Riversource Life Insurance 10-K 27 Feb 19 2018 FY Annual report Financial data

Document and Entity Information

Document and Entity Information - USD ($)	12 Months Ended
	Dec. 31, 2018	Feb. 26, 2019	Jun. 30, 2018
Document Entity Information
Document Type	10-K
Document Period End Date	Dec. 31, 2018
Entity Registrant Name	RIVERSOURCE LIFE INSURANCE COMPANY
Entity Common Stock, Shares Outstanding		100,000
Entity Central Index Key	727,892
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Fiscal Year Focus	2,018
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Document Fiscal Period Focus	FY
Amendment Flag	false
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Public Float			$ 0

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Investments:
Fixed maturities, at fair value (amortized cost: 2018, $21,099; 2017, $20,764)	$ 21,528	$ 22,155
Mortgage loans, at amortized cost (less allowance for loan losses: 2018 and 2017, $16)	2,547	2,619
Policy loans	861	845
Other investments	838	900
Total investments	25,774	26,519
Cash and cash equivalents	1,085	1,062
Reinsurance recoverables	3,113	2,876
Other receivables	209	207
Accrued investment income	203	219
Deferred acquisition costs	2,742	2,639
Other assets	3,554	4,358
Separate account assets	73,393	82,560
Total assets	110,073	120,440
Liabilities:
Policyholder account balances, future policy benefits and claims	29,407	29,178
Short-term borrowings	201	200
Other liabilities	3,500	4,674
Separate account liabilities	73,393	82,560
Total liabilities	106,501	116,612
Shareholder's equity:
Common stock, $30 par value; 100,000 shares authorized, issued and outstanding	3	3
Additional paid-in capital	2,466	2,466
Retained earnings	1,058	903
Accumulated other comprehensive income, net of tax	45	456
Total shareholder's equity	3,572	3,828
Total liabilities and shareholder's equity	$ 110,073	$ 120,440

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Statement of Financial Position [Abstract]
Fixed maturities, amortized cost	$ 21,099	$ 20,764
Mortgage loans, allowance for loan losses	$ 16	$ 16
Common stock, par value (in dollars per share)	$ 30	$ 30
Common stock, shares authorized (in shares)	100,000	100,000
Common stock, shares issued (in shares)	100,000	100,000
Common stock, shares outstanding (in shares)	100,000	100,000

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017		Dec. 31, 2016
Revenues
Premiums	$ 396	$ 410		$ 417
Net investment income	1,023	1,011		1,128
Policy and contract charges	2,081	1,943	[1]	2,000	[1]
Other revenues	411	400	[1]	390	[1]
Net realized investment gains (losses)	10	40		26
Total revenues	3,921	3,804		3,961
Benefits and expenses
Benefits, claims, losses and settlement expenses	1,373	1,239		1,611
Interest credited to fixed accounts	674	656		623
Amortization of deferred acquisition costs	255	207		334
Other insurance and operating expenses	679	701		683
Total benefits and expenses	2,981	2,803		3,251
Pretax income (loss)	940	1,001		710
Income tax provision (benefit)	35	260		24
Net income	905	741		686
Supplemental Disclosures:
Total other-than-temporary impairment losses on securities	0	0		0
Portion of loss recognized in other comprehensive income (before taxes)	0	0		0
Net impairment losses recognized in net realized investment gains (losses)	$ 0	$ 0		$ 0
[1]	Certain prior period amounts have been restated. See Note 1 for more information.

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 905	$ 741	$ 686
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities	(412)	(3)	58
Net unrealized gains (losses) on derivatives	1	3	4
Other	0	(1)	0
Total other comprehensive income (loss), net of tax	(411)	(1)	62
Total comprehensive income	$ 494	$ 740	$ 748

CONSOLIDATED STATEMENTS OF SHAR

CONSOLIDATED STATEMENTS OF SHAREHOLDER'S EQUITY - USD ($) $ in Millions	Total	Common shares [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Accumulated other comprehensive income (loss) [Member]
Beginning balance at Dec. 31, 2015	$ 4,039	$ 3	$ 2,465	$ 1,176	$ 395
Comprehensive income:
Net income	686			686
Other comprehensive income (loss), net of tax	62				62
Total comprehensive income	748
Tax adjustment on share-based incentive compensation plan	1		1
Cash dividends to Ameriprise Financial, Inc.	(1,000)			(1,000)
Ending balance at Dec. 31, 2016	3,788	3	2,466	862	457
Comprehensive income:
Net income	741			741
Other comprehensive income (loss), net of tax	(1)				(1)
Total comprehensive income	740
Cash dividends to Ameriprise Financial, Inc.	(700)			(700)
Ending balance at Dec. 31, 2017	3,828	3	2,466	903	456
Comprehensive income:
Net income	905			905
Other comprehensive income (loss), net of tax	(411)				(411)
Total comprehensive income	494
Cash dividends to Ameriprise Financial, Inc.	(750)			(750)
Ending balance at Dec. 31, 2018	$ 3,572	$ 3	$ 2,466	$ 1,058	$ 45

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Statement of Cash Flows [Abstract]
Net income	$ 905	$ 741	$ 686
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation, amortization and accretion, net	37	48	40
Deferred income tax (benefit) expense	(3)	101	5
Contractholder and policyholder charges, non-cash	(368)	(359)	(348)
Loss from equity method investments	64	108	53
Net realized investment (gains) losses	(10)	(40)	(30)
Other-than-temporary impairments and provision for loan losses recognized in net realized investment gains (losses)	0	0	4
Change in operating assets and liabilities:
Deferred acquisition costs	1	(35)	55
Policyholder account balances, future policy benefits and claims, net	906	(121)	338
Derivatives, net of collateral	(170)	504	93
Reinsurance recoverables	(212)	(266)	(212)
Other receivables	14	42	(12)
Accrued investment income	16	18	7
Other, net	(1)	(33)	188
Net cash provided by (used in) operating activities	1,179	708	867
Available-for-Sale securities:
Proceeds from sales	56	234	297
Maturities, sinking fund payments and calls	2,635	2,491	2,318
Purchases	(3,049)	(2,034)	(3,174)
Proceeds from sales, maturities and repayments of mortgage loans	280	690	783
Funding of mortgage loans	(208)	(439)	(433)
Proceeds from sales and collections of other investments	137	156	156
Purchase of other investments	(217)	(201)	(164)
Purchase of equipment and software	(8)	(9)	(9)
Change in policy loans, net	(16)	(15)	(7)
Advance on line of credit to Ameriprise Financial, inc.	(273)	(15)	0
Repayment from Ameriprise Financial, Inc. on line of credit	273	15	0
Cash paid for written options with deferred premiums	(131)	(82)	(8)
Cash received from written options with deferred premiums	130	75	76
Other, net	(15)	3	15
Net cash provided by (used in) investing activities	(406)	869	(150)
Policyholder account balances:
Deposits and other additions	1,933	2,059	2,086
Net transfers from (to) separate accounts	(75)	(157)	127
Surrenders and other benefits	(1,904)	(1,893)	(1,932)
Change in short-term borrowings, net	0	0	(1)
Proceeds from line of credit with Ameriprise Financial, Inc.	10	20	22
Repayments on line of credit with Ameriprise Financial, Inc.	(10)	(20)	(22)
Cash received for purchased options with deferred premiums	254	116	276
Cash paid for purchased options with deferred premiums	(208)	(263)	(320)
Cash dividends to Ameriprise Financial, Inc.	(750)	(700)	(1,000)
Net cash provided by (used in) financing activities	(750)	(838)	(764)
Net increase (decrease) in cash and cash equivalents	23	739	(47)
Cash and cash equivalents at beginning of period	1,062	323	370
Cash and cash equivalents at end of period	1,085	1,062	323
Supplemental Disclosures:
Income taxes paid (received), net	158	250	(120)
Interest paid on borrowings	4	2	1
Non-cash investing activity:
Partnership commitments not yet remitted	$ 1	$ 9	$ 108

Nature of Business and Basis of

Nature of Business and Basis of Presentation	12 Months Ended
	Dec. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Nature of Business and Basis of Presentation	Nature of Business and Basis of Presentation RiverSource Life Insurance Company is a stock life insurance company with one wholly owned stock life insurance company subsidiary, RiverSource Life Insurance Co. of New York (“RiverSource Life of NY”). RiverSource Life Insurance Company is a wholly owned subsidiary of Ameriprise Financial, Inc. (“Ameriprise Financial”). • RiverSource Life Insurance Company is domiciled in Minnesota and holds Certificates of Authority in American Samoa, the District of Columbia and all states except New York. RiverSource Life Insurance Company issues insurance and annuity products. • RiverSource Life of NY is domiciled and holds a Certificate of Authority in New York. RiverSource Life of NY issues insurance and annuity products. RiverSource Life Insurance Company also wholly owns RiverSource Tax Advantaged Investments, Inc. (“RTA”). RTA is a stock company domiciled in Delaware and is a limited partner in affordable housing partnership investments. The accompanying Consolidated Financial Statements include the accounts of RiverSource Life Insurance Company and companies in which it directly or indirectly has a controlling financial interest (collectively, the “Company”). All intercompany transactions and balances have been eliminated in consolidation. On January 1, 2018, the Company retrospectively adopted the new accounting standard for revenue recognition. See Note 3 and Note 4 for further information on the new accounting standard and the Company’s revenue from contracts with customers. The impact to the Consolidated Statements of Income for both the years ended December 31, 2017 and 2016 was an increase of $16 million to policy and contract charges and a decrease of $16 million to other revenues. In 2017 , the Company recorded the following out-of-period corrections: • a $12 million out-of-period correction related to a variable annuity model assumption that decreased amortization of deferred acquisition costs (“DAC”) by $8 million and decreased benefits, claims, losses and settlement expenses by $4 million . • a $20 million decrease to income tax provision for a reversal of a tax reserve. In 2016 , the Company recorded an out-of-period correction for a $29 million increase to benefits, claims, losses and settlement expenses related to the claim utilization factor on long term care (“LTC”) reserves. The impact of these out-of-period corrections was not material to current or prior period financial statements. The accompanying Consolidated Financial Statements are prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) which vary in certain respects from reporting practices prescribed or permitted by state insurance regulatory authorities as described in Note 16. Certain reclassifications of prior period amounts have been made to conform to the current presentation. The Company evaluated events or transactions that may have occurred after the balance sheet date for potential recognition or disclosure through the date the financial statements were issued. No subsequent events or transactions were identified. The Company’s principal products are variable deferred annuities, universal life (“UL”) insurance, including indexed universal life (“IUL”) and variable universal life (“VUL”) insurance, which are issued primarily to individuals. Waiver of premium and accidental death benefit riders are generally available with UL products, in addition to other benefit riders. Variable annuity contract purchasers can choose to add optional benefit riders to their contracts, such as guaranteed minimum death benefit (“GMDB”), guaranteed minimum withdrawal benefit (“GMWB”) and guaranteed minimum accumulation benefit (“GMAB”) riders. The Company also offers immediate annuities, fixed deferred annuities, and traditional life and disability income (“DI”) insurance. The Company issues only non-participating life insurance policies which do not pay dividends to policyholders and contractholders.

