Aflac (AFL) 10-Q 1 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 24, 2015
Document Type	10-Q
Amendment Flag	FALSE
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Trading Symbol	AFL
Entity Registrant Name	AFLAC INC
Entity Central Index Key	4977
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		433,884,327

Consolidated_Statements_of_Ear

Consolidated Statements of Earnings (USD $)	3 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Revenues:
Net premiums, principally supplemental health insurance	$4,432		$4,854
Net investment income	782		827
Realized investment gains (losses):
Other-than-temporary impairment losses realized	-6	[1]	-3	[1]
Sales and redemptions	68		41
Derivative and other gains (losses)	-49		-84
Total realized investment gains (losses)	13		-46
Other income	-1		5
Total revenues	5,226		5,640
Benefits and expenses:
Benefits and claims, net	2,952		3,220
Acquisition and operating expenses:
Amortization of deferred policy acquisition costs	277		294
Insurance commissions	330		366
Insurance expenses	530		534
Interest expense	83		80
Other operating expenses	41		42
Total acquisition and operating expenses	1,261		1,316
Total benefits and expenses	4,213		4,536
Earnings before income taxes	1,013		1,104
Income taxes	350		372
Net earnings	$663		$732
Net earnings per share:
Basic (in dollars per share)	$1.52		$1.61
Diluted (in dollars per share)	$1.51		$1.60
Weighted-average outstanding common shares used in computing earnings per share (In thousands):
Basic (in shares)	437,306		454,731
Diluted (in shares)	439,927		457,699
Cash dividends per share	$0.39		$0.37
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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, 2015		Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net earnings	$663		$732
Other comprehensive income (loss) before income taxes:
Unrealized foreign currency translation gains (losses) during period	9		-57
Unrealized gains (losses) on investment securities:
Unrealized holding gains (losses) on investment securities during period	593		1,399
Reclassification adjustment for realized (gains) losses on investment securities included in net earnings	-50		-2
Unrealized gains (losses) on derivatives during period	-4		-1
Pension liability adjustment during period	0		-1
Total other comprehensive income (loss) before income taxes	548		1,338
Income tax expense (benefit) related to items of other comprehensive income (loss)	195		468
Other comprehensive income (loss), net of income taxes	353	[1]	870	[1]
Total comprehensive income (loss)	$1,016		$1,602
[1]	All amounts in the table above are net of tax.

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Securities available for sale, at fair value:
Equity securities (cost $19 in 2015 and 2014)	$28		$28
Securities held to maturity, at amortized cost:
Fixed maturities	34,262		34,242
Other Investments	179		171
Cash and cash equivalents	4,363		4,658
Total investments and cash	108,711		107,341
Receivables	700		842
Accrued investment income	728		762
Deferred policy acquisition costs	8,319		8,273
Property and equipment, at cost less accumulated depreciation	428		429
Other	2,515	[1]	2,120	[1]
Total assets	121,401		119,767
Policy liabilities:
Future policy benefits	67,292		65,646
Unpaid policy claims	3,673		3,630
Unearned premiums	8,460		8,626
Other policyholders’ funds	6,139		6,031
Total policy liabilities	85,564		83,933
Income taxes	5,322		5,293
Payables for return of cash collateral on loaned securities	2,615		2,193
Notes payable	6,282		5,282
Other	2,981	[2]	4,719	[2]
Total liabilities	102,764		101,420
Shareholders’ equity:
Common stock of $.10 par value. In thousands: authorized 1,900,000 shares in 2015 and 2014; issued 668,854 shares in 2015 and 668,132 shares in 2014	67		67
Additional paid-in capital	1,745		1,711
Retained earnings	22,648		22,156
Accumulated other comprehensive income (loss):
Unrealized foreign currency translation gains (losses)	-2,540		-2,541
Unrealized gain (losses) on investment securities	5,026		4,672
Unrealized gains (losses) on derivatives	-28		-26
Pension liability adjustment	-126		-126
Treasury stock, at average cost	-8,155		-7,566
Total shareholders’ equity	18,637		18,347
Total liabilities and shareholders’ equity	121,401		119,767
Investments Other Than Consolidated Variable Interest Entities
Securities available for sale, at fair value:
Fixed maturities	62,652		61,407
Perpetual securities	2,128		2,240
Securities held to maturity, at amortized cost:
Fixed maturities	34,179		34,159
Variable Interest Entity, Consolidated
Securities available for sale, at fair value:
Fixed maturities	4,667		4,166
Perpetual securities	432		429
Securities held to maturity, at amortized cost:
Fixed maturities	$83		$83
[1]	Includes $110 in 2015 and $106 in 2014 of derivatives from consolidated variable interest entities
[2]	Includes $392 in 2015 and $318 in 2014 of derivatives from consolidated variable interest entities

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Securities available for sale, equity securities, cost	$19	$19
Securities held to maturity, fixed maturities, fair value	38,102	38,497
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)	668,854,000	668,132,000
Asset derivatives	706	802
Liability derivatives	599	2,423
Investments Other Than Consolidated Variable Interest Entities
Securities available for sale, fixed maturities, amortized cost	56,098	55,365
Securities available for sale, perpetual securities, amortized cost	1,903	2,035
Securities held to maturity, fixed maturities, fair value	38,019	38,413
Variable Interest Entity, Consolidated
Securities available for sale, fixed maturities, amortized cost	3,511	3,020
Securities available for sale, perpetual securities, amortized cost	406	405
Securities held to maturity, fixed maturities, fair value	83	84
Asset derivatives	110	106
Liability derivatives	$392	$318

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, 2013		$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
Balance, beginning of period at Dec. 31, 2014	18,347	67	1,711	22,156	1,979	-7,566
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Exercise of stock options			17
Share-based compensation			7
Net earnings	663			663
Dividends to shareholders				-171
Unrealized foreign currency translation gains (losses) during period, net of income taxes					1
Unrealized gains (losses) on investment securities during period, net of income taxes and reclassification adjustments					354
Unrealized gains (losses) on derivatives during period, net of income taxes					-2
Pension liability adjustment during period, net of income taxes					0
Purchases of treasury stock						-610
Treasury stock reissued			10			21
Balance, end of period at Mar. 31, 2015	$18,637	$67	$1,745	$22,648	$2,332	($8,155)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Cash flows from operating activities:
Net earnings	$663		$732
Adjustments to reconcile net earnings to net cash provided by operating activities:
Change in receivables and advance premiums	141		171
Increase in deferred policy acquisition costs	-29		-26
Increase in policy liabilities	835		978
Change in income tax liabilities	-156		-320
Realized investment (gains) losses	-13		46
Other, net	19		34
Net cash provided (used) by operating activities	1,460		1,615
Securities available for sale:
Fixed maturities sold	484		677
Fixed maturities matured or called	66		222
Perpetual securities matured or called	156		0
Securities held to maturity:
Fixed maturities matured or called	85		4,450
Costs of investments acquired:
Available for sale fixed maturities acquired	-1,442		-4,597
Other investments, net	-7		143
Settlement of derivatives, net	-1,983		-320
Cash received (pledged or returned) as collateral, net	503		-2,677
Other, net	60		-21
Net cash provided (used) by investing activities	-2,078		-2,123
Cash flows from financing activities:
Purchases of treasury stock	-610		-421
Proceeds from borrowings	989		0
Dividends paid to shareholders	-165		-163
Change in investment-type contracts, net	84		536
Treasury stock reissued	13		16
Other, net	11		0
Net cash provided (used) by financing activities	322		-32
Effect of exchange rate changes on cash and cash equivalents	1		-9
Net change in cash and cash equivalents	-295		-549
Cash and cash equivalents, beginning of period	4,658		2,543
Cash and cash equivalents, end of period	4,363		1,994
Supplemental disclosures of cash flow information:
Income taxes paid	517		699
Interest paid	47		51
Noncash interest	36		30
Impairment losses included in realized investment losses	6	[1]	3	[1]
Associate stock bonus
Treasury stock issued for:
Treasury stock issued	8		7
Shareholder dividend reinvestment
Treasury stock issued for:
Treasury stock issued	6		7
Share-based compensation grants
Treasury stock issued for:
Treasury stock issued	$4		$4
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, respectively, from change in intent to sell securities

SUMMARY_OF_SIGNIFICANT_ACCOUNT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	3 Months Ended
	Mar. 31, 2015
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 70% and 75% of the Company's total revenues in the three-month periods ended March 31, 2015, and 2014, respectively. The percentage of the Company's total assets attributable to Aflac Japan was 82% at March 31, 2015 and December 31, 2014.
	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, 2015 and December 31, 2014, the consolidated statements of earnings, comprehensive income (loss), shareholder's equity and cash flows for the three-month periods ended March 31, 2015 and 2014. 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, 2014.
	New Accounting Pronouncements
	Recently Adopted Accounting Pronouncements
	Income Statement - Extraordinary and Unusual Items - Simplifying income statement presentation by eliminating the concept of extraordinary items: In January 2015, the FASB issued updated guidance that eliminates from GAAP the concept of extraordinary items. Although the amendments will eliminate the requirements for reporting entities to consider whether an underlying event or transaction is extraordinary, the presentation and disclosure guidance for items that are unusual in nature or occur infrequently will be retained and will be expanded to include items that are both unusual in nature and infrequently occurring. The amendments in this updated guidance are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Early adoption is permitted provided that the guidance is applied from the beginning of the fiscal year of adoption. We adopted this guidance as of January 1, 2015. The adoption of this guidance did not have a significant impact on our financial position or results of operations.
	Transfers and Servicing, Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures: In June 2014, the FASB issued updated guidance for repurchase agreement and security lending transactions to change the accounting for repurchase-to-maturity transactions and linked repurchase financings to be accounted for as secured borrowings, consistent with the accounting for other repurchase agreements. The amendments also require new disclosures to increase transparency about the types of collateral pledged in repurchase agreements and similar transactions accounted for as secured borrowings. We adopted accounting changes for the new guidance as of January 1, 2015. The adoption of this guidance did not have a significant impact on our financial position or results of operations. However, the disclosures in the new guidance are required and will be presented for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015.
	Accounting Pronouncements Pending Adoption
	Interest - Imputation of Interest - Simplifying the presentation of debt issuance costs: In April 2015, FASB issued updated guidance to simplify presentation of debt issuance costs. The updated guidance requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuance costs are not affected by this amendment. The amendment is effective for annual periods and interim periods beginning after December 15, 2015. Early adoption is permitted. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Consolidation - Amendments to the consolidation analysis: In February 2015, the FASB issued updated guidance that affect evaluation of whether limited partnerships and similar legal entities (limited liability corporations and securitization structures, etc.) are variable interest entities (VIEs), evaluation of whether fees paid to a decision maker or a service provider are a variable interest, and evaluation of the effect of fee arrangements and the effect of related parties on the determination of the primary beneficiary under the VIE model for consolidation. The updated guidance eliminates the presumption that a general partner should consolidate a limited partnership. Limited partnership and similar legal entities that provide partners with either substantive kick-out rights or substantive participating rights (representing the partners’ controlling financial interest in the entity) over the general partner will now be evaluated under the voting interest model rather than the VIE model for consolidation. In regard to the fees paid to a decision maker or a service provider, the updated guidance eliminates three of the six criteria that an entity’s decision makers or service providers must meet for them to conclude that the fees do not represent a variable interest in that entity and, thus, should be excluded from the assessment for determining the primary beneficiary. Finally, in situations where no single party has a controlling financial interest in a VIE, the related party relationships under common control should be considered in their entirety in determining whether that common control group has a controlling financial interest in the VIE. However, if substantially all of the activities of the VIE are conducted on behalf of a single variable interest holder (excluding the decision maker) in a related party group that has the characteristics of a primary beneficiary, that single variable interest holder must consolidate the VIE as the primary beneficiary. The amendments in the updated guidance are effective for fiscal years beginning after December 15, 2016, and for interim periods within fiscal years beginning after December 15, 2017. Early application is permitted, including adoption in an interim period. We are evaluating whether the adoption of this guidance will have an impact on our financial position, results of operations or disclosures.
	Derivatives and Hedging - Determining whether the host contract in a hybrid financial instrument issued in the form of a share is more akin to debt or equity: In November 2014, the FASB issued guidance to clarify how to evaluate the economic characteristics and risks of a host contract in a hybrid financial instrument that is issued in the form of a share. The guidance also clarifies that an entity should assess the substance of the relevant terms and features when considering how to weight those terms and features. The guidance is effective for annual periods and interim periods beginning after December 15, 2015. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Presentation of Financial Statements - Going Concern - Disclosure of uncertainties about an entity’s ability to continue as a going concern: In August 2014, the FASB issued this amendment that provides U.S. GAAP guidance on management’s responsibility in evaluating whether there is substantial doubt about a company’s ability to continue as a going concern and about related footnote disclosures. For each reporting period, management will be required to evaluate whether there are conditions or events that raise substantial doubt about a company’s ability to continue as a going concern within one year from the date the financial statements are issued. The amendment is effective for annual periods ending after December 15, 2016, and interim periods within annual periods beginning after December 15, 2016. Early application is permitted for annual or interim reporting periods for which the financial statements have not previously been issued. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Compensation - Stock Compensation - Accounting for share-based payments when the terms of an award provide that a performance target could be achieved after the requisite service period: In June 2014, the FASB issued this amendment that provides guidance on certain share-based payment awards that require a specific performance target that affects vesting and that could be achieved after the requisite service period be treated as a performance condition. A reporting entity should apply existing guidance to awards with performance conditions that affect vesting to account for such awards. The performance target should not be reflected in estimating the grant-date fair value of the award. Compensation cost should be recognized in the period in which it becomes probable that the performance target will be achieved and should represent the compensation cost attributable to the period(s) for which the requisite service has already been rendered. If the performance target becomes probable of being achieved before the end of the requisite service period, the remaining unrecognized compensation cost should be recognized prospectively over the remaining requisite service period. The total amount of compensation cost recognized during and after the requisite service period should reflect the number of awards that are expected to vest and should be adjusted to reflect those awards that ultimately vest. The requisite service period ends when the employee can cease rendering service and still be eligible to vest in the award if the performance target is achieved. The guidance is effective for annual periods and interim periods within those annual periods beginning after December 15, 2015. Early adoption is permitted. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Revenue from contracts with customers: In May 2014, the FASB issued updated guidance that affects any entity that either enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards (e.g., insurance contracts or lease contracts). The core principle of the guidance is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The amendments are effective for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. Early application is not permitted. 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, 2014.

BUSINESS_SEGMENT_INFORMATION

BUSINESS SEGMENT INFORMATION	3 Months Ended
	Mar. 31, 2015
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)		2015				2014
	Revenues:
	Aflac Japan:
	Net earned premiums		$	3,078			$	3,560
	Net investment income		613				663
	Other income		8				8
	Total Aflac Japan		3,699				4,231
	Aflac U.S.:
	Net earned premiums		1,339				1,294
	Net investment income		166				161
	Other income		3				0
	Total Aflac U.S.		1,508				1,455
	Other business segments		26				12
	Total business segment revenues		5,233				5,698
	Realized investment gains (losses)		(4		)	(1)	(56		)	(1)
	Corporate		97				78
	Intercompany eliminations		(82		)		(71		)
	Other non-operating income (loss)		(18		)		(9		)
	Total revenues		$	5,226			$	5,640
	(1) Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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)		2015				2014
	Pretax earnings:
	Aflac Japan		$	819			$	933
	Aflac U.S.		285				303
	Other business segments		1				0
	Total business segment pretax operating earnings		1,105				1,236
	Interest expense, noninsurance operations		(49		)		(50		)
	Corporate and eliminations		(21		)		(17		)
	Pretax operating earnings		1,035				1,169
	Realized investment gains (losses)		(4		)	(1)	(56		)	(1)
	Other non-operating income (loss)		(18		)		(9		)
	Total earnings before income taxes		$	1,013			$	1,104
	Income taxes applicable to pretax operating earnings		$	357			$	395
	Effect of foreign currency translation on operating earnings		(58		)		(48		)
	(1) Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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,
		2015						2014
	Assets:
	Aflac Japan		$	99,102					$	98,525
	Aflac U.S.		18,770						18,383
	Other business segments		144						128
	Total business segment assets		118,016						117,036
	Corporate		25,736						24,636
	Intercompany eliminations		(22,351		)				(21,905		)
	Total assets		$	121,401					$	119,767

INVESTMENTS

INVESTMENTS	3 Months Ended
	Mar. 31, 2015
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, 2015
	(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		$	17,230					$	1,509					$	0					$	18,739
	Municipalities		88						7						0						95
	Mortgage- and asset-backed securities		344						33						0						377
	Public utilities		1,707						261						0						1,968
	Sovereign and supranational		794						218						0						1,012
	Banks/financial institutions		2,693						321						190						2,824
	Other corporate		3,515						589						37						4,067
	Total yen-denominated		26,371						2,938						227						29,082
	Dollar-denominated:
	U.S. government and agencies		101						16						0						117
	Municipalities		962						206						3						1,165
	Mortgage- and asset-backed securities		213						31						0						244
	Public utilities		5,211						1,062						23						6,250
	Sovereign and supranational		340						116						0						456
	Banks/financial institutions		3,001						835						5						3,831
	Other corporate		23,410						3,002						238						26,174
	Total dollar-denominated		33,238						5,268						269						38,237
	Total fixed maturities		59,609						8,206						496						67,319
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,014						249						84						2,179
	Other corporate		183						36						0						219
	Dollar-denominated:
	Banks/financial institutions		112						51						1						162
	Total perpetual securities		2,309						336						85						2,560
	Equity securities		19						9						0						28
	Total securities available for sale		$	61,937					$	8,551					$	581					$	69,907
		March 31, 2015
	(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		$	20,084					$	2,891					$	0					$	22,975
	Municipalities		346						66						0						412
	Mortgage- and asset-backed securities		42						2						0						44
	Public utilities		3,269						263						29						3,503
	Sovereign and supranational		2,564						235						8						2,791
	Banks/financial institutions		4,947						193						86						5,054
	Other corporate		3,010						328						15						3,323
	Total yen-denominated		34,262						3,978						138						38,102
	Total securities held to maturity		$	34,262					$	3,978					$	138					$	38,102
		December 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		$	17,341					$	1,740					$	0					$	19,081
	Municipalities		88						9						0						97
	Mortgage- and asset-backed securities		351						35						0						386
	Public utilities		1,691						226						5						1,912
Sovereign and supranational		799						163						0						962
Banks/financial institutions		2,752						325						189						2,888
Other corporate		3,479						531						48						3,962
Total yen-denominated		26,501						3,029						242						29,288
Dollar-denominated:
U.S. government and agencies		100						17						0						117
Municipalities		961						201						2						1,160
Mortgage- and asset-backed securities		185						31						0						216
Public utilities		5,061						960						36						5,985
Sovereign and supranational		343						111						0						454
Banks/financial institutions		2,943						775						8						3,710
Other corporate		22,291						2,682						330						24,643
Total dollar-denominated		31,884						4,777						376						36,285
Total fixed maturities		58,385						7,806						618						65,573
Perpetual securities:
Yen-denominated:
Banks/financial institutions		2,132						223						92						2,263
Other corporate		183						48						0						231
Dollar-denominated:
Banks/financial institutions		125						50						0						175
Total perpetual securities		2,440						321						92						2,669
Equity securities		19						9						0						28
Total securities available for sale		$	60,844					$	8,136					$	710					$	68,270
	December 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		$	20,023					$	3,195					$	0					$	23,218
Municipalities		346						71						0						417
Mortgage- and asset-backed securities		43						3						0						46
Public utilities		3,342						281						20						3,603
Sovereign and supranational		2,556						272						14						2,814
Banks/financial institutions		4,932						231						78						5,085
Other corporate		3,000						326						12						3,314
Total yen-denominated		34,242						4,379						124						38,497
Total securities held to maturity		$	34,242					$	4,379					$	124					$	38,497
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 2015, we did not reclassify any investments from the held-to-maturity category to the available-for-sale category. During the first quarter of 2014, we reclassified one investment from the held-to-maturity category to the available-for-sale category 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.
Contractual and Economic Maturities
The contractual maturities of our investments in fixed maturities at March 31, 2015, 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		$	311					$	339					$	65					$	68
Due after one year through five years		2,173						2,539						626						725
Due after five years through 10 years		10,658						11,346						1,666						1,803
Due after 10 years		34,092						38,783						9,108						10,721
Mortgage- and asset-backed securities		397						451						37						46
Total fixed maturities available for sale		$	47,631					$	53,458					$	11,502					$	13,363
Held to maturity:
Due in one year or less		$	109					$	114					$	0					$	0
Due after one year through five years		1,374						1,472						0						0
Due after five years through 10 years		2,151						2,341						0						0
Due after 10 years		30,587						34,131						0						0
Mortgage- and asset-backed securities		41						44						0						0
Total fixed maturities held to maturity		$	34,262					$	38,102					$	0					$	0
At March 31, 2015, the Parent Company had a portfolio of available-for-sale fixed-maturity securities totaling $476 million at amortized cost and $498 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 after some period of time. The instruments are generally callable by the issuer at the time of changing from a fixed coupon rate to a new variable rate of interest, which is determined by the combination of some market index plus a fixed amount of basis points. The net effect is to create an expected maturity date for the instrument. The economic maturities of our investments in perpetual securities, which were all reported as available for sale at March 31, 2015, were as follows:
	Aflac Japan												Aflac U.S.
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Due in one year or less		$	182					$	172					$	5					$	5
Due after one year through five years		626						679						0						0
Due after 10 years		1,458						1,648						38						56
Total perpetual securities available for sale		$	2,266					$	2,499					$	43					$	61
Investment Concentrations
Our process for credit-related investments 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, 2015, 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, 2015											December 31, 2014
	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		$	10,641					11	%				$	10,627					11	%
Fair value		11,709						11					11,683						11
Perpetual securities:
Upper Tier II:
Amortized cost		$	1,434					1	%				$	1,554					2	%
Fair value		1,555						1					1,645						1
Tier I:
Amortized cost		692						1					703						1
Fair value		786						1					793						1
Total:
Amortized cost		$	12,767					13	%				$	12,884					14	%
Fair value		14,050						13					14,121						13
Realized Investment Gains and Losses
Information regarding pretax realized gains and losses from investments is as follows:
		Three Months Ended March 31,
(In millions)		2015				2014
Realized investment gains (losses) on securities:
Fixed maturities:
Available for sale:
Gross gains from sales		$	49			$	35
Gross losses from sales		0				(1		)
Net gains (losses) from redemptions		19				7
Other-than-temporary impairment losses		(6		)		(3		)
Total fixed maturities		62				38
Derivatives and other:
Derivative gains (losses)		(49		)		(83		)
Other		0				(1		)
Total derivatives and other		(49		)		(84		)
Total realized investment gains (losses)		$	13			$	(46	)
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)		2015				2014
Corporate bonds		$	2			$	3
Bank/financial institution bonds		4				0
Total other-than-temporary impairment losses realized (1)		$	6			$	3
(1) Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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-15						December 31,
							2014
Unrealized gains (losses) on securities available for sale		$	7,970					$	7,426
Deferred income taxes		(2,944		)				(2,754		)
Shareholders’ equity, unrealized gains (losses) on investment securities		$	5,026					$	4,672
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, 2015
	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:
Municipalities:
Dollar-denominated		$	73					$	3					$	51					$	3				$	22				$	0
Public utilities:
Dollar-denominated		795						23						404						9					391					14
Yen-denominated		761						29						421						11					340					18
Sovereign and supranational:
Yen-denominated		366						8						166						0					200					8
Banks/financial institutions:
Dollar-denominated		115						5						115						5					0					0
Yen-denominated		2,324						276						1,107						16					1,217					260
Other corporate:
Dollar-denominated		4,701						238						2,278						88					2,423					150
Yen-denominated		998						52						124						3					874					49
Total fixed maturities		10,133						634						4,666						135					5,467					499
Perpetual securities:
Dollar-denominated		6						1						0						0					6					1
Yen-denominated		719						84						122						3					597					81
Total perpetual securities		725						85						122						3					603					82
Total		$	10,858					$	719					$	4,788					$	138				$	6,070				$	581
	December 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:
Municipalities:
Dollar-denominated		$	75					$	2					$	53					$	1				$	22				$	1
Public utilities:
Dollar-denominated		1,001						36						164						7					837					29
Yen-denominated		805						25						98						1					707					24
Sovereign and supranational:
Yen-denominated		359						14						0						0					359					14
Banks/financial institutions:
Dollar-denominated		205						8						53						5					152					3
Yen-denominated		1,828						267						166						0					1,662					267
Other corporate:
Dollar-denominated		8,072						330						1,901						62					6,171					268
Yen-denominated		1,151						60						122						2					1,029					58
Total fixed maturities		13,496						742						2,557						78					10,939					664
Perpetual securities:
Yen-denominated		783						92						194						5					589					87
Total perpetual securities		783						92						194						5					589					87
Total		$	14,279					$	834					$	2,751					$	83				$	11,528				$	751
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.
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, 2015												December 31, 2014
(In millions)	Investments				Gross				Gross				Investments				Gross				Gross
	in an Unrealized				Unrealized				Unrealized				in an Unrealized				Unrealized				Unrealized
	Loss Position				Losses				Losses that are Investment Grade				Loss Position				Losses				Losses that are Investment Grade
Fixed Maturities:
Public utilities		14	%			7	%			96	%			13	%			7	%			100	%
Sovereign and		3				1				100				3				2				100
supranational
Banks/financial		23				39				33				14				33				31
institutions
Other corporate		53				41				83				65				47				88
Total fixed		93	%			88	%							95	%			89	%
maturities
Perpetual securities		7				12				100				5				11				100
Total		100	%			100	%							100	%			100	%
Assuming no credit-related factors develop, as investments near maturity, unrealized gains and 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, 2015																		December 31, 2014
(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
	Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
Upper Tier II:
	A			$	61					$	88					$	27					$	61				$	87				$	26
	BBB			1,209						1,235						26						1,330					1,333					3
	BB or lower			164						232						68						163					225					62
Total Upper Tier II				1,434						1,555						121						1,554					1,645					91
Tier I:
	BBB			521						561						40						519					556					37
	BB or lower			171						225						54						184					237					53
Total Tier I				692						786						94						703					793					90
Other subordinated
- non-banks:
	BB or lower			183						219						36						183					231					48
Total				$	2,309					$	2,560					$	251					$	2,440				$	2,669				$	229
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, 2015												December 31, 2014
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	3,511					$	4,667					$	3,020					$	4,166
Perpetual securities, available for sale		406						432						405						429
Fixed maturities, held to maturity		83						83						83						84
Other assets		110						110						106						106
Total assets of consolidated VIEs		$	4,110					$	5,292					$	3,614					$	4,785
Liabilities:
Other liabilities		$	392					$	392					$	318					$	318
Total liabilities of consolidated VIEs		$	392					$	392					$	318					$	318
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 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, 2015												December 31, 2014
(In millions)	Amortized						Fair						Amortized						Fair
	Cost						Value						Cost						Value
Assets:
Fixed maturities, available for sale		$	6,159					$	7,089					$	6,104					$	6,937
Perpetual securities, available for sale		312						324						324						330
Fixed maturities, held to maturity		2,488						2,736						2,564						2,829
Total investments in VIEs not consolidated		$	8,959					$	10,149					$	8,992					$	10,096
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 180 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.
These securities continue to be carried as investment assets on our balance sheet during the terms of the loans and are not reported as sales. We receive cash or other securities as collateral for such loans. For loans involving unrestricted cash or securities as collateral, the collateral is reported as an asset with a corresponding liability for the return of the collateral.
The following table presents our security loans outstanding and the corresponding collateral held:
(In millions)	31-Mar-15						December 31, 2014
Security loans outstanding, fair value		$	2,558					$	2,149
Cash collateral on loaned securities		2,615						2,193
Certain fixed-maturity securities have been pledged as collateral as part of derivative transactions. For additional information regarding pledged securities related to derivative transactions, see Note 4.

