Non-qualifying strategies	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-55		94
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	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		-1
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	-1	[1]	-7	[1]
Foreign currency swaps | Non-qualifying strategies	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-20		84
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	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)	-5	[2]	-6	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	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
Unrealized foreign currency translation gains (losses) during period	-6	[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)	-22	[2]	0	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]
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
Unrealized foreign currency translation gains (losses) during period	-17	[1]	69	[1]
Interest rate swaps | Non-qualifying strategies	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-1		-4
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Futures | Non-qualifying strategies	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-36		0
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	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
Unrealized foreign currency translation gains (losses) during period	-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		2
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Credit default swaps | Non-qualifying strategies	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	2		12
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	$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 $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	$523		$488
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	523		488
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-263	[1]	-295	[1]
Derivative asset, fair value, amount offset against collateral	260		193
Foreign currency swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	426		445
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	426		445
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-253		-276
Derivative asset, fair value, amount offset against collateral	173		169
Foreign currency forwards	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	58		17
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	58		17
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-9		-16
Derivative asset, fair value, amount offset against collateral	49		1
Foreign currency options	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	26		4
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	26		4
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, collateral, obligation to return cash	-1		-3
Derivative asset, fair value, amount offset against collateral	25		1
Credit default swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	1		1
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	1		1
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		1
Interest rate swaptions	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	12		20
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	12		20
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	12		20
Interest rate swaps	'		'
Offsetting Assets [Line Items]	'		'
Gross amount of recognized derivative assets	'		1
Gross amount of liabilities offset in balance sheet	'		0
Net amount of derivative assets presented in balance sheet	'		1
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	'		1
Offsetting assets	'		'
Offsetting Assets [Line Items]	'		'
Gross amounts of recognized financial instruments	3,757		6,144
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	3,757		6,144
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-3,497		-5,951
Financial instruments, amount offset against collateral	260		193
Offsetting assets | Securities lending and similar arrangements	'		'
Offsetting Assets [Line Items]	'		'
Gross amounts of recognized financial instruments	3,234		5,656
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	3,234		5,656
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-3,234		-5,656
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 $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	$127		$8
Gross amount of recognized derivative liabilities	-358		-837
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-358		-837
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities and Cash	127	[1]	8	[2]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-231		-829
Foreign currency swaps	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-206		-218
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-206		-218
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	2		1
Derivative Liability, Fair Value, Amount Offset Against Collateral	-204		-217
Foreign currency forwards	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-59		-582
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-59		-582
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	-59		-582
Foreign currency options	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-23		-1
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-23		-1
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	-23		-1
Credit default swaps	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-2		-4
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-2		-4
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	-2		-4
Interest rate swaptions	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-61		-32
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-61		-32
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Cash	52		7
Derivative Liability, Fair Value, Amount Offset Against Collateral	-9		-25
Futures	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amount of recognized derivative liabilities	-7		'
Gross amount of assets offset in balance sheet	0		'
Net amount of derivative liabilities presented in balance sheet	-7		'
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		'
Derivative, Collateral, Right to Reclaim Cash	73		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	66		'
Offsetting liabilities	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amounts of recognized financial instruments	-3,671		-6,657
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-3,671		-6,657
Carrying value of financial instruments not offset in balance sheet	3,234		5,656
Collateral not offset in balance sheet	127		8
Financial instruments, amount offset against collateral	-310		-993
Offsetting liabilities | Securities lending and similar arrangements	'		'
Offsetting Liabilities [Line Items]	'		'