Summary of Significant Accounti

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2018
Accounting Policies [Abstract]
Summary of Significant Accounting Policies [Text Block]	Summary of Significant Accounting Policies Principles of Consolidation A variable interest entity (“VIE”) is an entity that either has equity investors that lack certain essential characteristics of a controlling financial interest (including substantive voting rights, the obligation to absorb the entity’s losses, or the rights to receive the entity’s returns) or has equity investors that do not provide sufficient financial resources for the entity to support its activities. Voting interest entities (“VOEs”) are those entities that do not qualify as a VIE. The Company consolidates VOEs in which it holds a greater than 50% voting interest. The Company generally accounts for entities using the equity method when it holds a greater than 20% but less than 50% voting interest or when the Company exercises significant influence over the entity. All other investments that are not reported at fair value as trading or Available-for-Sale securities are accounted for under the cost method when the Company owns less than a 20% voting interest and does not exercise significant influence. A VIE is consolidated by the reporting entity that determines it has both: • the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and • the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE. All VIEs are assessed for consolidation under this framework. When evaluating entities for consolidation, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting in a role that enables it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in an agent role. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Management and incentive fees that are at market and commensurate with the level of services provided, and where the Company does not hold other interests in the VIE that would absorb more than an insignificant amount of the VIE’s expected losses or receive more than an insignificant amount of the VIE’s expected residual returns, are not considered a variable interest and are excluded from the analysis. The consolidation guidance has a scope exception for reporting entities with interests in registered money market funds which do not have an explicit support agreeme n t. Amounts Based on Estimates and Assumptions Accounting estimates are an integral part of the Consolidated Financial Statements. In part, they are based upon assumptions concerning future events. Among the more significant are those that relate to investment securities valuation and recognition of other-than-temporary impairments, DAC and the corresponding recognition of DAC amortization, valuation of derivative instruments and hedging activities, litigation reserves, future policy benefits and claims reserves and income taxes and the recognition of deferred tax assets and liabilities. These accounting estimates reflect the best judgment of management and actual results could diff e r. Investments Available-for-Sale Securities Available-for-Sale securities are carried at fair value with unrealized gains (losses) recorded in accumulated other comprehensive income (“AOCI”), net of impacts to DAC, deferred sales inducement costs (“DSIC”), unearned revenue, benefit reserves, reinsurance recoverables and income taxes. Gains and losses are recognized on a trade date basis in the Consolidated Statements of Income upon disposition of the securities. When the fair value of an investment is less than its amortized cost, the Company assesses whether or not: (i) it has the intent to sell the security (made a decision to sell) or (ii) it is more likely than not that the Company will be required to sell the security before its anticipated recovery. If either of these conditions exist, an other-than-temporary impairment is considered to have occurred and the Company recognizes an other-than-temporary impairment for the difference between the investment’s amortized cost and its fair value through earnings. For securities that do not meet the above criteria and the Company does not expect to recover a security’s amortized cost, the security is also considered other-than-temporarily impaired. For these securities, the Company separates the total impairment into the credit loss component and the amount of the loss related to other factors. The amount of the total other-than-temporary impairment related to credit loss is recognized in earnings. The amount of the total other-than-temporary impairment related to other factors is recognized in other comprehensive income (“OCI”), net of impacts to DAC, DSIC, unearned revenue, benefit reserves, reinsurance recoverables and income taxes. For Available-for-Sale securities that have recognized an other-than-temporary impairment through earnings, the difference between the amortized cost and the cash flows expected to be collected is accreted as interest income if through subsequent evaluation there is a sustained increase in the cash flow expected. Subsequent increases and decreases in the fair value of Available-for-Sale securities are included in OCI. The Company provides a supplemental disclosure on the face of its Consolidated Statements of Income that presents: (i) total other-than-temporary impairment losses recognized during the period and (ii) the portion of other-than-temporary impairment losses recognized in OCI. The sum of these amounts represents the credit-related portion of other-than-temporary impairments that were recognized in earnings during the period. The portion of other-than-temporary losses recognized in OCI includes: (i) the portion of other-than-temporary impairment losses related to factors other than credit recognized during the period and (ii) reclassifications of other-than-temporary impairment losses previously determined to be related to factors other than credit that are determined to be credit-related in the current period. The amount presented on the Consolidated Statements of Income as the portion of other-than-temporary losses recognized in OCI excludes subsequent increases and decreases in the fair value of these securities. For all securities that are considered temporarily impaired, the Company does not intend to sell these securities (has not made a decision to sell) and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis. The Company believes that it will collect all principal and interest due on all investments that have amortized cost in excess of fair value that are considered only temporarily impaired. Factors the Company considers in determining whether declines in the fair value of fixed maturity securities are other-than-temporary include: (i) the extent to which the market value is below amortized cost; (ii) the duration of time in which there has been a significant decline in value; (iii) fundamental analysis of the liquidity, business prospects and overall financial condition of the issuer; and (iv) market events that could impact credit ratings, economic and business climate, litigation and government actions, and similar external business factors. In order to determine the amount of the credit loss component for corporate debt securities considered other-than-temporarily impaired, a best estimate of the present value of cash flows expected to be collected discounted at the security’s effective interest rate is compared to the amortized cost basis of the security. The significant inputs to cash flow projections consider potential debt restructuring terms, projected cash flows available to pay creditors and the Company’s position in the debtor’s overall capital structure. For structured investments (e.g., residential mortgage backed securities, commercial mortgage backed securities and asset backed securities), the Company also considers factors such as overall deal structure and its position within the structure, quality of underlying collateral, delinquencies and defaults, loss severities, recoveries, prepayments and cumulative loss projections in assessing potential other-than-temporary impairments of these investments. Based upon these factors, securities that have indicators of potential other-than-temporary impairment are subject to detailed review by management. Securities for which declines are considered temporary continue to be monitored by management until management determines there is no current risk of an other-than-temporary impairment. Other Investments Other investments primarily reflect the Company’s interests in affordable housing partnerships and syndicated loans. As of January 1, 2018, marketable equity securities were reclassified from Available-for-Sale securities to other investments due to the adoption of a new accounting standard on the recognition and measurement of financial instruments. Subsequent to the adoption, marketable equity securities are recorded at fair value with changes in fair value reflected in net investment income. Prior to the adoption, changes in fair value were reflected in AOCI. Affordable housing partnerships are accounted for under the equity metho d . Financing Receivables Mortgage Loans and Syndicated Loans Mortgage loans, net reflect the Company’s interest in commercial mortgage loans less the related allowance for loan losses. Syndicated loans represent the Company’s investment in below investment grade loan syndications. Mortgage loans and syndicated loans are stated at amortized cost, net of allowances for loan losses. Interest income is accrued on the unpaid principal balances of the loans as earned. Policy Loans Policy loans include life insurance policy and annuity loans and are reported at the unpaid principal balance, plus accrued interest. When originated, policy loan balances do not exceed the cash surrender value of the underlying products. As there is minimal risk of loss related to these loans, the Company does not record an allowance for loan losses for policy loans. Nonaccrual Loans Generally, loans are evaluated for or placed on nonaccrual status when either the collection of interest or principal has become 90 days past due or is otherwise considered doubtful of collection. When a loan is placed on nonaccrual status, unpaid accrued interest is reversed. Interest payments received on loans on nonaccrual status are generally applied to principal unless the remaining principal balance has been determined to be fully collectible. Commercial mortgage loans are evaluated for impairment when the loan is considered for nonaccrual status, restructured or foreclosure proceedings are initiated on the property. If it is determined that the fair value is less than the current loan balance, it is written down to fair value less estimated selling costs. Foreclosed property is recorded as real estate owned in other investments. Allowance for Loan Losses Management determines the adequacy of the allowance for loan losses based on the overall loan portfolio composition, recent and historical loss experience, and other pertinent factors, including when applicable, internal risk ratings, loan-to-value (“LTV”) ratios, FICO scores of the borrower, debt service coverage and occupancy rates, along with economic and market conditions. This evaluation is inherently subjective as it requires estimates, which may be susceptible to significant change. The Company determines the amount of the allowance based on management’s assessment of relative risk characteristics of the loan portfolio. The allowance is recorded for homogeneous loan categories on a pool basis, based on an analysis of product mix and risk characteristics of the portfolio, including geographic concentration, bankruptcy experiences, and historical losses, adjusted for current trends and market conditions. While the Company attributes portions of the allowance to specific loan pools as part of the allowance estimation process, the entire allowance is available to absorb losses inherent in the total loan portfolio. The allowance is increased through provisions charged to net realized investment gains (losses) and reduced/increased by net charge-offs/recoveries. Impaired Loans The Company considers a loan to be impaired when, based on current information and events, it is probable the Company will not be able to collect all amounts due (both interest and principal) according to the contractual terms of the loan agreement. Impaired loans may also include loans that have been modified in troubled debt restructurings as a concession to borrowers experiencing financial difficulties. Management evaluates for impairment all restructured loans and loans with higher impairment risk factors. Factors used by the Company to determine whether all amounts due on commercial mortgage loans will be collected, include but are not limited to, the financial condition of the borrower, performance of the underlying properties, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on property type and geographic location. The impairment recognized is measured as the excess of the loan’s recorded investment over: (i) the present value of its expected principal and interest payments discounted at the loan’s effective interest rate, (ii) the fair value of collateral or (iii) the loan’s observable market price. Restructured Loans A loan is classified as a restructured loan when the Company makes certain concessionary modifications to contractual terms for borrowers experiencing financial difficulties. When the interest rate, minimum payments, and/or due dates have been modified in an attempt to make the loan more affordable to a borrower experiencing financial difficulties, the modification is considered a troubled debt restructuring. Generally, performance prior to the restructuring or significant events that coincide with the restructuring are considered in assessing whether the borrower can meet the new terms which may result in the loan being returned to accrual status at the time of the restructuring or after a performance period. If the borrower’s ability to meet the revised payment schedule is not reasonably assured, the loan remains on nonaccrual status. Cash and Cash Equivalents Cash equivalents include highly liquid investments with original or remaining maturities at the time of purchase of 90 days or less. Reinsurance The Company cedes insurance risk to other insurers under reinsurance agreements. The Company evaluates the financial condition of its reinsurers prior to entering into new reinsurance contracts and on a periodic basis during the contract term. Reinsurance premiums paid and benefits received are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Reinsurance premiums for traditional life, LTC and DI, net of the change in any prepaid reinsurance asset, are reported as a reduction of premiums. UL and VUL reinsurance premiums are reported as a reduction of policy and contract charges. In addition, for UL and VUL insurance policies, the net cost of reinsurance ceded, which represents the discounted amount of the expected cash flows between the reinsurer and the Company, is classified as an asset or contra asset and amortized over the estimated life of the policies in proportion to the estimated gross profits (“EGPs”) and is subject to retrospective adjustment in a manner similar to retrospective adjustment of DAC. The assumptions used to project the expected cash flows are consistent with those used for DAC valuation for the same contracts. Changes in the net cost of reinsurance are reflected as a component of policy and contract charges. Reinsurance recoveries are reported as components of benefits, claims, losses and settlement expenses. Insurance liabilities are reported before the effects of reinsurance. Policyholder account balances, future policy benefits and claims recoverable under reinsurance contracts are recorded as reinsurance recoverables. The Company also assumes life insurance and fixed annuity risk from other insurers in limited circumstances. Reinsurance premiums received and benefits paid are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Liabilities for assumed business are recorded within policyholder account balances, future policy benefits and claims. See Note 9 for additional information on reinsurance. Land , Buildings, Equipment and Software Land, buildings, equipment and internally developed or purchased software are carried at cost less accumulated depreciation or amortization and are reflected within other assets. The Company uses the straight-line method of depreciation and amortization over periods ranging from three to 39 years . As of December 31, 2018 and 2017 , land, buildings, equipment and software were $ 135 million and $ 142 million , respectively, net of accumulated depreciation of $ 174 million and $ 159 million , respectively. Depreciation and amortization expense for the years ended December 31, 2018 , 2017 and 2016 was $ 15 million , $ 15 million and $ 14 million , respectively. Derivative Instruments and Hedging Activities Freestanding derivative instruments are recorded at fair value and are reflected in other assets or other liabilities. The Company’s policy is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. The accounting for changes in the fair value of a derivative instrument depends on its intended use and the resulting hedge designation, if any. The Company primarily uses derivatives as economic hedges that are not designated as accounting hedges or do not qualify for hedge accounting treatment. The Company occasionally designates derivatives as (i) hedges of changes in the fair value of assets, liabilities, or firm commitments (“fair value hedges”) or (ii) hedges of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedges”). Derivative instruments that are entered into for hedging purposes are designated as such at the time the Company enters into the contract. For all derivative instruments that are designated for hedging activities, the Company documents all of the hedging relationships between the hedge instruments and the hedged items at the inception of the relationships. Management also documents its risk management objectives and strategies for entering into the hedge transactions. The Company assesses, at inception and on a quarterly basis, whether derivatives designated as hedges are highly effective in offsetting the fair value or cash flows of hedged items. If it is determined that a derivative is no longer highly effective as a hedge, the Company will discontinue the application of hedge accounting . For derivative instruments that do not qualify for hedge accounting or are not designated as accounting hedges, changes in fair value are recognized in current period earnings. Changes in fair value of derivatives are presented in the Consolidated Statements of Income based on the nature and use of the instrument. Changes in fair value of derivatives used as economic hedges are presented in the Consolidated Statements of Income with the corresponding change in the hedged asset or liability. For derivative instruments that qualify as fair value hedges, changes in the fair value of the derivatives, as well as changes in the fair value of the hedged assets, liabilities or firm commitments, are recognized on a net basis in current period earnings. The carrying value of the hedged item is adjusted for the change in fair value from the designated hedged risk. If a fair value hedge designation is removed or the hedge is terminated prior to maturity, previous adjustments to the carrying value of the hedged item are recognized into earnings over the remaining life of the hedged item. For derivative instruments that qualify as cash flow hedges, the effective portion of the gain or loss on the derivative instruments is reported in AOCI and reclassified into earnings when the hedged item or transaction impacts earnings. The amount that is reclassified into earnings is presented in the Consolidated Statements of Income with the hedged instrument or transaction impact. Any ineffective portion of the gain or loss is reported in current period earnings as a component of net investment income. If a hedge designation is removed or a hedge is terminated prior to maturity, the amount previously recorded in AOCI is reclassified to earnings over the period that the hedged item impacts earnings. For hedge relationships that are discontinued because the forecasted transaction is not expected to occur according to the original strategy, any related amounts previously recorded in AOCI are recognized in earnings immediately. The equity component of indexed annuities and IUL obligations are considered embedded derivatives. Additionally, certain annuities contain GMAB and GMWB provisions. The GMAB and the non-life contingent benefits associated with GMWB provisions are also considered embedded derivatives. See Note 14 for information regarding the Company’s fair value measurement of derivative instruments and Note 18 for the impact of derivatives on the Consolidated Statements of Income. Deferred Acquisition Costs The Company incurs costs in connection with acquiring new and renewal insurance and annuity businesses. The portion of these costs which are incremental and direct to the acquisition of a new or renewal insurance policy or annuity contract are deferred. Significant costs capitalized include sales based compensation related to the acquisition of new and renewal insurance policies and annuity contracts, medical inspection costs for successful sales, and a portion of employee compensation and benefit costs based upon the amount of time spent on successful sales. Sales based compensation paid to AFSI advisors and employees and third-party distributors is capitalized. Employee compensation and benefits costs which are capitalized relate primarily to sales efforts, underwriting and processing. All other costs which are not incremental direct costs of acquiring an insurance policy or annuity contract are expensed as incurred. The DAC associated with insurance policies or annuity contracts that are significantly modified or internally replaced with another contract are accounted for as contract terminations. These transactions are anticipated in establishing amortization periods and other valuation assumptions. The Company monitors other DAC amortization assumptions, such as persistency, mortality, morbidity, interest margin, variable annuity benefit utilization and maintenance expense levels each quarter and, when assessed independently, each could impact the Company’s DAC balances. The analysis of DAC balances and the corresponding amortization is a dynamic process that considers all relevant factors and assumptions described previously. Unless the Company’s management identifies a significant deviation over the course of the quarterly monitoring, management reviews and updates these DAC amortization assumptions annually in the third quarter of each year. Non-Traditional Long-Duration Products For non-traditional long-duration products (including variable and fixed deferred annuity contracts, UL and VUL insurance products), DAC are amortized based on projections of EGPs over amortization periods equal to the approximate life of the business. EGPs vary based on persistency rates (assumptions at which contractholders and policyholders are expected to surrender, make withdrawals from and make deposits to their contracts), mortality levels, client asset value growth rates (based on equity and bond market performance), variable annuity benefit utilization and interest margins (the spread between earned rates on invested assets and rates credited to contractholder and policyholder accounts) and are management’s best estimates. Management regularly monitors financial market conditions and actual contractholder and policyholder behavior experience and compares them to its assumptions. These assumptions are updated whenever it appears that earlier estimates should be revised. When assumptions are changed, the percentage of EGPs used to amortize DAC might also change. A change in the required amortization percentage is applied retrospectively; an increase in amortization percentage will result in a decrease in the DAC balance and an increase in DAC amortization expense, while a decrease in amortization percentage will result in an increase in the DAC balance and a decrease in DAC amortization expense. The impact on results of operations of changing assumptions can be either positive or negative in any particular period and is reflected in the period in which such changes are made. At each balance sheet date, the DAC balance is adjusted for the effect that would result from the realization of unrealized gains (losses) on securities impacting EGPs, with the related change recognized through AOCI. The client asset value growth rates are the rates at which variable annuity and VUL insurance contract values invested in separate accounts are assumed to appreciate in the future. The rates used vary by equity and fixed income investments. Management reviews and, where appropriate, adjusts its assumptions with respect to client asset value growth rates on a regular basis. The Company typically uses a five-year mean reversion process as a guideline in setting near-term equity fund growth rates based on a long-term view of financial market performance as well as recent actual performance. The suggested near-term equity fund growth rate is reviewed quarterly to ensure consistency with management’s assessment of anticipated equity market performance. DAC amortization expense recorded in a period when client asset value growth rates exceed management’s near-term estimate will typically be less than in a period when growth rates fall short of management’s near-term estimate. Traditional Long-Duration Products For traditional long-duration products (including traditional life and DI insurance products), DAC are generally amortized as a percentage of premiums over amortization periods equal to the premium paying period. The assumptions made in calculating the DAC balance and DAC amortization expense are consistent with those used in determining the liabilities. For traditional life and DI insurance products, the assumptions provide for adverse deviations in experience and are revised only if management concludes experience will be so adverse that DAC are not recoverable. If management concludes that DAC are not recoverable, DAC are reduced to the amount that is recoverable based on best estimate assumptions and there is a corresponding expense recorded in the Consolidated Statements of Income. Deferred Sales Inducement Costs Sales inducement costs consist of bonus interest credits and premium credits added to certain annuity contract and insurance policy values. These benefits are capitalized to the extent they are incremental to amounts that would be credited on similar contracts without the applicable feature. The amounts capitalized are amortized using the same methodology and assumptions used to amortize DAC. DSIC is recorded in other assets and amortization of DSIC is recorded in benefits, claims, losses and settlement expenses. Separate Account Assets and Liabilities Separate account assets and liabilities are primarily funds held for the benefit of variable annuity contractholders and variable life insurance policyholders, who have a contractual right to receive the benefits of their contract or policy and bear the related investment risk. Gains and losses on separate account assets accrue directly to the contractholder or policyholder and are not reported in the Company’s Consolidated Statements of Income. Separate account assets are recorded at fair value. Changes in the fair value of separate account assets are offset by changes in the related separate account liabilities. Policyholder Account Balances, Future Policy Benefits and Claims The Company establishes reserves to cover the risks associated with non-traditional and traditional long-duration products. Reserves for non-traditional long-duration products include the liabilities related to guaranteed benefit provisions added to variable annuity contracts, variable and fixed annuity contracts and UL and VUL policies and the embedded derivatives related to variable annuity contracts, indexed annuities and IUL insurance. Reserves for traditional long-duration products are established to provide adequately for future benefits and expenses for term life, whole life, DI and LTC insurance products. Changes in future policy benefits and claims are reflected in earnings in the period adjustments are made. Where applicable, benefit amounts expected to be recoverable from reinsurance companies who share in the risk are separately recorded as reinsurance recoverables. Non-Traditional Long-Duration Products The liabilities for non-traditional long-duration products include fixed account values on variable and fixed annuities and UL and VUL policies, liabilities for guaranteed benefits associated with variable annuities and embedded derivatives for variable annuities, indexed annuities and IUL products. Liabilities for fixed account values on variable and fixed deferred annuities and UL and VUL policies are equal to accumulation values, which are the cumulative gross deposits and credited interest less withdrawals and various charges. A portion of the Company’s UL and VUL policies have product features that result in profits followed by losses from the insurance component of the contract. These profits followed by losses can be generated by the cost structure of the product or secondary guarantees in the contract. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The liability for these future losses is determined by estimating the death benefits in excess of account value and recognizing the excess over the estimated life based on expected assessments (e.g. cost of insurance charges, contractual administrative charges, similar fees and investment margin). See Note 11 for information regarding the liability for contracts with secondary guarantees. Liabilities for indexed annuity products and indexed accounts of IUL products are equal to the accumulation of host contract values covering guaranteed benefits and the fair value of embedded equity options. The GMDB and gain gross-up (“GGU”) liability is determined by estimating the expected value of death benefits in excess of the projected contract accumulation value and recognizing the excess over the estimated life based on expected assessments (e.g., mortality and expense fees, contractual administrative charges and similar fees). If elected by the contract owner and after a stipulated waiting period from contract issuance, a guaranteed minimum income benefit (“GMIB”) guarantees a minimum lifetime annuity based on a specified rate of contract accumulation value growth and predetermined annuity purchase rates. The GMIB liability is determined each period by estimating the expected value of annuitization benefits in excess of the projected contract accumulation value at the date of annuitization and recognizing the excess over the estimated life based on expected assessments. The liability for the life contingent benefits associated with GMWB provisions is determined by estimating the expected value of benefits that are contingent upon survival after the ac