DERIVATIVE_INSTRUMENTS

DERIVATIVE INSTRUMENTS	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVE INSTRUMENTS	DERIVATIVE INSTRUMENTS
	Our freestanding derivative financial instruments consist of: (1) foreign currency swaps and credit default swaps that are associated with investments in special-purpose entities, including VIEs where we are the primary beneficiary; (2) foreign currency forwards and options used in hedging foreign exchange risk on U.S. dollar-denominated securities in Aflac Japan's portfolio; (3) foreign currency forwards used to hedge certain portions of forecasted cash flows denominated in yen; (4) swaps associated with our notes payable, consisting of 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 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 and options 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 forward 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. Aflac Japan also executes foreign currency option transactions in a collar strategy, where Aflac Japan agrees with another party to simultaneously purchase a fixed amount of U.S. dollar put options and sell U.S. dollar call options. The combination of these two actions results in no net premium being paid (i.e. a costless or zero-cost collar). The foreign currency forwards and options are used in fair value hedging relationships to mitigate the foreign exchange risk associated with dollar-denominated investments supporting yen-denominated liabilities.
	Foreign currency forwards are also used to hedge the currency risk associated with the net investment in Aflac Japan. In these forward 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.
	Our CDS is used to assume credit risk related to an individual security. The only CDS derivative that we have entered into relates to components of an investment in a VIE. This CDS contract entitles 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 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 loss due to counterparty default even though we are not a direct counterparty to those contracts. We are a direct counterparty to the foreign currency swaps that we have entered into in connection with 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, 2015, there were 16 counterparties to our derivative agreements, with five comprising 75% of the aggregate notional amount. The counterparties to these derivatives are financial institutions with the following credit ratings:
		March 31, 2015															December 31, 2014
	(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		$	1,220				$	41				$	(51	)			$	1,098				$	39				$	(36	)
	A		22,178					665					(548		)			22,564					763					(2,387		)
	Total		$	23,398				$	706				$	(599	)			$	23,662				$	802				$	(2,423	)
	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 $87 million and $1.6 billion at March 31, 2015 and December 31, 2014, respectively, which consisted entirely of pledged securities. 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 $196 million and $2.1 billion as of March 31, 2015 and December 31, 2014, respectively. If the credit-risk-related contingent features underlying these agreements had been triggered on March 31, 2015, we estimate that we would be required to post a maximum of $109 million of additional collateral to these derivative counterparties. Collateral obtained by us from third parties for derivative transactions was $552 million and $619 million at March 31, 2015 and December 31, 2014, respectively. We generally can repledge or resell collateral obtained by us, although we do not typically exercise such rights.
	Accounting for Derivative Financial Instruments
	Freestanding derivatives are carried at estimated fair value in our consolidated balance sheets either as assets within other assets or as liabilities within other liabilities. 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 may include regression or other statistical analysis of changes in cash flows associated with the hedge relationship. Hedge ineffectiveness of the hedge relationships on our VIE cash flow hedge 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 may include regression or other statistical analysis of changes in fair value 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, 2015
	(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					$	(19	)				$	0					$	(19	)
	Total cash flow hedges		75						(19		)				0						(19		)
	Fair value hedges:
	Foreign currency forwards		13,068						(150		)				14						(164		)
	Foreign currency options		750						(15		)				0						(15		)
	Interest rate swaptions		470						(26		)				0						(26		)
	Total fair value hedges		14,288						(191		)				14						(205		)
	Net investment hedge:
	Foreign currency forwards		1,311						49						50						(1		)
	Total net investment hedge		1,311						49						50						(1		)
	Non-qualifying strategies:
	Foreign currency swaps		6,602						263						637						(374		)
	Credit default swaps		83						1						1						0
	Interest rate swaps		1,039						4						4						0
	Total non-qualifying strategies		7,724						268						642						(374		)
	Total derivatives		$	23,398					$	107					$	706					$	(599	)
	Balance Sheet Location
	Other assets		$	8,388					$	706					$	706					$	0
	Other liabilities		15,010						(599		)				0						(599		)
	Total derivatives		$	23,398					$	107					$	706					$	(599	)
			December 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					$	(15	)				$	0					$	(15	)
Total cash flow hedges		75						(15		)				0						(15		)
Fair value hedges:
Foreign currency forwards		12,388						(1,791		)				0						(1,791		)
Foreign currency options		697						(32		)				0						(32		)
Interest rate swaptions		2,502						(159		)				0						(159		)
Total fair value hedges		15,587						(1,982		)				0						(1,982		)
Net investment hedge:
Foreign currency forwards		1,307						54						56						(2		)
Total net investment hedge		1,307						54						56						(2		)
Non-qualifying strategies:
Foreign currency swaps		5,765						443						746						(303		)
Foreign currency forwards		784						(119		)				0						(119		)
Foreign currency options		53						(1		)				0						(1		)
Credit default swaps		83						0						0						0
Interest rate swaptions		8						(1		)				0						(1		)
Total non-qualifying strategies		6,693						322						746						(424		)
Total derivatives		$	23,662					$	(1,621	)				$	802					$	(2,423	)
Balance Sheet Location
Other assets		$	6,531					$	802					$	802					$	0
Other liabilities		17,131						(2,423		)				0						(2,423		)
Total derivatives		$	23,662					$	(1,621	)				$	802					$	(2,423	)
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 11 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”).
Fair Value Hedges
We designate and account for certain foreign currency forwards and options as fair value hedges when they meet the requirements for hedge accounting. These foreign currency forwards and options 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. The change in fair value of the foreign currency option related to the time value of the option 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 the time value of the option 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, 2015:
Foreign currency	Fixed-maturity securities		$	37			$	(15	)		$	52			$	(39	)		$	13
forwards
Foreign currency	Fixed-maturity securities		2				3				(1		)		1				0
options
Interest rate	Fixed-maturity securities		(91		)		19				(110		)		94				(16		)
swaptions
Three Months Ended March 31, 2014:
Foreign currency forwards	Fixed-maturity securities		$	264			$	(10	)		$	274			$	(269	)		$	5
Interest rate	Fixed-maturity securities		(23		)		(22		)		(1		)		1				0
swaptions
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 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, in prior periods, options as derivative hedges of the foreign currency exposure of our net investment in Aflac Japan.
We used foreign exchange forwards to economically hedge foreign exchange risk on 30.0 billion yen of profit repatriation received from Aflac Japan in February 2015. As of March 31, 2015, we had entered into foreign exchange forwards as part of an economic hedge on 157.5 billion yen of future profit repatriation.
Our net investment hedge was effective during the three-month periods ended March 31, 2015 and 2014.
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-maturity or perpetual securities associated with these swaps is recorded through other comprehensive income.
We have cross-currency interest rate swap agreements related to our $400 million senior notes due February 2017, $550 million senior notes due March 2020, $350 million senior notes due February 2022, $700 million senior notes due June 2023, $750 million senior notes due November 2024, $450 million senior notes due March 2025, 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 in this report and Note 9 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2014.
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,
	2015										2014
(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		$	0				$	(4	)			$	(1	)			$	(1	)
Total cash flow hedges		0					(4		)			(1		)			(1		)
Fair value hedges:
Foreign currency forwards(2)		(2		)			0					(5		)			0
Foreign currency options (2)		3					0					0					0
Interest rate swaptions(2)		3					0					(22		)			0
Total fair value hedges		4					0					(27		)			0
Net investment hedge:
Non-derivative hedging instruments		0					(1		)			0					(17		)
Foreign currency forwards		0					2					0					(6		)
Foreign currency options		0					0					0					(1		)
Total net investment hedge		0					1					0					(24		)
Non-qualifying strategies:
Foreign currency swaps		(57		)			0					(20		)			0
Credit default swaps		1					0					2					0
Interest rate swaps		3					0					(1		)			0
Futures		0					0					(36		)			0
Total non- qualifying strategies		(53		)			0					(55		)			0
Total		$	(49	)			$	(3	)			$	(83	)			$	(25	)
(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, 2015 and 2014. As of March 31, 2015, 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 were 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 Parent Company or Aflac and its respective 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, 2015
																			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		$	637					$	0					$	637					$	0				$	(507	)				$	130
Foreign currency forwards		64						0						64						0					(45		)				19
Credit default swaps		1						0						1						0					0						1
Interest rate swaps		4						0						4						0					0						4
Total derivative assets,		706						0						706						0					(552		)	(1)			154
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		2,558						0						2,558						0					(2,558		)				0
similar arrangements
Total		$	3,264					$	0					$	3,264					$	0				$	(3,110	)				$	154
(1) Consists entirely of cash.
December 31, 2014
																			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		$	746					$	0					$	746					$	0				$	(568	)				$	178
Foreign currency forwards		56						0						56						0					(51		)				5
Total derivative assets,		802						0						802						0					(619		)	(1)			183
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		2,149						0						2,149						0					(2,149		)				0
similar arrangements
Total		$	2,951					$	0					$	2,951					$	0				$	(2,768	)				$	183
(1) Consists of $153 of pledged securities and $466 of cash.
Offsetting of Financial Liabilities and Derivative Liabilities
March 31, 2015
																			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		$	(393	)				$	0					$	(393	)				$	0				$	0					$	(393	)
Foreign currency forwards		(165		)				0						(165		)				0					52						(113		)
Foreign currency options		(15		)				0						(15		)				0					7						(8		)
Interest rate swaptions		(26		)				0						(26		)				0					28						2
Total derivative liabilities,		(599		)				0						(599		)				0					87			(1)			(512		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(2,615		)				0						(2,615		)				2,558					0						(57		)
similar arrangements
Total		$	(3,214	)				$	0					$	(3,214	)				$	2,558				$	87					$	(569	)
(1) Consists entirely of pledged securities.
December 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		$	(318	)				$	0					$	(318	)				$	0				$	0					$	(318	)
Foreign currency forwards		(1,912		)				0						(1,912		)				0					1,439						(473		)
Foreign currency options		(33		)				0						(33		)				0					24						(9		)
Interest rate swaptions		(160		)				0						(160		)				0					158						(2		)
Total derivative liabilities,		(2,423		)				0						(2,423		)				0					1,621			(1)			(802		)
subject to a master
netting arrangement
or offsetting
arrangement
Securities lending and		(2,193		)				0						(2,193		)				2,149					0						(44		)
similar arrangements
Total		$	(4,616	)				$	0					$	(4,616	)				$	2,149				$	1,621					$	(846	)
(1) Consists entirely of pledged securities.
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, 2014.