Gross amounts of recognized financial instruments	-3,313		-5,820
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-3,313		-5,820
Carrying value of financial instruments not offset in balance sheet	3,234		5,656
Collateral not offset in balance sheet	0		0
Financial instruments, amount offset against collateral	-79		-164
Japanese Government Bonds	'		'
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	52		7
Cash	'		'
Offsetting Liabilities [Line Items]	'		'
Collateral Already Posted, Aggregate Fair Value	$75		$1
[1]	Consists of $52 of pledged JGBs and $75 of cash.
[2]	Consists of $7 of pledged JGBs and $1 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 $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Available-for-sale Securities	$67,318	$61,038
Asset derivatives	523	488
Cash and cash equivalents	1,994	2,543
Total assets	69,835	64,069
Liabilities:	'	'
Liability derivatives	358	837
Total liabilities	358	837
Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	426	445
Liabilities:	'	'
Liability derivatives	206	218
Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	58	17
Liabilities:	'	'
Liability derivatives	59	582
Foreign currency options	'	'
Assets:	'	'
Asset derivatives	26	4
Liabilities:	'	'
Liability derivatives	23	1
Credit default swaps	'	'
Assets:	'	'
Asset derivatives	1	1
Liabilities:	'	'
Liability derivatives	2	4
Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	'	1
Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	12	20
Liabilities:	'	'
Liability derivatives	61	32
Futures	'	'
Liabilities:	'	'
Liability derivatives	7	'
Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	64,281	58,070
Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	18,906	15,432
Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	1,097	1,051
Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	666	771
Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	7,926	7,562
Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	1,544	1,523
Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	6,792	6,509
Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	27,350	25,222
Perpetual securities:	'	'
Assets:	'	'
Available-for-sale Securities	3,016	2,947
Perpetual securities: | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	2,787	2,738
Perpetual securities: | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	229	209
Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	21	21
Level 1	'	'
Assets:	'	'
Available-for-sale Securities	18,421	14,942
Asset derivatives	0	0
Cash and cash equivalents	1,994	2,543
Total assets	20,415	17,485
Liabilities:	'	'
Total liabilities	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	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	'	0
Level 1 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 1 | Futures	'	'
Liabilities:	'	'
Liability derivatives	0	'
Level 1 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	18,407	14,928
Level 1 | Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	18,407	14,928
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	14
Level 2	'	'
Assets:	'	'
Available-for-sale Securities	48,551	45,649
Asset derivatives	416	382
Cash and cash equivalents	0	0
Total assets	48,967	46,031
Liabilities:	'	'
Total liabilities	164	630
Level 2 | Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	320	341
Liabilities:	'	'
Liability derivatives	14	15
Level 2 | Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	58	17
Liabilities:	'	'
Liability derivatives	59	582
Level 2 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	26	4
Liabilities:	'	'
Liability derivatives	23	1
Level 2 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 2 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	'	0
Level 2 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	12	20
Liabilities:	'	'
Liability derivatives	61	32
Level 2 | Futures	'	'
Liabilities:	'	'
Liability derivatives	7	'
Level 2 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	45,587	42,750
Level 2 | Fixed Maturities | Government and Agencies Debt Securities	'	'
Assets:	'	'
Available-for-sale Securities	499	504
Level 2 | Fixed Maturities | Municipalities	'	'
Assets:	'	'
Available-for-sale Securities	1,097	1,051
Level 2 | Fixed Maturities | Mortgage- and asset-backed Securities	'	'
Assets:	'	'
Available-for-sale Securities	404	402
Level 2 | Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	7,926	7,562
Level 2 | Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	1,544	1,523
Level 2 | Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	6,767	6,486
Level 2 | Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	27,350	25,222
Level 2 | Perpetual securities:	'	'
Assets:	'	'
Available-for-sale Securities	2,960	2,895
Level 2 | Perpetual securities: | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	2,731	2,686
Level 2 | Perpetual securities: | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	229	209
Level 2 | Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	4	4
Level 3	'	'
Assets:	'	'
Available-for-sale Securities	346	447
Asset derivatives	107	106
Cash and cash equivalents	0	0
Total assets	453	553
Liabilities:	'	'
Total liabilities	194	207
Level 3 | Foreign currency swaps	'	'
Assets:	'	'
Asset derivatives	106	104
Liabilities:	'	'
Liability derivatives	192	203
Level 3 | Foreign currency forwards	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 3 | Foreign currency options	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 3 | Credit default swaps	'	'
Assets:	'	'
Asset derivatives	1	1
Liabilities:	'	'
Liability derivatives	2	4
Level 3 | Interest rate swaps	'	'
Assets:	'	'
Asset derivatives	'	1
Level 3 | Interest rate swaptions	'	'
Assets:	'	'
Asset derivatives	0	0
Liabilities:	'	'
Liability derivatives	0	0
Level 3 | Futures	'	'
Liabilities:	'	'
Liability derivatives	0	'
Level 3 | Fixed Maturities	'	'
Assets:	'	'
Available-for-sale Securities	287	392
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	262	369
Level 3 | Fixed Maturities | Public Utilities	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Fixed Maturities | Sovereign and Supranational	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Fixed Maturities | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	25	23
Level 3 | Fixed Maturities | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Perpetual securities:	'	'
Assets:	'	'
Available-for-sale Securities	56	52
Level 3 | Perpetual securities: | Banks/financial Institutions	'	'
Assets:	'	'
Available-for-sale Securities	56	52
Level 3 | Perpetual securities: | Other Corporate	'	'
Assets:	'	'
Available-for-sale Securities	0	0
Level 3 | Equity Securities	'	'
Assets:	'	'
Available-for-sale Securities	$3	$3