Recent Accounting Pronouncement

Recent Accounting Pronouncements	12 Months Ended
	Dec. 31, 2018
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recent Accounting Pronouncements [Text Block]	Recent Accounting Pronouncements Adoption of New Accounting Standards Revenue from Contracts with Customers In May 2014, the Financial Accounting Standards Board (“FASB”) updated the accounting standards for revenue from contracts with customers. The update provides a five step revenue recognition model for all revenue arising from contracts with customers and affects all entities that enter into contracts to provide goods or services to their customers (unless the contracts are in the scope of other standards). The standard also updates the accounting for certain costs associated with obtaining and fulfilling a customer contract and requires disclosure of quantitative and qualitative information that enables users of financial statements to understand the nature, amount, timing, and uncertainty of revenues and cash flows arising from contracts with customers. The standard was effective for interim and annual periods beginning after December 15, 2017. The standard was permitted to be applied retrospectively for all periods presented or retrospectively with a cumulative-effect adjustment at the date of adoption. The Company adopted the revenue recognition guidance on a retrospective basis on January 1, 2018. The update does not apply to revenue associated with the manufacturing of insurance and annuity products or financial instruments as these revenues are in the scope of other standards. Therefore, the update did not have an impact on these revenues. The Company’s implementation efforts included the identification of revenue within the guidance and the review of the customer contracts to determine the Company’s performance obligation and the associated timing of each performance obligation. The adoption of the standard resulted in the reclassification of certain revenues within total revenues. See Note 4 for new disclosures on revenue from contracts with customers. Financial Instruments – Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB updated the accounting standards on the recognition and measurement of financial instruments. The update requires entities to carry marketable equity securities, excluding investments in securities that qualify for the equity method of accounting, at fair value with changes in fair value reflected in net income each reporting period. The update affects other aspects of accounting for equity instruments, as well as the accounting for financial liabilities utilizing the fair value option. The update eliminates the requirement to disclose the methods and assumptions used to estimate the fair value of financial assets or liabilities held at cost on the balance sheet and requires entities to use the exit price notion when measuring the fair value of these financial instruments. The standard was effective for interim and annual periods beginning after December 15, 2017. The Company adopted the standard on January 1, 2018 using a modified retrospective approach. The adoption of the standard did not have a material impact on the Company’s consolidated financial condition or results of operations. Fair Value Measurement – Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement In August 2018, the FASB updated the accounting standards related to disclosures for fair value measurements. The update eliminates the following disclosures: 1) the amount of and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy, 2) the policy of timing of transfers between levels of the fair value hierarchy, and 3) the valuation processes for Level 3 fair value measurements. The new disclosures include changes in unrealized gains and losses for the period included in OCI for recurring Level 3 fair value measurements of instruments held at the end of the reporting period and the range and weighted average used to develop significant unobservable inputs and how the weighted average was calculated. The new disclosures are required on a prospective basis; all other provisions should be applied retrospectively. The update is effective for interim and annual periods beginning after December 15, 2019. Early adoption is permitted for the entire standard or only the provisions to eliminate or modify disclosure requirements. The Company early adopted the provisions of the standard to eliminate or modify disclosure requirements in the fourth quarter of 2018. The update does not have an impact on the Company’s consolidated financial condition or results of operations. Income Taxes - Intra-Entity Transfers of Assets Other Than Inventory In October 2016, the FASB updated the accounting standards related to the recognition of income tax impacts on intra-entity transfers. The update requires entities to recognize the income tax consequences of intra-entity transfers, other than inventory, upon the transfer of the asset. The update requires the selling entity to recognize a current tax expense or benefit and the purchasing entity to recognize a deferred tax asset or liability when the transfer occurs. The standard was effective for interim and annual periods beginning after December 15, 2017. The Company adopted the standard on January 1, 2018. The adoption of the standard did not have an impact on the Company’s consolidated financial condition or results of operations. Statement of Cash Flows – Classification of Certain Cash Receipts and Cash Payments In August 2016, the FASB updated the accounting standards related to classification of certain cash receipts and cash payments on the statement of cash flows. The update includes amendments to address diversity in practice for the classification of eight specific cash flow activities. The specific amendments the Company evaluated include the classification of debt prepayment and extinguishment costs, contingent consideration payments, proceeds from insurance settlements and corporate owned life insurance settlements, distributions from equity method investees and the application of the predominance principle to separately identifiable cash flows. The standard was effective for interim and annual periods beginning after December 15, 2017. The Company early adopted the standard for the interim period ended March 31, 2017 on a retrospective basis. The adoption of the standard did not have a material impact on the Company’s operating, investing or financing cash flows. Future Adoption of New Accounting Standards Leases - Recognition of Lease Assets and Liabilities on Balance Sheet In February 2016, the FASB updated the accounting standards for leases. The update was issued to increase transparency and comparability for the accounting of lease transactions. The standard will require most lease transactions for lessees to be recorded on the balance sheet as lease assets and lease liabilities and both quantitative and qualitative disclosures about leasing arrangements. The standard is effective for interim and annual periods beginning after December 15, 2018 with early adoption permitted. Entities may elect to adopt the standard using a modified retrospective approach at either the beginning of the earliest period presented or as of the date of adoption. The Company adopted the standard using a modified retrospective approach as of January 1, 2019. The Company also elected the package of practical expedients permitted under the transition guidance within the accounting standard that allows entities to carryforward their historical lease classification and to not reassess contracts for embedded leases among other things. The adoption did not have a material impact on the Company’s consolidated financial condition or results of operations. Income Statement – Reporting Comprehensive Income – Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income In February 2018, the FASB updated the accounting standards related to the presentation of tax effects stranded in AOCI. The update allows a reclassification from AOCI to retained earnings for tax effects stranded in AOCI resulting from the Tax Act. The update is optional and entities may elect not to reclassify the stranded tax effects. The update is effective for fiscal years beginning after December 15, 2018. Entities may elect to record the impacts either in the period of adoption or retrospectively to each period (or periods) in which the effect of the change in the U.S. federal corporate income tax rate in the Tax Act is recognized. Early adoption is permitted in any period. The Company adopted the standard on January 1, 2019 and elected not to reclassify the stranded tax effects in AOCI. The stranded effects are released from AOCI when an entire portfolio of the type of item related to the stranded effect is liquidated, sold or extinguished (i.e., portfolio approach). As such, the update did not have an impact on the Company’s consolidated financial condition and results of operations. Derivatives and Hedging – Targeted Improvements to Accounting for Hedging Activities In August 2017, the FASB updated the accounting standards to amend the hedge accounting recognition and presentation requirements. The objectives of the update are to better align the financial reporting of hedging relationships to the economic results of an entity’s risk management activities and simplify the application of the hedge accounting guidance. The update also adds new disclosures and amends existing disclosure requirements. The standard is effective for interim and annual periods beginning after December 15, 2018, and should be applied on a modified retrospective basis. The Company adopted the standard on January 1, 2019. The adoption did not have a material impact on the Company’s consolidated financial condition or results of operations. Receivables - Nonrefundable Fees and Other Costs - Premium Amortization on Purchased Callable Debt Securities In March 2017, the FASB updated the accounting standards to shorten the amortization period for certain purchased callable debt securities held at a premium. Under current guidance, premiums are generally amortized over the contractual life of the security. The amendments require the premium to be amortized to the earliest call date. The update applies to securities with explicit, non-contingent call features that are callable at fixed prices and on preset dates. The standard is effective for interim and annual periods beginning after December 15, 2018, and should be applied on a modified retrospective basis through a cumulative-effect adjustment directly to retained earnings as of the beginning of the period of adoption. The Company adopted the standard on January 1, 2019. The adoption did not have a material impact on the Company’s consolidated financial condition or results of operations. Financial Services – Insurance – Targeted Improvements to the Accounting for Long-Duration Contracts In August 2018, the FASB updated the accounting standard related to long-duration insurance contracts. The guidance revises key elements of the measurement models and disclosure requirements for long-duration insurance contracts issued by insurers and reinsurers. The guidance establishes a significant new category of benefit features called market risk benefits that protect the contract holder from other-than-nominal capital market risk and expose the insurer to that risk. Insurers will have to measure market risk benefits at fair value. Market risk benefits include variable annuity guaranteed benefits (i.e. guaranteed minimum death, withdrawal, withdrawal for life, accumulation and income benefits). The portion of the change in fair value attributable to a change in the instrument-specific credit risk of market risk benefits in a liability position will be recorded in OCI. Significant changes also relate to the measurement of the liability for future policy benefits for nonparticipating traditional long-duration insurance contracts and immediate annuities with a life contingent feature include the following: • Insurers will be required to review and update the cash flow assumptions used to measure the liability for future policy benefits rather than using assumptions locked in at contract inception. The review of assumptions to measure the liability for all future policy benefits will be required annually at the same time each year, or more frequently if suggested by experience. The effect of updating assumptions will be measured on a retrospective catch-up basis and presented separate from the ongoing policyholder benefit expense in the statement of operations in the period the update is made. This new unlocking process will be required for the Company’s term and whole life insurance, DI and LTC insurance and immediate annuities with a life contingent feature . • The discount rate used to measure the liability for future policy benefits will be standardized. The current requirement to use a discount rate reflecting expected investment yields will change to an upper-medium grade (low credit risk) fixed income corporate instrument yield (generally interpreted as an “A” rating) reflecting the duration characteristics of the liability. Entities will be required to update the discount rate at each reporting date with the effect of discount rate changes reflected in OCI. • The current premium deficiency test is being replaced with a net premium ratio cap of 100%. If the net premium ratio (i.e. the ratio of the present value of total expected benefits and related expenses to the present value of total expected premiums) exceeds 100%, insurers are required to recognize a loss in the statement of operations in the period. Contracts from different issue years will no longer be permitted to be grouped to determine contracts in a loss position. In addition, the update requires DAC and DSIC relating to all long-duration contracts and most investment contracts to be amortized on a straight-line basis over the expected life of the contract independent of profit emergence. Under the new guidance, interest will not accrue to the deferred balance and DAC and DSIC will not be subject to an impairment test. The update requires significant additional disclosures, including disaggregated rollforwards of the liability for future policy benefits, policyholder account balances, market risk benefits, DAC and DSIC, as well as qualitative and quantitative information about expected cash flows, estimates and assumptions. The update is effective for interim and annual periods beginning after December 15, 2020. The standard should be applied to the liability for future policy benefits and DAC and DSIC on a modified retrospective basis and applied to market risk benefits on a retrospective basis with the option to apply full retrospective transition if certain criteria are met. Early adoption is permitted. The Company is currently evaluating the impact of the standard on its consolidated financial condition, results of operations and disclosures. Intangibles – Goodwill and Other – Internal-Use Software – Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement That Is a Service Contract In August 2018, the FASB updated the accounting standards related to customer’s accounting for implementation costs incurred in a cloud computing arrangement (“CCA”) that is a service contract. The update requires implementation costs for a CCA to be evaluated for capitalization using the same approach as implementation costs associated with internal-use software. The update also addresses presentation, measurement and impairment of capitalized implementation costs in a CCA that is a service contract. The update requires new disclosures on the nature of hosting arrangements that are service contracts, significant judgements made when applying the guidance and quantitative disclosures, including amounts capitalized, amortized and impaired. The update is effective for interim and annual periods beginning after December 15, 2019, and can be applied either prospectively or retrospectively. Early adoption is permitted. The update is not expected to have a material impact on the Company’s consolidated financial condition or results of operations. Financial Instruments – Credit Losses – Measurement of Credit Losses on Financial Instruments