FAIR_VALUE_MEASUREMENTS

FAIR VALUE MEASUREMENTS	3 Months Ended
	Mar. 31, 2015
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, 2015
	(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		$	18,361					$	495				$	0					$	18,856
	Municipalities		0						1,260					0						1,260
	Mortgage- and asset-backed securities		0						400					221						621
	Public utilities		0						8,218					0						8,218
	Sovereign and supranational		0						1,468					0						1,468
	Banks/financial institutions		0						6,629					26						6,655
	Other corporate		0						30,241					0						30,241
	Total fixed maturities		18,361						48,711					247						67,319
	Perpetual securities:
	Banks/financial institutions		0						2,191					150						2,341
	Other corporate		0						219					0						219
	Total perpetual securities		0						2,410					150						2,560
	Equity securities		19						6					3						28
	Other assets:
	Foreign currency swaps		0						528					109						637
	Foreign currency forwards		0						64					0						64
	Credit default swaps		0						0					1						1
	Interest rate swaps		0						4					0						4
	Total other assets		0						596					110						706
	Other investments		179						0					0						179
	Cash and cash equivalents		4,363						0					0						4,363
	Total assets		$	22,922					$	51,723				$	510					$	75,155
	Liabilities:
	Foreign currency swaps		$	0					$	1				$	392					$	393
	Foreign currency forwards		0						165					0						165
	Foreign currency options		0						15					0						15
	Interest rate swaptions		0						26					0						26
	Total liabilities		$	0					$	207				$	392					$	599
		December 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		$	18,683					$	515				$	0					$	19,198
	Municipalities		0						1,257					0						1,257
	Mortgage- and asset-backed securities		0						379					223						602
	Public utilities		0						7,897					0						7,897
	Sovereign and supranational		0						1,416					0						1,416
	Banks/financial institutions		0						6,572					26						6,598
	Other corporate		0						28,605					0						28,605
	Total fixed maturities		18,683						46,641					249						65,573
	Perpetual securities:
	Banks/financial institutions		0						2,289					149						2,438
	Other corporate		0						231					0						231
	Total perpetual securities		0						2,520					149						2,669
Equity securities		19						6					3						28
Other assets:
Foreign currency swaps		0						640					106						746
Foreign currency forwards		0						56					0						56
Total other assets		0						696					106						802
Other investments		171						0					0						171
Cash and cash equivalents		4,658						0					0						4,658
Total assets		$	23,531					$	49,863				$	507					$	73,901
Liabilities:
Foreign currency swaps		$	0					$	0				$	318					$	318
Foreign currency forwards		0						1,912					0						1,912
Foreign currency options		0						33					0						33
Interest rate swaptions		0						160					0						160
Total liabilities		$	0					$	2,105				$	318					$	2,423
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, 2015
(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		$	20,084				$	22,975				$	0					$	0				$	22,975
Municipalities		346					0					412						0					412
Mortgage and asset-backed		42					0					14						30					44
securities
Public utilities		3,269					0					3,503						0					3,503
Sovereign and		2,564					0					2,791						0					2,791
supranational
Banks/financial institutions		4,947					0					5,054						0					5,054
Other corporate		3,010					0					3,323						0					3,323
Total assets		$	34,262				$	22,975				$	15,097					$	30				$	38,102
Liabilities:
Other policyholders’ funds		$	6,139				$	0				$	0					$	6,005				$	6,005
Notes payable		6,268					0					0						6,924					6,924
(excluding capital leases)
Total liabilities		$	12,407				$	0				$	0					$	12,929				$	12,929
	December 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		$	20,023				$	23,218				$	0					$	0				$	23,218
Municipalities		346					0					417						0					417
Mortgage and asset-backed		43					0					15						31					46
securities
Public utilities		3,342					0					3,603						0					3,603
Sovereign and		2,556					0					2,814						0					2,814
supranational
Banks/financial institutions		4,932					0					5,085						0					5,085
Other corporate		3,000					0					3,314						0					3,314
Total assets		$	34,242				$	23,218				$	15,248					$	31				$	38,497
Liabilities:
Other policyholders’ funds		$	6,031				$	0				$	0					$	5,905				$	5,905
Notes payable		5,268					0					0						5,835					5,835
(excluding capital leases)
Total liabilities		$	11,299				$	0				$	0					$	11,740				$	11,740
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, other investments, 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 public 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-15
(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			$	18,361					$	495				$	0					$	18,856
Total government and agencies			18,361						495					0						18,856
Municipalities:
Third party pricing vendor			0						1,260					0						1,260
Total municipalities			0						1,260					0						1,260
Mortgage- and asset-backed securities:
Third party pricing vendor			0						400					0						400
Broker/other			0						0					221						221
Total mortgage- and asset-backed securities			0						400					221						621
Public utilities:
Third party pricing vendor			0						8,218					0						8,218
Total public utilities			0						8,218					0						8,218
Sovereign and supranational:
Third party pricing vendor			0						1,468					0						1,468
Total sovereign and supranational			0						1,468					0						1,468
Banks/financial institutions:
Third party pricing vendor			0						6,629					0						6,629
Broker/other			0						0					26						26
Total banks/financial institutions			0						6,629					26						6,655
Other corporate:
Third party pricing vendor			0						30,241					0						30,241
Total other corporate			0						30,241					0						30,241
Total fixed maturities			18,361						48,711					247						67,319
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,191					0						2,191
Broker/other			0						0					150						150
Total banks/financial institutions			0						2,191					150						2,341
Other corporate:
Third party pricing vendor			0						219					0						219
Total other corporate			0						219					0						219
Total perpetual securities			0						2,410					150						2,560
Equity securities:
Third party pricing vendor			19						6					0						25
Broker/other			0						0					3						3
Total equity securities			19						6					3						28
Total securities available for sale			$	18,380					$	51,127				$	400					$	69,907
		31-Mar-15
(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			$	22,975					$	0				$	0					$	22,975
Total government and agencies			22,975						0					0						22,975
Municipalities:
Third party pricing vendor			0						412					0						412
Total municipalities			0						412					0						412
Mortgage- and asset-backed securities:
Third party pricing vendor			0						14					0						14
Broker/other			0						0					30						30
Total mortgage- and asset-backed securities			0						14					30						44
Public utilities:
Third party pricing vendor			0						3,503					0						3,503
Total public utilities			0						3,503					0						3,503
Sovereign and supranational:
Third party pricing vendor			0						2,791					0						2,791
Total sovereign and supranational			0						2,791					0						2,791
Banks/financial institutions:
Third party pricing vendor			0						4,804					0						4,804
Broker/other			0						250					0						250
Total banks/financial institutions			0						5,054					0						5,054
Other corporate:
Third party pricing vendor			0						3,296					0						3,296
Broker/other			0						27					0						27
Total other corporate			0						3,323					0						3,323
Total securities held to maturity			$	22,975					$	15,097				$	30					$	38,102
		31-Dec-14
(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			$	18,683					$	515				$	0					$	19,198
Total government and agencies			18,683						515					0						19,198
Municipalities:
Third party pricing vendor			0						1,257					0						1,257
Total municipalities			0						1,257					0						1,257
Mortgage- and asset-backed securities:
Third party pricing vendor			0						379					0						379
Broker/other			0						0					223						223
Total mortgage- and asset-backed securities			0						379					223						602
Public utilities:
Third party pricing vendor			0						7,897					0						7,897
Total public utilities			0						7,897					0						7,897
Sovereign and supranational:
Third party pricing vendor			0						1,416					0						1,416
Total sovereign and supranational			0						1,416					0						1,416
Banks/financial institutions:
Third party pricing vendor			0						6,514					0						6,514
Broker/other			0						58					26						84
Total banks/financial institutions			0						6,572					26						6,598
Other corporate:
Third party pricing vendor			0						28,605					0						28,605
Total other corporate			0						28,605					0						28,605
Total fixed maturities			18,683						46,641					249						65,573
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,289					0						2,289
Broker/other			0						0					149						149
Total banks/financial institutions			0						2,289					149						2,438
Other corporate:
Third party pricing vendor			0						231					0						231
Total other corporate			0						231					0						231
Total perpetual securities			0						2,520					149						2,669
Equity securities:
Third party pricing vendor			19						6					0						25
Broker/other			0						0					3						3
Total equity securities			19						6					3						28
Total securities available for sale			$	18,702					$	49,167				$	401					$	68,270
		31-Dec-14
(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			$	23,218					$	0				$	0					$	23,218
Total government and agencies			23,218						0					0						23,218
Municipalities:
Third party pricing vendor			0						417					0						417
Total municipalities			0						417					0						417
Mortgage- and asset-backed securities:
Third party pricing vendor			0						15					0						15
Broker/other			0						0					31						31
Total mortgage- and asset-backed securities			0						15					31						46
Public utilities:
Third party pricing vendor			0						3,603					0						3,603
Total public utilities			0						3,603					0						3,603
Sovereign and supranational:
Third party pricing vendor			0						2,814					0						2,814
Total sovereign and supranational			0						2,814					0						2,814
Banks/financial institutions:
Third party pricing vendor			0						5,085					0						5,085
Total banks/financial institutions			0						5,085					0						5,085
Other corporate:
Third party pricing vendor			0						3,287					0						3,287
Broker/other			0						27					0						27
Total other corporate			0						3,314					0						3,314
Total securities held to maturity			$	23,218					$	15,248				$	31					$	38,497
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, options, and interest rate swaptions associated with certain fixed-maturity securities; the foreign currency forwards used to hedge certain portions of forecasted yen cash flows; and the foreign currency swaps associated with certain senior notes and our subordinated debentures 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. 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.
Transfers between Hierarchy Levels and Level 3 Rollforward
There were no transfers between Level 1 and 2 for the three-month periods ended March 31, 2015 and 2014.
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-15
	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	$	223			$	0			$	0		$	26			$	0			$	149		$	3	$	0		$	(212	)	$	0		$	189
Realized investment gains (losses) included	0				0				0			0				0				0			0		0			(83		)	1			(82		)
in earnings
Unrealized gains (losses) included in other	(1		)		0				0			0				0				1			0		0			(4		)	0			(4		)
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	(1		)		0				0			0				0				0			0		0			16			0			15
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	$	221			$	0			$	0		$	26			$	0			$	150		$	3	$	0		$	(283	)	$	1		$	118
Changes in unrealized gains (losses) relating	$	0			$	0			$	0		$	0			$	0			$	0		$	0	$	0		$	(83	)	$	1		$	(82	)
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-14
	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	$	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
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, 2015
(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			$	221				Consensus pricing		Offered quotes	N/A	(e)
Banks/financial institutions			26					Consensus pricing		Offered quotes	N/A	(e)
Perpetual securities:
Banks/financial institutions			150					Consensus pricing		Offered quotes	N/A	(e)
Equity securities			3					Net asset value		Offered quotes	$1 - $679 ($6)
Other assets:
Foreign currency swaps			4					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(b)
										Interest rates (JPY)	.58% - 1.36%	(c)
										CDS spreads	20 - 110 bps
										Foreign exchange rates	20.32%	(d)
			105					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(b)
										Interest rates (JPY)	.58% - 1.36%	(c)
										Foreign exchange rates	20.32%	(d)
Credit default swaps			1					Discounted cash flow		Base correlation	59% - 62%	(a)
										CDS spreads	93 bps
										Recovery rate	36.69%
Total assets			$	510
(a) Range of base correlation for our bespoke tranche 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, 2015
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input	Range
											(Weighted Average)
Liabilities:
Foreign currency swaps			$	212				Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
										Interest rates (JPY)	.58% - 1.36%	(b)
										CDS spreads	20 - 110 bps
										Foreign exchange rates	20.32%	(c)
			161					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
										Interest rates (JPY)	.58% - 1.36%	(b)
										CDS spreads	16 - 151 bps
			19					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
										Interest rates (JPY)	.58% - 1.36%	(b)
										Foreign exchange rates	20.32%	(c)
Total liabilities			$	392
(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(c) Based on 10 year volatility of JPY/USD exchange rate
December 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			$	223				Consensus pricing		Offered quotes	N/A	(d)
Banks/financial institutions			26					Consensus pricing		Offered quotes	N/A	(d)
Perpetual securities:
Banks/financial institutions			149					Consensus pricing		Offered quotes	N/A	(d)
Equity securities			3					Net asset value		Offered quotes	$1-$677 ($6)
Other assets:
Foreign currency swaps			8					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
										Interest rates (JPY)	.53% - 1.34%	(b)
										CDS spreads	16 - 105 bps
										Foreign exchange rates	20.50%	(c)
			98					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
										Interest rates (JPY)	.53% - 1.34%	(b)
										Foreign exchange rates	20.50%	(c)
Total assets			$	507
(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(c) Based on 10 year volatility of JPY/USD exchange rate
(d) 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, 2014
(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input	Range
											(Weighted Average)
Liabilities:
Foreign currency swaps			$	176				Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
										Interest rates (JPY)	.53% - 1.34%	(b)
										CDS spreads	16 - 105 bps
										Foreign exchange rates	20.50%	(c)
			111					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
										Interest rates (JPY)	.53% - 1.34%	(b)
										CDS spreads	13 - 145 bps
			31					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
										Interest rates (JPY)	.53% - 1.34%	(b)
										Foreign exchange rates	20.50%	(c)
Total liabilities			$	318
(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
(c) 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.
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, 2014.

REINSURANCE

REINSURANCE	3 Months Ended
	Mar. 31, 2015
Reinsurance Disclosures [Abstract]
REINSURANCE	REINSURANCE
	Effective March 31, 2015, we entered into a coinsurance reinsurance transaction whereby we ceded 30.0% of the sickness hospital benefit of one of Aflac Japan’s closed in-force blocks of business. We recorded the gain related to this transaction as a deferred profit liability on business sold through reinsurance on our consolidated balance sheets. The deferred profit liability of $600 million, as of March 31, 2015, 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 $600 million as of March 31, 2015. As of March 31, 2015, no ceded premiums or claims have been incurred or paid under the transaction.
	Effective October 1, 2014 and September 30, 2013, we entered into coinsurance reinsurance transactions whereby we ceded 16.7% and 33.3%, respectively, of the hospital benefit of one of Aflac Japan’s closed medical in-force blocks of business. We recorded the gain related to these transactions as a deferred profit liability on business sold through reinsurance on our consolidated balance sheets. The deferred profit liability of $684 million, as of March 31, 2015, 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 $707 million as of March 31, 2015.
	Effective December 31, 2014, we entered into a retrocession coinsurance reinsurance transaction whereby we assumed 8.35% of the reinsured hospital benefit of one of Aflac Japan’s closed medical in-force blocks of business through our subsidiary CAIC. The corresponding future policy benefit liability of $3 million, as of March 31, 2015, was included in future policy benefits in the consolidated balance sheet.
	The following table reconciles direct premium income and direct benefits and claims to net amounts after the effect of reinsurance.
	(In millions)	Three Months Ended March 31, 2015				Three Months Ended
						31-Mar-14
	Direct premium income		$	4,514			$	4,933
	Ceded to other companies:
	Ceded Aflac Japan closed blocks		(90		)		(73		)
	Other		(10		)		(9		)
	Assumed from other companies:
	Retrocession activities		15				0
	Other		3				3
	Net premium income		$	4,432			$	4,854
	Direct benefits and claims		$	3,025			$	3,289
	Ceded benefits and change in reserves for future benefits:
	Ceded Aflac Japan closed blocks		(80		)		(64		)
	Other		(7		)		(7		)
	Assumed from other companies:
	Retrocession activities		14				0
	Other		0				2
	Benefits and claims, net		$	2,952			$	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, 2015
Debt Disclosure [Abstract]
NOTES PAYABLE	NOTES PAYABLE
	A summary of notes payable follows:
	(In millions)	March 31, 2015				December 31, 2014
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		653		(1)		653		(1)
	8.50% senior notes due May 2019		850				850
	2.40% senior notes due March 2020		550				0
	4.00% senior notes due February 2022		350		(2)		350		(2)
	3.625% senior notes due June 2023		700				700
	3.625% senior notes due November 2024		749		(2)		749		(2)
	3.25% senior notes due March 2025		448		(2)		0
	6.90% senior notes due December 2039		397		(2)		397		(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)		67				66
	Yen-denominated Samurai notes:
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		131				131
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		83				83
	3.00% loan due August 2015 (principal amount 5 billion yen)		42				41
	Capitalized lease obligations payable through 2022		14				14
	Total notes payable		$	6,282			$	5,282
	(1) Principal amount plus an issuance premium that is being amortized over the life of the notes
	(2) Principal amount net of an issuance discount that is being amortized over the life of the notes
	In March 2015, the Parent Company issued two series of senior notes totaling $1.0 billion through a U.S. public debt offering. The first series, which totaled $550 million, bears interest at a fixed rate of 2.40% per annum, payable semi-annually, and has a five-year maturity. The second series, which totaled $450 million, bears interest at a fixed rate of 3.25% per annum, payable semi-annually, and has a ten-year maturity. We have entered into cross-currency swaps that convert the dollar-denominated principal and interest on the senior notes into yen-denominated obligations which results in lower nominal net interest rates on the debt. By entering into these cross-currency swaps, we economically converted our $550 million liability into a 67.0 billion yen liability and reduced the interest rate on this debt from 2.40% in dollars to .24% in yen, and we economically converted our $450 million liability into a 55.0 billion yen liability and reduced the interest rate on this debt from 3.25% in dollars to .82% in yen.
	In February 2015, the Parent Company and Aflac jointly entered into an uncommitted bank line of credit with a third party that provides for borrowings in the amount of $50 million. Borrowings will bear interest at the rate quoted by the bank and agreed upon at the time of making such loan and will have a three-month maturity period. There are no related facility fees, upfront expenses or financial covenant requirements. Borrowings under this credit agreement may be used for general corporate purposes. As of March 31, 2015, we did not have any borrowings outstanding under our $50 million credit agreement.
	The Parent Company and Aflac have an uncommitted bilateral line of credit that provides for borrowings in the amount of $100 million. Borrowings will bear interest at the rate quoted by the bank and agreed upon at the time of making such loan and will have a three-month maturity period. There are no related facility fees, upfront expense or financial covenant requirements. Borrowings under this credit agreement may be used for general corporate purposes. As of March 31, 2015, we did not have any borrowings outstanding under our $100 million credit agreement. Borrowings under the financing agreement will mature no later than three months after the last drawdown date of October 15, 2015.
	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, 2015, 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 March 29, 2018, or 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 lines of credit at March 31, 2015. No events of default or defaults occurred during the three-month period ended March 31, 2015.
	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, 2014.

SHAREHOLDERS_EQUITY

SHAREHOLDERS' EQUITY	3 Months Ended
	Mar. 31, 2015
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)	2015			2014
	Common stock - issued:
	Balance, beginning of period	668,132			667,046
	Exercise of stock options and issuance of restricted shares	722			574
	Balance, end of period	668,854			667,620
	Treasury stock:
	Balance, beginning of period	225,687			207,633
	Purchases of treasury stock:
	Open market	9,827			6,535
	Other	162			110
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(295	)		(284	)
	Exercise of stock options	(192	)		(281	)
	Other	(106	)		(121	)
	Balance, end of period	235,083			213,592
	Shares outstanding, end of period	433,771			454,028
	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)	2015					2014
	Anti-dilutive share-based awards		1,878					492
	Share Repurchase Program
	During the first three months of 2015, we repurchased 9.8 million shares of our common stock in the open market for $600 million as part of our 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. As of March 31, 2015, a remaining balance of 19.7 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-15
	(In millions)	Unrealized Foreign						Unrealized				Unrealized				Pension				Total
		Currency Translation						Gains (Losses)				Gains (Losses)				Liability
		Gains (Losses)						on Investment Securities				on Derivatives				Adjustment
	Balance, beginning of period		$	(2,541	)				$	4,672			$	(26	)		$	(126	)		$	1,979
	Other comprehensive		1						386				(2		)		0				385
	income before
	reclassification
	Amounts reclassified from		0						(32		)		0				0				(32		)
	accumulated other
	comprehensive income
	Net current-period other		1						354				(2		)		0				353
	comprehensive
	income
	Balance, end of period		$	(2,540	)				$	5,026			$	(28	)		$	(126	)		$	2,332
	All amounts in the table above are net of tax.
	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.
	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-15
Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
						Statements of Earnings
Unrealized gains (losses) on available-for-sale		$	56			Sales and redemptions
securities
		(6		)		Other-than-temporary impairment
						losses realized
		50				Total before tax
		(18		)		Tax (expense) or benefit(1)
		$	32			Net of tax
Amortization of defined benefit pension items:
Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(2)
Prior service (cost) credit		4				Acquisition and operating expenses(2)
		0				Tax (expense) or benefit(1)
		$	0			Net of tax
Total reclassifications for the period		$	32			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 March 31, 2014
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) credit		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).

SHAREBASED_COMPENSATION

SHARE-BASED COMPENSATION	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
SHARE-BASED COMPENSATION	SHARE-BASED COMPENSATION
	As of March 31, 2015, 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, 2015, approximately 10.1 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, 2015.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		9,388		4.8		$	131		$	50.04
	Exercisable		7,349		3.6		118			47.94
	We received cash from the exercise of stock options in the amount of $22 million during the first three months of 2015, compared with $18 million in the first three months of 2014. The tax benefit realized as a result of stock option exercises and restricted stock releases was $15 million in the first three months of 2015, compared with $11 million in the first three months of 2014.
	As of March 31, 2015, total compensation cost not yet recognized in our financial statements related to restricted stock awards was $64 million, of which $26 million (780 thousand shares) was related to restricted stock awards with a performance-based vesting condition. We expect to recognize these amounts over a weighted-average period of approximately 1.8 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, 2014.

BENEFIT_PLANS

BENEFIT PLANS	3 Months Ended
	Mar. 31, 2015
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. Effective October 1, 2013, the U.S. tax-qualified defined benefit plan was frozen to new employees hired on or after October 1, 2013 and to employees rehired on or after October 1, 2013. U.S. employees who are not participants in the defined benefit plan receive a nonelective 401(k) employer contribution. Additionally, effective January 1, 2015, the U.S. non-qualified supplemental retirement plan was frozen to new participants.
	We provide certain health care benefits for eligible U.S. retired employees, their beneficiaries and covered dependents ("other postretirement benefits"). The health care plan is contributory and unfunded. 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)	2015				2014				2015				2014				2015				2014
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	4			$	6			$	5			$	0			$	0
	Interest cost		2				2				8				7				1				0
	Expected return on plan		(1		)		(1		)		(6		)		(5		)		0				0
	assets
	Amortization of net actuarial		0				0				4				3				0				1
	loss
	Amortization of prior service		0				0				0				0				(4		)		(4		)
	cost (credit)
	Net periodic (benefit) cost		$	5			$	5			$	12			$	10			$	(3	)		$	(3	)
	During the three months ended March 31, 2015, Aflac Japan contributed approximately $5 million (using the weighted-average yen/dollar exchange rate for the three-month period ending March 31, 2015) 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, 2014.

COMMITMENTS_AND_CONTINGENT_LIA

COMMITMENTS AND CONTINGENT LIABILITIES	3 Months Ended
	Mar. 31, 2015
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, 2015
Subsequent Events [Abstract]
SUBSEQUENT EVENTS	SUBSEQUENT EVENTS
	Effective April 1, 2015, we entered into a retrocession coinsurance reinsurance transaction whereby we assumed 90.0% of the reinsured sickness hospital benefit of one of Aflac Japan’s closed in-force blocks of business through our subsidiary CAIC. This business was originally ceded on March 31, 2015 as described in Note 6.
	In April 2015, the Parent Company used the proceeds from the March 2015 issuance of its fixed-rate senior notes to redeem $850 million of our 8.50% fixed-rate senior notes due May 2019 and to pay a portion of the corresponding $230 million make-whole premium due to the investors of these notes.

SUMMARY_OF_SIGNIFICANT_ACCOUNT1

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Policies)	3 Months Ended
	Mar. 31, 2015
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 70% and 75% of the Company's total revenues in the three-month periods ended March 31, 2015, and 2014, respectively. The percentage of the Company's total assets attributable to Aflac Japan was 82% at March 31, 2015 and December 31, 2014.
	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, 2015 and December 31, 2014, the consolidated statements of earnings, comprehensive income (loss), shareholder's equity and cash flows for the three-month periods ended March 31, 2015 and 2014. 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, 2014.
Recently Adopted Accounting Pronouncements	Recently Adopted Accounting Pronouncements
	Income Statement - Extraordinary and Unusual Items - Simplifying income statement presentation by eliminating the concept of extraordinary items: In January 2015, the FASB issued updated guidance that eliminates from GAAP the concept of extraordinary items. Although the amendments will eliminate the requirements for reporting entities to consider whether an underlying event or transaction is extraordinary, the presentation and disclosure guidance for items that are unusual in nature or occur infrequently will be retained and will be expanded to include items that are both unusual in nature and infrequently occurring. The amendments in this updated guidance are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Early adoption is permitted provided that the guidance is applied from the beginning of the fiscal year of adoption. We adopted this guidance as of January 1, 2015. The adoption of this guidance did not have a significant impact on our financial position or results of operations.
	Transfers and Servicing, Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures: In June 2014, the FASB issued updated guidance for repurchase agreement and security lending transactions to change the accounting for repurchase-to-maturity transactions and linked repurchase financings to be accounted for as secured borrowings, consistent with the accounting for other repurchase agreements. The amendments also require new disclosures to increase transparency about the types of collateral pledged in repurchase agreements and similar transactions accounted for as secured borrowings. We adopted accounting changes for the new guidance as of January 1, 2015. The adoption of this guidance did not have a significant impact on our financial position or results of operations. However, the disclosures in the new guidance are required and will be presented for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015.
Description of Accounting Pronouncements Pending Adoption	Accounting Pronouncements Pending Adoption
	Interest - Imputation of Interest - Simplifying the presentation of debt issuance costs: In April 2015, FASB issued updated guidance to simplify presentation of debt issuance costs. The updated guidance requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuance costs are not affected by this amendment. The amendment is effective for annual periods and interim periods beginning after December 15, 2015. Early adoption is permitted. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Consolidation - Amendments to the consolidation analysis: In February 2015, the FASB issued updated guidance that affect evaluation of whether limited partnerships and similar legal entities (limited liability corporations and securitization structures, etc.) are variable interest entities (VIEs), evaluation of whether fees paid to a decision maker or a service provider are a variable interest, and evaluation of the effect of fee arrangements and the effect of related parties on the determination of the primary beneficiary under the VIE model for consolidation. The updated guidance eliminates the presumption that a general partner should consolidate a limited partnership. Limited partnership and similar legal entities that provide partners with either substantive kick-out rights or substantive participating rights (representing the partners’ controlling financial interest in the entity) over the general partner will now be evaluated under the voting interest model rather than the VIE model for consolidation. In regard to the fees paid to a decision maker or a service provider, the updated guidance eliminates three of the six criteria that an entity’s decision makers or service providers must meet for them to conclude that the fees do not represent a variable interest in that entity and, thus, should be excluded from the assessment for determining the primary beneficiary. Finally, in situations where no single party has a controlling financial interest in a VIE, the related party relationships under common control should be considered in their entirety in determining whether that common control group has a controlling financial interest in the VIE. However, if substantially all of the activities of the VIE are conducted on behalf of a single variable interest holder (excluding the decision maker) in a related party group that has the characteristics of a primary beneficiary, that single variable interest holder must consolidate the VIE as the primary beneficiary. The amendments in the updated guidance are effective for fiscal years beginning after December 15, 2016, and for interim periods within fiscal years beginning after December 15, 2017. Early application is permitted, including adoption in an interim period. We are evaluating whether the adoption of this guidance will have an impact on our financial position, results of operations or disclosures.
	Derivatives and Hedging - Determining whether the host contract in a hybrid financial instrument issued in the form of a share is more akin to debt or equity: In November 2014, the FASB issued guidance to clarify how to evaluate the economic characteristics and risks of a host contract in a hybrid financial instrument that is issued in the form of a share. The guidance also clarifies that an entity should assess the substance of the relevant terms and features when considering how to weight those terms and features. The guidance is effective for annual periods and interim periods beginning after December 15, 2015. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Presentation of Financial Statements - Going Concern - Disclosure of uncertainties about an entity’s ability to continue as a going concern: In August 2014, the FASB issued this amendment that provides U.S. GAAP guidance on management’s responsibility in evaluating whether there is substantial doubt about a company’s ability to continue as a going concern and about related footnote disclosures. For each reporting period, management will be required to evaluate whether there are conditions or events that raise substantial doubt about a company’s ability to continue as a going concern within one year from the date the financial statements are issued. The amendment is effective for annual periods ending after December 15, 2016, and interim periods within annual periods beginning after December 15, 2016. Early application is permitted for annual or interim reporting periods for which the financial statements have not previously been issued. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Compensation - Stock Compensation - Accounting for share-based payments when the terms of an award provide that a performance target could be achieved after the requisite service period: In June 2014, the FASB issued this amendment that provides guidance on certain share-based payment awards that require a specific performance target that affects vesting and that could be achieved after the requisite service period be treated as a performance condition. A reporting entity should apply existing guidance to awards with performance conditions that affect vesting to account for such awards. The performance target should not be reflected in estimating the grant-date fair value of the award. Compensation cost should be recognized in the period in which it becomes probable that the performance target will be achieved and should represent the compensation cost attributable to the period(s) for which the requisite service has already been rendered. If the performance target becomes probable of being achieved before the end of the requisite service period, the remaining unrecognized compensation cost should be recognized prospectively over the remaining requisite service period. The total amount of compensation cost recognized during and after the requisite service period should reflect the number of awards that are expected to vest and should be adjusted to reflect those awards that ultimately vest. The requisite service period ends when the employee can cease rendering service and still be eligible to vest in the award if the performance target is achieved. The guidance is effective for annual periods and interim periods within those annual periods beginning after December 15, 2015. Early adoption is permitted. The adoption of this guidance will not have a significant impact on our financial position or results of operations.
	Revenue from contracts with customers: In May 2014, the FASB issued updated guidance that affects any entity that either enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards (e.g., insurance contracts or lease contracts). The core principle of the guidance is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The amendments are effective for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. Early application is not permitted. 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, 2015
Segment Reporting [Abstract]
Reconciliation of Revenue from Segments to Consolidated
			Three Months Ended March 31,
	(In millions)		2015				2014
	Revenues:
	Aflac Japan:
	Net earned premiums		$	3,078			$	3,560
	Net investment income		613				663
	Other income		8				8
	Total Aflac Japan		3,699				4,231
	Aflac U.S.:
	Net earned premiums		1,339				1,294
	Net investment income		166				161
	Other income		3				0
	Total Aflac U.S.		1,508				1,455
	Other business segments		26				12
	Total business segment revenues		5,233				5,698
	Realized investment gains (losses)		(4		)	(1)	(56		)	(1)
	Corporate		97				78
	Intercompany eliminations		(82		)		(71		)
	Other non-operating income (loss)		(18		)		(9		)
	Total revenues		$	5,226			$	5,640
	(1) Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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)		2015				2014
	Pretax earnings:
	Aflac Japan		$	819			$	933
	Aflac U.S.		285				303
	Other business segments		1				0
	Total business segment pretax operating earnings		1,105				1,236
	Interest expense, noninsurance operations		(49		)		(50		)
	Corporate and eliminations		(21		)		(17		)
	Pretax operating earnings		1,035				1,169
	Realized investment gains (losses)		(4		)	(1)	(56		)	(1)
	Other non-operating income (loss)		(18		)		(9		)
	Total earnings before income taxes		$	1,013			$	1,104
	Income taxes applicable to pretax operating earnings		$	357			$	395
	Effect of foreign currency translation on operating earnings		(58		)		(48		)
	(1) Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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,
		2015						2014
	Assets:
	Aflac Japan		$	99,102					$	98,525
	Aflac U.S.		18,770						18,383
	Other business segments		144						128
	Total business segment assets		118,016						117,036
	Corporate		25,736						24,636
	Intercompany eliminations		(22,351		)				(21,905		)
	Total assets		$	121,401					$	119,767