FAIR_VALUE_MEASUREMENTS_Fair_V1

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets and Liabilities Carried at Cost or Amortized Cost (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	$40,858	$44,415
Securities held to maturity, fixed maturities, fair value	42,816	45,846
Liabilities	'	'
Other policyholder funds	6,547	5,861
Other policyholders' funds fair value disclosure	6,391	5,715
Notes Payable	4,908	4,891
Notes Payable, Fair Value Disclosure	5,389	5,241
Total Financial Instrument Liabilities Not Carried At Fair Value	11,455	10,752
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	11,780	10,956
Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	40,858	44,415
Securities held to maturity, fixed maturities, fair value	42,816	45,846
Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	23,461	27,362
Securities held to maturity, fixed maturities, fair value	25,129	28,708
Municipalities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	409	399
Securities held to maturity, fixed maturities, fair value	455	440
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	58	58
Securities held to maturity, fixed maturities, fair value	61	61
Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	3,993	3,900
Securities held to maturity, fixed maturities, fair value	4,075	3,928
Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	3,011	2,941
Securities held to maturity, fixed maturities, fair value	3,118	3,040
Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	6,398	6,310
Securities held to maturity, fixed maturities, fair value	6,277	6,128
Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, amortized cost	3,528	3,445
Securities held to maturity, fixed maturities, fair value	3,701	3,541
Level 1	'	'
Liabilities	'	'
Other policyholders' funds fair value disclosure	0	0
Notes Payable, Fair Value Disclosure	0	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	25,129	28,708
Level 1 | Japan government and agencies | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	25,129	28,708
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, Fair Value Disclosure	0	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	17,646	17,097
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	455	440
Level 2 | Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	20	20
Level 2 | Public Utilities | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	4,075	3,928
Level 2 | Sovereign and Supranational | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	3,118	3,040
Level 2 | Banks/financial Institutions | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	6,277	6,128
Level 2 | Other Corporate | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	3,701	3,541
Level 3	'	'
Liabilities	'	'
Other policyholders' funds fair value disclosure	6,391	5,715
Notes Payable, Fair Value Disclosure	5,389	5,241
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	11,780	10,956
Level 3 | Fixed Maturities	'	'
Assets:	'	'
Securities held to maturity, fixed maturities, fair value	41	41
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	41	41
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 $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	$67,318	$61,038
Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	18,421	14,942
Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	48,551	45,649
Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	346	447
Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	64,281	58,070
Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	18,407	14,928
Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	45,587	42,750
Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	287	392
Perpetual securities:	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3,016	2,947
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	2,960	2,895
Perpetual securities: | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	56	52
Equity Securities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	21	21
Equity Securities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	14	14
Equity Securities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	4	4
Equity Securities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	3
Equity Securities | Third party pricing vendor valuation technique [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	18	18
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	14
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	4	4
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 | Net Asset Value Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	3
Equity Securities | Net Asset Value Valuation Technique | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Equity Securities | Net Asset Value Valuation Technique | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	0	0
Equity Securities | Net Asset Value Valuation Technique | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	3	3
Government and Agencies Debt Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	18,906	15,432
Government and Agencies Debt Securities | Fixed Maturities | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	18,407	14,928
Government and Agencies Debt Securities | Fixed Maturities | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	499	504
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	18,906	15,432
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	18,407	14,928
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	499	504
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
Municipalities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,097	1,051
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	1,097	1,051
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	1,097	1,051
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	1,097	1,051
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
Mortgage- and asset-backed Securities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	666	771
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	404	402
Mortgage- and asset-backed Securities | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	262	369
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	404	402
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	404	402
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 | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	262	369
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	262	369
Public Utilities | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	7,926	7,562
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	7,926	7,562
Public Utilities | Fixed Maturities | Level 3	'	'
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]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	7,926	7,562
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	7,926	7,562
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
Sovereign and Supranational | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,544	1,523
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	1,544	1,523
Sovereign and Supranational | Fixed Maturities | Level 3	'	'
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]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	1,544	1,523
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	1,544	1,523
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
Banks/financial Institutions | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	6,792	6,509
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	6,767	6,486
Banks/financial Institutions | Fixed Maturities | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25	23
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	6,767	6,486
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	6,767	6,486
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 | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	25	23
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	0
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	25	23
Banks/financial Institutions | Perpetual securities:	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	2,787	2,738
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	2,731	2,686
Banks/financial Institutions | Perpetual securities: | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	56	52
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	2,787	2,738
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	2,731	2,686
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	56	52
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	'	52
Other Corporate | Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	27,350	25,222
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	27,350	25,222
Other Corporate | Fixed Maturities | Level 3	'	'
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]	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	27,350	25,220
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	27,350	25,220
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 | Consensus Pricing Valuation Technique	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	'	2
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
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	'	2
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
Other Corporate | Perpetual securities:	'	'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'	'
Available-for-sale Securities	229	209
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	229	209
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	229	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	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	229	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	$0