Revenue from Contract with Cust

Revenue from Contract with Customer Revenue from Contract with Customer	12 Months Ended
	Dec. 31, 2018
Revenue from Contract with Customer [Abstract]
Revenue from Contracts with Customer [Text Block]	Revenue from Contracts with Customers On January 1, 2018, the Company adopted the new accounting standard for revenue from contracts with customers on a retrospective basis. The following table presents disaggregated revenue from contracts with customers and a reconciliation to total revenues reported on the Consolidated Statements of Income. Revenues related to manufacturing of insurance and annuity products or financial instruments are not in the scope of this standard and are included in the table below under the heading Revenue from other sources. See Note 3 for additional information on the adoption of the new accounting standard. Years Ended December 31, 2018 2017 2016 (in millions) Policy and contract charges Affiliated (from Columbia Management Investment Distributors, Inc.) $ 170 $ 167 $ 158 Unaffiliated 16 16 16 Total 186 183 174 Other revenues Administrative fees Affiliated (from Columbia Management Investment Services, Corp.) 44 42 40 Unaffiliated 22 23 24 66 65 64 Other fees Affiliated (from Columbia Management Investment Advisers, LLC (“CMIA”) and Columbia Wanger Asset Management, LLC) 336 325 316 Unaffiliated 3 4 3 339 329 319 Total 405 394 383 Total revenue from contracts with customers 591 577 557 Revenue from other sources (1) 3,330 3,227 3,404 Total revenues $ 3,921 $ 3,804 $ 3,961 (1) Revenues not included in the scope of the revenue from contracts with customers standard. The following discussion describes the nature, timing, and uncertainty of revenues and cash flows arising from the Company’s contracts with customers. Policy and contract charges The Company earns revenue for providing distribution-related services to mutual funds that are available as underlying investments in its variable annuity and variable life insurance products. The performance obligation is satisfied at the time the mutual fund is distributed. Revenue is recognized over the time the mutual fund is held in the variable product and is generally earned based on a fixed rate applied, as a percentage, to the net asset value of the fund. The revenue is not recognized at the time of sale because it is variably constrained due to factors outside the Company’s control, including market volatility and how long the fund(s) remain in the insurance policy or annuity contract. The revenue will not be recognized until it is probable that a significant reversal will not occur. These fees are accrued and collected on a monthly basis. Other revenues Administrative fees The Company earns revenue for providing customer support, contract servicing and administrative services for affiliated and unaffiliated mutual funds. The transfer agent and administration revenue is earned daily based on a fixed rate applied, as a percentage, to assets under management. These performance obligations are considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. These fees are accrued and collected on a monthly basis. Other fees The Company earns revenue for providing affiliated and unaffiliated partners an opportunity to educate the financial advisors of its affiliate, AFSI, that sell the Company's products as well as product and marketing personnel to support the offer, sale and servicing of funds within the Company's variable annuity and variable life insurance products. These payments allow the parties to train and support the advisors, explain the features of their products, and distribute marketing and educational materials. The affiliated revenue is earned based on a rate, updated at least annually, which is applied, as a percentage, to the market value of assets invested. The unaffiliated revenue is earned based on a fixed rate applied, as a percentage, to the market value of assets invested. These performance obligations are considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. These fees are accrued and collected on a monthly basis. Receivables Receivables for revenue from contracts with customers are recognized when the performance obligation is satisfied and the Company has an unconditional right to the revenue. Receivables related to revenues from contracts with customers were $49 million and $54 million as of December 31, 2018 and 2017

Variable Interest Entities

Variable Interest Entities	12 Months Ended
	Dec. 31, 2018
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Variable Interest Entities [Text Block]	Variable Interest Entities The Company is a limited partner in affordable housing partnerships that qualify for government-sponsored low income housing tax credit programs and partnerships that invest in multi-family residential properties that were originally developed with an affordable housing component. The Company has determined it is not the primary beneficiary and therefore does not consolidate these partnerships. A majority of the limited partnerships are VIEs. The Company’s maximum exposure to loss as a result of its investment in the VIEs is limited to the carrying value. The carrying value is reflected in other investments and was $352 million and $408 million as of December 31, 2018 and 2017 , respectively. The Company had a $43 million and $97 million liability recorded as of December 31, 2018 and 2017 , respectively, related to original purchase commitments not yet remitted to the VIEs. The Company has not provided any additional support and is not contractually obligated to provide additional support to the VIEs beyond the above mentioned funding commitments. The Company invests in structured investments which are considered VIEs for which it is not generally the sponsor. These structured investments typically invest in fixed income instruments and are primarily managed by third parties and include asset backed securities, commercial and residential mortgage backed securities. The Company classifies these investments as Available-for-Sale securities. The Company has determined that it is not the primary beneficiary of these structures due to the lack of power to direct the activities that most significantly impact the economic performance, size of the Company’s investment in the entities and position in the capital structure of these entities. The Company’s maximum exposure to loss as a result of its investment in these structured investments is limited to its amortized cost. The Company has no obligation to provide financial or other support to the structured investments beyond its investment nor has the Company provided any support to the structured investments.

Investments

Investments	12 Months Ended
	Dec. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Investments [Text Block]	Investments Available-for-Sale securities distributed by type were as follows: Description of Securities December 31, 2018 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 12,044 $ 554 $ (207 ) $ 12,391 $ — Residential mortgage backed securities 2,890 25 (44 ) 2,871 — Commercial mortgage backed securities 3,737 17 (102 ) 3,652 — State and municipal obligations 1,129 162 (8 ) 1,283 — Asset backed securities 1,013 35 (3 ) 1,045 — Foreign government bonds and obligations 285 9 (9 ) 285 — U.S. government and agency obligations 1 — — 1 — Total $ 21,099 $ 802 $ (373 ) $ 21,528 $ — Description of Securities December 31, 2017 Amortized Cost Gross Gross Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 12,133 $ 1,125 $ (25 ) $ 13,233 $ — Residential mortgage backed securities 2,979 54 (22 ) 3,011 — Commercial mortgage backed securities 3,554 47 (32 ) 3,569 — State and municipal obligations 1,114 209 (9 ) 1,314 — Asset backed securities 700 30 (2 ) 728 — Foreign government bonds and obligations 283 20 (4 ) 299 — U.S. government and agency obligations 1 — — 1 — Total fixed maturities 20,764 1,485 (94 ) 22,155 — Common stocks 1 — (1 ) — — Total $ 20,765 $ 1,485 $ (95 ) $ 22,155 $ — (1) Represents the amount of other-than-temporary impairment (“OTTI”) losses in AOCI. Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period. As of December 31, 2018 and 2017 , investment securities with a fair value of $1.4 billion and $1.6 billion , respectively, were pledged to meet contractual obligations under derivative contracts and short-term borrowings, of which $405 million and $711 million , respectively, may be sold, pledged or rehypothecated by the counterparty. As of both December 31, 2018 and 2017 , fixed maturity securities comprised approximately 84% of the Company’s total investments. Rating agency designations are based on the availability of ratings from Nationally Recognized Statistical Rating Organizations (“NRSROs”), including Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings Ltd. (“Fitch”). The Company uses the median of available ratings from Moody’s, S&P and Fitch, or if fewer than three ratings are available, the lower rating is used. When ratings from Moody’s, S&P and Fitch are unavailable, the Company may utilize ratings from other NRSROs or rate the securities internally. As of December 31, 2018 and 2017 , approximately $706 million and $906 million , respectively, of securities were internally rated by CMIA, an affiliate of the Company, using criteria similar to those used by NRSROs. A summary of fixed maturity securities by rating was as follows: Ratings December 31, 2018 December 31, 2017 Amortized Cost Fair Percent of Amortized Fair Percent of (in millions, except percentages) AAA $ 6,602 $ 6,499 30 % $ 6,259 $ 6,303 28 % AA 1,310 1,455 7 1,090 1,285 6 A 2,550 2,776 13 3,443 3,902 18 BBB 9,745 9,945 46 8,796 9,465 43 Below investment grade 892 853 4 1,176 1,200 5 Total fixed maturities $ 21,099 $ 21,528 100 % $ 20,764 $ 22,155 100 % As of December 31, 2018 and 2017 , approximately 34% and 35% , respectively, of the securities rated AAA were GNMA, FNMA and FHLMC mortgage backed securities. The Company had holdings of $382 million in AT&T, Inc., and holdings of $374 million in Ameriprise Advisor Financing, LLC (“AAF”), an affiliate of the Company, both which were greater than 10% of total equity as of December 31, 2018 . There were no other holdings of any other issuer greater than 10% of total equity as of both December 31, 2018 and 2017 . The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities December 31, 2018 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 286 $ 4,792 $ (141 ) 93 $ 972 $ (66 ) 379 $ 5,764 $ (207 ) Residential mortgage backed securities 54 826 (9 ) 57 897 (35 ) 111 1,723 (44 ) Commercial mortgage backed securities 69 1,146 (25 ) 88 1,565 (77 ) 157 2,711 (102 ) State and municipal obligations 6 88 (2 ) 24 129 (6 ) 30 217 (8 ) Asset backed securities 11 149 (1 ) 17 124 (2 ) 28 273 (3 ) Foreign government bonds and obligations 17 86 (4 ) 14 17 (5 ) 31 103 (9 ) Total 443 $ 7,087 $ (182 ) 293 $ 3,704 $ (191 ) 736 $ 10,791 $ (373 ) Description of Securities December 31, 2017 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 82 $ 834 $ (5 ) 39 $ 360 $ (20 ) 121 $ 1,194 $ (25 ) Residential mortgage backed securities 36 546 (4 ) 41 657 (18 ) 77 1,203 (22 ) Commercial mortgage backed securities 56 994 (10 ) 42 663 (22 ) 98 1,657 (32 ) State and municipal obligations 19 35 — 8 138 (9 ) 27 173 (9 ) Asset backed securities 15 116 — 12 76 (2 ) 27 192 (2 ) Foreign government bonds and obligations 3 6 — 15 23 (4 ) 18 29 (4 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 211 $ 2,531 $ (19 ) 160 $ 1,918 $ (76 ) 371 $ 4,449 $ (95 ) As part of the Company’s ongoing monitoring process, management determined that the change in gross unrealized losses on its Available-for-Sale securities is primarily attributable to a rise in interest rates as well as wider credit spreads. The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in OCI: December 31, 2018 2017 2016 (in millions) Beginning balance $ — $ 21 $ 33 Reductions for securities sold during the period (realized) — (21 ) (12 ) Ending balance $ — $ — $ 21 Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in net realized investment gains (losses) were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Gross realized investment gains $ 16 $ 48 $ 29 Gross realized investment losses (7 ) (4 ) (12 ) Total $ 9 $ 44 $ 17 See Note 19 for a rollforward of net unrealized investment gains (losses) included in AOCI. Available-for-Sale securities by contractual maturity as of December 31, 2018 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 1,157 $ 1,166 Due after one year through five years 4,887 4,889 Due after five years through 10 years 3,419 3,388 Due after 10 years 3,996 4,517 13,459 13,960 Residential mortgage backed securities 2,890 2,871 Commercial mortgage backed securities 3,737 3,652 Asset backed securities 1,013 1,045 Total $ 21,099 $ 21,528 Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations. Residential mortgage backed securities, commercial mortgage backed securities and asset backed securities are not due at a single maturity date. As such, these securities were not included in the maturities distribution. The following is a summary of net investment income: Years Ended December 31, 2018 2017 2016 (in millions) Fixed maturities $ 919 $ 947 $ 997 Mortgage loans 117 137 149 Other investments 11 (48 ) 8 1,047 1,036 1,154 Less: investment expenses 24 25 26 Total $ 1,023 $ 1,011 $ 1,128 Net realized investment gains (losses) are summarized as follows: Years Ended December 31, 2018 2017 2016 (in millions) Fixed maturities $ 9 $ 44 $ 17 Mortgage loans 1 (4 ) 10 Other investments — — (1 ) Total $ 10 $ 40 $ 26

Financing Receivables

Financing Receivables	12 Months Ended
	Dec. 31, 2018
Receivables [Abstract]
Financing Receivables	Financing Receivables The Company’s financing receivables include commercial mortgage loans, syndicated loans and policy loans. Syndicated loans are reflected in other investments. Allowance for Loan Losses Policy loans do not exceed the cash surrender value of the policy at origination. As there is minimal risk of loss related to policy loans, the Company does not record an allowance for loan losses for policy loans. The following table presents a rollforward of the allowance for loan losses for the years ended and the ending balance of the allowance for loan losses by impairment method: December 31, 2018 2017 2016 (in millions) Beginning balance $ 22 $ 25 $ 25 Charge-offs (2 ) (3 ) (3 ) Provisions — — 3 Ending balance $ 20 $ 22 $ 25 Individually evaluated for impairment $ — $ — $ 2 Collectively evaluated for impairment 20 22 23 The recorded investment in financing receivables by impairment method was as follows: December 31, 2018 2017 (in millions) Individually evaluated for impairment $ 19 $ 17 Collectively evaluated for impairment 2,943 3,015 Total $ 2,962 $ 3,032 As of December 31, 2018 and 2017 , the Company’s recorded investment in financing receivables individually evaluated for impairment for which there was no related allowance for loan losses was $20 million and $17 million , respectively. During the years ended December 31, 2018 , 2017 and 2016 , the Company purchased $137 million , $156 million and $73 million , respectively, and sold $44 million , $259 million and $250 million , respectively, of loans. The loans purchased consisted of syndicated loans. The loans sold during 2018 consisted of syndicated loans. The loans sold during 2017 and 2016 primarily consisted of residential mortgage loans. See below for additional discussion on the sales of these loans. Credit Quality Information Nonperforming loans, which are generally loans 90 days or more past due, were nil and $5 million as of December 31, 2018 and 2017 , respectively. All other loans were considered to be performing. Commercial Mortgage Loans The Company reviews the credit worthiness of the borrower and the performance of the underlying properties in order to determine the risk of loss on commercial mortgage loans. Based on this review, the commercial mortgage loans are assigned an internal risk rating, which management updates as necessary. Commercial mortgage loans which management has assigned its highest risk rating were nil of total commercial mortgage loans as of both December 31, 2018 and 2017 . Loans with the highest risk rating represent distressed loans which the Company has identified as impaired or expects to become delinquent or enter into foreclosure within the next six months. In addition, the Company reviews the concentrations of credit risk by region and property type. Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage December 31, 2018 December 31, December 31, 2018 December 31, (in millions) South Atlantic $ 699 $ 735 27 % 28 % Pacific 766 771 30 29 Mountain 224 242 9 9 West North Central 203 223 8 8 East North Central 208 209 8 8 Middle Atlantic 171 179 7 7 West South Central 139 125 5 5 New England 54 67 2 3 East South Central 99 84 4 3 2,563 2,635 100 % 100 % Less: allowance for loan losses 16 16 Total $ 2,547 $ 2,619 Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage December 31, 2018 December 31, December 31, 2018 December 31, (in millions) Retail $ 854 $ 893 33 % 34 % Office 408 470 16 18 Apartments 583 536 23 20 Industrial 423 451 16 17 Mixed use 45 38 2 1 Hotel 43 39 2 2 Other 207 208 8 8 2,563 2,635 100 % 100 % Less: allowance for loan losses 16 16 Total $ 2,547 $ 2,619 Residential Mortgage Loans During the years ended December 31, 2017 and 2016, the Company sold $249 million and $250 million , respectively, of residential mortgage loans and recorded a loss of $4 million and a gain of $10 million , respectively. Syndicated Loans The recorded investment in syndicated loans as of December 31, 2018 and 2017 was $399 million and $397 million , respectively. The Company’s syndicated loan portfolio is diversified across industries and issuers. The primary credit indicator for syndicated loans is whether the loans are performing in accordance with the contractual terms of the syndication. Total nonperforming syndicated loans as of December 31, 2018 and 2017 were nil and $5 million , respectively. Troubled Debt Restructurings The recorded investment in restructured loans was not material as of both December 31, 2018 and 2017 . Troubled debt restructurings did not have a material impact to the Company’s allowance for loan losses or income recognized for the years ended December 31, 2018 , 2017 and 2016 . There are no