INVESTMENTS_Tables

INVESTMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities
		December 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		$	17,341					$	1,740					$	0					$	19,081
	Municipalities		88						9						0						97
	Mortgage- and asset-backed securities		351						35						0						386
	Public utilities		1,691						226						5						1,912
	Sovereign and supranational		799						163						0						962
	Banks/financial institutions		2,752						325						189						2,888
	Other corporate		3,479						531						48						3,962
	Total yen-denominated		26,501						3,029						242						29,288
	Dollar-denominated:
	U.S. government and agencies		100						17						0						117
	Municipalities		961						201						2						1,160
	Mortgage- and asset-backed securities		185						31						0						216
	Public utilities		5,061						960						36						5,985
	Sovereign and supranational		343						111						0						454
	Banks/financial institutions		2,943						775						8						3,710
	Other corporate		22,291						2,682						330						24,643
	Total dollar-denominated		31,884						4,777						376						36,285
	Total fixed maturities		58,385						7,806						618						65,573
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,132						223						92						2,263
	Other corporate		183						48						0						231
	Dollar-denominated:
	Banks/financial institutions		125						50						0						175
	Total perpetual securities		2,440						321						92						2,669
	Equity securities		19						9						0						28
	Total securities available for sale		$	60,844					$	8,136					$	710					$	68,270
	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, 2015
	(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		$	17,230					$	1,509					$	0					$	18,739
	Municipalities		88						7						0						95
	Mortgage- and asset-backed securities		344						33						0						377
	Public utilities		1,707						261						0						1,968
	Sovereign and supranational		794						218						0						1,012
	Banks/financial institutions		2,693						321						190						2,824
	Other corporate		3,515						589						37						4,067
	Total yen-denominated		26,371						2,938						227						29,082
	Dollar-denominated:
	U.S. government and agencies		101						16						0						117
	Municipalities		962						206						3						1,165
	Mortgage- and asset-backed securities		213						31						0						244
	Public utilities		5,211						1,062						23						6,250
	Sovereign and supranational		340						116						0						456
	Banks/financial institutions		3,001						835						5						3,831
	Other corporate		23,410						3,002						238						26,174
	Total dollar-denominated		33,238						5,268						269						38,237
	Total fixed maturities		59,609						8,206						496						67,319
	Perpetual securities:
	Yen-denominated:
	Banks/financial institutions		2,014						249						84						2,179
Other corporate		183						36						0						219
Dollar-denominated:
Banks/financial institutions		112						51						1						162
Total perpetual securities		2,309						336						85						2,560
Equity securities		19						9						0						28
Total securities available for sale		$	61,937					$	8,551					$	581					$	69,907
Held-to-maturity Securities
		March 31, 2015
	(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		$	20,084					$	2,891					$	0					$	22,975
	Municipalities		346						66						0						412
	Mortgage- and asset-backed securities		42						2						0						44
	Public utilities		3,269						263						29						3,503
	Sovereign and supranational		2,564						235						8						2,791
	Banks/financial institutions		4,947						193						86						5,054
	Other corporate		3,010						328						15						3,323
	Total yen-denominated		34,262						3,978						138						38,102
	Total securities held to maturity		$	34,262					$	3,978					$	138					$	38,102
		December 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		$	20,023					$	3,195					$	0					$	23,218
	Municipalities		346						71						0						417
	Mortgage- and asset-backed securities		43						3						0						46
	Public utilities		3,342						281						20						3,603
	Sovereign and supranational		2,556						272						14						2,814
	Banks/financial institutions		4,932						231						78						5,085
	Other corporate		3,000						326						12						3,314
	Total yen-denominated		34,242						4,379						124						38,497
	Total securities held to maturity		$	34,242					$	4,379					$	124					$	38,497
Investments Classified by Contractual Maturity Date	The contractual maturities of our investments in fixed maturities at March 31, 2015, 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		$	311					$	339					$	65					$	68
	Due after one year through five years		2,173						2,539						626						725
	Due after five years through 10 years		10,658						11,346						1,666						1,803
	Due after 10 years		34,092						38,783						9,108						10,721
	Mortgage- and asset-backed securities		397						451						37						46
	Total fixed maturities available for sale		$	47,631					$	53,458					$	11,502					$	13,363
	Held to maturity:
	Due in one year or less		$	109					$	114					$	0					$	0
	Due after one year through five years		1,374						1,472						0						0
	Due after five years through 10 years		2,151						2,341						0						0
	Due after 10 years		30,587						34,131						0						0
	Mortgage- and asset-backed securities		41						44						0						0
	Total fixed maturities held to maturity		$	34,262					$	38,102					$	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, 2015, were as follows:
		Aflac Japan												Aflac U.S.
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Due in one year or less		$	182					$	172					$	5					$	5
	Due after one year through five years		626						679						0						0
	Due after 10 years		1,458						1,648						38						56
	Total perpetual securities available for sale		$	2,266					$	2,499					$	43					$	61
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, 2015											December 31, 2014
		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		$	10,641					11	%				$	10,627					11	%
	Fair value		11,709						11					11,683						11
	Perpetual securities:
	Upper Tier II:
	Amortized cost		$	1,434					1	%				$	1,554					2	%
	Fair value		1,555						1					1,645						1
	Tier I:
	Amortized cost		692						1					703						1
	Fair value		786						1					793						1
	Total:
	Amortized cost		$	12,767					13	%				$	12,884					14	%
	Fair value		14,050						13					14,121						13
Gain (Loss) on Investments	Information regarding pretax realized gains and losses from investments is as follows:
			Three Months Ended March 31,
	(In millions)		2015				2014
	Realized investment gains (losses) on securities:
	Fixed maturities:
	Available for sale:
	Gross gains from sales		$	49			$	35
	Gross losses from sales		0				(1		)
	Net gains (losses) from redemptions		19				7
	Other-than-temporary impairment losses		(6		)		(3		)
	Total fixed maturities		62				38
	Derivatives and other:
	Derivative gains (losses)		(49		)		(83		)
	Other		0				(1		)
	Total derivatives and other		(49		)		(84		)
	Total realized investment gains (losses)		$	13			$	(46	)
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)		2015				2014
	Corporate bonds		$	2			$	3
	Bank/financial institution bonds		4				0
	Total other-than-temporary impairment losses realized (1)		$	6			$	3
	(1) Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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-15						December 31,
								2014
	Unrealized gains (losses) on securities available for sale		$	7,970					$	7,426
	Deferred income taxes		(2,944		)				(2,754		)
	Shareholders’ equity, unrealized gains (losses) on investment securities		$	5,026					$	4,672
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, 2015
		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:
	Municipalities:
	Dollar-denominated		$	73					$	3					$	51					$	3				$	22				$	0
	Public utilities:
	Dollar-denominated		795						23						404						9					391					14
	Yen-denominated		761						29						421						11					340					18
	Sovereign and supranational:
	Yen-denominated		366						8						166						0					200					8
	Banks/financial institutions:
	Dollar-denominated		115						5						115						5					0					0
	Yen-denominated		2,324						276						1,107						16					1,217					260
	Other corporate:
	Dollar-denominated		4,701						238						2,278						88					2,423					150
	Yen-denominated		998						52						124						3					874					49
	Total fixed maturities		10,133						634						4,666						135					5,467					499
	Perpetual securities:
	Dollar-denominated		6						1						0						0					6					1
	Yen-denominated		719						84						122						3					597					81
	Total perpetual securities		725						85						122						3					603					82
	Total		$	10,858					$	719					$	4,788					$	138				$	6,070				$	581
		December 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:
	Municipalities:
	Dollar-denominated		$	75					$	2					$	53					$	1				$	22				$	1
	Public utilities:
	Dollar-denominated		1,001						36						164						7					837					29
	Yen-denominated		805						25						98						1					707					24
	Sovereign and supranational:
	Yen-denominated		359						14						0						0					359					14
	Banks/financial institutions:
	Dollar-denominated		205						8						53						5					152					3
	Yen-denominated		1,828						267						166						0					1,662					267
	Other corporate:
	Dollar-denominated		8,072						330						1,901						62					6,171					268
	Yen-denominated		1,151						60						122						2					1,029					58
	Total fixed maturities		13,496						742						2,557						78					10,939					664
	Perpetual securities:
	Yen-denominated		783						92						194						5					589					87
	Total perpetual securities		783						92						194						5					589					87
	Total		$	14,279					$	834					$	2,751					$	83				$	11,528				$	751
Investments in Unrealized Loss Position	The following table provides more information on our unrealized loss positions.
			March 31, 2015												December 31, 2014
	(In millions)	Investments				Gross				Gross				Investments				Gross				Gross
		in an Unrealized				Unrealized				Unrealized				in an Unrealized				Unrealized				Unrealized
		Loss Position				Losses				Losses that are Investment Grade				Loss Position				Losses				Losses that are Investment Grade
	Fixed Maturities:
	Public utilities		14	%			7	%			96	%			13	%			7	%			100	%
	Sovereign and		3				1				100				3				2				100
	supranational
	Banks/financial		23				39				33				14				33				31
	institutions
	Other corporate		53				41				83				65				47				88
	Total fixed		93	%			88	%							95	%			89	%
	maturities
	Perpetual securities		7				12				100				5				11				100
	Total		100	%			100	%							100	%			100	%
Securities Lending	The following table presents our security loans outstanding and the corresponding collateral held:
	(In millions)	31-Mar-15						December 31, 2014
	Security loans outstanding, fair value		$	2,558					$	2,149
	Cash collateral on loaned securities		2,615						2,193
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, 2015												December 31, 2014
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	3,511					$	4,667					$	3,020					$	4,166
	Perpetual securities, available for sale		406						432						405						429
	Fixed maturities, held to maturity		83						83						83						84
	Other assets		110						110						106						106
	Total assets of consolidated VIEs		$	4,110					$	5,292					$	3,614					$	4,785
	Liabilities:
	Other liabilities		$	392					$	392					$	318					$	318
	Total liabilities of consolidated VIEs		$	392					$	392					$	318					$	318
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, 2015												December 31, 2014
	(In millions)	Amortized						Fair						Amortized						Fair
		Cost						Value						Cost						Value
	Assets:
	Fixed maturities, available for sale		$	6,159					$	7,089					$	6,104					$	6,937
	Perpetual securities, available for sale		312						324						324						330
	Fixed maturities, held to maturity		2,488						2,736						2,564						2,829
	Total investments in VIEs not consolidated		$	8,959					$	10,149					$	8,992					$	10,096
Perpetual securities:
Schedule of Available-for-sale Securities Reconciliation	Details of our holdings of perpetual securities were as follows:
	Perpetual Securities
				March 31, 2015																		December 31, 2014
	(In millions)	Credit		Amortized						Fair						Unrealized						Amortized					Fair					Unrealized
		Rating		Cost						Value						Gain (Loss)						Cost					Value					Gain (Loss)
	Upper Tier II:
		A			$	61					$	88					$	27					$	61				$	87				$	26
		BBB			1,209						1,235						26						1,330					1,333					3
		BB or lower			164						232						68						163					225					62
	Total Upper Tier II				1,434						1,555						121						1,554					1,645					91
	Tier I:
		BBB			521						561						40						519					556					37
		BB or lower			171						225						54						184					237					53
	Total Tier I				692						786						94						703					793					90
	Other subordinated
	- non-banks:
		BB or lower			183						219						36						183					231					48
	Total				$	2,309					$	2,560					$	251					$	2,440				$	2,669				$	229

DERIVATIVE_INSTRUMENTS_Tables

DERIVATIVE INSTRUMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
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, 2015															December 31, 2014
	(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		$	1,220				$	41				$	(51	)			$	1,098				$	39				$	(36	)
	A		22,178					665					(548		)			22,564					763					(2,387		)
	Total		$	23,398				$	706				$	(599	)			$	23,662				$	802				$	(2,423	)
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, 2015
	(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					$	(19	)				$	0					$	(19	)
	Total cash flow hedges		75						(19		)				0						(19		)
	Fair value hedges:
	Foreign currency forwards		13,068						(150		)				14						(164		)
	Foreign currency options		750						(15		)				0						(15		)
	Interest rate swaptions		470						(26		)				0						(26		)
	Total fair value hedges		14,288						(191		)				14						(205		)
	Net investment hedge:
	Foreign currency forwards		1,311						49						50						(1		)
	Total net investment hedge		1,311						49						50						(1		)
	Non-qualifying strategies:
	Foreign currency swaps		6,602						263						637						(374		)
	Credit default swaps		83						1						1						0
	Interest rate swaps		1,039						4						4						0
	Total non-qualifying strategies		7,724						268						642						(374		)
	Total derivatives		$	23,398					$	107					$	706					$	(599	)
	Balance Sheet Location
	Other assets		$	8,388					$	706					$	706					$	0
	Other liabilities		15,010						(599		)				0						(599		)
	Total derivatives		$	23,398					$	107					$	706					$	(599	)
			December 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					$	(15	)				$	0					$	(15	)
	Total cash flow hedges		75						(15		)				0						(15		)
	Fair value hedges:
	Foreign currency forwards		12,388						(1,791		)				0						(1,791		)
	Foreign currency options		697						(32		)				0						(32		)
	Interest rate swaptions		2,502						(159		)				0						(159		)
	Total fair value hedges		15,587						(1,982		)				0						(1,982		)
	Net investment hedge:
	Foreign currency forwards		1,307						54						56						(2		)
	Total net investment hedge		1,307						54						56						(2		)
	Non-qualifying strategies:
	Foreign currency swaps		5,765						443						746						(303		)
	Foreign currency forwards		784						(119		)				0						(119		)
	Foreign currency options		53						(1		)				0						(1		)
	Credit default swaps		83						0						0						0
	Interest rate swaptions		8						(1		)				0						(1		)
	Total non-qualifying strategies		6,693						322						746						(424		)
	Total derivatives		$	23,662					$	(1,621	)				$	802					$	(2,423	)
	Balance Sheet Location
	Other assets		$	6,531					$	802					$	802					$	0
	Other liabilities		17,131						(2,423		)				0						(2,423		)
	Total derivatives		$	23,662					$	(1,621	)				$	802					$	(2,423	)
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, 2015:
	Foreign currency	Fixed-maturity securities		$	37			$	(15	)		$	52			$	(39	)		$	13
	forwards
	Foreign currency	Fixed-maturity securities		2				3				(1		)		1				0
	options
	Interest rate	Fixed-maturity securities		(91		)		19				(110		)		94				(16		)
	swaptions
	Three Months Ended March 31, 2014:
	Foreign currency forwards	Fixed-maturity securities		$	264			$	(10	)		$	274			$	(269	)		$	5
	Interest rate	Fixed-maturity securities		(23		)		(22		)		(1		)		1				0
	swaptions
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,
		2015										2014
	(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		$	0				$	(4	)			$	(1	)			$	(1	)
	Total cash flow hedges		0					(4		)			(1		)			(1		)
	Fair value hedges:
	Foreign currency forwards(2)		(2		)			0					(5		)			0
	Foreign currency options (2)		3					0					0					0
	Interest rate swaptions(2)		3					0					(22		)			0
	Total fair value hedges		4					0					(27		)			0
	Net investment hedge:
	Non-derivative hedging instruments		0					(1		)			0					(17		)
	Foreign currency forwards		0					2					0					(6		)
	Foreign currency options		0					0					0					(1		)
	Total net investment hedge		0					1					0					(24		)
	Non-qualifying strategies:
	Foreign currency swaps		(57		)			0					(20		)			0
	Credit default swaps		1					0					2					0
	Interest rate swaps		3					0					(1		)			0
	Futures		0					0					(36		)			0
	Total non- qualifying strategies		(53		)			0					(55		)			0
	Total		$	(49	)			$	(3	)			$	(83	)			$	(25	)
	(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, 2015
																				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		$	637					$	0					$	637					$	0				$	(507	)				$	130
	Foreign currency forwards		64						0						64						0					(45		)				19
	Credit default swaps		1						0						1						0					0						1
	Interest rate swaps		4						0						4						0					0						4
	Total derivative assets,		706						0						706						0					(552		)	(1)			154
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		2,558						0						2,558						0					(2,558		)				0
	similar arrangements
	Total		$	3,264					$	0					$	3,264					$	0				$	(3,110	)				$	154
	(1) Consists entirely of cash.
	December 31, 2014
																				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		$	746					$	0					$	746					$	0				$	(568	)				$	178
	Foreign currency forwards		56						0						56						0					(51		)				5
	Total derivative assets,		802						0						802						0					(619		)	(1)			183
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		2,149						0						2,149						0					(2,149		)				0
	similar arrangements
	Total		$	2,951					$	0					$	2,951					$	0				$	(2,768	)				$	183
	(1) Consists of $153 of pledged securities and $466 of cash.
Offsetting Liabilities	Offsetting of Financial Liabilities and Derivative Liabilities
	March 31, 2015
																				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		$	(393	)				$	0					$	(393	)				$	0				$	0					$	(393	)
	Foreign currency forwards		(165		)				0						(165		)				0					52						(113		)
	Foreign currency options		(15		)				0						(15		)				0					7						(8		)
	Interest rate swaptions		(26		)				0						(26		)				0					28						2
	Total derivative liabilities,		(599		)				0						(599		)				0					87			(1)			(512		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(2,615		)				0						(2,615		)				2,558					0						(57		)
	similar arrangements
	Total		$	(3,214	)				$	0					$	(3,214	)				$	2,558				$	87					$	(569	)
	(1) Consists entirely of pledged securities.
	December 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		$	(318	)				$	0					$	(318	)				$	0				$	0					$	(318	)
	Foreign currency forwards		(1,912		)				0						(1,912		)				0					1,439						(473		)
	Foreign currency options		(33		)				0						(33		)				0					24						(9		)
	Interest rate swaptions		(160		)				0						(160		)				0					158						(2		)
	Total derivative liabilities,		(2,423		)				0						(2,423		)				0					1,621			(1)			(802		)
	subject to a master
	netting arrangement
	or offsetting
	arrangement
	Securities lending and		(2,193		)				0						(2,193		)				2,149					0						(44		)
	similar arrangements
	Total		$	(4,616	)				$	0					$	(4,616	)				$	2,149				$	1,621					$	(846	)
	(1) Consists entirely of pledged securities.