FAIR_VALUE_MEASUREMENTS_Fair_V3

FAIR VALUE MEASUREMENTS - Fair Value Hierarchy Levels of Assets by Pricing Source, Held-to-Maturity Securities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
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	$42,816	$45,846
Fixed Maturities	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Securities held to maturity, fixed maturities, fair value	42,816	45,846
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	25,129	28,708
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	17,646	17,097
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	41	41
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	25,129	28,708
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	25,129	28,708
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	25,129	28,708
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	25,129	28,708
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	455	440
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	455	440
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	455	440
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	455	440
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
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	61	61
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	20	20
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	41	41
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	20	20
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	20	20
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	41	41
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	41	41
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	4,075	3,928
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	4,075	3,928
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	4,075	3,928
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	4,075	3,928
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
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	3,118	3,040
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	3,118	3,040
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	3,118	3,040
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	3,118	3,040
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
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	6,277	6,128
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	6,277	6,128
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	6,277	6,128
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	6,277	6,128
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
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	3,701	3,541
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	3,701	3,541
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	3,669	3,509
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	3,669	3,509
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 | 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	32	32
Other Corporate | 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
Other Corporate | 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	32	32
Other Corporate | 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	$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
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	$346		$3,197
Realized investment gains (losses) included in earnings	-9		2
Unrealized gains (losses) included in other comprehensive income (loss)	-99		-49
Purchases	0		0
Issuances	0		0
Sales	0		-400
Settlements	21		-3
Transfers into Level 3	0		125	[1]
Transfers out of Level 3	0		-2,616	[2]
Balance, end of period	259		256
Change in unrealized gains (losses) still held	-9		2
Fixed Maturities | Mortgage- and asset-backed Securities	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	369		338
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	-104		-21
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	-3		-3
Transfers into Level 3	0		125	[1]
Transfers out of Level 3	0		0	[2]
Balance, end of period	262		439
Change in unrealized gains (losses) still held	0		0
Fixed Maturities | Public Utilities	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	0		420
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		-20
Purchases	0		0
Issuances	0		0
Sales	0		-400
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		0	[2]
Balance, end of period	0		0
Change in unrealized gains (losses) still held	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		418
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		0
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		-418	[2]
Balance, end of period	0		0
Change in unrealized gains (losses) still held	0		0
Fixed Maturities | Banks/financial Institutions	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	23		1,024
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	2		-1
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		-997	[2]
Balance, end of period	25		26
Change in unrealized gains (losses) still held	0		0
Fixed Maturities | Other Corporate	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	0		986
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		0
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		-986	[2]
Balance, end of period	0		0
Change in unrealized gains (losses) still held	0		0
Perpetual securities: | Banks/financial Institutions	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	52		215
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	4		0
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		-215	[2]
Balance, end of period	56		0
Change in unrealized gains (losses) still held	0		0
Equity Securities	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	3		4
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		0
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0	[1]
Transfers out of Level 3	0		0	[2]
Balance, end of period	3		4
Change in unrealized gains (losses) still held	0		0
Derivatives | Interest rate swaps	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	1	[3]	29	[3]
Realized investment gains (losses) included in earnings	-1	[3]	-4	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[3]	0	[3]
Purchases	0	[3]	0	[3]
Issuances	0	[3]	0	[3]
Sales	0	[3]	0	[3]
Settlements	0	[3]	0	[3]
Transfers into Level 3	0	[3]	0	[1],[3]
Transfers out of Level 3	0	[3]	0	[2],[3]
Balance, end of period	0	[3]	25	[3]
Change in unrealized gains (losses) still held	-1	[3]	-4	[3]
Derivatives | Foreign currency swaps	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	-99	[3]	-172	[3]
Realized investment gains (losses) included in earnings	-10	[3]	-5	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	-1	[3]	-7	[3]
Purchases	0	[3]	0	[3]
Issuances	0	[3]	0	[3]
Sales	0	[3]	0	[3]
Settlements	24	[3]	0	[3]
Transfers into Level 3	0	[3]	0	[1],[3]
Transfers out of Level 3	0	[3]	0	[2],[3]
Balance, end of period	-86	[3]	-184	[3]
Change in unrealized gains (losses) still held	-10	[3]	-5	[3]
Derivatives | Credit default swaps	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'
Balance, beginning of period	-3	[3]	-65	[3]
Realized investment gains (losses) included in earnings	2	[3]	11	[3]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[3]	0	[3]
Purchases	0	[3]	0	[3]
Issuances	0	[3]	0	[3]
Sales	0	[3]	0	[3]
Settlements	0	[3]	0	[3]
Transfers into Level 3	0	[3]	0	[1],[3]
Transfers out of Level 3	0	[3]	0	[2],[3]
Balance, end of period	-1	[3]	-54	[3]
Change in unrealized gains (losses) still held	$2	[3]	$11	[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 $)	Mar. 31, 2014	Mar. 31, 2013
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 $)	3 Months Ended		12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	$67,318		$61,038
Asset derivatives	523		488
Assets, fair value	69,835		64,069
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	346		447
Asset derivatives	107		106
Assets, fair value	453		553
Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	64,281		58,070
Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	287		392
Perpetual securities:	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3,016		2,947