Deferred Acquisition Costs and

Deferred Acquisition Costs and Deferred Sales Inducement Costs	12 Months Ended
	Dec. 31, 2018
Deferred Charges, Insurers [Abstract]
Deferred Acquisition Costs and Deferred Sales Inducement Costs [Text Block]	Deferred Acquisition Costs and Deferred Sales Inducement Costs In the third quarter of the year, management updated market-related inputs and implemented model changes related to the living benefit valuation. In addition, management conducted its annual review of life insurance and annuity valuation assumptions relative to current experience and management expectations including modeling changes. These aforementioned changes are collectively referred to as unlocking. The impact of unlocking to DAC for the year ended December 31, 2018 primarily reflected updated mortality assumptions on UL and VUL insurance products and lower surrender rate assumptions on variable annuities, partially offset by an unfavorable impact from updates to assumptions on utilization of guaranteed withdrawal benefits. The impact of unlocking to DAC for the year ended December 31, 2017 primarily reflected improved persistency and mortality on UL and VUL insurance products and a correction related to a variable annuity model assumption partially offset by updates to market-related inputs to the living benefit valuation. The impact of unlocking to DAC for the year ended December 31, 2016 primarily reflected low interest rates that more than offset benefits from persistency on annuity contracts without living benefits. In addition, the Company’s review of its closed LTC business in 2016 resulted in the write-off of DAC, which was included in the impact of unlocking. The balances of and changes in DAC were as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 2,639 $ 2,611 $ 2,693 Capitalization of acquisition costs 254 242 279 (1) Amortization, excluding the impact of valuation assumptions review (288 ) (219 ) (253 ) Amortization, impact of valuation assumptions review 33 12 (81 ) (2) Impact of change in net unrealized (gains) losses on securities 104 (7 ) (27 ) Balance at December 31 $ 2,742 $ 2,639 $ 2,611 (1) Includes a $27 million benefit related to the write-off of the deferred reinsurance liability in connection with the loss recognition on LTC business. The benefit was reported in other insurance and operating expenses on the Consolidated Statements of Income. (2) Includes a $58 million expense related to the loss recognition on LTC business. The balances of and changes in DSIC, which is included in other assets, were as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 273 $ 301 $ 334 Capitalization of sales inducement costs 2 4 5 Amortization, excluding the impact of valuation assumptions review (42 ) (37 ) (42 ) Amortization, impact of valuation assumptions review — (1 ) 4 Impact of change in net unrealized (gains) losses on securities 16 6 — Balance at December 31 $ 249 $ 273 $ 301

Reinsurance

Reinsurance	12 Months Ended
	Dec. 31, 2018
Reinsurance Disclosures [Abstract]
Reinsurance [Text Block]	Reinsurance The Company reinsures a portion of the insurance risks associated with its traditional life, DI and LTC insurance products through reinsurance agreements with unaffiliated reinsurance companies. Reinsurance contracts do not relieve the Company from its primary obligation to policyholders. The Company generally reinsures 90% of the death benefit liability for new term life insurance policies beginning in 2001 (RiverSource Life of NY began in 2002) and new individual UL and VUL insurance policies beginning in 2002 (2003 for RiverSource Life of NY). Policies issued prior to these dates are not subject to these same reinsurance levels. However , for IUL policies issued after September 1, 2013 and VUL policies issued after January 1, 2014, the Company generally reinsures 50% of the death benefit liability. Similarly, the Company reinsures 50% of the death benefit and morbidity liabilities related to its universal life product with LTC benefits. The maximum amount of life insurance risk the Company will retain is $10 million on a single life and $10 million on any flexible premium survivorship life policy; however, reinsurance agreements are in place such that retaining more than $1.5 million of insurance risk on a single life or a flexible premium survivorship life policy is very unusual. Risk on UL and VUL policies is reinsured on a yearly renewable term basis. Risk on most term life policies starting in 2001 (2002 for RiverSource Life of NY) is reinsured on a coinsurance basis, a type of reinsurance in which the reinsurer participates proportionally in all material risks and premiums associated with a policy. The Company also has life insurance and fixed annuity risk previously assumed under reinsurance arrangements with unaffiliated insurance companies. For existing LTC policies, the Company has continued ceding 50% of the risk on a coinsurance basis to subsidiaries of Genworth Financial, Inc. (“Genworth”) and retains the remaining risk. For RiverSource Life of NY, this reinsurance arrangement applies for 1996 and later issues only. Under these agreements, the Company has the right, but never the obligation, to recapture some, or all, of the risk ceded to Genworth. Generally , the Company retains at most $5,000 per month of risk per life on DI policies sold on policy forms introduced in most states starting in 2007 (2010 for RiverSource Life of NY) and reinsures the remainder of the risk on a coinsurance basis with unaffiliated reinsurance companies. The Company retains all risk for new claims on DI contracts sold on other policy forms introduced prior to 2007 (2010 for RiverSource Life of NY). The Company also retains all risk on accidental death benefit claims and substantially all risk associated with waiver of premium provisions. As of December 31, 2018 and 2017 , traditional life and UL insurance policies in force were $195.1 billion and $195.9 billion , respectively, of which $142.4 billion as of both December 31, 2018 and 2017 were reinsured at the respective year ends. The effect of reinsurance on premiums for traditional long-duration products was as follows: Years Ended December 31, 2018 2017 2016 (in millions) Direct premiums $ 621 $ 637 $ 642 Reinsurance ceded (225 ) (227 ) (225 ) Net premiums $ 396 $ 410 $ 417 Policy and contract charges are presented on the Consolidated Statements of Income net of $126 million , $114 million and $110 million of reinsurance ceded for non-traditional long-duration products for the years ended December 31, 2018 , 2017 and 2016 , respectively. The amount of claims recovered through reinsurance on all contracts was $331 million , $298 million and $318 million for the years ended December 31, 2018 , 2017 and 2016 , respectively. Reinsurance recoverables include approximately $2.5 billion and $2.3 billion related to LTC risk ceded to Genworth as of December 31, 2018 and 2017 , respectively. Policyholder account balances, future policy benefits and claims include $484 million and $509 million related to previously assumed reinsurance arrangements as of December 31, 2018 and 2017

Policyholder Account Balances,

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities	12 Months Ended
	Dec. 31, 2018
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities [Abstract]
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities [Text Block]	Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities Policyholder account balances, future policy benefits and claims consisted of the following: December 31, 2018 2017 (in millions) Policyholder account balances Fixed annuities (1) $ 9,338 $ 9,934 Variable annuity fixed sub-accounts 5,129 5,166 UL/VUL insurance 3,063 3,047 IUL insurance 1,728 1,384 Other life insurance 683 720 Total policyholder account balances 19,941 20,251 Future policy benefits Variable annuity GMWB 875 463 Variable annuity GMAB (2) (19 ) (80 ) Other annuity liabilities 26 78 Fixed annuity life contingent liabilities 1,459 1,484 Life and DI insurance 1,221 1,221 LTC insurance 4,981 4,896 UL/VUL and other life insurance additional liabilities 749 688 Total future policy benefits 9,292 8,750 Policy claims and other policyholders’ funds 174 177 Total policyholder account balances, future policy benefits and claims $ 29,407 $ 29,178 (1) Includes fixed deferred annuities, non-life contingent fixed payout annuities and indexed annuity host contracts. (2) Includes the fair value of GMAB embedded derivatives that was a net asset as of both December 31, 2018 and 2017 reported as a contra liability. Fixed Annuities Fixed annuities include deferred, payout and indexed annuity contracts. Deferred contracts offer a guaranteed minimum rate of interest and security of the principal invested. Payout contracts guarantee a fixed income payment for life or the term of the contract. Liabilities for fixed annuities in a benefit or payout status are based on future estimated payments using established industry mortality tables and interest rates, ranging from 2.71% to 9.38% as of December 31, 2018 , depending on year of issue, with an average rate of approximately 3.94% . The Company generally invests the proceeds from the annuity contracts in fixed rate securities. The Company’s equity indexed annuity (“EIA”) product is a single premium fixed deferred annuity. The Company discontinued new sales of EIAs in 2007. The contract was issued with an initial term of seven years and interest earnings are linked to the performance of the S&P 500 ® Index. This annuity has a minimum interest rate guarantee of 3% on 90% of the initial premium, adjusted for any surrenders. The Company generally invests the proceeds from the annuity contracts in fixed rate securities and hedges the equity risk with derivative instruments. The Company’s fixed index annuity product is a fixed annuity that includes an indexed account. The rate of interest credited above the minimum guarantee for funds allocated to the indexed account is linked to the performance of the specific index for the indexed account (subject to a cap). The Company offers S&P 500 ® Index and MSCI ® EAFE Index account options. Both options offer two crediting durations, one-year and two-year. The contractholder may allocate all or a portion of the policy value to a fixed or indexed account. The portion of the policy allocated to the indexed account is accounted for as an embedded derivative. The Company hedges the interest credited rate including equity and interest rate risk related to the indexed account with derivative instruments. The contractholder can choose to add a GMWB for life rider for an additional fee. See Note 18 for additional information regarding the Company’s derivative instruments used to hedge the risk related to indexed annuities. Variable Annuities Purchasers of variable annuities can select from a variety of investment options and can elect to allocate a portion to a fixed account. A vast majority of the premiums received for variable annuity contracts are held in separate accounts where the assets are held for the exclusive benefit of those contractholders. Most of the variable annuity contracts currently issued by the Company contain one or more guaranteed benefits, including GMWB, GMAB, GMDB and GGU provisions. The Company previously offered contracts with GMIB provisions. See Note 2 and Note 11 for additional information regarding the Company’s variable annuity guarantees. The Company does not currently hedge its risk under the GGU and GMIB provisions. See Note 14 and Note 18 for additional information regarding the Company’s derivative instruments used to hedge risks related to GMWB, GMAB and GMDB provisions. Insurance Liabilities UL/VUL is the largest group of insurance policies written by the Company. Purchasers of UL accumulate cash value that increases by a fixed interest rate. Purchasers of VUL can select from a variety of investment options and can elect to allocate a portion to a fixed account or a separate account. A vast majority of the premiums received for VUL policies are held in separate accounts where the assets are held for the exclusive benefit of those policyholders. IUL is a universal life policy that includes an indexed account. The rate of credited interest above the minimum guarantee for funds allocated to the indexed account is linked to the performance of the specific index for the indexed account (subject to a cap and floor). The Company offers an S&P 500 ® Index account option and a blended multi-index account option comprised of the S&P 500 Index, the MSCI ® EAFE Index and the MSCI EM Index. Both options offer two crediting durations, one-year and two-year. The policyholder may allocate all or a portion of the policy value to a fixed or any available indexed account. The portion of the policy allocated to the indexed account is accounted for as an embedded derivative at fair value. The Company hedges the interest credited rate including equity and interest rate risk related to the indexed account with derivative instruments. See Note 18 for additional information regarding the Company’s derivative instruments used to hedge the risk related to IUL. The Company also offers term life insurance as well as DI products. The Company no longer offers standalone LTC products and whole life insurance but has in force policies from prior years. Insurance liabilities include accumulation values, incurred but not reported claims, obligations for anticipated future claims and unpaid reported claims. The liability for estimates of benefits that will become payable on future claims on term life, whole life and DI policies is based on the net level premium and LTC policies is based on a gross premium valuation reflecting management’s current best estimate assumptions. Both include the anticipated interest rates earned on assets supporting the liability. Anticipated interest rates for term and whole life ranged from 3% to 10% as of December 31, 2018 . Anticipated interest rates for DI policies ranged from 4% to 7.5% as of December 31, 2018 and for LTC policies ranged from 5.9% to 6.8% as of December 31, 2018 . The liability for unpaid reported claims on DI and LTC policies includes an estimate of the present value of obligations for continuing benefit payments. The discount rates used to calculate present values are based on average interest rates earned on assets supporting the liability for unpaid amounts and were 4.5% and 6.2% for DI and LTC claims, respectively, as of December 31, 2018 . Portions of the Company’s UL and VUL policies have product features that result in profits followed by losses from the insurance component of the policy. These profits followed by losses can be generated by the cost structure of the product or secondary guarantees in the policy. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. Separate Account Liabilities Separate account liabilities consisted of the following: December 31, 2018 2017 (in millions) Variable annuity $ 66,913 $ 75,174 VUL insurance 6,451 7,352 Other insurance 29 34 Total $ 73,393 $ 82,560

Variable Annuity and Insurance

Variable Annuity and Insurance Guarantees	12 Months Ended
	Dec. 31, 2018
Insurance [Abstract]
Variable Annuity and Insurance Guarantees [Text Block]	Variable Annuity and Insurance Guarantees The majority of the variable annuity contracts offered by the Company contain GMDB provisions. The Company also offers variable annuities with GGU, GMWB and GMAB provisions. The Company previously offered contracts containing GMIB provisions. See Note 2 and Note 10 for additional information regarding the Company’s variable annuity guarantees. The GMDB and GGU provisions provide a specified minimum return upon death of the contractholder. The death benefit payable is the greater of (i) the contract value less any purchase payment credits subject to recapture less a pro-rata portion of any rider fees, or (ii) the GMDB provisions specified in the contract. The Company has the following primary GMDB provisions: • Return of premium – provides purchase payments minus adjusted partial surrenders. • Reset – provides that the value resets to the account value every sixth contract anniversary minus adjusted partial surrenders. This provision was often provided in combination with the return of premium provision and is no longer offered. • Ratchet – provides that the value ratchets up to the maximum account value at specified anniversary intervals, plus subsequent purchase payments less adjusted partial surrenders. The variable annuity contracts with GMWB riders typically have account values that are based on an underlying portfolio of mutual funds, the values of which fluctuate based on fund performance. At issue, the guaranteed amount is equal to the amount deposited but the guarantee may be increased annually to the account value (a “step-up”) in the case of favorable market performance or by a benefit credit if the contract includes this provision. The Company has GMWB riders in force, which contain one or more of the following provisions: • Withdrawals at a specified rate per year until the amount withdrawn is equal to the guaranteed amount. • Withdrawals at a specified rate per year for the life of the contractholder (“GMWB for life”). • Withdrawals at a specified rate per year for joint contractholders while either is alive. • Withdrawals based on performance of the contract. • Withdrawals based on the age withdrawals begin. • Credits are applied annually for a specified number of years to increase the guaranteed amount as long as withdrawals have not been taken. Variable annuity contractholders age 79 or younger at contract issue can also obtain a principal-back guarantee by purchasing the optional GMAB rider for an additional charge. The GMAB rider guarantees that, regardless of market performance at the end of the 10 -year waiting period, the contract value will be no less than the original investment or a specified percentage of the highest anniversary value, adjusted for withdrawals. If the contract value is less than the guarantee at the end of the 10 -year period, a lump sum will be added to the contract value to make the contract value equal to the guarantee value. Certain UL policies offered by the Company provide secondary guarantee benefits. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) December 31, 2018 December 31, 2017 Total Contract Net Weighted Average Attained Age Total Contract Net Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 55,810 $ 53,872 $ 417 67 $ 61,418 $ 59,461 $ 9 66 Five/six-year reset 7,670 4,941 112 67 8,870 6,149 12 66 One-year ratchet 5,560 5,210 417 70 6,548 6,187 11 69 Five-year ratchet 1,307 1,251 23 66 1,563 1,506 1 65 Other 1,033 1,014 148 72 1,099 1,075 50 72 Total — GMDB $ 71,380 $ 66,288 $ 1,117 67 $ 79,498 $ 74,378 $ 83 66 GGU death benefit $ 992 $ 940 $ 112 70 $ 1,118 $ 1,067 $ 133 70 GMIB $ 180 $ 164 $ 12 69 $ 233 $ 216 $ 7 69 GMWB: GMWB $ 1,990 $ 1,984 $ 3 72 $ 2,508 $ 2,500 $ 1 71 GMWB for life 40,966 40,876 742 68 44,375 44,259 129 67 Total — GMWB $ 42,956 $ 42,860 $ 745 68 $ 46,883 $ 46,759 $ 130 67 GMAB $ 2,456 $ 2,450 $ 24 59 $ 3,086 $ 3,083 $ — 59 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table. The net amount at risk for GMDB, GGU and GMAB is defined as the current guaranteed benefit amount in excess of the current contract value. The net amount at risk for GMIB is defined as the greater of the present value of the minimum guaranteed annuity payments less the current contract value or zero. The net amount at risk for GMWB is defined as the greater of the present value of the minimum guaranteed withdrawal payments less the current contract value or zero. The following table provides information related to insurance guarantees for which the Company has established additional liabilities: December 31, December 31, Net Amount at Risk Weighted Average Attained Age Net Amount at Risk Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,513 66 $ 6,460 65 The net amount at risk for UL secondary guarantees is defined as the current guaranteed death benefit amount in excess of the current policyholder account balance. Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2016 $ 14 $ 8 $ 1,057 $ — $ 332 Incurred claims 11 1 (40 ) (23 ) 127 Paid claims (9 ) (1 ) — (1 ) (25 ) Balance at December 31, 2016 16 8 1,017 (24 ) 434 Incurred claims 5 — (554 ) (56 ) 84 Paid claims (4 ) (2 ) — — (29 ) Balance at December 31, 2017 17 6 463 (80 ) 489 Incurred claims 8 2 412 61 201 Paid claims (6 ) — — — (31 ) Balance at December 31, 2018 $ 19 $ 8 $ 875 $ (19 ) $ 659 (1) The incurred claims for GMWB and GMAB include the change in the fair value of the liabilities (contra liabilities) less paid claims. The liabilities for guaranteed benefits are supported by general account assets. The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: December 31, 2018 2017 (in millions) Mutual funds: Equity $ 39,764 $ 46,038 Bond 21,190 23,529 Other 5,568 5,109 Total mutual funds $ 66,522 $ 74,676 No gains or losses were recognized on assets transferred to separate accounts for the years ended December 31, 2018 , 2017 and 2016