FAIR_VALUE_MEASUREMENTS_Tables

FAIR VALUE MEASUREMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
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, 2015
	(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		$	18,361					$	495				$	0					$	18,856
	Municipalities		0						1,260					0						1,260
	Mortgage- and asset-backed securities		0						400					221						621
	Public utilities		0						8,218					0						8,218
	Sovereign and supranational		0						1,468					0						1,468
	Banks/financial institutions		0						6,629					26						6,655
	Other corporate		0						30,241					0						30,241
	Total fixed maturities		18,361						48,711					247						67,319
	Perpetual securities:
	Banks/financial institutions		0						2,191					150						2,341
	Other corporate		0						219					0						219
	Total perpetual securities		0						2,410					150						2,560
	Equity securities		19						6					3						28
	Other assets:
	Foreign currency swaps		0						528					109						637
	Foreign currency forwards		0						64					0						64
	Credit default swaps		0						0					1						1
	Interest rate swaps		0						4					0						4
	Total other assets		0						596					110						706
	Other investments		179						0					0						179
	Cash and cash equivalents		4,363						0					0						4,363
	Total assets		$	22,922					$	51,723				$	510					$	75,155
	Liabilities:
	Foreign currency swaps		$	0					$	1				$	392					$	393
	Foreign currency forwards		0						165					0						165
	Foreign currency options		0						15					0						15
	Interest rate swaptions		0						26					0						26
	Total liabilities		$	0					$	207				$	392					$	599
		December 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		$	18,683					$	515				$	0					$	19,198
	Municipalities		0						1,257					0						1,257
	Mortgage- and asset-backed securities		0						379					223						602
	Public utilities		0						7,897					0						7,897
	Sovereign and supranational		0						1,416					0						1,416
	Banks/financial institutions		0						6,572					26						6,598
	Other corporate		0						28,605					0						28,605
	Total fixed maturities		18,683						46,641					249						65,573
	Perpetual securities:
	Banks/financial institutions		0						2,289					149						2,438
	Other corporate		0						231					0						231
	Total perpetual securities		0						2,520					149						2,669
	Equity securities		19						6					3						28
	Other assets:
	Foreign currency swaps		0						640					106						746
Foreign currency forwards		0						56					0						56
Total other assets		0						696					106						802
Other investments		171						0					0						171
Cash and cash equivalents		4,658						0					0						4,658
Total assets		$	23,531					$	49,863				$	507					$	73,901
Liabilities:
Foreign currency swaps		$	0					$	0				$	318					$	318
Foreign currency forwards		0						1,912					0						1,912
Foreign currency options		0						33					0						33
Interest rate swaptions		0						160					0						160
Total liabilities		$	0					$	2,105				$	318					$	2,423
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, 2015
	(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		$	20,084				$	22,975				$	0					$	0				$	22,975
	Municipalities		346					0					412						0					412
	Mortgage and asset-backed		42					0					14						30					44
	securities
	Public utilities		3,269					0					3,503						0					3,503
	Sovereign and		2,564					0					2,791						0					2,791
	supranational
	Banks/financial institutions		4,947					0					5,054						0					5,054
	Other corporate		3,010					0					3,323						0					3,323
	Total assets		$	34,262				$	22,975				$	15,097					$	30				$	38,102
	Liabilities:
	Other policyholders’ funds		$	6,139				$	0				$	0					$	6,005				$	6,005
	Notes payable		6,268					0					0						6,924					6,924
	(excluding capital leases)
	Total liabilities		$	12,407				$	0				$	0					$	12,929				$	12,929
		December 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		$	20,023				$	23,218				$	0					$	0				$	23,218
	Municipalities		346					0					417						0					417
	Mortgage and asset-backed		43					0					15						31					46
	securities
	Public utilities		3,342					0					3,603						0					3,603
	Sovereign and		2,556					0					2,814						0					2,814
	supranational
	Banks/financial institutions		4,932					0					5,085						0					5,085
	Other corporate		3,000					0					3,314						0					3,314
	Total assets		$	34,242				$	23,218				$	15,248					$	31				$	38,497
	Liabilities:
	Other policyholders’ funds		$	6,031				$	0				$	0					$	5,905				$	5,905
	Notes payable		5,268					0					0						5,835					5,835
	(excluding capital leases)
	Total liabilities		$	11,299				$	0				$	0					$	11,740				$	11,740
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-15
	(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			$	18,361					$	495				$	0					$	18,856
	Total government and agencies			18,361						495					0						18,856
	Municipalities:
	Third party pricing vendor			0						1,260					0						1,260
	Total municipalities			0						1,260					0						1,260
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						400					0						400
	Broker/other			0						0					221						221
	Total mortgage- and asset-backed securities			0						400					221						621
	Public utilities:
	Third party pricing vendor			0						8,218					0						8,218
	Total public utilities			0						8,218					0						8,218
	Sovereign and supranational:
	Third party pricing vendor			0						1,468					0						1,468
	Total sovereign and supranational			0						1,468					0						1,468
	Banks/financial institutions:
	Third party pricing vendor			0						6,629					0						6,629
	Broker/other			0						0					26						26
	Total banks/financial institutions			0						6,629					26						6,655
	Other corporate:
	Third party pricing vendor			0						30,241					0						30,241
	Total other corporate			0						30,241					0						30,241
	Total fixed maturities			18,361						48,711					247						67,319
	Perpetual securities:
	Banks/financial institutions:
	Third party pricing vendor			0						2,191					0						2,191
	Broker/other			0						0					150						150
	Total banks/financial institutions			0						2,191					150						2,341
	Other corporate:
	Third party pricing vendor			0						219					0						219
	Total other corporate			0						219					0						219
	Total perpetual securities			0						2,410					150						2,560
	Equity securities:
	Third party pricing vendor			19						6					0						25
	Broker/other			0						0					3						3
	Total equity securities			19						6					3						28
	Total securities available for sale			$	18,380					$	51,127				$	400					$	69,907
			31-Dec-14
	(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			$	18,683					$	515				$	0					$	19,198
	Total government and agencies			18,683						515					0						19,198
	Municipalities:
	Third party pricing vendor			0						1,257					0						1,257
	Total municipalities			0						1,257					0						1,257
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						379					0						379
	Broker/other			0						0					223						223
	Total mortgage- and asset-backed securities			0						379					223						602
	Public utilities:
	Third party pricing vendor			0						7,897					0						7,897
	Total public utilities			0						7,897					0						7,897
Sovereign and supranational:
Third party pricing vendor			0						1,416					0						1,416
Total sovereign and supranational			0						1,416					0						1,416
Banks/financial institutions:
Third party pricing vendor			0						6,514					0						6,514
Broker/other			0						58					26						84
Total banks/financial institutions			0						6,572					26						6,598
Other corporate:
Third party pricing vendor			0						28,605					0						28,605
Total other corporate			0						28,605					0						28,605
Total fixed maturities			18,683						46,641					249						65,573
Perpetual securities:
Banks/financial institutions:
Third party pricing vendor			0						2,289					0						2,289
Broker/other			0						0					149						149
Total banks/financial institutions			0						2,289					149						2,438
Other corporate:
Third party pricing vendor			0						231					0						231
Total other corporate			0						231					0						231
Total perpetual securities			0						2,520					149						2,669
Equity securities:
Third party pricing vendor			19						6					0						25
Broker/other			0						0					3						3
Total equity securities			19						6					3						28
Total securities available for sale			$	18,702					$	49,167				$	401					$	68,270
Fair Value Assets Held-To-Maturity Securities Primary Pricing Sources
			31-Dec-14
	(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			$	23,218					$	0				$	0					$	23,218
	Total government and agencies			23,218						0					0						23,218
	Municipalities:
	Third party pricing vendor			0						417					0						417
	Total municipalities			0						417					0						417
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						15					0						15
	Broker/other			0						0					31						31
	Total mortgage- and asset-backed securities			0						15					31						46
	Public utilities:
	Third party pricing vendor			0						3,603					0						3,603
	Total public utilities			0						3,603					0						3,603
	Sovereign and supranational:
	Third party pricing vendor			0						2,814					0						2,814
	Total sovereign and supranational			0						2,814					0						2,814
	Banks/financial institutions:
	Third party pricing vendor			0						5,085					0						5,085
	Total banks/financial institutions			0						5,085					0						5,085
	Other corporate:
	Third party pricing vendor			0						3,287					0						3,287
	Broker/other			0						27					0						27
	Total other corporate			0						3,314					0						3,314
	Total securities held to maturity			$	23,218					$	15,248				$	31					$	38,497
			31-Mar-15
	(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			$	22,975					$	0				$	0					$	22,975
	Total government and agencies			22,975						0					0						22,975
	Municipalities:
	Third party pricing vendor			0						412					0						412
	Total municipalities			0						412					0						412
	Mortgage- and asset-backed securities:
	Third party pricing vendor			0						14					0						14
	Broker/other			0						0					30						30
	Total mortgage- and asset-backed securities			0						14					30						44
	Public utilities:
	Third party pricing vendor			0						3,503					0						3,503
	Total public utilities			0						3,503					0						3,503
	Sovereign and supranational:
	Third party pricing vendor			0						2,791					0						2,791
	Total sovereign and supranational			0						2,791					0						2,791
	Banks/financial institutions:
	Third party pricing vendor			0						4,804					0						4,804
	Broker/other			0						250					0						250
	Total banks/financial institutions			0						5,054					0						5,054
	Other corporate:
	Third party pricing vendor			0						3,296					0						3,296
	Broker/other			0						27					0						27
	Total other corporate			0						3,323					0						3,323
	Total securities held to maturity			$	22,975					$	15,097				$	30					$	38,102
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation	Transfers between Hierarchy Levels and Level 3 Rollforward
	There were no transfers between Level 1 and 2 for the three-month periods ended March 31, 2015 and 2014.
	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-15
		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	$	223			$	0			$	0		$	26			$	0			$	149		$	3	$	0		$	(212	)	$	0		$	189
	Realized investment gains (losses) included	0				0				0			0				0				0			0		0			(83		)	1			(82		)
	in earnings
	Unrealized gains (losses) included in other	(1		)		0				0			0				0				1			0		0			(4		)	0			(4		)
	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	(1		)		0				0			0				0				0			0		0			16			0			15
	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	$	221			$	0			$	0		$	26			$	0			$	150		$	3	$	0		$	(283	)	$	1		$	118
	Changes in unrealized gains (losses) relating	$	0			$	0			$	0		$	0			$	0			$	0		$	0	$	0		$	(83	)	$	1		$	(82	)
	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-14
		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	$	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
Fair Value Inputs Assets Quantitative Information
	December 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			$	223				Consensus pricing		Offered quotes	N/A	(d)
	Banks/financial institutions			26					Consensus pricing		Offered quotes	N/A	(d)
	Perpetual securities:
	Banks/financial institutions			149					Consensus pricing		Offered quotes	N/A	(d)
	Equity securities			3					Net asset value		Offered quotes	$1-$677 ($6)
	Other assets:
	Foreign currency swaps			8					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
											Interest rates (JPY)	.53% - 1.34%	(b)
											CDS spreads	16 - 105 bps
											Foreign exchange rates	20.50%	(c)
				98					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
											Interest rates (JPY)	.53% - 1.34%	(b)
											Foreign exchange rates	20.50%	(c)
	Total assets			$	507
	(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(c) Based on 10 year volatility of JPY/USD exchange rate
	(d) 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.
	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, 2015
	(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			$	221				Consensus pricing		Offered quotes	N/A	(e)
	Banks/financial institutions			26					Consensus pricing		Offered quotes	N/A	(e)
	Perpetual securities:
	Banks/financial institutions			150					Consensus pricing		Offered quotes	N/A	(e)
	Equity securities			3					Net asset value		Offered quotes	$1 - $679 ($6)
	Other assets:
	Foreign currency swaps			4					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(b)
											Interest rates (JPY)	.58% - 1.36%	(c)
											CDS spreads	20 - 110 bps
											Foreign exchange rates	20.32%	(d)
				105					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(b)
											Interest rates (JPY)	.58% - 1.36%	(c)
											Foreign exchange rates	20.32%	(d)
	Credit default swaps			1					Discounted cash flow		Base correlation	59% - 62%	(a)
											CDS spreads	93 bps
											Recovery rate	36.69%
	Total assets			$	510
	(a) Range of base correlation for our bespoke tranche 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
	December 31, 2014
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input	Range
												(Weighted Average)
	Liabilities:
	Foreign currency swaps			$	176				Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
											Interest rates (JPY)	.53% - 1.34%	(b)
											CDS spreads	16 - 105 bps
											Foreign exchange rates	20.50%	(c)
				111					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
											Interest rates (JPY)	.53% - 1.34%	(b)
											CDS spreads	13 - 145 bps
				31					Discounted cash flow		Interest rates (USD)	2.28% - 2.70%	(a)
											Interest rates (JPY)	.53% - 1.34%	(b)
											Foreign exchange rates	20.50%	(c)
	Total liabilities			$	318
	(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(c) Based on 10 year volatility of JPY/USD exchange rate
	March 31, 2015
	(In millions)		Fair Value						Valuation Technique(s)		Unobservable Input	Range
												(Weighted Average)
	Liabilities:
	Foreign currency swaps			$	212				Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
											Interest rates (JPY)	.58% - 1.36%	(b)
											CDS spreads	20 - 110 bps
											Foreign exchange rates	20.32%	(c)
				161					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
											Interest rates (JPY)	.58% - 1.36%	(b)
											CDS spreads	16 - 151 bps
				19					Discounted cash flow		Interest rates (USD)	2.02% - 2.39%	(a)
											Interest rates (JPY)	.58% - 1.36%	(b)
											Foreign exchange rates	20.32%	(c)
	Total liabilities			$	392
	(a) Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
	(b) Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps
	(c) Based on 10 year volatility of JPY/USD exchange rate

REINSURANCE_Tables

REINSURANCE (Tables)	3 Months Ended
	Mar. 31, 2015
Reinsurance Disclosures [Abstract]
Effects of Reinsurance	The following table reconciles direct premium income and direct benefits and claims to net amounts after the effect of reinsurance.
	(In millions)	Three Months Ended March 31, 2015				Three Months Ended
						31-Mar-14
	Direct premium income		$	4,514			$	4,933
	Ceded to other companies:
	Ceded Aflac Japan closed blocks		(90		)		(73		)
	Other		(10		)		(9		)
	Assumed from other companies:
	Retrocession activities		15				0
	Other		3				3
	Net premium income		$	4,432			$	4,854
	Direct benefits and claims		$	3,025			$	3,289
	Ceded benefits and change in reserves for future benefits:
	Ceded Aflac Japan closed blocks		(80		)		(64		)
	Other		(7		)		(7		)
	Assumed from other companies:
	Retrocession activities		14				0
	Other		0				2
	Benefits and claims, net		$	2,952			$	3,220

NOTES_PAYABLE_Tables

NOTES PAYABLE (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Schedule of Long-term Debt Instruments	A summary of notes payable follows:
	(In millions)	March 31, 2015				December 31, 2014
	3.45% senior notes due August 2015		$	300			$	300
	2.65% senior notes due February 2017		653		(1)		653		(1)
	8.50% senior notes due May 2019		850				850
	2.40% senior notes due March 2020		550				0
	4.00% senior notes due February 2022		350		(2)		350		(2)
	3.625% senior notes due June 2023		700				700
	3.625% senior notes due November 2024		749		(2)		749		(2)
	3.25% senior notes due March 2025		448		(2)		0
	6.90% senior notes due December 2039		397		(2)		397		(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)		67				66
	Yen-denominated Samurai notes:
	1.84% notes due July 2016 (principal amount 15.8 billion yen)		131				131
	Yen-denominated loans:
	3.60% loan due July 2015 (principal amount 10 billion yen)		83				83
	3.00% loan due August 2015 (principal amount 5 billion yen)		42				41
	Capitalized lease obligations payable through 2022		14				14
	Total notes payable		$	6,282			$	5,282
	(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, 2015
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)	2015			2014
	Common stock - issued:
	Balance, beginning of period	668,132			667,046
	Exercise of stock options and issuance of restricted shares	722			574
	Balance, end of period	668,854			667,620
	Treasury stock:
	Balance, beginning of period	225,687			207,633
	Purchases of treasury stock:
	Open market	9,827			6,535
	Other	162			110
	Dispositions of treasury stock:
	Shares issued to AFL Stock Plan	(295	)		(284	)
	Exercise of stock options	(192	)		(281	)
	Other	(106	)		(121	)
	Balance, end of period	235,083			213,592
	Shares outstanding, end of period	433,771			454,028
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)	2015					2014
	Anti-dilutive share-based awards		1,878					492
Schedule of Accumulated Other Comprehensive Income (Loss)	Changes in Accumulated Other Comprehensive Income
	Three Months Ended
	31-Mar-15
	(In millions)	Unrealized Foreign						Unrealized				Unrealized				Pension				Total
		Currency Translation						Gains (Losses)				Gains (Losses)				Liability
		Gains (Losses)						on Investment Securities				on Derivatives				Adjustment
	Balance, beginning of period		$	(2,541	)				$	4,672			$	(26	)		$	(126	)		$	1,979
	Other comprehensive		1						386				(2		)		0				385
	income before
	reclassification
	Amounts reclassified from		0						(32		)		0				0				(32		)
	accumulated other
	comprehensive income
	Net current-period other		1						354				(2		)		0				353
	comprehensive
	income
	Balance, end of period		$	(2,540	)				$	5,026			$	(28	)		$	(126	)		$	2,332
	All amounts in the table above are net of tax.
	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.
Reclassification Out Of Accumulated Other Comprehensive Income	Reclassifications Out of Accumulated Other Comprehensive Income
	(In millions)	Three Months Ended
		31-Mar-15
	Details about Accumulated Other Comprehensive Income Components	Amount Reclassified from Accumulated Other Comprehensive Income					Affected Line Item in the
							Statements of Earnings
	Unrealized gains (losses) on available-for-sale		$	56			Sales and redemptions
	securities
			(6		)		Other-than-temporary impairment
							losses realized
			50				Total before tax
			(18		)		Tax (expense) or benefit(1)
			$	32			Net of tax
	Amortization of defined benefit pension items:
	Actuarial gains (losses)		$	(4	)		Acquisition and operating expenses(2)
	Prior service (cost) credit		4				Acquisition and operating expenses(2)
			0				Tax (expense) or benefit(1)
			$	0			Net of tax
	Total reclassifications for the period		$	32			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 March 31, 2014
	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) credit		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).

SHAREBASED_COMPENSATION_Tables

SHARE-BASED COMPENSATION (Tables)	3 Months Ended
	Mar. 31, 2015
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, 2015.
		Stock		Weighted-Average		Aggregate			Weighted-Average
		Option Shares		Remaining Term		Intrinsic			Exercise Price Per
		(in thousands)		(in years)		Value			Share
						(in millions)
	Outstanding		9,388		4.8		$	131		$	50.04
	Exercisable		7,349		3.6		118			47.94

BENEFIT_PLANS_Tables

BENEFIT PLANS (Tables)	3 Months Ended
	Mar. 31, 2015
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)	2015				2014				2015				2014				2015				2014
	Components of net periodic
	benefit cost:
	Service cost		$	4			$	4			$	6			$	5			$	0			$	0
	Interest cost		2				2				8				7				1				0
	Expected return on plan		(1		)		(1		)		(6		)		(5		)		0				0
	assets
	Amortization of net actuarial		0				0				4				3				0				1
	loss
	Amortization of prior service		0				0				0				0				(4		)		(4		)
	cost (credit)
	Net periodic (benefit) cost		$	5			$	5			$	12			$	10			$	(3	)		$	(3	)

Recovered_Sheet1

Summary of Significant Accounting Policies - Additional Information (Detail) (Aflac Japan)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Aflac Japan
Significant Accounting Policies [Line Items]
Aflac Japan's percentage of the Company's total revenues	70.00%	75.00%
Percentage of the Company Assets	82.00%		82.00%

BUSINESS_SEGMENT_INFORMATION_O

BUSINESS SEGMENT INFORMATION - Operations by Segment - Revenues (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
	segment
Segment Reporting, Revenue Reconciling Item [Line Items]
Number of Reportable Insurance Business Segments	2
Net earned premiums	$4,432		$4,854
Net investment income	782		827
Other income	-1		5
Total revenues	5,226		5,640
Other non-operating income (loss)	-18		-9
Realized investment gains (losses), non-operating	-4	[1]	-56	[1]
Gain (loss) on change in fair value of derivative, interest rate component, operating	17		10
Aflac Japan
Segment Reporting, Revenue Reconciling Item [Line Items]
Net earned premiums	3,078		3,560
Net investment income	613		663
Other income	8		8
Total revenues	3,699		4,231
Aflac U.S.
Segment Reporting, Revenue Reconciling Item [Line Items]
Net earned premiums	1,339		1,294
Net investment income	166		161
Other income	3		0
Total revenues	1,508		1,455
Other business segments
Segment Reporting, Revenue Reconciling Item [Line Items]
Total revenues	26		12
Total Business Segments
Segment Reporting, Revenue Reconciling Item [Line Items]
Total revenues	5,233		5,698
Corporate
Segment Reporting, Revenue Reconciling Item [Line Items]
Total revenues	97		78
Intercompany eliminations
Segment Reporting, Revenue Reconciling Item [Line Items]
Total revenues	($82)		($71)
[1]	Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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, 2015		Mar. 31, 2014
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	$1,035		$1,169
Realized investment gains (losses), non-operating	-4	[1]	-56	[1]
Other non-operating income (loss)	-18		-9
Earnings before income taxes	1,013		1,104
Income taxes applicable to pretax operating earnings	357		395
Effect of foreign currency translation on operating earnings	-58		-48
Gain (loss) on change in fair value of derivative, interest rate component, operating	17		10
Aflac Japan
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	819		933
Aflac U.S.
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	285		303
Other business segments
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	1		0
Total Business Segments
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	1,105		1,236
Interest expense, noninsurance operations
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	-49		-50
Corporate and eliminations
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Pretax operating earnings	($21)		($17)
[1]	Excluding a gain of $17 and $10 for the three-month periods ended March 31, 2015 and 2014, respectively, 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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	$121,401	$119,767
Aflac Japan
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	99,102	98,525
Aflac U.S.
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	18,770	18,383
Other business segments
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	144	128
Total Business Segments
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	118,016	117,036
Corporate
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	25,736	24,636
Intercompany eliminations
Segment Reporting, Asset Reconciling Item [Line Items]
Assets	($22,351)	($21,905)