Perpetual securities: | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	56		52
Equity Securities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	21		21
Equity Securities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		3
Equity Securities | Net Asset Value Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		3
Equity Securities | Net Asset Value Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	3		3
Equity Securities | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$1		$1
Equity Securities | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$793		$774
Equity Securities | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Offered Quotes	$7		$7
Mortgage- and asset-backed Securities | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	666		771
Mortgage- and asset-backed Securities | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	262		369
Mortgage- and asset-backed Securities | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	262		369
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	262		369
Banks/financial Institutions | Fixed Maturities	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	6,792		6,509
Banks/financial Institutions | Fixed Maturities | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	25		23
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	25		23
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	25		23
Banks/financial Institutions | Perpetual securities:	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	2,787		2,738
Banks/financial Institutions | Perpetual securities: | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	56		52
Banks/financial Institutions | Perpetual securities: | Consensus Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	'		52
Banks/financial Institutions | Perpetual securities: | Model Pricing Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Available-for-sale Securities	56		'
Interest rate swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	'		1
Interest rate swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	'		1
Interest rate swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	'		1
Interest rate swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	'		65.00%	[1]
Fair Value Inputs, Entity Credit Risk	'		0.65%
Interest rate swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	'		76.00%	[1]
Fair Value Inputs, Entity Credit Risk	'		1.06%
Interest rate swaps | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	'		72.00%	[1]
Fair Value Inputs, Entity Credit Risk	'		0.92%
Fair Value Inputs, Recovery Rate	'		37.00%
Foreign currency swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	426		445
Foreign currency swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	106		104
Credit default swaps	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		1
Credit default swaps | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		1
Credit default swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	1		1
Credit default swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	65.00%	[1]	65.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.66%		0.65%
Credit default swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	75.00%	[1]	76.00%	[1]
Fair Value Inputs, Entity Credit Risk	1.01%		1.06%
Credit default swaps | Assets | Weighted Average | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	72.00%	[1]	72.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.86%		0.92%
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 | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	30		30
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	20.45%	[2]	21.16%	[2]
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.11%		0.16%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.24%		1.41%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	8		9
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.21%		0.17%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.20%		1.49%
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Asset derivatives	$68		$65
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Assets | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	20.45%	[2]	21.16%	[2]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[3]	0.93%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[3]	2.02%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[3]	0.93%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[3]	2.02%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[3]	0.93%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[3]	2.02%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[4]	3.09%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[4]	3.96%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[4]	3.09%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[4]	3.96%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Assets | Lower Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[4]	3.09%	[4]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Assets | Upper Limit | Level 3	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[4]	3.96%	[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 $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	$358		$837
Liabilities, Fair Value Disclosure	358		837
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	194		207
Foreign currency swaps	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	206		218
Foreign currency swaps | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	192		203
Credit default swaps	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	2		4
Credit default swaps | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	2		4
Credit default swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	2		4
Credit default swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	65.00%	[1]	65.00%	[1]
Fair Value Inputs, Entity Credit Risk	0.66%		0.65%
Credit default swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	75.00%	[1]	76.00%	[1]
Fair Value Inputs, Entity Credit Risk	1.01%		1.06%
Credit default swaps | Liability | Weighted Average | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Base Correlation	72.00%	[1]	72.00%
Fair Value Inputs, Entity Credit Risk	0.86%		0.92%
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 | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	100		99
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	20.45%	[2]	21.16%	[2]
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.11%		0.16%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.24%		1.41%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	25		24
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	0.10%		0.11%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Entity Credit Risk	1.77%		1.89%
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Liability derivatives	$67		$80
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Foreign Exchange Rates	20.45%	[2]	21.16%	[2]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[3]	3.09%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[3]	3.96%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[3]	3.09%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[3]	3.96%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	2.84%	[3]	3.09%	[3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	3.56%	[3]	3.96%	[3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[4]	0.93%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[4]	2.02%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[4]	0.93%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[4]	2.02%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	0.83%	[4]	0.93%	[4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Discount Rate	1.96%	[4]	2.02%	[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) (Aflac Japan, Closed medical block, USD $)	Mar. 31, 2014
In Millions, unless otherwise specified
Aflac Japan | Closed medical block	'
Effects of Reinsurance [Line Items]	'
Coinsurance reinsurance ceded percentage	33.30%
Reinsurance deferred profit liability	$625
Reinsurance recoverables	$633