Lines of Credit

Lines of Credit	12 Months Ended
	Dec. 31, 2018
Line of Credit Facility [Abstract]
Lines of Credit [Text Block]	Lines of Credit RiverSource Life Insurance Company, as the borrower, has a revolving credit agreement with Ameriprise Financial as the lender. The aggregate amount outstanding under the line of credit may not exceed 3% of RiverSource Life Insurance Company’s statutory admitted assets (excluding separate accounts) as of the prior year end. The interest rate for any borrowing under the agreement is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period, plus an applicable margin subject to adjustment based on debt ratings of the senior unsecured debt of Ameriprise Financial. Amounts borrowed may be repaid at any time with no prepayment penalty. There were no amounts outstanding on this line of credit as of both December 31, 2018 and 2017 . RiverSource Life of NY, as the borrower, has a revolving credit agreement with Ameriprise Financial as the lender. The aggregate amount outstanding under the line of credit may not exceed the lesser of $25 million or 3% of RiverSource Life of NY’s statutory admitted assets (excluding separate accounts) as of the prior year end. The interest rate for any borrowing is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period. Amounts borrowed may be repaid at any time with no prepayment penalty. There were no amounts outstanding on this line of credit as of both December 31, 2018 and 2017 . RTA has a revolving credit agreement with Ameriprise Financial as the lender not to exceed $100 million . The interest rate for any borrowing is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period, plus an applicable margin subject to adjustment based on debt ratings of the senior unsecured debt of Ameriprise Financial. This line of credit is automatically renewed annually with Ameriprise Financial. There were no amounts outstanding on this revolving credit agreement as of both December 31, 2018 and 2017 . RiverSource Life Insurance Company, as the lender, has a revolving credit agreement with Ameriprise Financial as the borrower. This line of credit is not to exceed 3% of RiverSource Life Insurance Company’s statutory admitted assets as of the prior year end. The interest rate for any borrowing is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period, plus an applicable margin subject to adjustment based on debt ratings of the senior unsecured debt of Ameriprise Financial. In the event of default, an additional 1% interest will accrue during such period of default. There were no amounts outstanding on this revolving credit agreement as of both December 31, 2018 and 2017

Short-term Borrowings

Short-term Borrowings	12 Months Ended
	Dec. 31, 2018
Short-term Debt [Abstract]
Short-term Borrowings [Text Block]	Short-term Borrowings The Company enters into repurchase agreements in exchange for cash which it accounts for as secured borrowings and has pledged Available-for-Sale securities to collateralize its obligations under the repurchase agreements. As of December 31, 2018 and 2017 , the Company has pledged $52 million and $43 million , respectively, of agency residential mortgage backed securities and nil and $8 million , respectively, of commercial mortgage backed securities. The amount of the Company’s liability including accrued interest as of both December 31, 2018 and 2017 was $50 million . The remaining maturity of outstanding repurchase agreements was less than three months as of December 31, 2018 and less than one month as of December 31, 2017 . The weighted average annualized interest rate on repurchase agreements held as of December 31, 2018 and 2017 was 2.6% and 1.4% , respectively. RiverSource Life Insurance Company is a member of the Federal Home Loan Bank (“FHLB”) of Des Moines which provides access to collateralized borrowings. The Company has pledged Available-for-Sale securities consisting of commercial mortgage backed securities to collateralize its obligation under these borrowings. The fair value of the securities pledged is recorded in investments and was $780 million and $750 million as of December 31, 2018 and 2017 , respectively. The amount of the Company’s liability including accrued interest was $151 million and $150 million as of December 31, 2018 and 2017 , respectively. The remaining maturity of outstanding FHLB advances was less than three months as of December 31, 2018 and less than four months as of December 31, 2017 . The weighted average annualized interest rate on the FHLB advances held as of December 31, 2018 and 2017 was 2.6% and 1.5%

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	12 Months Ended
	Dec. 31, 2018
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	Fair Values of Assets and Liabilities GAAP defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date; that is, an exit price. The exit price assumes the asset or liability is not exchanged subject to a forced liquidation or distressed sale. Valuation Hierarchy The Company categorizes its fair value measurements according to a three-level hierarchy. The hierarchy prioritizes the inputs used by the Company’s valuation techniques. A level is assigned to each fair value measurement based on the lowest level input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are defined as follows: Level 1 Unadjusted quoted prices for identical assets or liabilities in active markets that are accessible at the measurement date. Level 2 Prices or valuations based on observable inputs other than quoted prices in active markets for identical assets and liabilities. Level 3 Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable. The following tables present the balances of assets and liabilities measured at fair value on a recurring basis: December 31, 2018 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 11,520 $ 871 $ 12,391 Residential mortgage backed securities — 2,807 64 2,871 Commercial mortgage backed securities — 3,652 — 3,652 State and municipal obligations — 1,283 — 1,283 Asset backed securities — 671 374 1,045 Foreign government bonds and obligations — 285 — 285 U.S. government and agency obligations 1 — — 1 Total Available-for-Sale securities: Fixed maturities 1 20,218 1,309 21,528 Cash equivalents — 1,000 — 1,000 Other assets: Interest rate derivative contracts — 789 — 789 Equity derivative contracts 189 1,515 — 1,704 Foreign exchange derivative contracts — 54 — 54 Total other assets 189 2,358 — 2,547 Separate account assets at net asset value (“NAV”) 73,393 (1) Total assets at fair value $ 190 $ 23,576 $ 1,309 $ 98,468 Liabilities Policyholder account balances, future policy benefits and claims: Indexed annuity embedded derivatives $ — $ 3 $ 14 $ 17 IUL embedded derivatives — — 628 628 GMWB and GMAB embedded derivatives — — 328 328 (2) Total policyholder account balances, future policy benefits and claims — 3 970 973 (3) Other liabilities: Interest rate derivative contracts — 422 — 422 Equity derivative contracts 77 1,901 — 1,978 Foreign exchange derivative contracts 2 32 — 34 Credit derivative contracts — 18 — 18 Total other liabilities 79 2,373 — 2,452 Total liabilities at fair value $ 79 $ 2,376 $ 970 $ 3,425 December 31, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 12,161 $ 1,072 $ 13,233 Residential mortgage backed securities — 2,924 87 3,011 Commercial mortgage backed securities — 3,569 — 3,569 State and municipal obligations — 1,314 — 1,314 Asset backed securities — 728 — 728 Foreign government bonds and obligations — 299 — 299 U.S. government and agency obligations 1 — — 1 Total Available-for-Sale securities: Fixed maturities 1 20,995 1,159 22,155 Cash equivalents — 1,030 — 1,030 Other assets: Interest rate derivative contracts — 1,081 — 1,081 Equity derivative contracts 62 2,305 — 2,367 Foreign exchange derivative contracts 1 34 — 35 Total other assets 63 3,420 — 3,483 Separate account assets at NAV 82,560 (1) Total assets at fair value $ 64 $ 25,445 $ 1,159 $ 109,228 Liabilities Policyholder account balances, future policy benefits and claims: Indexed annuity embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 601 601 GMWB and GMAB embedded derivatives — — (49 ) (49 ) (4) Total policyholder account balances, future policy benefits and claims — 5 552 557 (5) Other liabilities: Interest rate derivative contracts 1 414 — 415 Equity derivative contracts 5 2,666 — 2,671 Foreign exchange derivative contracts — 23 — 23 Credit derivative contracts — 2 — 2 Total other liabilities 6 3,105 — 3,111 Total liabilities at fair value $ 6 $ 3,110 $ 552 $ 3,668 (1) Amounts are comprised of certain financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. (2) The fair value of the GMWB and GMAB embedded derivatives included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position as of December 31, 2018 . (3) The Company’s adjustment for nonperformance risk resulted in a $(726) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2018 . (4) The fair value of the GMWB and GMAB embedded derivatives included $443 million of individual contracts in a liability position and $492 million of individual contracts in an asset position as of December 31, 2017 . (5) The Company’s adjustment for nonperformance risk resulted in a $(399) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2017 . The following tables provide a summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis: Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2018 $ 1,072 $ 87 $ — $ — $ 1,159 $ — Total gains (losses) included in: Net income (1 ) — — — (1 ) (1) (3 ) (2) Other comprehensive income (loss) (26 ) 1 — 3 (22 ) — Purchases 15 — 12 381 408 3 Settlements (189 ) (6 ) — — (195 ) — Transfers out of Level 3 — (18 ) (12 ) (10 ) (40 ) — Balance, December 31, 2018 $ 871 $ 64 $ — $ 374 $ 1,309 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2018 $ (1 ) $ — $ — $ — $ (1 ) (1) $ — Policyholder Account Balances, Indexed Annuity Embedded Derivatives IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2018 $ — $ 601 $ (49 ) $ 552 Total (gains) losses included in: Net income (3 ) (3) (9 ) (3) 49 (2) 37 Issues 17 90 350 457 Settlements — (54 ) (22 ) (76 ) Balance, December 31, 2018 $ 14 $ 628 $ 328 $ 970 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2018 $ — $ (9 ) (3) $ 47 (2) $ 38 Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2017 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Total gains (losses) included in: Net income 1 — — — 1 (1) — Other comprehensive income (loss) (8 ) 1 — — (7 ) — Purchases 124 67 36 49 276 — Settlements (202 ) (7 ) — (13 ) (222 ) — Transfers into Level 3 — — — 11 11 4 Transfers out of Level 3 — (89 ) (36 ) (60 ) (185 ) (4 ) Balance, December 31, 2017 $ 1,072 $ 87 $ — $ — $ 1,159 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2017 $ 1 $ — $ — $ — $ 1 (1) $ — Policyholder Account Balances, Future Policy Benefits and Claims IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2017 $ 464 $ 614 $ 1,078 Total (gains) losses included in: Net income 87 (3) (977 ) (2) (890 ) Issues 92 326 418 Settlements (42 ) (12 ) (54 ) Balance, December 31, 2017 $ 601 $ (49 ) $ 552 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2017 $ 87 (3) $ (946 ) (2) $ (859 ) Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2016 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Total gains (losses) included in: Net income 1 — — 1 2 (1) (2 ) (2) Other comprehensive income (loss) (1 ) (1 ) — — (2 ) — Purchases 47 134 42 — 223 2 Settlements (126 ) (9 ) (3 ) (1 ) (139 ) — Transfers into Level 3 1 — — 12 13 — Transfers out of Level 3 — (30 ) (42 ) (132 ) (204 ) — Balance, December 31, 2016 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2016 $ 1 $ — $ — $ — $ 1 (1) $ (2 ) (2) Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 Total (gains) losses included in: Net income 13 (3) (511 ) (2) (498 ) Issues 115 295 410 Settlements (28 ) (21 ) (49 ) Balance, December 31, 2016 $ 464 $ 614 $ 1,078 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2016 $ 13 (3) $ (448 ) (2) $ (435 ) (1) Included in net investment income in the Consolidated Statements of Income. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income. (3) Included in interest credited to fixed accounts in the Consolidated Statements of Income. The increase (decrease) to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $281 million , $(71) million and $98 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the years ended December 31, 2018 , 2017 and 2016 , respectively. Securities transferred from Level 3 primarily represent securities with fair values that are now obtained from a third-party pricing service with observable inputs. Securities transferred to Level 3 represent securities with fair values that are now based on a single non-binding broker quote. The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: December 31, 2018 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 871 Discounted cash flow Yield/spread to U.S. Treasuries 1.0% - 3.6% 1.5 % Asset backed securities $ 374 Discounted cash flow Annual default rate 2.5% Loss severity 25.0% Yield/spread to swap rates 85 bps - 115 bps 87 bps IUL embedded derivatives $ 628 Discounted cash flow Nonperformance risk (1) 119 bps Indexed annuity embedded derivatives $ 14 Discounted cash flow Surrender rate 0.0% - 50.0% Nonperformance risk (1) 119 bps GMWB and GMAB embedded derivatives $ 328 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0% - 36.0% Surrender rate 0.1% - 73.4% Market volatility (3) 4.0% - 16.1% Nonperformance risk (1) 119 bps December 31, 2017 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,070 Discounted cash flow Yield/spread to U.S. Treasuries 0.7 % - 2.3% 1.1 % IUL embedded derivatives $ 601 Discounted cash flow Nonperformance risk (1) 71 bps GMWB and GMAB embedded derivatives $ (49 ) Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 42.0% Surrender rate 0.1 % - 74.7% Market volatility (3) 3.7 % - 16.1% Nonperformance risk (1) 71 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3) Market volatility is implied volatility of fund of funds and managed volatility funds. Level 3 measurements not included in the table above are obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company. Uncertainty of Fair Value Measurements Significant increases (decreases) in the yield/spread to U.S. Treasuries used in the fair value measurement of Level 3 corporate debt securities in isolation would have resulted in a significantly lower (higher) fair value measurement. Significant increases (decreases) in the annual default rate used in the fair value measurement of Level 3 asset backed securities in isolation, generally, would have resulted in a significantly lower (higher) fair value measurement and significant increases (decreases) in loss severity in isolation would have resulted in a significantly higher (lower) fair value measurement. Significant increases (decreases) in the yield/spread to swap rates in isolation would have resulted in a significantly lower (higher) fair value measurement. Significant increases (decreases) in nonperformance risk used in the fair value measurement of the IUL embedded derivatives in isolation would have resulted in a significantly lower (higher) fair value measurement. Significant increases (decreases) in nonperformance risk and surrender rate used in the fair value measurement of the indexed annuity embedded derivatives in isolation would have resulted in a significantly lower (higher) liability value. Significant increases (decreases) in utilization and volatility used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would have resulted in a significantly higher (lower) liability value. Significant increases (decreases) in nonperformance risk and surrender rate used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would have resulted in a significantly lower (higher) liability value. Utilization of guaranteed withdrawals and surrender rates vary with the type of rider, the duration of the policy, the age of the contractholder, the distribution channel and whether the value of the guaranteed benefit exceeds the contract accumulation value. Determination of Fair Value The Company uses valuation techniques consistent with the market and income approaches to measure the fair value of its assets and liabilities. The Company’s market approach uses prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities. The Company’s income approach uses valuation techniques to convert future projected cash flows to a single discounted present value amount. When applying either approach, the Company maximizes the use of observable inputs and minimizes the use of unobservable inputs. The following is a description of the valuation techniques used to measure fair value and the general classification of these instruments pursuant to the fair value hierarchy. Assets Cash Equivalents Cash equivalents include highly liquid investments with original or remaining maturities at the time of purchase of 90 days or less. The Company’s cash equivalents are classified as Level 2 and measured at amortized cost, which is a reasonable estimate of fair value because of the short time between the purchase of the instrument and its expected realization. Available-for-Sale Securities When available, the fair value of securities is based on quoted prices in active markets. If quoted prices are not available, fair values are obtained from third-party pricing services, non-binding broker quotes, or other model-based valuation techniques. Level 1 securities primarily include U.S. Treasuries. Level 2 securities primarily include corporate bonds, residential mortgage backed securities, commercial mortgage backed securities, state and municipal obligations, asset backed securities and foreign government securities. The fair value of these Level 2 securities is based on a market approach with prices obtained from third-party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. Level 3 securities primarily include certain corporate bonds, non-agency residential mortgage backed securities and affiliated and unaffiliated asset backed securities. The fair value of corporate bonds, non-agency residential mortgage backed securities and unaffiliated asset backed securities classified as Level 3 is typically based on a single non-binding broker quote. The underlying inputs used for some of the non-binding broker quotes are not readily available to the Company. The Company’s privately placed corporate bonds are typically based on a single non-binding broker quote. The fair value of affiliated asset backed securities is determined using a discounted cash flow model. Inputs used to determine the expected cash flows include assumptions about discount rates and default, prepayment and recovery rates of the underlying assets. Given the significance of the unobservable inputs to this fair value measurement, the fair value of the investment in the affiliated asset backed securities is classified as Level 3. In consideration of the above, management is responsible for the fair values recorded on the financial statements. Prices received from third-party pricing services are subjected to exception reporting that identifies investments with significant daily price movements as well as no movements. The Company reviews the exception reporting and resolves the exceptions through reaffirmation of the price or recording an appropriate fair value estimate. The Company also performs subsequent transaction testing. The Company performs annual due diligence of third-party pricing services. The Company’s due diligence procedures include assessing the vendor’s valuation qualifications, control environment, analysis of asset-class specific valuation methodologies, and understanding of sources of market observable assumptions and unobservable assumptions, if any, employed in the valuation methodology. The Company also considers the results of its exception reporting controls and any resulting price challenges that arise. Separate Account Assets The fair value of assets held by separate accounts is determined by the NAV of the funds in which those separate accounts are invested. The NAV is used as a practical expedient for fair value and represents the exit price for the separate account. Separate account assets are excluded from classification in the fair value hierarchy. Other Assets Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active over-the-counter (“OTC”) markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. The fair value of certain derivatives measured using pricing models which include significant unobservable inputs are classified as Level 3 within the fair value hierarchy. Other derivative contracts consist of the Company’s macro hedge derivatives that contain settlement provisions linked to both equity returns and interest rates. See Note 18 for further information on the macro hedge program. The counterparties’ nonperformance risk associated with uncollateralized derivative assets was immaterial as of December 31, 2018 and 2017 . See Note 17 and Note 18 for further information on the credit risk of derivative instruments and related collateral. Liabilities Policyholder Account Balances, Future Policy Benefits and Claims The Company values the embedded derivatives attributable to the provisions of certain variable annuity riders using internal valuation models. These models calculate fair value by discounting expected cash flows from benefits plus margins for profit, risk and expenses less embedded derivative fees. The projected cash flows used by these models include observable capital market assumptions and incorporate significant unobservable inputs related to contractholder behavior assumptions, implied volatility, and margins for risk, profit and expenses that the Company believes an exit market participant would expect. The fair value also reflects a current estimate of the Company’s nonperformance risk specific to these embedded derivatives. Given the significant unobservable inputs to this valuation, these measurements are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. The Company uses various Black-Scholes calculations to determine the fair value of the embedded derivatives associated with the provisions of its indexed annuity and IUL products. Significant inputs to the EIA calculation include observable interest rates, volatilities and equity index levels and, therefore, are classified as Level 2. The fair value of fixed index annuity and IUL embedded derivatives includes significant observable interest rates, volatilities and equity index levels and the significant unobservable estimate of the Company’s nonperformance risk. Given the significance of the nonperformance risk assumption to the fair value, the fixed index annuity and IUL embedded derivatives are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. Other Liabilities Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active OTC markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. The Company’s nonperformance risk associated with uncollateralized derivative liabilities was immaterial as of December 31, 2018 and 2017 . See Note 17 and Note 18 for further information on the credit risk of derivative instruments and related collateral. Fair Value on a Nonrecurring Basis The Company assesses its investment in affordable housing partnerships for other-than-temporary impairment. The investments that are determined to be other-than-temporarily impaired are written down to their fair value. The Company uses a discounted cash flow model to measure the fair value of these investments. Inputs to the discounted cash flow model are estimates of future net operating losses and tax credits available to the Company and discount rates based on market condition and the financial strength of the syndicator (general partner). The balance of affordable housing partnerships measured at fair value on a nonrecurring basis was $112 million and $166 million as of December 31, 2018 and 2017 , respectively, and is classified as Level 3 in the fair value hierarchy. Asset and Liabilities Not Reported at Fair Value The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value. December 31, 2018 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,547 $ — $ — $ 2,514 $ 2,514 Policy loans 861 — — 810 810 Other investments 411 — 355 41 396 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 9,609 $ — $ — $ 9,672 $ 9,672 Short-term borrowings 201 — 201 — 201 Other liabilities 59 — — 57 57 Separate account liabilities at NAV 312 312 (1) December 31, 2017 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,619 $ — $ — $ 2,616 $ 2,616 Policy loans 845 — — 801 801 Other investments 408 — 373 36 409 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,246 $ — $ — $ 10,755 $ 10,755 Short-term borrowings 200 — 200 — 200 Other liabilities 123 — — 119 119 Separate account liabilities at NAV 369 369 (1) (1) Amounts are comprised of certain financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 7 for additional information on mortgage loans and policy loans. Other investments include syndicated loans and the Company’s membership in the FHLB. See Note 7 for additional information on syndicated loans.