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, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	$61,937	$60,844
Gross Unrealized Gains	8,551	8,136
Gross Unrealized Losses	581	710
Fair Value	69,907	68,270
Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	59,609	58,385
Gross Unrealized Gains	8,206	7,806
Gross Unrealized Losses	496	618
Fair Value	67,319	65,573
Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	2,309	2,440
Gross Unrealized Gains	336	321
Gross Unrealized Losses	85	92
Fair Value	2,560	2,669
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	19	19
Gross Unrealized Gains	9	9
Gross Unrealized Losses	0	0
Fair Value	28	28
Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	26,371	26,501
Gross Unrealized Gains	2,938	3,029
Gross Unrealized Losses	227	242
Fair Value	29,082	29,288
Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	33,238	31,884
Gross Unrealized Gains	5,268	4,777
Gross Unrealized Losses	269	376
Fair Value	38,237	36,285
Japan government and agencies | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	17,230	17,341
Gross Unrealized Gains	1,509	1,740
Gross Unrealized Losses	0	0
Fair Value	18,739	19,081
Municipalities | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	1,260	1,257
Municipalities | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	88	88
Gross Unrealized Gains	7	9
Gross Unrealized Losses	0	0
Fair Value	95	97
Municipalities | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	962	961
Gross Unrealized Gains	206	201
Gross Unrealized Losses	3	2
Fair Value	1,165	1,160
Mortgage- and asset-backed securities | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	621	602
Mortgage- and asset-backed securities | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	344	351
Gross Unrealized Gains	33	35
Gross Unrealized Losses	0	0
Fair Value	377	386
Mortgage- and asset-backed securities | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	213	185
Gross Unrealized Gains	31	31
Gross Unrealized Losses	0	0
Fair Value	244	216
Public Utilities | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	8,218	7,897
Public Utilities | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	1,707	1,691
Gross Unrealized Gains	261	226
Gross Unrealized Losses	0	5
Fair Value	1,968	1,912
Public Utilities | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	5,211	5,061
Gross Unrealized Gains	1,062	960
Gross Unrealized Losses	23	36
Fair Value	6,250	5,985
Sovereign and supranational | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	1,468	1,416
Sovereign and supranational | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	794	799
Gross Unrealized Gains	218	163
Gross Unrealized Losses	0	0
Fair Value	1,012	962
Sovereign and supranational | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	340	343
Gross Unrealized Gains	116	111
Gross Unrealized Losses	0	0
Fair Value	456	454
Banks/financial Institutions | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	6,655	6,598
Banks/financial Institutions | Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Fair Value	2,341	2,438
Banks/financial Institutions | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	2,693	2,752
Gross Unrealized Gains	321	325
Gross Unrealized Losses	190	189
Fair Value	2,824	2,888
Banks/financial Institutions | Yen-denominated | Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	2,014	2,132
Gross Unrealized Gains	249	223
Gross Unrealized Losses	84	92
Fair Value	2,179	2,263
Banks/financial Institutions | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	3,001	2,943
Gross Unrealized Gains	835	775
Gross Unrealized Losses	5	8
Fair Value	3,831	3,710
Banks/financial Institutions | Dollar-denominated | Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	112	125
Gross Unrealized Gains	51	50
Gross Unrealized Losses	1	0
Fair Value	162	175
Other corporate | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Fair Value	30,241	28,605
Other corporate | Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Fair Value	219	231
Other corporate | Yen-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	3,515	3,479
Gross Unrealized Gains	589	531
Gross Unrealized Losses	37	48
Fair Value	4,067	3,962
Other corporate | Yen-denominated | Perpetual securities:
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	183	183
Gross Unrealized Gains	36	48
Gross Unrealized Losses	0	0
Fair Value	219	231
Other corporate | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	23,410	22,291
Gross Unrealized Gains	3,002	2,682
Gross Unrealized Losses	238	330
Fair Value	26,174	24,643
U.S. government and agencies | Dollar-denominated | Fixed Maturities
Schedule of Available-for-sale Securities [Line Items]
Cost or Amortized Cost	101	100
Gross Unrealized Gains	16	17
Gross Unrealized Losses	0	0
Fair Value	$117	$117

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, 2015	Dec. 31, 2014
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	$34,262	$34,242
Gross Unrealized Gains	3,978	4,379
Gross Unrealized Losses	138	124
Fair Value	38,102	38,497
Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	34,262	34,242
Fair Value	38,102	38,497
Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	34,262	34,242
Gross Unrealized Gains	3,978	4,379
Gross Unrealized Losses	138	124
Fair Value	38,102	38,497
Japan government and agencies | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	20,084	20,023
Fair Value	22,975	23,218
Japan government and agencies | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	20,084	20,023
Gross Unrealized Gains	2,891	3,195
Gross Unrealized Losses	0	0
Fair Value	22,975	23,218
Municipalities | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	346	346
Fair Value	412	417
Municipalities | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	346	346
Gross Unrealized Gains	66	71
Gross Unrealized Losses	0	0
Fair Value	412	417
Mortgage- and asset-backed securities | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	42	43
Fair Value	44	46
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	42	43
Gross Unrealized Gains	2	3
Gross Unrealized Losses	0	0
Fair Value	44	46
Public Utilities | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	3,269	3,342
Fair Value	3,503	3,603
Public Utilities | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	3,269	3,342
Gross Unrealized Gains	263	281
Gross Unrealized Losses	29	20
Fair Value	3,503	3,603
Sovereign and supranational | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	2,564	2,556
Fair Value	2,791	2,814
Sovereign and supranational | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	2,564	2,556
Gross Unrealized Gains	235	272
Gross Unrealized Losses	8	14
Fair Value	2,791	2,814
Banks/financial Institutions | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	4,947	4,932
Fair Value	5,054	5,085
Banks/financial Institutions | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	4,947	4,932
Gross Unrealized Gains	193	231
Gross Unrealized Losses	86	78
Fair Value	5,054	5,085
Other corporate | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	3,010	3,000
Fair Value	3,323	3,314
Other corporate | Yen-denominated | Fixed Maturities
Schedule of Held-to-maturity Securities [Line Items]
Securities held to maturity, fixed maturities, amortized cost	3,010	3,000
Gross Unrealized Gains	328	326
Gross Unrealized Losses	15	12
Fair Value	$3,323	$3,314

INVESTMENTS_Additional_Informa

INVESTMENTS - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
	investment		investment
Schedule of Investments [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$6	[1]	$3	[1]
Reclassified investments from the held-to-maturity portfolio to the available-for-sale portfolio, number of investments	0		1
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
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%
Parent Company
Schedule of Investments [Line Items]
Securities available for sale, fixed maturities, amortized cost	476
Securities available for sale, fixed maturities, fair value	498
Perpetual securities:
Schedule of Investments [Line Items]
Perpetual securities, interest coupons that were fixed at issuance subsequently change to a floating short-term interest rate	floating short-term interest rate after some period of time.
Variable Interest Entity, Not Consolidated
Schedule of Investments [Line Items]
Securities available for sale, fixed maturities, amortized cost	6,159				6,104
Securities available for sale, fixed maturities, fair value	$7,089				$6,937
Number of issuers of VIEs not-consolidated	180
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, respectively, from change in intent to sell securities

INVESTMENTS_Contractual_Maturi

INVESTMENTS - Contractual Maturities of Investments in Fixed Maturities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Held to maturity:
Total fixed maturities held to maturity, amortized cost	$34,262	$34,242
Held to maturity:
Total fixed maturities held to maturity, fair value	38,102	38,497
Aflac Japan
Available for sale:
Due in one year or less	311
Due after one year through five years	2,173
Due after five years through 10 years	10,658
Due after 10 years	34,092
Mortgage- and asset-backed securities	397
Total fixed maturities available for sale, amortized cost	47,631
Held to maturity:
Due in one year or less	109
Due after one year through five years	1,374
Due after five years through 10 years	2,151
Due after 10 years	30,587
Mortgage- and asset-backed securities	41
Total fixed maturities held to maturity, amortized cost	34,262
Available for sale:
Due in one year or less	339
Due after one year through five years	2,539
Due after five years through 10 years	11,346
Due after 10 years	38,783
Mortgage- and asset-backed securities	451
Total fixed maturities available for sale, fair value	53,458
Held to maturity:
Due in one year or less	114
Due after one year through five years	1,472
Due after five years through 10 years	2,341
Due after 10 years	34,131
Mortgage- and asset-backed securities	44
Total fixed maturities held to maturity, fair value	38,102
Aflac U.S.
Available for sale:
Due in one year or less	65
Due after one year through five years	626
Due after five years through 10 years	1,666
Due after 10 years	9,108
Mortgage- and asset-backed securities	37
Total fixed maturities available for sale, amortized cost	11,502
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	68
Due after one year through five years	725
Due after five years through 10 years	1,803
Due after 10 years	10,721
Mortgage- and asset-backed securities	46
Total fixed maturities available for sale, fair value	13,363
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, 2015
In Millions, unless otherwise specified
Aflac Japan
Investments Classified by Economic Maturity Date [Line Items]
Due in one year or less	$182
Due after one year through five years	626
Due after 10 years	1,458
Total perpetual securities available for sale, amortized cost	2,266
Due in one year or less	172
Due after one year through five years	679
Due after 10 years	1,648
Total perpetual securities available for sale, fair value	2,499
Aflac U.S.
Investments Classified by Economic Maturity Date [Line Items]
Due in one year or less	5
Due after one year through five years	0
Due after 10 years	38
Total perpetual securities available for sale, amortized cost	43
Due in one year or less	5
Due after one year through five years	0
Due after 10 years	56
Total perpetual securities available for sale, fair value	$61

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Summary of Investment Holdings [Line Items]
Amortized Cost	$12,767	$12,884
Fair Value	14,050	14,121
Percentage of Total Investment Portfolio, Amortized Cost	13.00%	14.00%
Percentage of Total Investment Portfolio, Fair Value	13.00%	13.00%
Fixed maturities:
Summary of Investment Holdings [Line Items]
Amortized Cost	10,641	10,627
Fair Value	11,709	11,683
Percentage of Total Investment Portfolio, Amortized Cost	11.00%	11.00%
Percentage of Total Investment Portfolio, Fair Value	11.00%	11.00%
Perpetual securities | Upper Tier II:
Summary of Investment Holdings [Line Items]
Amortized Cost	1,434	1,554
Fair Value	1,555	1,645
Percentage of Total Investment Portfolio, Amortized Cost	1.00%	2.00%
Percentage of Total Investment Portfolio, Fair Value	1.00%	1.00%
Perpetual securities | Tier I:
Summary of Investment Holdings [Line Items]
Amortized Cost	692	703
Fair Value	$786	$793
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, 2015		Mar. 31, 2014
Gain (Loss) on Investments [Line Items]
Other-than-temporary impairment losses realized	($6)	[1]	($3)	[1]
Derivative gains (losses)	-49		-83
Other	0		-1
Total realized investment gains (losses)	13		-46
Fixed maturities:
Gain (Loss) on Investments [Line Items]
Total realized investment gains (losses)	62		38
Derivatives and other
Gain (Loss) on Investments [Line Items]
Total realized investment gains (losses)	-49		-84
Available-for-sale Securities | Fixed maturities:
Gain (Loss) on Investments [Line Items]
Gross gains from sales	49		35
Gross losses from sales	0		-1
Net gains (losses) from redemptions	19		7
Other-than-temporary impairment losses realized	($6)		($3)
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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, 2015		Mar. 31, 2014
Gain (Loss) on Investments [Line Items]
Other-than-temporary impairment losses	$6	[1]	$3	[1]
Change in intent impairment
Gain (Loss) on Investments [Line Items]
Other-than-temporary impairment losses	6		3
Corporate bonds
Gain (Loss) on Investments [Line Items]
Other-than-temporary impairment losses	2		3
Banks/financial Institutions
Gain (Loss) on Investments [Line Items]
Other-than-temporary impairment losses	$4		$0
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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, 2015	Dec. 31, 2014
Investments [Abstract]
Unrealized Gains (Losses) on Available-for-sale Securities	$7,970	$7,426
Deferred income taxes	-2,944	-2,754
Shareholders' equity, unrealized gains (losses) on investment securities	$5,026	$4,672

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, 2015	Dec. 31, 2014
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	$10,858	$14,279
Total Unrealized Losses	719	834
Less than 12 months Fair Value	4,788	2,751
Less than 12 months Unrealized Losses	138	83
12 months or longer Fair Value	6,070	11,528
12 months or longer Unrealized Losses	581	751
Fixed Maturities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	10,133	13,496
Total Unrealized Losses	634	742
Less than 12 months Fair Value	4,666	2,557
Less than 12 months Unrealized Losses	135	78
12 months or longer Fair Value	5,467	10,939
12 months or longer Unrealized Losses	499	664
Perpetual securities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	725	783
Total Unrealized Losses	85	92
Less than 12 months Fair Value	122	194
Less than 12 months Unrealized Losses	3	5
12 months or longer Fair Value	603	589
12 months or longer Unrealized Losses	82	87
Dollar-denominated | Fixed Maturities | Municipalities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	73	75
Total Unrealized Losses	3	2
Less than 12 months Fair Value	51	53
Less than 12 months Unrealized Losses	3	1
12 months or longer Fair Value	22	22
12 months or longer Unrealized Losses	0	1
Dollar-denominated | Fixed Maturities | Public Utilities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	795	1,001
Total Unrealized Losses	23	36
Less than 12 months Fair Value	404	164
Less than 12 months Unrealized Losses	9	7
12 months or longer Fair Value	391	837
12 months or longer Unrealized Losses	14	29
Dollar-denominated | Fixed Maturities | Banks/financial Institutions
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	115	205
Total Unrealized Losses	5	8
Less than 12 months Fair Value	115	53
Less than 12 months Unrealized Losses	5	5
12 months or longer Fair Value	0	152
12 months or longer Unrealized Losses	0	3
Dollar-denominated | Fixed Maturities | Other corporate
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	4,701	8,072
Total Unrealized Losses	238	330
Less than 12 months Fair Value	2,278	1,901
Less than 12 months Unrealized Losses	88	62
12 months or longer Fair Value	2,423	6,171
12 months or longer Unrealized Losses	150	268
Dollar-denominated | Perpetual securities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	6
Total Unrealized Losses	1
Less than 12 months Fair Value	0
Less than 12 months Unrealized Losses	0
12 months or longer Fair Value	6
12 months or longer Unrealized Losses	1
Yen-denominated | Fixed Maturities | Public Utilities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	761	805
Total Unrealized Losses	29	25
Less than 12 months Fair Value	421	98
Less than 12 months Unrealized Losses	11	1
12 months or longer Fair Value	340	707
12 months or longer Unrealized Losses	18	24
Yen-denominated | Fixed Maturities | Sovereign and supranational
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	366	359
Total Unrealized Losses	8	14
Less than 12 months Fair Value	166	0
Less than 12 months Unrealized Losses	0	0
12 months or longer Fair Value	200	359
12 months or longer Unrealized Losses	8	14
Yen-denominated | Fixed Maturities | Banks/financial Institutions
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	2,324	1,828
Total Unrealized Losses	276	267
Less than 12 months Fair Value	1,107	166
Less than 12 months Unrealized Losses	16	0
12 months or longer Fair Value	1,217	1,662
12 months or longer Unrealized Losses	260	267
Yen-denominated | Fixed Maturities | Other corporate
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	998	1,151
Total Unrealized Losses	52	60
Less than 12 months Fair Value	124	122
Less than 12 months Unrealized Losses	3	2
12 months or longer Fair Value	874	1,029
12 months or longer Unrealized Losses	49	58
Yen-denominated | Perpetual securities
Investments, Unrealized Loss Position [Line Items]
Total Fair Value	719	783
Total Unrealized Losses	84	92
Less than 12 months Fair Value	122	194
Less than 12 months Unrealized Losses	3	5
12 months or longer Fair Value	597	589
12 months or longer Unrealized Losses	$81	$87

INVESTMENTS_Composition_of_Inv

INVESTMENTS - Composition of Investments in Unrealized Loss Position (Detail)	Mar. 31, 2015	Dec. 31, 2014
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	93.00%	95.00%
Percentage of Total Unrealized Losses	88.00%	89.00%
Perpetual securities
Investments, Unrealized Loss Position [Line Items]
Percentage of Total Investments in an Unrealized Loss Position	7.00%	5.00%
Percentage of Total Unrealized Losses	12.00%	11.00%
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	7.00%	7.00%
Sovereign and supranational | Fixed Maturities
Investments, Unrealized Loss Position [Line Items]
Percentage of Total Investments in an Unrealized Loss Position	3.00%	3.00%
Percentage of Total Unrealized Losses	1.00%	2.00%
Banks/financial Institutions | Fixed Maturities
Investments, Unrealized Loss Position [Line Items]
Percentage of Total Investments in an Unrealized Loss Position	23.00%	14.00%
Percentage of Total Unrealized Losses	39.00%	33.00%
Other corporate | Fixed Maturities
Investments, Unrealized Loss Position [Line Items]
Percentage of Total Investments in an Unrealized Loss Position	53.00%	65.00%
Percentage of Total Unrealized Losses	41.00%	47.00%
Investment Grade | Perpetual securities
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%	100.00%
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	33.00%	31.00%
Investment Grade | Other corporate | Fixed Maturities
Investments, Unrealized Loss Position [Line Items]
Percentage of unrealized losses attributable to securities that were investment grade	83.00%	88.00%

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, 2015	Dec. 31, 2014
Investment Holdings [Line Items]
Amortized Cost	$61,937	$60,844
Fair Value	69,907	68,270
Unrealized Gain (Loss)	7,970	7,426
Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	2,309	2,440
Fair Value	2,560	2,669
Unrealized Gain (Loss)	251	229
Upper Tier II: | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	1,434	1,554
Fair Value	1,555	1,645
Unrealized Gain (Loss)	121	91
Upper Tier II: | A | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	61	61
Fair Value	88	87
Unrealized Gain (Loss)	27	26
Upper Tier II: | BBB | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	1,209	1,330
Fair Value	1,235	1,333
Unrealized Gain (Loss)	26	3
Upper Tier II: | BB or lower | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	164	163
Fair Value	232	225
Unrealized Gain (Loss)	68	62
Tier I: | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	692	703
Fair Value	786	793
Unrealized Gain (Loss)	94	90
Tier I: | BBB | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	521	519
Fair Value	561	556
Unrealized Gain (Loss)	40	37
Tier I: | BB or lower | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	171	184
Fair Value	225	237
Unrealized Gain (Loss)	54	53
Other subordinated - non-banks | BB or lower | Perpetual securities
Investment Holdings [Line Items]
Amortized Cost	183	183
Fair Value	219	231
Unrealized Gain (Loss)	$36	$48

INVESTMENTS_Investments_in_Con

INVESTMENTS - Investments in Consolidated Variable Interest Entities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Securities held to maturity, fixed maturities, amortized cost	$34,262	$34,242
Securities held to maturity, fixed maturities, fair value	38,102	38,497
Asset derivatives	706	802
Assets, fair value	75,155	73,901
Liability derivatives	599	2,423
Liabilities	102,764	101,420
Liabilities, fair value disclosure	599	2,423
Variable Interest Entity, Consolidated
Variable Interest Entity [Line Items]
Securities available for sale, fixed maturities, amortized cost	3,511	3,020
Securities available for sale, fixed maturities, fair value	4,667	4,166
Securities available for sale, perpetual securities, amortized cost	406	405
Securities available for sale, perpetual securities, fair value	432	429
Securities held to maturity, fixed maturities, amortized cost	83	83
Securities held to maturity, fixed maturities, fair value	83	84
Asset derivative, amortized cost	110	106
Asset derivatives	110	106
Assets, amortized cost	4,110	3,614
Assets, fair value	5,292	4,785
Liability derivatives, amortized cost	392	318
Liability derivatives	392	318
Liabilities	392	318
Liabilities, fair value disclosure	$392	$318

INVESTMENTS_Investments_in_Var

INVESTMENTS - Investments in Variable Interest Entities Not Consolidated (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Securities held to maturity, fixed maturities, amortized cost	$34,262	$34,242
Securities held to maturity, fixed maturities, fair value	38,102	38,497
Assets, fair value	75,155	73,901
Variable Interest Entity, Not Consolidated
Variable Interest Entity [Line Items]
Securities available for sale, fixed maturities, amortized cost	6,159	6,104
Securities available for sale, fixed maturities, fair value	7,089	6,937
Securities available for sale, perpetual securities, amortized cost	312	324
Securities available for sale, perpetual securities, fair value	324	330
Securities held to maturity, fixed maturities, amortized cost	2,488	2,564
Securities held to maturity, fixed maturities, fair value	2,736	2,829
Assets, amortized cost	8,959	8,992
Assets, fair value	$10,149	$10,096

INVESTMENTS_Securities_Lending

INVESTMENTS - Securities Lending (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments [Abstract]
Securities loaned total	$2,558	$2,149
Securities loaned collateral obligation to return cash	$2,615	$2,193

DERIVATIVE_INSTRUMENTS_Additio

DERIVATIVE INSTRUMENTS - Additional Information (Detail)

3 Months Ended

3 Months Ended

3 Months Ended

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2014

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2014

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

USD ($)

USD ($)

Net investment hedge

Net investment hedge

Net investment hedge

Net investment hedge

Net investment hedge

Cash flow hedges

Cash flow hedges

Cash flow hedges

3.625% senior notes due November 2024

3.25% senior notes due March 2025

3.625% senior notes due June 2023

2.65% senior notes due February 2017

2.40% senior notes due March 2020

4.00% senior notes due February 2022

5.50% subordinated notes due September 2052

February twenty fifteen profit repatriation

Profit repatriation

counterparties

USD ($)

USD ($)

USD ($)

Foreign currency forwards

Foreign currency forwards

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Foreign currency forwards

Foreign currency forwards

currency

USD ($)

USD ($)

JPY (¥)

JPY (¥)

Derivative Instruments and Hedging Activities Disclosure [Line Items]

Hedging activity, weighted-average period (in years)

11 years

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

$0

$0

Number of currencies related to foreign currency swaps

1

Number of counterparties

16

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

5

Percentage of notional amount of swaps from certain number of counterparties

75.00%

Collateral Already Posted, Aggregate Fair Value

87,000,000

1,600,000,000

Derivative, Net Liability Position, Aggregate Fair Value

196,000,000

2,100,000,000

Additional Collateral, Aggregate Fair Value

109,000,000

Collateral obtained from third parties

552,000,000

619,000,000

Notes payable, principal amount

750,000,000

450,000,000

700,000,000

400,000,000

550,000,000

350,000,000

500,000,000

Notional Amount of Derivatives

23,398,000,000

23,662,000,000

1,311,000,000

1,307,000,000

1,311,000,000

1,307,000,000

75,000,000

75,000,000

30,000,000,000

157,500,000,000

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

$0

$0

DERIVATIVE_INSTRUMENTS_Fair_Va

DERIVATIVE INSTRUMENTS - Fair Value and Notional Amounts of Derivatives With Counterparty Credit Risk (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional Amount of Derivatives	$23,398	$23,662
Asset Derivatives Fair Value	706	802
Liability Derivatives Fair Value	-599	-2,423
AA
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional Amount of Derivatives	1,220	1,098
Asset Derivatives Fair Value	41	39
Liability Derivatives Fair Value	-51	-36
A
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional Amount of Derivatives	22,178	22,564
Asset Derivatives Fair Value	665	763
Liability Derivatives Fair Value	($548)	($2,387)