REINSURANCE_Effect_of_Reinsura

REINSURANCE - Effect of Reinsurance on Premiums and Benefits and Claims (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Effects of Reinsurance [Line Items]	'	'
Direct premium income	$4,933	'
Assumed premiums from other companies	3	'
Net premium income	4,854	5,184
Direct benefits and claims	3,289	'
Assumed benefits and claims from other companies	2	'
Benefits and claims, net	3,220	3,521
All Other	'	'
Effects of Reinsurance [Line Items]	'	'
Ceded premiums	-9	'
Ceded benefits and claims	-7	'
Aflac Japan	'	'
Effects of Reinsurance [Line Items]	'	'
Net premium income	3,560	3,905
Aflac Japan | Closed medical block	'	'
Effects of Reinsurance [Line Items]	'	'
Ceded premiums	-73	'
Ceded benefits and claims	($64)	'

NOTES_PAYABLE_Additional_Infor

NOTES PAYABLE - Additional Information (Details)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014
	USD ($)	JPY (¥)	Notes Payable	Line of Credit
			USD ($)	USD ($)
Debt Instrument [Line Items]	'	'	'	'
Line of credit facility, maximum borrowing capacity	'	¥ 50,000,000,000	'	'
Line of credit facility, interest rate description	'Borrowings will bear interest at LIBOR plus the applicable margin of 1.125%	'Borrowings will bear interest at LIBOR plus the applicable margin of 1.125%	'	'
Line of credit facility, commitment fee percentage	0.13%	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 (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Debt Instrument [Line Items]	'		'
Notes payable	$4,913		$4,897
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	655	[1]	655	[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		700
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	78		76
1.47% yen-denominated Samurai notes due July 2014	'		'
Debt Instrument [Line Items]	'		'
Notes payable	279		272
1.84% yen-denominated Samurai notes due July 2016	'		'
Debt Instrument [Line Items]	'		'
Notes payable	154		150
Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen	'		'
Debt Instrument [Line Items]	'		'
Notes payable	53		52
3.60% yen-denominated loan due July 2015	'		'
Debt Instrument [Line Items]	'		'
Notes payable	97		95
3.00% yen-denominated loan due August 2015	'		'
Debt Instrument [Line Items]	'		'
Notes payable	49		48
Capitalized Lease Obligations	'		'
Debt Instrument [Line Items]	'		'
Notes payable	$5		$6
[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

NOTES_PAYABLE_Summary_of_Notes1

NOTES PAYABLE - Summary of Notes Payable (Parenthetical) (Details)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

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

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

Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen

Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen

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 ($)

USD ($)

USD ($)

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%

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%

1.30%

1.30%

3.60%

3.60%

3.00%

3.00%

Notes payable, principal amount

'

'

$400,000,000

'

'

'

$350,000,000

'

$700,000,000

'

'

'

'

'

$500,000,000

'