Related Party Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2018
Related Party Transactions [Abstract]
Related Party Transactions [Text Block]	Related Party Transactions See Note 4 for information about revenues from contracts with customers earned by the Company from related party transactions with affiliates. Charges by Ameriprise Financial and affiliated companies to the Company for use of joint facilities, technology support, marketing services and other services aggregated $365 million , $390 million and $400 million for the years ended December 31, 2018 , 2017 and 2016 , respectively. Certain of these costs are included in DAC. Expenses allocated to the Company may not be reflective of expenses that would have been incurred by the Company on a stand-alone basis. Cash dividends or distributions paid and received by RiverSource Life Insurance Company were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Paid to Ameriprise Financial $ 750 $ 700 $ 1,000 Received from RiverSource Life of NY 48 50 50 Received from RTA 45 20 15 Received from RiverSource REO 1, LLC (1) 2 — 31 (1) RiverSource REO 1, LLC is a wholly owned subsidiary of RiverSource Life Insurance Company which holds foreclosed mortgage loans and real estate. For dividends and other distributions from the life insurance companies, advance notification was provided to state insurance regulators prior to payments. See Note 16 for additional information. The Company’s taxable income is included in the consolidated federal income tax return of Ameriprise Financial. The net amount due from (to) Ameriprise Financial for federal income taxes was $60 million and $(105) million as of December 31, 2018 and 2017 , respectively, which is reflected in Other, net within operating activities on the Consolidated Statements of Cash Flows. In December 2018, the Company invested in AA and A rated asset backed securities issued by AAF, an affiliate of the Company. The asset backed securities are collateralized by a portfolio of loans issued to advisors affiliated with AFSI, an affiliated broker dealer. As of December 31, 2018 , the fair value of these asset backed securities was $374 million

Regulatory Requirements

Regulatory Requirements	12 Months Ended
	Dec. 31, 2018
Insurance [Abstract]
Regulatory Requirements [Text Block]	Regulatory Requirements The National Association of Insurance Commissioners (“NAIC”) defines Risk-Based Capital (“RBC”) requirements for insurance companies. The RBC requirements are used by the NAIC and state insurance regulators to identify companies that merit regulatory actions designed to protect policyholders. These requirements apply to the Company. The Company has met its minimum RBC requirements. Insurance companies are required to prepare statutory financial statements in accordance with the accounting practices prescribed or permitted by the insurance departments of their respective states of domicile, which vary materially from GAAP. Prescribed statutory accounting practices include publications of the NAIC, as well as state laws, regulations and general administrative rules. The more significant differences from GAAP include charging policy acquisition costs to expense as incurred, establishing annuity and insurance reserves using different actuarial methods and assumptions, valuing investments on a different basis and excluding certain assets from the balance sheet by charging them directly to surplus, such as a portion of the net deferred income tax assets. RiverSource Life Insurance Company received approval from the Minnesota Department of Commerce to apply a permitted statutory accounting practice, effective July 1, 2017 through June 30, 2019, for certain derivative instruments used to economically hedge the interest rate exposure of certain variable annuity products that do not qualify for statutory hedge accounting. The permitted practice is intended to mitigate the impact to statutory surplus from the misalignment between variable annuity statutory reserves, which are not carried at fair value, and the fair value of derivatives used to economically hedge the interest rate exposure of non-life contingent living benefit guarantees. The permitted practice allows RiverSource Life Insurance Company to defer a portion of the change in fair value, net investment income and realized gains or losses generated from designated derivatives to the extent the amounts do not offset the current period interest-rate related change in the variable annuity statutory reserve liability. The deferred amount is amortized over ten years using the straight-line method with the ability to accelerate amortization at management’s discretion. As of December 31, 2018 and 2017 , application of this permitted practice resulted in an increase (decrease) to RiverSource Life Insurance Company’s statutory surplus of approximately $92 million and $(3) million , respectively. State insurance statutes contain limitations as to the amount of dividends and other distributions that insurers may make without providing prior notification to state regulators. For RiverSource Life Insurance Company, payments in excess of unassigned surplus, as determined in accordance with accounting practices prescribed by the State of Minnesota, require advance notice to the Minnesota Department of Commerce, RiverSource Life Insurance Company’s primary regulator, and are subject to potential disapproval. RiverSource Life Insurance Company’s statutory unassigned surplus (deficit) aggregated $642 million and $(306) million as of December 31, 2018 and 2017 , respectively. In addition, dividends or distributions whose fair market value, together with that of other dividends or distributions made within the preceding 12 months, exceed the greater of the previous year’s statutory net gain from operations or 10% of the previous year-end statutory capital and surplus are referred to as “extraordinary dividends.” Extraordinary dividends also require advance notice to the Minnesota Department of Commerce, and are subject to potential disapproval. Statutory capital and surplus was $3.3 billion and $2.4 billion as of December 31, 2018 and 2017 , respectively. Statutory net gain from operations and net income (loss) for RiverSource Life Insurance Company are summarized as follows: Years Ended December 31, 2018 2017 2016 (in millions) Statutory net gain from operations $ 1,686 $ 958 $ 834 Statutory net income (loss) 1,628 222 322 Government debt securities of $4 million as of both December 31, 2018 and 2017

Offsetting Assets and Liabiliti

Offsetting Assets and Liabilities	12 Months Ended
	Dec. 31, 2018
Offsetting [Abstract]
Offsetting Assets and Liabilities [Text Block]	Offsetting Assets and Liabilities Certain financial instruments and derivative instruments are eligible for offset in the Consolidated Balance Sheets. The Company’s derivative instruments and repurchase agreements are subject to master netting and collateral arrangements and qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. The Company’s policy is to recognize amounts subject to master netting arrangements on a gross basis in the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: December 31, 2018 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,499 $ — $ 2,499 $ (2,066 ) $ (390 ) $ (26 ) $ 17 OTC cleared 34 — 34 (23 ) — — 11 Exchange-traded 14 — 14 (1 ) — — 13 Total derivatives $ 2,547 $ — $ 2,547 $ (2,090 ) $ (390 ) $ (26 ) $ 41 December 31, 2017 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,440 $ — $ 3,440 $ (2,599 ) $ (736 ) $ (88 ) $ 17 OTC cleared 21 — 21 (15 ) — — 6 Exchange-traded 22 — 22 (1 ) — — 21 Total derivatives $ 3,483 $ — $ 3,483 $ (2,615 ) $ (736 ) $ (88 ) $ 44 (1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: December 31, 2018 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,419 $ — $ 2,419 $ (2,066 ) $ (24 ) $ (328 ) $ 1 OTC cleared 23 — 23 (23 ) — — — Exchange-traded 10 — 10 (1 ) — — 9 Total derivatives 2,452 — 2,452 (2,090 ) (24 ) (328 ) 10 Repurchase agreements 50 — 50 — — (50 ) — Total $ 2,502 $ — $ 2,502 $ (2,090 ) $ (24 ) $ (378 ) $ 10 December 31, 2017 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,095 $ — $ 3,095 $ (2,599 ) $ (1 ) $ (492 ) $ 3 OTC cleared 15 — 15 (15 ) — — — Exchange-traded 1 — 1 (1 ) — — — Total derivatives 3,111 — 3,111 (2,615 ) (1 ) (492 ) 3 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,161 $ — $ 3,161 $ (2,615 ) $ (1 ) $ (542 ) $ 3 ( 1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangement s that management elects not to offset on the Consolidated Balance Sheets. In the tables above, the amount of assets or liabilities presented are offset first by financial instruments that have the right of offset under master netting or similar arrangements, then any remaining amount is reduced by the amount of cash and securities collateral. The actual collateral may be greater than amounts presented in the tables. When the fair value of collateral accepted by the Company is less than the amount due to the Company, there is a risk of loss if the counterparty fails to perform or provide additional collateral. To mitigate this risk, the Company monitors collateral values regularly and requires additional collateral when necessary. When the value of collateral pledged by the Company declines, it may be required to post additional collateral.