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	$23,398	$23,662
Net Derivatives Fair Value	107	-1,621
Asset Derivatives Fair Value	706	802
Liability Derivatives Fair Value	-599	-2,423
Other assets
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	8,388	6,531
Net Derivatives Fair Value	706	802
Asset Derivatives Fair Value	706	802
Liability Derivatives Fair Value	0	0
Other liabilities
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	15,010	17,131
Net Derivatives Fair Value	-599	-2,423
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-599	-2,423
Foreign currency swaps
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	637	746
Liability Derivatives Fair Value	-393	-318
Foreign currency forwards
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	64	56
Liability Derivatives Fair Value	-165	-1,912
Foreign currency options
Derivatives, Fair Value [Line Items]
Liability Derivatives Fair Value	-15	-33
Credit default swaps
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	1
Interest rate swaptions
Derivatives, Fair Value [Line Items]
Liability Derivatives Fair Value	-26	-160
Interest rate swaps
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	4
Cash flow hedges
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	75	75
Net Derivatives Fair Value	-19	-15
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-19	-15
Cash flow hedges | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	75	75
Net Derivatives Fair Value	-19	-15
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-19	-15
Fair value hedges
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	14,288	15,587
Net Derivatives Fair Value	-191	-1,982
Asset Derivatives Fair Value	14	0
Liability Derivatives Fair Value	-205	-1,982
Fair value hedges | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	13,068	12,388
Net Derivatives Fair Value	-150	-1,791
Asset Derivatives Fair Value	14	0
Liability Derivatives Fair Value	-164	-1,791
Fair value hedges | Foreign currency options
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	750	697
Net Derivatives Fair Value	-15	-32
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-15	-32
Fair value hedges | Interest rate swaptions
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	470	2,502
Net Derivatives Fair Value	-26	-159
Asset Derivatives Fair Value	0	0
Liability Derivatives Fair Value	-26	-159
Net investment hedge
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	1,311	1,307
Net Derivatives Fair Value	49	54
Asset Derivatives Fair Value	50	56
Liability Derivatives Fair Value	-1	-2
Net investment hedge | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	1,311	1,307
Net Derivatives Fair Value	49	54
Asset Derivatives Fair Value	50	56
Liability Derivatives Fair Value	-1	-2
Non-qualifying strategies
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	7,724	6,693
Net Derivatives Fair Value	268	322
Asset Derivatives Fair Value	642	746
Liability Derivatives Fair Value	-374	-424
Non-qualifying strategies | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	6,602	5,765
Net Derivatives Fair Value	263	443
Asset Derivatives Fair Value	637	746
Liability Derivatives Fair Value	-374	-303
Non-qualifying strategies | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount		784
Net Derivatives Fair Value		-119
Asset Derivatives Fair Value		0
Liability Derivatives Fair Value		-119
Non-qualifying strategies | Foreign currency options
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount		53
Net Derivatives Fair Value		-1
Asset Derivatives Fair Value		0
Liability Derivatives Fair Value		-1
Non-qualifying strategies | Credit default swaps
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	83	83
Net Derivatives Fair Value	1	0
Asset Derivatives Fair Value	1	0
Liability Derivatives Fair Value	0	0
Non-qualifying strategies | Interest rate swaptions
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount		8
Net Derivatives Fair Value		-1
Asset Derivatives Fair Value		0
Liability Derivatives Fair Value		-1
Non-qualifying strategies | Interest rate swaps
Derivatives, Fair Value [Line Items]
Net Derivatives Notional Amount	1,039
Net Derivatives Fair Value	4
Asset Derivatives Fair Value	4
Liability Derivatives Fair Value	$0

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, 2015	Mar. 31, 2014
Foreign currency forwards
Derivative Instruments, Gain (Loss) [Line Items]
Total gains (losses) recognized for derivatives	$37	$264
Gains (losses) on derivatives excluded from effectiveness testing	-15	-10
Gains (losses) on derivatives included in effectiveness testing	52	274
Gains (losses) recognized for hedged items	-39	-269
Ineffectiveness recognized for fair value hedge	13	5
Foreign currency options
Derivative Instruments, Gain (Loss) [Line Items]
Total gains (losses) recognized for derivatives	2
Gains (losses) on derivatives excluded from effectiveness testing	3
Gains (losses) on derivatives included in effectiveness testing	-1
Gains (losses) recognized for hedged items	1
Ineffectiveness recognized for fair value hedge	0
Interest rate swaptions
Derivative Instruments, Gain (Loss) [Line Items]
Total gains (losses) recognized for derivatives	-91	-23
Gains (losses) on derivatives excluded from effectiveness testing	19	-22
Gains (losses) on derivatives included in effectiveness testing	-110	-1
Gains (losses) recognized for hedged items	94	1
Ineffectiveness recognized for fair value hedge	($16)	$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, 2015		Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Unrealized foreign currency translation gains (losses) during period	$9		($57)
Derivative and other gains (losses)	-49		-83
Derivative and non-derivative hedging instruments gain loss recognized in other comprehensive income effective portion before tax	-3	[1]	-25	[1]
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		-1
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	-4	[1]	-1	[1]
Cash flow hedges | Foreign currency swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	0		-1
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	-4	[1]	-1	[1]
Fair value hedges
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	4		-27
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Fair value hedges | Foreign currency forwards
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-2	[2]	-5	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]
Fair value hedges | Foreign currency options
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	3	[2]	0	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]
Fair value hedges | Interest rate swaptions
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	3	[2]	-22	[2]
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1],[2]	0	[1],[2]
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]	-24	[1]
Net investment hedge | Foreign currency forwards
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	2	[1]	-6	[1]
Net investment hedge | Foreign currency options
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	0	[1]	-1	[1]
Net investment hedge | Non-derivative hedging instruments
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]	-17	[1]
Non-qualifying strategies
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-53		-55
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Non-qualifying strategies | Foreign currency swaps
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-57		-20
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Non-qualifying strategies | Credit default swaps
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	1		2
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Non-qualifying strategies | Interest rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	3		-1
Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	0	[1]	0	[1]
Non-qualifying strategies | Futures
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	0		-36
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, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting Assets [Line Items]
Gross amount of recognized derivative assets	$706		$802
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	706		802
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, Collateral, Obligation to Return Cash	-552	[1]	-466
Derivative, Collateral, Obligation to Return Cash and Securities			-619	[2]
Derivative asset, fair value, amount offset against collateral	154		183
Derivative, Collateral, Obligation to Return Securities			-153
Foreign currency swaps
Offsetting Assets [Line Items]
Gross amount of recognized derivative assets	637		746
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	637		746
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, Collateral, Obligation to Return Cash	-507
Derivative, Collateral, Obligation to Return Cash and Securities			-568
Derivative asset, fair value, amount offset against collateral	130		178
Foreign currency forwards
Offsetting Assets [Line Items]
Gross amount of recognized derivative assets	64		56
Gross amount of liabilities offset in balance sheet	0		0
Net amount of derivative assets presented in balance sheet	64		56
Financial instruments, amount not offset against derivative assets in balance sheet	0		0
Derivative, Collateral, Obligation to Return Cash	-45
Derivative, Collateral, Obligation to Return Cash and Securities			-51
Derivative asset, fair value, amount offset against collateral	19		5
Credit default 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
Interest rate swaps
Offsetting Assets [Line Items]
Gross amount of recognized derivative assets	4
Gross amount of liabilities offset in balance sheet	0
Net amount of derivative assets presented in balance sheet	4
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	4
Offsetting assets
Offsetting Assets [Line Items]
Gross amounts of recognized financial instruments	3,264		2,951
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	3,264		2,951
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-3,110		-2,768
Financial instruments, amount offset against collateral	154		183
Offsetting assets | Securities lending and similar arrangements
Offsetting Assets [Line Items]
Gross amounts of recognized financial instruments	2,558		2,149
Gross amounts offset in balance sheet	0		0
Net amounts of assets presented in balance sheet	2,558		2,149
Carrying value of financial instruments not offset in balance sheet	0		0
Collateral not offset in balance sheet	-2,558		-2,149
Financial instruments, amount offset against collateral	$0		$0
[1]	Consists entirely of cash.
[2]	Consists of $153 of pledged securities and $466 of cash.

DERIVATIVE_INSTRUMENTS_Offsett1

DERIVATIVE INSTRUMENTS - Offsetting of Financial Liabilities and Derivative Liabilities (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting Liabilities [Line Items]
Gross amount of recognized derivative liabilities	($599)		($2,423)
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-599		-2,423
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities	87	[1]	1,621	[1]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-512		-802
Foreign currency swaps
Offsetting Liabilities [Line Items]
Gross amount of recognized derivative liabilities	-393		-318
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-393		-318
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities	0		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-393		-318
Foreign currency forwards
Offsetting Liabilities [Line Items]
Gross amount of recognized derivative liabilities	-165		-1,912
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-165		-1,912
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities	52		1,439
Derivative Liability, Fair Value, Amount Offset Against Collateral	-113		-473
Foreign currency options
Offsetting Liabilities [Line Items]
Gross amount of recognized derivative liabilities	-15		-33
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-15		-33
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities	7		24
Derivative Liability, Fair Value, Amount Offset Against Collateral	-8		-9
Interest rate swaptions
Offsetting Liabilities [Line Items]
Gross amount of recognized derivative liabilities	-26		-160
Gross amount of assets offset in balance sheet	0		0
Net amount of derivative liabilities presented in balance sheet	-26		-160
Financial instruments, amount not offset against derivative liabilities in balance sheet	0		0
Derivative, Collateral, Right to Reclaim Securities	28		158
Derivative Liability, Fair Value, Amount Offset Against Collateral	2		-2
Offsetting liabilities
Offsetting Liabilities [Line Items]
Gross amounts of recognized financial instruments	-3,214		-4,616
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-3,214		-4,616
Carrying value of financial instruments not offset in balance sheet	2,558		2,149
Collateral not offset in balance sheet	87		1,621
Financial instruments, amount offset against collateral	-569		-846
Offsetting liabilities | Securities lending and similar arrangements
Offsetting Liabilities [Line Items]
Gross amounts of recognized financial instruments	-2,615		-2,193
Gross amounts offset in balance sheet	0		0
Net amounts of liabilities presented in balance sheet	-2,615		-2,193
Carrying value of financial instruments not offset in balance sheet	2,558		2,149
Collateral not offset in balance sheet	0		0
Financial instruments, amount offset against collateral	($57)		($44)
[1]	Consists entirely of pledged securities.

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets:
Available-for-sale Securities	$69,907	$68,270
Asset derivatives	706	802
Other Investments	179	171
Cash and cash equivalents	4,363	4,658
Total assets	75,155	73,901
Liabilities:
Liability derivatives	599	2,423
Total liabilities	599	2,423
Foreign currency swaps
Assets:
Asset derivatives	637	746
Liabilities:
Liability derivatives	393	318
Foreign currency forwards
Assets:
Asset derivatives	64	56
Liabilities:
Liability derivatives	165	1,912
Foreign currency options
Liabilities:
Liability derivatives	15	33
Credit default swaps
Assets:
Asset derivatives	1
Interest rate swaps
Assets:
Asset derivatives	4
Interest rate swaptions
Liabilities:
Liability derivatives	26	160
Fixed Maturities
Assets:
Available-for-sale Securities	67,319	65,573
Fixed Maturities | Government and Agencies Debt Securities
Assets:
Available-for-sale Securities	18,856	19,198
Fixed Maturities | Municipalities
Assets:
Available-for-sale Securities	1,260	1,257
Fixed Maturities | Mortgage- and asset-backed securities
Assets:
Available-for-sale Securities	621	602
Fixed Maturities | Public Utilities
Assets:
Available-for-sale Securities	8,218	7,897
Fixed Maturities | Sovereign and supranational
Assets:
Available-for-sale Securities	1,468	1,416
Fixed Maturities | Banks/financial Institutions
Assets:
Available-for-sale Securities	6,655	6,598
Fixed Maturities | Other corporate
Assets:
Available-for-sale Securities	30,241	28,605
Perpetual securities
Assets:
Available-for-sale Securities	2,560	2,669
Perpetual securities | Banks/financial Institutions
Assets:
Available-for-sale Securities	2,341	2,438
Perpetual securities | Other corporate
Assets:
Available-for-sale Securities	219	231
Equity securities
Assets:
Available-for-sale Securities	28	28
Level 1
Assets:
Available-for-sale Securities	18,380	18,702
Asset derivatives	0	0
Other Investments	179	171
Cash and cash equivalents	4,363	4,658
Total assets	22,922	23,531
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
Liabilities:
Liability derivatives	0	0
Level 1 | Credit default swaps
Assets:
Asset derivatives	0
Level 1 | Interest rate swaps
Assets:
Asset derivatives	0
Level 1 | Interest rate swaptions
Liabilities:
Liability derivatives	0	0
Level 1 | Fixed Maturities
Assets:
Available-for-sale Securities	18,361	18,683
Level 1 | Fixed Maturities | Government and Agencies Debt Securities
Assets:
Available-for-sale Securities	18,361	18,683
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	19	19
Level 2
Assets:
Available-for-sale Securities	51,127	49,167
Asset derivatives	596	696
Other Investments	0	0
Cash and cash equivalents	0	0
Total assets	51,723	49,863
Liabilities:
Total liabilities	207	2,105
Level 2 | Foreign currency swaps
Assets:
Asset derivatives	528	640
Liabilities:
Liability derivatives	1	0
Level 2 | Foreign currency forwards
Assets:
Asset derivatives	64	56
Liabilities:
Liability derivatives	165	1,912
Level 2 | Foreign currency options
Liabilities:
Liability derivatives	15	33
Level 2 | Credit default swaps
Assets:
Asset derivatives	0
Level 2 | Interest rate swaps
Assets:
Asset derivatives	4
Level 2 | Interest rate swaptions
Liabilities:
Liability derivatives	26	160
Level 2 | Fixed Maturities
Assets:
Available-for-sale Securities	48,711	46,641
Level 2 | Fixed Maturities | Government and Agencies Debt Securities
Assets:
Available-for-sale Securities	495	515
Level 2 | Fixed Maturities | Municipalities
Assets:
Available-for-sale Securities	1,260	1,257
Level 2 | Fixed Maturities | Mortgage- and asset-backed securities
Assets:
Available-for-sale Securities	400	379
Level 2 | Fixed Maturities | Public Utilities
Assets:
Available-for-sale Securities	8,218	7,897
Level 2 | Fixed Maturities | Sovereign and supranational
Assets:
Available-for-sale Securities	1,468	1,416
Level 2 | Fixed Maturities | Banks/financial Institutions
Assets:
Available-for-sale Securities	6,629	6,572
Level 2 | Fixed Maturities | Other corporate
Assets:
Available-for-sale Securities	30,241	28,605
Level 2 | Perpetual securities
Assets:
Available-for-sale Securities	2,410	2,520
Level 2 | Perpetual securities | Banks/financial Institutions
Assets:
Available-for-sale Securities	2,191	2,289
Level 2 | Perpetual securities | Other corporate
Assets:
Available-for-sale Securities	219	231
Level 2 | Equity securities
Assets:
Available-for-sale Securities	6	6
Level 3
Assets:
Available-for-sale Securities	400	401
Asset derivatives	110	106
Other Investments	0	0
Cash and cash equivalents	0	0
Total assets	510	507
Liabilities:
Total liabilities	392	318
Level 3 | Foreign currency swaps
Assets:
Asset derivatives	109	106
Liabilities:
Liability derivatives	392	318
Level 3 | Foreign currency forwards
Assets:
Asset derivatives	0	0
Liabilities:
Liability derivatives	0	0
Level 3 | Foreign currency options
Liabilities:
Liability derivatives	0	0
Level 3 | Credit default swaps
Assets:
Asset derivatives	1
Level 3 | Interest rate swaps
Assets:
Asset derivatives	0
Level 3 | Interest rate swaptions
Liabilities:
Liability derivatives	0	0
Level 3 | Fixed Maturities
Assets:
Available-for-sale Securities	247	249
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	221	223
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	26	26
Level 3 | Fixed Maturities | Other corporate
Assets:
Available-for-sale Securities	0	0
Level 3 | Perpetual securities
Assets:
Available-for-sale Securities	150	149
Level 3 | Perpetual securities | Banks/financial Institutions
Assets:
Available-for-sale Securities	150	149
Level 3 | Perpetual securities | Other corporate
Assets:
Available-for-sale Securities	0	0
Level 3 | Equity securities
Assets:
Available-for-sale Securities	3	3
Variable Interest Entity, Consolidated
Assets:
Asset derivatives	110	106
Total assets	5,292	4,785
Liabilities:
Liability derivatives	392	318
Total liabilities	$392	$318

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets:
Securities held to maturity, fixed maturities, amortized cost	$34,262	$34,242
Securities held to maturity, fixed maturities, fair value	38,102	38,497
Liabilities
Other policyholder funds	6,139	6,031
Other policyholders' funds fair value disclosure	6,005	5,905
Notes Payable	6,268	5,268
Notes Payable, Fair Value Disclosure	6,924	5,835
Total Financial Instrument Liabilities Not Carried At Fair Value	12,407	11,299
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	12,929	11,740
Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	34,262	34,242
Securities held to maturity, fixed maturities, fair value	38,102	38,497
Japan government and agencies | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	20,084	20,023
Securities held to maturity, fixed maturities, fair value	22,975	23,218
Municipalities | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	346	346
Securities held to maturity, fixed maturities, fair value	412	417
Mortgage- and asset-backed securities | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	42	43
Securities held to maturity, fixed maturities, fair value	44	46
Public Utilities | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	3,269	3,342
Securities held to maturity, fixed maturities, fair value	3,503	3,603
Sovereign and supranational | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	2,564	2,556
Securities held to maturity, fixed maturities, fair value	2,791	2,814
Banks/financial Institutions | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	4,947	4,932
Securities held to maturity, fixed maturities, fair value	5,054	5,085
Other corporate | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, amortized cost	3,010	3,000
Securities held to maturity, fixed maturities, fair value	3,323	3,314
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	22,975	23,218
Level 1 | Japan government and agencies | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	22,975	23,218
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	15,097	15,248
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	412	417
Level 2 | Mortgage- and asset-backed securities | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	14	15
Level 2 | Public Utilities | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	3,503	3,603
Level 2 | Sovereign and supranational | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	2,791	2,814
Level 2 | Banks/financial Institutions | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	5,054	5,085
Level 2 | Other corporate | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	3,323	3,314
Level 3
Liabilities
Other policyholders' funds fair value disclosure	6,005	5,905
Notes Payable, Fair Value Disclosure	6,924	5,835
Liabilities Fair Value Disclosure Financial Instruments Carried At Cost	12,929	11,740
Level 3 | Fixed Maturities
Assets:
Securities held to maturity, fixed maturities, fair value	30	31
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	30	31
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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	$69,907	$68,270
Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,380	18,702
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	51,127	49,167
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	400	401
Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	67,319	65,573
Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,361	18,683
Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	48,711	46,641
Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	247	249
Perpetual securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,560	2,669
Perpetual securities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Perpetual securities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,410	2,520
Perpetual securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	150	149
Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	28	28
Equity securities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	19	19
Equity securities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6	6
Equity securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	3	3
Equity securities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	25	25
Equity securities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	19	19
Equity securities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6	6
Equity securities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Equity securities | Net Asset Value Valuation Technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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 and Nonrecurring 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 and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	3	3
Government and Agencies Debt Securities | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,856	19,198
Government and Agencies Debt Securities | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,361	18,683
Government and Agencies Debt Securities | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	495	515
Government and Agencies Debt Securities | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,856	19,198
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	18,361	18,683
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	495	515
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,260	1,257
Municipalities | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,260	1,257
Municipalities | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,260	1,257
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,260	1,257
Municipalities | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Mortgage- and asset-backed securities | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	621	602
Mortgage- and asset-backed securities | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	400	379
Mortgage- and asset-backed securities | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	221	223
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	400	379
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	400	379
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	221	223
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]
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 and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	221	223
Public Utilities | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	8,218	7,897
Public Utilities | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	8,218	7,897
Public Utilities | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	8,218	7,897
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	8,218	7,897
Public Utilities | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Sovereign and supranational | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,468	1,416
Sovereign and supranational | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Sovereign and supranational | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,468	1,416
Sovereign and supranational | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Sovereign and supranational | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,468	1,416
Sovereign and supranational | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Sovereign and supranational | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,468	1,416
Sovereign and supranational | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6,655	6,598
Banks/financial Institutions | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6,629	6,572
Banks/financial Institutions | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	26	26
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6,629	6,514
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	6,629	6,514
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	26	84
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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 and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	58
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	26	26
Banks/financial Institutions | Perpetual securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,341	2,438
Banks/financial Institutions | Perpetual securities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual securities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,191	2,289
Banks/financial Institutions | Perpetual securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	150	149
Banks/financial Institutions | Perpetual securities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,191	2,289
Banks/financial Institutions | Perpetual securities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual securities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2,191	2,289
Banks/financial Institutions | Perpetual securities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	150	149
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	150	149
Other corporate | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	30,241	28,605
Other corporate | Fixed Maturities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Fixed Maturities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	30,241	28,605
Other corporate | Fixed Maturities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	30,241	28,605
Other corporate | Fixed Maturities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	30,241	28,605
Other corporate | Fixed Maturities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Perpetual securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	219	231
Other corporate | Perpetual securities | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Perpetual securities | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	219	231
Other corporate | Perpetual securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Perpetual securities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	219	231
Other corporate | Perpetual securities | Third party pricing vendor valuation technique | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0	0
Other corporate | Perpetual securities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	219	231
Other corporate | Perpetual securities | Third party pricing vendor valuation technique | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring 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, 2015	Dec. 31, 2014
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	$38,102	$38,497
Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	38,102	38,497
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	22,975	23,218
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	15,097	15,248
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	30	31
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	22,975	23,218
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	22,975	23,218
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	22,975	23,218
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor 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	22,975	23,218
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor 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
Government and Agencies Debt Securities | Fixed Maturities | Third party pricing vendor 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
Municipalities | Fixed Maturities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	412	417
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	412	417
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	412	417
Municipalities | Fixed Maturities | Third party pricing vendor 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
Municipalities | Fixed Maturities | Third party pricing vendor 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	412	417
Municipalities | Fixed Maturities | Third party pricing vendor 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
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	44	46
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	14	15
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	30	31
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor valuation technique
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	14	15
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor 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 | Third party pricing vendor 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	14	15
Mortgage- and asset-backed securities | Fixed Maturities | Third party pricing vendor 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
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	30	31
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	30	31
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	3,503	3,603
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	3,503	3,603
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	3,503	3,603
Public Utilities | Fixed Maturities | Third party pricing vendor 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
Public Utilities | Fixed Maturities | Third party pricing vendor 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	3,503	3,603
Public Utilities | Fixed Maturities | Third party pricing vendor 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
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	2,791	2,814
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	2,791	2,814
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	2,791	2,814
Sovereign and supranational | Fixed Maturities | Third party pricing vendor 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
Sovereign and supranational | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	2,791	2,814
Sovereign and supranational | Fixed Maturities | Third party pricing vendor 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
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	5,054	5,085
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	5,054	5,085
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	4,804	5,085
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor 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
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor valuation technique | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	4,804	5,085
Banks/financial Institutions | Fixed Maturities | Third party pricing vendor 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
Banks/financial Institutions | 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	250
Banks/financial Institutions | 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
Banks/financial Institutions | 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	250
Banks/financial Institutions | 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
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	3,323	3,314
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	3,323	3,314
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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities held to maturity, fixed maturities, fair value	3,296	3,287
Other corporate | Fixed Maturities | Third party pricing vendor 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 | Third party pricing vendor 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	3,296	3,287
Other corporate | Fixed Maturities | Third party pricing vendor 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
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	27	27
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	27	27
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, 2015		Mar. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	$189		$346
Realized investment gains (losses) included in earnings	-82		-9
Unrealized gains (losses) included in other comprehensive income (loss)	-4		-99
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	15		21
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Balance, end of period	118		259
Change in unrealized gains (losses) still held	-82		-9
Fixed Maturities | Mortgage- and asset-backed securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	223		369
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	-1		-104
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	-1		-3
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Balance, end of period	221		262
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		0
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
Transfers out of Level 3	0		0
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		0
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
Transfers out of Level 3	0		0
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	26		23
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	0		2
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Balance, end of period	26		25
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		0
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
Transfers out of Level 3	0		0
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	149		52
Realized investment gains (losses) included in earnings	0		0
Unrealized gains (losses) included in other comprehensive income (loss)	1		4
Purchases	0		0
Issuances	0		0
Sales	0		0
Settlements	0		0
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Balance, end of period	150		56
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		3
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
Transfers out of Level 3	0		0
Balance, end of period	3		3
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	0	[1]	1	[1]
Realized investment gains (losses) included in earnings	0	[1]	-1	[1]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[1]	0	[1]
Purchases	0	[1]	0	[1]
Issuances	0	[1]	0	[1]
Sales	0	[1]	0	[1]
Settlements	0	[1]	0	[1]
Transfers into Level 3	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]
Balance, end of period	0	[1]	0	[1]
Change in unrealized gains (losses) still held	0	[1]	-1	[1]
Derivatives | Foreign currency swaps
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	-212	[1]	-99	[1]
Realized investment gains (losses) included in earnings	-83	[1]	-10	[1]
Unrealized gains (losses) included in other comprehensive income (loss)	-4	[1]	-1	[1]
Purchases	0	[1]	0	[1]
Issuances	0	[1]	0	[1]
Sales	0	[1]	0	[1]
Settlements	16	[1]	24	[1]
Transfers into Level 3	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]
Balance, end of period	-283	[1]	-86	[1]
Change in unrealized gains (losses) still held	-83	[1]	-10	[1]
Derivatives | Credit default swaps
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	[1]	-3	[1]
Realized investment gains (losses) included in earnings	1	[1]	2	[1]
Unrealized gains (losses) included in other comprehensive income (loss)	0	[1]	0	[1]
Purchases	0	[1]	0	[1]
Issuances	0	[1]	0	[1]
Sales	0	[1]	0	[1]
Settlements	0	[1]	0	[1]
Transfers into Level 3	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]
Balance, end of period	1	[1]	-1	[1]
Change in unrealized gains (losses) still held	$1	[1]	$2	[1]
[1]	Derivative assets and liabilities are presented net