¥ 8,000,000,000

¥ 8,000,000,000

¥ 28,700,000,000

¥ 28,700,000,000

¥ 15,800,000,000

¥ 15,800,000,000

¥ 5,500,000,000

¥ 5,500,000,000

¥ 10,000,000,000

¥ 10,000,000,000

¥ 5,000,000,000

¥ 5,000,000,000

SHAREHOLDERS_EQUITY_Reconcilia

SHAREHOLDERS' EQUITY - Reconciliation of Number of Shares of Common Stock (Detail)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
				Common Stock	Common Stock	Treasury Stock	Treasury Stock
Common Stock Issued [Roll Forward]	'	'	'	'	'	'	'
Balance, beginning of period	667,620,000	667,046,000	'	667,046,000	665,239,000	'	'
Exercise of stock options and issuance of restricted shares	'	'	'	574,000	539,000	'	'
Balance, end of period	667,620,000	667,046,000	'	667,620,000	665,778,000	'	'
Treasury Stock [Roll Forward]	'	'	'	'	'	'	'
Balance, beginning of period	'	'	'	'	'	207,633,000	197,453,000
Open market	'	'	'	'	'	6,535,000	2,979,000
Other	'	'	'	'	'	110,000	124,000
Shares issued to AFL Stock Plan	'	'	'	'	'	-284,000	-364,000
Exercise of stock options	'	'	'	'	'	-281,000	-294,000
Other	'	'	'	'	'	-121,000	-145,000
Balance, end of period	'	'	'	'	'	213,592,000	199,753,000
Shares outstanding, end of period	454,028,000	'	466,025,000	'	'	'	'

SHAREHOLDERS_EQUITY_AntiDiluti

SHAREHOLDERS' EQUITY - Anti-Dilutive Share-Based Awards Excluded from Calculation of Diluted Earnings Per Share (Detail)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Stockholders' Equity Note [Abstract]	'	'
Anti-dilutive share-based awards	492	3,623

SHAREHOLDERS_EQUITY_Additional

SHAREHOLDERS' EQUITY - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Stockholders Equity Note [Line Items]	'	'
Common stock, share repurchase, dollar amount	$421	$156
Remaining common stock available for purchase under share repurchase authorizations	42,700,000	'
Share Repurchase Authorization 2008	'	'
Stockholders Equity Note [Line Items]	'	'
Common stock, share repurchase	6,500,000	3,000,000
Common stock, share repurchase, dollar amount	$415	$150

SHAREHOLDERS_EQUITY_Changes_in

SHAREHOLDERS' EQUITY - Changes in Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Accumulated Other Comprehensive Income [Roll Forward]	'		'
Balance, beginning of period	($563)	[1]	$2,715	[1]
Other comprehensive income loss before reclassifications net of tax	894	[1]	-1,026	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	-24	[1]	-38	[1]
Other comprehensive income (loss), net of tax	870	[1]	-1,064	[1]
Balance, end of period	307	[1]	1,651	[1]
Unrealized foreign currency translation gains (losses)	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'
Balance, beginning of period	-1,505	[1]	333	[1]
Other comprehensive income loss before reclassifications net of tax	-14	[1]	-467	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	-23	[1]	-7	[1]
Other comprehensive income (loss), net of tax	-37	[1]	-474	[1]
Balance, end of period	-1,542	[1]	-141	[1]
Unrealized gains (losses) on investment securities	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'
Balance, beginning of period	1,035	[1]	2,570	[1]
Other comprehensive income loss before reclassifications net of tax	910	[1]	-554	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	-1	[1]	-35	[1]
Other comprehensive income (loss), net of tax	909	[1]	-589	[1]
Balance, end of period	1,944	[1]	1,981	[1]
Unrealized gains (losses) on derivatives	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'
Balance, beginning of period	-12	[1]	-5	[1]
Other comprehensive income loss before reclassifications net of tax	-1	[1]	-5	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	1	[1]
Other comprehensive income (loss), net of tax	-1	[1]	-4	[1]
Balance, end of period	-13	[1]	-9	[1]
Pension liability adjustment	'		'
Accumulated Other Comprehensive Income [Roll Forward]	'		'
Balance, beginning of period	-81	[1]	-183	[1]
Other comprehensive income loss before reclassifications net of tax	-1	[1]	0	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	3	[1]
Other comprehensive income (loss), net of tax	-1	[1]	3	[1]
Balance, end of period	($82)	[1]	($180)	[1]
[1]	All amounts in the table above are net of tax.