FAIR_VALUE_MEASUREMENTS_Additi

FAIR VALUE MEASUREMENTS - Additional Information (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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, 2015		Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	$69,907		$68,270
Asset derivatives	706		802
Assets, fair value	75,155		73,901
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	400		401
Asset derivatives	110		106
Assets, fair value	510		507
Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	67,319		65,573
Fixed Maturities | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	247		249
Perpetual securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	2,560		2,669
Perpetual securities | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	150		149
Equity securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	28		28
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	$679		$677
Equity securities | Assets | Weighted Average | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Offered Quotes	$6		$6
Mortgage- and asset-backed securities | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	621		602
Mortgage- and asset-backed securities | Fixed Maturities | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	221		223
Mortgage- and asset-backed securities | Fixed Maturities | Consensus Pricing Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	221		223
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	221		223
Banks/financial Institutions | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	6,655		6,598
Banks/financial Institutions | Fixed Maturities | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	26		26
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	26		84
Banks/financial Institutions | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	26		26
Banks/financial Institutions | Perpetual securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	2,341		2,438
Banks/financial Institutions | Perpetual securities | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	150		149
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	150		149
Banks/financial Institutions | Perpetual securities | Consensus Pricing Valuation Technique | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	150		149
Foreign currency swaps
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Asset derivatives	637		746
Foreign currency swaps | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Asset derivatives	109		106
Credit default swaps
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Asset derivatives	1
Credit default swaps | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Asset derivatives	1
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	4		8
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	20.32%	[1]	20.50%	[1]
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	0.20%		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	1.10%		1.05%
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	105		98
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	20.32%	[1]	20.50%	[1]
Fair Value, Unobservable Input, Base Correlation, CDS Spreads, Recovery Rate | Credit default swaps | Assets | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Entity Credit Risk	0.93%
Fair Value Inputs, Recovery Rate	36.69%
Fair Value, Unobservable Input, Base Correlation, CDS Spreads, Recovery Rate | Credit default swaps | Assets | Lower Limit | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Base Correlation	59.00%	[2]
Fair Value, Unobservable Input, Base Correlation, CDS Spreads, Recovery Rate | Credit default swaps | Assets | Upper Limit | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Base Correlation	62.00%	[2]
Fair Value, Unobservable Input, Base Correlation, CDS Spreads, Recovery Rate | Credit default swaps | Mortgage- and asset-backed securities | Fixed Maturities | Consensus Pricing Valuation Technique | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Asset derivatives	1
Dollar-denominated | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	38,237		36,285
Dollar-denominated | Mortgage- and asset-backed securities | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	244		216
Dollar-denominated | Banks/financial Institutions | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	3,831		3,710
Dollar-denominated | Banks/financial Institutions | Perpetual securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	162		175
Dollar-denominated | 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	2.02%	[3]	2.28%	[3]
Dollar-denominated | 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	2.39%	[3]	2.70%	[3]
Dollar-denominated | 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	2.02%	[3]	2.28%	[3]
Dollar-denominated | 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	2.39%	[3]	2.70%	[3]
Yen-denominated | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	29,082		29,288
Yen-denominated | Mortgage- and asset-backed securities | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	377		386
Yen-denominated | Banks/financial Institutions | Fixed Maturities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	2,824		2,888
Yen-denominated | Banks/financial Institutions | Perpetual securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities	$2,179		$2,263
Yen-denominated | 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	0.58%	[4]	0.53%	[4]
Yen-denominated | 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	1.36%	[4]	1.34%	[4]
Yen-denominated | 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	0.58%	[4]	0.53%	[4]
Yen-denominated | 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	1.36%	[4]	1.34%	[4]
[1]	Based on 10 year volatility of JPY/USD exchange rate
[2]	Range of base correlation for our bespoke tranche for attachment and detachment points corresponding to market indices
[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

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, 2015		Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives	$599		$2,423
Liabilities, fair value disclosure	599		2,423
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	392		318
Foreign currency swaps
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives	393		318
Foreign currency swaps | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives	392		318
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	212		176
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	20.32%	[1]	20.50%	[1]
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	0.20%		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	1.10%		1.05%
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	161		111
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	0.16%		0.13%
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	1.51%		1.45%
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	$19		$31
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	20.32%	[1]	20.50%	[1]
Dollar-denominated | 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	2.02%	[2]	2.28%	[2]
Dollar-denominated | 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	2.39%	[2]	2.70%	[2]
Dollar-denominated | 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	2.02%	[2]	2.28%	[2]
Dollar-denominated | 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	2.39%	[2]	2.70%	[2]
Dollar-denominated | 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	2.02%	[2]	2.28%	[2]
Dollar-denominated | 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	2.39%	[2]	2.70%	[2]
Yen-denominated | 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	0.58%	[3]	0.53%	[3]
Yen-denominated | 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	1.36%	[3]	1.34%	[3]
Yen-denominated | 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	0.58%	[3]	0.53%	[3]
Yen-denominated | 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	1.36%	[3]	1.34%	[3]
Yen-denominated | 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	0.58%	[3]	0.53%	[3]
Yen-denominated | 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	1.36%	[3]	1.34%	[3]
[1]	Based on 10 year volatility of JPY/USD exchange rate
[2]	Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
[3]	Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps

REINSURANCE_Additional_Informa

REINSURANCE - Additional Information (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Effects of Reinsurance [Line Items]
Future policy benefit liability	$67,292	$65,646
Aflac Japan | Closed Block- Tranche Three
Effects of Reinsurance [Line Items]
Coinsurance reinsurance ceded percentage	30.00%
Reinsurance deferred profit liability	600
Reinsurance recoverables	600
Aflac Japan | Closed Medical Block - Tranche Two
Effects of Reinsurance [Line Items]
Coinsurance reinsurance ceded percentage	16.70%
Reinsurance assumed percentage	8.35%
Future policy benefit liability	3
Aflac Japan | Closed Medical Block - Tranche One
Effects of Reinsurance [Line Items]
Coinsurance reinsurance ceded percentage	33.30%
Aflac Japan | Closed Medical Block
Effects of Reinsurance [Line Items]
Reinsurance deferred profit liability	684
Reinsurance recoverables	$707

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, 2015	Mar. 31, 2014
Effects of Reinsurance [Line Items]
Direct premium income	$4,514	$4,933
Net premium income	4,432	4,854
Direct benefits and claims	3,025	3,289
Benefits and claims, net	2,952	3,220
All Other
Effects of Reinsurance [Line Items]
Ceded premiums	-10	-9
Assumed premiums earned	3	3
Ceded benefits and claims	-7	-7
Assumed benefits and claims	0	2
Aflac Japan
Effects of Reinsurance [Line Items]
Net premium income	3,078	3,560
Aflac Japan | Closed block
Effects of Reinsurance [Line Items]
Ceded premiums	-90	-73
Assumed premiums earned	15	0
Ceded benefits and claims	-80	-64
Assumed benefits and claims	$14	$0

NOTES_PAYABLE_Additional_Infor

NOTES PAYABLE - Additional Information (Details)	Mar. 09, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015	Mar. 31, 2015
	series	Senior notes	2.40% senior notes due March 2020	2.40% senior notes due March 2020	3.25% senior notes due March 2025	3.25% senior notes due March 2025	Notes Payable	$50 million dollar line of credit	$100 million dollar line of credit	Line of Credit	50 billion yen line of credit
		USD ($)	USD ($)	JPY (¥)	USD ($)	JPY (¥)	USD ($)	USD ($)	USD ($)	USD ($)	JPY (¥)
Debt Instrument [Line Items]
Line of credit facility, maximum borrowing capacity								$50,000,000	$100,000,000		¥ 50,000,000,000
Number of Series of Senior Notes Issued Through a U.S. Public Debt Offering	2
Debt Instrument, Face Amount		1,000,000,000	550,000,000		450,000,000
Debt Instrument Effective Principal Amount After Cross Currency Swap				67,000,000,000		55,000,000,000
Debt instrument, interest rate, stated percentage			2.40%	2.40%	3.25%	3.25%
Debt Instrument, Term			5 years	5 years	10 years	10 years
Debt Instrument Effective Interest Rate Percentage After Interest Rate Swap			0.24%	0.24%	0.82%	0.82%
Line of credit facility, interest rate description								Borrowings will bear interest at the rate quoted by the bank and agreed upon at the time of making such loan and will have a three-month maturity period.	Borrowings will bear interest at the rate quoted by the bank and agreed upon at the time of making such loan and will have a three-month maturity period.		Borrowings will bear interest at LIBOR plus the applicable margin of 1.125%
Line of credit facility, commitment fee percentage											0.13%
Line of credit facility, amount outstanding								0	0		0
Debt instrument, debt default, amount							$0			$0

NOTES_PAYABLE_Summary_of_Notes

NOTES PAYABLE - Summary of Notes Payable (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Debt Instrument [Line Items]
Notes payable	$6,282		$5,282
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	653	[1]	653	[1]
8.50% senior notes due May 2019
Debt Instrument [Line Items]
Notes payable	850		850
2.40% senior notes due March 2020
Debt Instrument [Line Items]
Notes payable	550		0
4.00% senior notes due February 2022
Debt Instrument [Line Items]
Notes payable	350	[2]	350	[2]
3.625% senior notes due June 2023
Debt Instrument [Line Items]
Notes payable	700		700
3.625% senior notes due November 2024
Debt Instrument [Line Items]
Notes payable	749	[2]	749	[2]
3.25% senior notes due March 2025
Debt Instrument [Line Items]
Notes payable	448	[2]	0
6.90% senior notes due December 2039
Debt Instrument [Line Items]
Notes payable	397	[2]	397	[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	67		66
1.84% yen-denominated Samurai notes due July 2016
Debt Instrument [Line Items]
Notes payable	131		131
3.60% yen-denominated loan due July 2015
Debt Instrument [Line Items]
Notes payable	83		83
3.00% yen-denominated loan due August 2015
Debt Instrument [Line Items]
Notes payable	42		41
Capitalized Lease Obligations
Debt Instrument [Line Items]
Notes payable	$14		$14
[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, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Dec. 31, 2014

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

In Millions, unless otherwise specified

8.50% senior notes due May 2019

8.50% senior notes due May 2019

6.45% senior notes due August 2040

6.45% senior notes due August 2040

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

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

3.25% senior notes due March 2025

6.90% senior notes due December 2039

6.90% senior notes due December 2039

2.40% senior notes due March 2020

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

3.625% senior notes due November 2024

3.625% senior notes due November 2024

1.84% yen-denominated Samurai notes due July 2016

1.84% yen-denominated Samurai notes due July 2016

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

50 billion yen line of credit

$50 million dollar line of credit

$100 million dollar line of credit

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

JPY (¥)

JPY (¥)

USD ($)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

JPY (¥)

USD ($)

USD ($)

Debt Instrument [Line Items]

Notes payable, interest rate

8.50%

8.50%

6.45%

6.45%

3.45%

3.45%

2.65%

2.65%

4.00%

4.00%

3.63%

3.63%

3.25%

6.90%

6.90%

2.40%

5.50%

5.50%

2.26%

2.26%

3.63%

3.63%

1.84%

1.84%

3.60%

3.60%

3.00%

3.00%

Notes payable, principal amount

$400

$350

$700

$450

$550

$500

¥ 8,000

¥ 8,000

$750

¥ 15,800

¥ 15,800

¥ 10,000

¥ 10,000

¥ 5,000

¥ 5,000

Line of credit facility, amount outstanding

¥ 0

$0

$0

SHAREHOLDERS_EQUITY_Reconcilia

SHAREHOLDERS' EQUITY - Reconciliation of Number of Shares of Common Stock (Detail)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Common Stock Issued [Roll Forward]
Balance, beginning of period	668,132	667,046
Exercise of stock options and issuance of restricted shares	722	574
Balance, end of period	668,854	667,620
Treasury Stock [Roll Forward]
Balance, beginning of period	225,687	207,633
Balance, end of period	235,083	213,592
Shares outstanding, end of period	433,771	454,028
Treasury Stock
Treasury Stock [Roll Forward]
Stock Acquired In Open Market, Shares	9,827	6,535
Other purchases	162	110
Shares issued to AFL Stock Plan	-295	-284
Exercise of stock options	-192	-281
Other dispositions	-106	-121

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, 2015	Mar. 31, 2014
Stockholders' Equity Note [Abstract]
Anti-dilutive share-based awards	1,878	492

SHAREHOLDERS_EQUITY_Additional

SHAREHOLDERS' EQUITY - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Stockholders Equity Note [Line Items]
Common stock, share repurchase, dollar amount	$610	$421
Remaining common stock available for purchase under share repurchase authorizations	19.7
Share Repurchase Program
Stockholders Equity Note [Line Items]
Common stock, share repurchase	9.8	6.5
Common stock, share repurchase, dollar amount	$600	$415

SHAREHOLDERS_EQUITY_Changes_in

SHAREHOLDERS' EQUITY - Changes in Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning of period	$1,979	[1]	($563)	[1]
Other comprehensive income loss before reclassifications net of tax	385	[1]	894	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	-32	[1]	-24	[1]
Other comprehensive income (loss), net of tax	353	[1]	870	[1]
Balance, end of period	2,332	[1]	307	[1]
Unrealized foreign currency translation gains (losses)
Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning of period	-2,541	[1]	-1,505	[1]
Other comprehensive income loss before reclassifications net of tax	1	[1]	-14	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	-23	[1]
Other comprehensive income (loss), net of tax	1	[1]	-37	[1]
Balance, end of period	-2,540	[1]	-1,542	[1]
Unrealized gains (losses) on investment securities
Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning of period	4,672	[1]	1,035	[1]
Other comprehensive income loss before reclassifications net of tax	386	[1]	910	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	-32	[1]	-1	[1]
Other comprehensive income (loss), net of tax	354	[1]	909	[1]
Balance, end of period	5,026	[1]	1,944	[1]
Unrealized gains (losses) on derivatives
Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning of period	-26	[1]	-12	[1]
Other comprehensive income loss before reclassifications net of tax	-2	[1]	-1	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	0	[1]
Other comprehensive income (loss), net of tax	-2	[1]	-1	[1]
Balance, end of period	-28	[1]	-13	[1]
Pension liability adjustment
Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning of period	-126	[1]	-81	[1]
Other comprehensive income loss before reclassifications net of tax	0	[1]	-1	[1]
Amounts reclassified from accumulated other comprehensive income net of tax	0	[1]	0	[1]
Other comprehensive income (loss), net of tax	0	[1]	-1	[1]
Balance, end of period	($126)	[1]	($82)	[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, 2015		Mar. 31, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Sales and redemptions	$68		$41
Other than temporary impairment losses realized	-6	[1]	-3	[1]
Total before tax	1,013		1,104
Income tax (expense) or benefit	-350		-372
Net of tax	663		732
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	32		24
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	56		5
Other than temporary impairment losses realized	-6		-3
Total before tax	50		2
Income tax (expense) or benefit	-18	[2]	-1	[2]
Net of tax	32		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, actuarial gains (losses)	-4	[3]	-4	[3]
Acquisition and operating expenses, prior service (cost) credit	4	[3]	4	[3]
Income tax (expense) or benefit	0	[2]	0	[2]
Net of tax	0		0
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
Income tax (expense) or benefit			-13	[2]
Net of tax			$23
[1]	Includes $6 and $3 for the three-month periods ended March 31, 2015 and 2014, 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, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Options Outstanding - Stock Option Shares	9,388
Options Outstanding - Weighted-Average Remaining Term (Yrs)	4 years 9 months 18 days
Options Outstanding - Aggregate Intrinsic Value	$131
Options Outstanding - Weighted-Average Exercise Price Per Share	$50.04
Options Exercisable - Stock Option Shares	7,349
Options Exercisable - Weighted-Average Remaining Term (Yrs.)	3 years 7 months 6 days
Options Exercisable - Aggregate Intrinsic Value	$118
Options Exercisable - Weighted-Average Exercise Price Per Share	$47.94

SHAREBASED_COMPENSATION_Additi

SHARE-BASED COMPENSATION - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	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	$22	$18
Tax Benefit from Stock Options Exercised	15	11
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	10,100,000
Restricted Stock
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Total compensation cost not yet recognized, restricted stock awards	64
Total compensation cost not yet recognized, restricted stock awards, weighted-average period (in years)	1 year 9 months 18 days
Performance based Vesting Condition | Restricted Stock
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Total compensation cost not yet recognized, restricted stock awards	$26
Total compensation cost not yet recognized, restricted stock awards, shares	780,000

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, 2014	Mar. 31, 2015	Oct. 31, 2013
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
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
Lower Limit
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
Japanese Pension Plan
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Employer contributions		$5
U.S. Pension Plan
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Employer contributions		0
Other Postretirement Benefit Plans, Defined Benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Defined Benefit Plan, Plan Amendments			($51)
Plan amendment remaining amortization period			3 years
Discount rate - benefit obligation			4.75%

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, 2015	Mar. 31, 2014
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	0
Amortization of prior service cost (credit)	0	0
Net periodic (benefit) cost	5	5
U.S. Pension Plan
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Service cost	6	5
Interest cost	8	7
Expected return on plan assets	-6	-5
Amortization of net actuarial loss	4	3
Amortization of prior service cost (credit)	0	0
Net periodic (benefit) cost	12	10
Other Postretirement Benefit Plans, Defined Benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Service cost	0	0
Interest cost	1	0
Expected return on plan assets	0	0
Amortization of net actuarial loss	0	1
Amortization of prior service cost (credit)	-4	-4
Net periodic (benefit) cost	($3)	($3)

SUBSEQUENT_EVENTS_Additional_I

SUBSEQUENT EVENTS -Additional Information (Details) (USD $)	1 Months Ended
In Millions, unless otherwise specified	Apr. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Apr. 01, 2015
8.50% senior notes due May 2019
Subsequent Event [Line Items]
Debt instrument, interest rate, stated percentage		8.50%	8.50%
Subsequent Event | 8.50% senior notes due May 2019
Subsequent Event [Line Items]
Principal payments under debt obligations	$850
Debt instrument, interest rate, stated percentage				8.50%
Payment of debt, make-whole premium	$230
Aflac Japan | Closed Block- Tranche Three | Subsequent Event
Subsequent Event [Line Items]
Reinsurance assumed percentage				90.00%