SHAREHOLDERS_EQUITY_Reclassifi

SHAREHOLDERS' EQUITY - Reclassifications Out of Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Sales and redemptions	$41		$119
Other-than-temporary impairment losses realized	-3	[1]	-55	[1]
Acquisition and operating expenses	-1,316		-1,326
Derivative and other gains (losses)	-83		87
Total before tax	1,104		1,361
Income tax (expense) or benefit	-372		-469
Net of tax	732		892
The expected U.S. tax rate	35.00%		35.00%
Reclassification Out Of Accumulated Other Comprehensive Income	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Net of tax	24		38
Reclassification Out Of Accumulated Other Comprehensive Income | Unrealized foreign currency translation gains (losses)	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Sales and redemptions	36		10
Income tax (expense) or benefit	-13	[2]	-3	[2]
Net of tax	23		7
Reclassification Out Of Accumulated Other Comprehensive Income | Unrealized gains (losses) on investment securities	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Sales and redemptions	5		109
Other-than-temporary impairment losses realized	-3		-55
Total before tax	2		54
Income tax (expense) or benefit	-1	[2]	-19	[2]
Net of tax	1		35
Reclassification Out Of Accumulated Other Comprehensive Income | Unrealized gains (losses) on derivatives | Foreign currency swaps	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Derivative and other gains (losses)	'		-1
Income tax (expense) or benefit	'		0	[2]
Net of tax	'		-1
Reclassification Out Of Accumulated Other Comprehensive Income | Pension liability adjustment	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Acquisition and operating expenses	'		-5	[3]
Income tax (expense) or benefit	0	[2]	2	[2]
Net of tax	0		-3
Actuarial gains (losses) | Reclassification Out Of Accumulated Other Comprehensive Income | Pension liability adjustment	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Acquisition and operating expenses	-4	[3]	'
Prior service cost | Reclassification Out Of Accumulated Other Comprehensive Income | Pension liability adjustment	'		'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'		'
Acquisition and operating expenses	$4	[3]	'
[1]	Includes $0 and $1 for the three-month periods ended March 31, 2014 and 2013, respectively, for impairments due to severity and duration of decline in fair value and $3 and $54 for the three-month periods ended March 31, 2014 and 2013, respectively, from change in intent to sell securities
[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_Stock_

SHARE-BASED COMPENSATION - Stock Options Outstanding and Exercisable (Detail) (USD $)	3 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Options Outstanding - Stock Option Shares	9,994
Options Outstanding - Weighted-Average Remaining Term (Yrs)	'4 years 10 months 24 days
Options Outstanding - Aggregate Intrinsic Value	$151
Options Outstanding - Weighted-Average Exercise Price Per Share	$47.98
Options Exercisable - Stock Option Shares	8,137
Options Exercisable - Weighted-Average Remaining Term (Yrs.)	'4 years 1 month 6 days
Options Exercisable - Aggregate Intrinsic Value	$132
Options Exercisable - Weighted-Average Exercise Price Per Share	$46.89

SHAREBASED_COMPENSATION_Additi

SHARE-BASED COMPENSATION - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	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	$18	$15
Tax Benefit from Stock Options Exercised	11	9
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	11,400,000	'
Restricted Stock	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Total compensation cost not yet recognized, restricted stock awards	65	'
Total compensation cost not yet recognized, restricted stock awards, weighted-average period (in years)	'2 years	'
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	$33	'
Total compensation cost not yet recognized, restricted stock awards, shares	954,000	'

BENEFIT_PLANS_Additional_Infor

BENEFIT PLANS - Additional Information (Detail) (USD $)	12 Months Ended		3 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2013	Mar. 31, 2014	Oct. 31, 2013
		Lower Limit	Japanese Pension Plan	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	'	'
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 15 year service requirement for active employees age 55 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	'	'	$6	'

BENEFIT_PLANS_Net_Periodic_Ben

BENEFIT PLANS - Net Periodic (Benefit) Cost Included in Acquisition and Operating Expenses (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Japanese Pension Plan	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'
Service cost	$4	$4
Interest cost	2	2
Expected return on plan assets	-1	-1
Amortization of net actuarial loss	0	1
Amortization of prior service cost	0	0
Net periodic (benefit) cost	5	6
U.S. Pension Plan	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'
Service cost	5	5
Interest cost	7	7
Expected return on plan assets	-5	-4
Amortization of net actuarial loss	3	4
Amortization of prior service cost	0	0
Net periodic (benefit) cost	10	12
Other Postretirement Benefit Plans, Defined Benefit	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'
Service cost	0	2
Interest cost	0	1
Expected return on plan assets	0	0
Amortization of net actuarial loss	1	0
Amortization of prior service cost	-4	0
Net periodic (benefit) cost	($3)	$3

SUBSEQUENT_EVENTS_Additional_I

SUBSEQUENT EVENTS -Additional Information (Details)	Mar. 31, 2014	Dec. 31, 2013	Apr. 30, 2014
In Millions, unless otherwise specified	USD ($)	USD ($)	Foreign currency forwards
			Twenty fifteen profit repatriation
			Subsequent Event [Member]
			JPY (¥)
Subsequent Event [Line Items]	'	'	'
Net Derivatives Notional Amount	$28,226	$22,475	¥ 5,000