Derivatives and Hedging Activit

Derivatives and Hedging Activities	12 Months Ended
	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities	Derivatives and Hedging Activities Derivative instruments enable the Company to manage its exposure to various market risks. The value of such instruments is derived from an underlying variable or multiple variables, including equity and interest rate indices or prices. The Company primarily enters into derivative agreements for risk management purposes related to the Company’s products and operations. The Company’s freestanding derivative instruments are all subject to master netting arrangements. The Company’s policy on the recognition of derivatives on the Consolidated Balance Sheets is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. See Note 17 for additional information regarding the estimated fair value of the Company’s freestanding derivatives after considering the effect of master netting arrangements and collateral. The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: December 31, 2018 December 31, 2017 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2) Assets (1) Liabilities (2) (in millions) Derivatives not designated as hedging instruments Interest rate contracts $ 57,185 $ 789 $ 422 $ 64,790 $ 1,081 $ 415 Equity contracts 51,463 1,704 1,978 56,649 2,367 2,671 Credit contracts 1,206 — 18 715 — 2 Foreign exchange contracts 4,747 54 34 3,996 35 23 Other contracts — — — 450 — — Total non-designated hedges 114,601 2,547 2,452 126,600 3,483 3,111 Embedded derivatives GMWB and GMAB (3) N/A — 328 N/A — (49 ) IUL N/A — 628 N/A — 601 Indexed annuities N/A — 17 N/A — 5 Total embedded derivatives N/A — 973 N/A — 557 Total derivatives $ 114,601 $ 2,547 $ 3,425 $ 126,600 $ 3,483 $ 3,668 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and indexed annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. (3) The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2018 included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2017 included $443 million of individual contracts in a liability position and $492 million of individual contracts in an asset position. See Note 14 for additional information regarding the Company’s fair value measurement of derivative instruments. As of December 31, 2018 and 2017 , investment securities with a fair value of $28 million and $89 million , respectively, were received as collateral to meet contractual obligations under derivative contracts, of which $28 million and $89 million , respectively, may be sold, pledged or rehypothecated by the Company. As of both December 31, 2018 and 2017 , the Company had sold, pledged, or rehypothecated nil of these securities. In addition, as of both December 31, 2018 and 2017 , non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets. The following table presents a summary of the impact of derivatives not designated as hedging instruments, including embedded derivatives, on the Consolidated Statements of Income: Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses (in millions) Year Ended December 31, 2018 Interest rate contracts $ — $ (312 ) Equity contracts (49 ) 306 Credit contracts — 7 Foreign exchange contracts — 1 Other contracts — (4 ) GMWB and GMAB embedded derivatives — (377 ) IUL embedded derivatives 63 — Indexed annuities embedded derivatives 3 — Total gain (loss) $ 17 $ (379 ) Year Ended December 31, 2017 Interest rate contracts $ — $ 3 Equity contracts 75 (1,006 ) Credit contracts — (22 ) Foreign exchange contracts — (23 ) Other contracts — (2 ) GMWB and GMAB embedded derivatives — 663 IUL embedded derivatives (45 ) — Total gain (loss) $ 30 $ (387 ) Year Ended December 31, 2016 Interest rate contracts $ — $ 38 Equity contracts 20 (857 ) Credit contracts — 2 Other contracts — (2 ) GMWB and GMAB embedded derivatives — 237 IUL embedded derivatives 15 — Total gain (loss) $ 35 $ (582 ) The Company holds derivative instruments that either do not qualify or are not designated for hedge accounting treatment. These derivative instruments are used as economic hedges of equity, interest rate, credit and foreign currency exchange rate risk related to various products and transactions of the Company. Certain annuity contracts contain GMWB or GMAB provisions, which guarantee the right to make limited partial withdrawals each contract year regardless of the volatility inherent in the underlying investments or guarantee a minimum accumulation value of consideration received at the beginning of the contract period, after a specified holding period, respectively. The GMAB and non-life contingent GMWB provisions are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. The Company economically hedges the exposure related to GMAB and non-life contingent GMWB provisions using options (equity index, interest rate swaptions, etc.), swaps (interest rate, total return, etc.) and futures. The deferred premium associated with certain of the above options and swaptions is paid or received semi-annually over the life of the contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options and swaptions as of December 31, 2018 : Premiums Premiums (in millions) 2019 $ 274 $ 168 2020 196 130 2021 168 118 2022 207 198 2023 126 43 2024-2028 369 17 Total $ 1,340 $ 674 Actual timing and payment amounts may differ due to future settlements, modifications or exercises of the contracts prior to the full premium being paid or received. The Company has a macro hedge program to provide protection against the statutory tail scenario risk arising from variable annuity reserves on its statutory surplus and to cover some of the residual risks not covered by other hedging activities. As a means of economically hedging these risks, the Company may use a combination of futures, options, swaps and swaptions. Certain of the macro hedge derivatives contain settlement provisions linked to both equity returns and interest rates. The Company’s macro hedge derivatives that contain settlement provisions linked to both equity returns and interest rates are shown in Other contracts in the tables above. Indexed annuity and IUL products have returns tied to the performance of equity markets. As a result of fluctuations in equity markets, the obligation incurred by the Company related to indexed annuity and IUL products will positively or negatively impact earnings over the life of these products. The equity component of indexed annuity and IUL product obligations are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. As a means of economically hedging its obligations under the provisions of these products, the Company enters into index options and futures contracts. Cash Flow Hedges During the year ended December 31, 2018 , the Company held no derivatives that were designated as cash flow hedges. During the years ended December 31, 2018 and 2017 , no hedge relationships were discontinued due to forecasted transactions no longer being expected to occur according to the original hedge strategy. For the years ended December 31, 2018 , 2017 and 2016 , amounts recognized in earnings on derivative transactions that were ineffective were not material. See Note 19 for a summary of net unrealized gains (losses) included in AOCI related to previously designated cash flow hedges. Credit Risk Credit risk associated with the Company’s derivatives is the risk that a derivative counterparty will not perform in accordance with the terms of the applicable derivative contract. To mitigate such risk, the Company has established guidelines and oversight of credit risk through a comprehensive enterprise risk management program that includes members of senior management. Key components of this program are to require preapproval of counterparties and the use of master netting and collateral arrangements whenever practical. See Note 17 for additional information on the Company’s credit exposure related to derivative assets. Certain of the Company’s derivative contracts contain provisions that adjust the level of collateral the Company is required to post based on the Company’s financial strength rating (or based on the debt rating of the Company’s parent, Ameriprise Financial). Additionally, certain of the Company’s derivative contracts contain provisions that allow the counterparty to terminate the contract if the Company does not maintain a specific financial strength rating or Ameriprise Financial’s debt does not maintain a specific credit rating (generally an investment grade rating). If these termination provisions were to be triggered, the Company’s counterparty could require immediate settlement of any net liability position. As of December 31, 2018 and 2017 , the aggregate fair value of derivative contracts in a net liability position containing such credit contingent provisions was $91 million and $299 million , respectively. The aggregate fair value of assets posted as collateral for such instruments as of December 31, 2018 and 2017 was $90 million and $296 million , respectively. If the credit contingent provisions of derivative contracts in a net liability position as of December 31, 2018 and 2017 were triggered, the aggregate fair value of additional assets that would be required to be posted as collateral or needed to settle the instruments immediately would have been $1 million and $3 million

Shareholder's Equity

Shareholder's Equity	12 Months Ended
	Dec. 31, 2018
Stockholders' Equity Note [Abstract]
Shareholder's Equity [Text Block]	Shareholder’s Equity The following tables provide the amounts related to each component of OCI: Years Ended December 31, 2018 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ (952 ) $ 203 $ (749 ) Reclassification of net (gains) losses on securities included in net income (2) (9 ) 2 (7 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables 435 (91 ) 344 Net unrealized gains (losses) on securities (526 ) 114 (412 ) Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 1 — 1 Net unrealized gains (losses) on derivatives 1 — 1 Total other comprehensive income (loss) $ (525 ) $ 114 $ (411 ) Years Ended December 31, 2017 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ 210 $ (61 ) $ 149 Reclassification of net (gains) losses on securities included in net income (2) (44 ) 15 (29 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables (180 ) 57 (123 ) Net unrealized gains (losses) on securities (14 ) 11 (3 ) Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 5 (2 ) 3 Net unrealized gains (losses) on derivatives 5 (2 ) 3 Other (1 ) — (1 ) Total other comprehensive income (loss) $ (10 ) $ 9 $ (1 ) Years Ended December 31, 2016 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ 350 $ (124 ) $ 226 Reclassification of net (gains) losses on securities included in net income (2) (17 ) 6 (11 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables (242 ) 85 (157 ) Net unrealized gains (losses) on securities 91 (33 ) 58 Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 6 (2 ) 4 Net unrealized gains (losses) on derivatives 6 (2 ) 4 Total other comprehensive income (loss) $ 97 $ (35 ) $ 62 (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net realized investment gains (losses). (3) Reclassification amounts are recorded in net investment income. Other comprehensive income (loss) related to net unrealized securities gains (losses) includes three components: (i) unrealized gains (losses) that arose from changes in the market value of securities that were held during the period; (ii) (gains) losses that were previously unrealized, but have been recognized in current period net income due to sales of Available-for-Sale securities and due to the reclassification of noncredit other-than-temporary impairment losses to credit losses; and (iii) other adjustments primarily consisting of changes in insurance and annuity asset and liability balances, such as DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, to reflect the expected impact on their carrying values had the unrealized gains (losses) been realized as of the respective balance sheet dates. The following table presents the changes in the balances of each component of AOCI, net of tax: Net Unrealized Gains (Losses) on Securities Net Unrealized Gains (Losses) on Derivatives Other Total (in millions) Balance, January 1, 2016 $ 403 $ (8 ) $ — $ 395 OCI before reclassifications 69 — — 69 Amounts reclassified from AOCI (11 ) 4 — (7 ) Total OCI 58 4 — 62 Balance, December 31, 2016 461 (1) (4 ) — 457 OCI before reclassifications 26 — (1 ) 25 Amounts reclassified from AOCI (29 ) 3 — (26 ) Total OCI (3 ) 3 (1 ) (1 ) Balance, December 31, 2017 458 (1) (1 ) (1 ) 456 OCI before reclassifications (405 ) — — (405 ) Amounts reclassified from AOCI (7 ) 1 — (6 ) Total OCI (412 ) 1 — (411 ) Balance, December 31, 2018 $ 46 (1) $ — $ (1 ) $ 45 (1) Includes nil , nil and nil of noncredit related impairments on securities and net unrealized gains (losses) on previously impaired securities as of December 31, 2018 , 2017 and 2016

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2018
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes The components of income tax provision were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Current income tax Federal $ 35 $ 158 $ 18 State 3 1 1 Total current income tax 38 159 19 Deferred income tax Federal (1 ) 103 6 State (2 ) (2 ) (1 ) Total deferred income tax (3 ) 101 5 Total income tax provision $ 35 $ 260 $ 24 On December 22, 2017, the Tax Act was signed into law. The provision for income taxes for the year ended December 31, 2017 included an expense of $140 million due to the enactment of the Tax Act. The $140 million expense included a $136 million expense for the remeasurement of deferred tax assets and liabilities to the Tax Act’s statutory rate of 21% and a $4 million expense for the remeasurement of tax contingencies, specifically state tax contingencies and interest accrued for tax contingencies. In 2018, the Company finalized its accounting related to the Tax Act and determined no adjustments were necessary. The principal reasons that the aggregate income tax provision is different from that computed by using the U.S. statutory rates of 21% for 2018 and 35% for 2017 and 2016 were as follows: Years Ended December 31, 2018 2017 2016 Tax at U.S. statutory rate 21.0 % 35.0 % 35.0 % Changes in taxes resulting from: Low income housing tax credits (8.5 ) (7.4 ) (9.4 ) Dividend received deduction (4.2 ) (12.9 ) (17.1 ) Foreign tax credit, net of addback (2.8 ) (2.7 ) (3.8 ) Impact of Tax Act (1.1 ) 14.0 — Taxes applicable to prior years (1.1 ) — (2.0 ) Other, net 0.4 — 0.7 Income tax provision 3.7 % 26.0 % 3.4 % The decrease in the Company’s effective tax rate for the year ended December 31, 2018 compared to 2017 is primarily the result of the decrease in the federal statutory rate and a $140 million expense in 2017 due to provisions of the Tax Act and an increase in low income housing credits, partially offset by lower levels of the dividends received deduction. The increase in the Company’s effective tax rate for the year ended December 31, 2017 compared to 2016 was primarily due to a $140 million expense in 2017 due to provisions of the Tax Act, including remeasurement of net deferred tax assets and remeasurement of tax contingencies. Deferred income tax assets and liabilities result from temporary differences between the assets and liabilities measured for GAAP reporting versus income tax return purposes. Deferred income tax assets and liabilities are measured at the statutory rate of 21% as of both December 31, 2018 and 2017 . The significant components of the Company’s deferred income tax assets and liabilities, which are included net within other assets or other liabilities on the Consolidated Balance Sheets, were as follows: December 31, 2018 2017 (in millions) Deferred income tax assets Liabilities for policyholder account balances, future policy benefits and claims $ 705 $ 599 Investment related 144 251 Other 14 29 Gross deferred income tax assets 863 879 Less: valuation allowance 11 11 Total deferred income tax assets 852 868 Deferred income tax liabilities Deferred acquisition costs 423 431 Deferred sales inducement costs 53 62 Net unrealized gains on Available-for-Sale securities 37 150 Depreciation — 13 Other 12 1 Gross deferred income tax liabilities 525 657 Net deferred income tax assets $ 327 $ 211 Included in the Company’s deferred income tax assets are tax benefits primarily related to state net operating losses of $10 million , net of federal benefit, which will expire beginning December 31, 2019 . Based on analysis of the Company’s tax position, management believes it is more likely than not that the Company will not realize certain state net operating losses and state deferred tax assets; therefore, a valuation allowance of $11 million has been established. A reconciliation of the beginning and ending amount of gross unrecognized tax benefits was as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 14 $ 59 $ 95 Additions based on tax positions related to the current year 5 5 6 Additions for tax positions of prior years 1 — 31 Reductions for tax positions of prior years (1 ) (50 ) (68 ) Audit settlements — — (5 ) Balance at December 31 $ 19 $ 14 $ 59 If recognized, approximately $8 million , $5 million and $6 million , net of federal tax benefits, of unrecognized tax benefits as of December 31, 2018 , 2017 and 2016 , respectively, would affect the effective tax rate. It is reasonably possible that the total amounts of unrecognized tax benefits will change in the next 12 months. The Company estimates that the total amount of gross unrecognized tax benefits may decrease by approximately $10 million in the next 12 months primarily due to Internal Revenue Service (“IRS”) settlements and state exams. The Company recognizes interest and penalties related to unrecognized tax benefits as a component of the income tax provision. The Company recognized a net decrease of nil , $1 million , and $39 million in interest and penalties for the years ended December 31, 2018 , 2017 and 2016 , respectively. As of both December 31, 2018 and 2017 , the Company had a payable of $1 million related to accrued interest and penalties.

Commitments, Guarantees and Con

Commitments, Guarantees and Contingencies	12 Months Ended
	Dec. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Commitments, Guarantees and Contingencies [Text Block]	Commitments, Guarantees and Contingencies Commitments The following table presents the Company’s funding commitments as of December 31: 2018 2017 (in millions) Commercial mortgage loans $ 50 $ 31 Affordable housing and other real estate partnerships 59 123 Total funding commitments $ 109 $ 154 Guarantees The Company’s annuity and life products all have minimum interest rate guarantees in their fixed accounts. As of December 31, 2018 , these guarantees range from 1% to 5% . Contingencies Insurance companies have been the subject of increasing regulatory, legislative and judicial scrutiny. Numerous state and federal regulatory agencies have commenced examinations and other inquiries of insurance companies regarding sales and marketing practices (including sales to older consumers and disclosure practices), claims handling, and unclaimed property and escheatment practices and procedures. The Company has cooperated and will continue to cooperate with the applicable regulators. The Company is involved in the normal course of business in a number of other legal and arbitration proceedings concerning matters arising in connection with the conduct of its business activities. The Company believes that it is not a party to, nor are any of its properties the subject of, any pending legal, arbitration or regulatory investigation, examination or proceeding that is likely to have a material adverse effect on its consolidated financial condition, results of operations or liquidity. Notwithstanding the foregoing, it is possible that the outcome of any current or future legal, arbitration or regulatory proceeding could have a material impact on results of operations in any particular reporting period as the proceedings are resolved. Uncertain economic conditions, heightened and sustained volatility in the financial markets and significant financial reform legislation may increase the likelihood that clients and other persons or regulators may present or threaten legal claims or that regulators increase the scope or frequency of examinations of the Company or the insurance industry generally. RiverSource Life Insurance Company and RiverSource Life of NY are required by law to be a member of the guaranty fund association in every state where they are licensed to do business. In the event of insolvency of one or more unaffiliated insurance companies, the Company could be adversely affected by the requirement to pay assessments to the guaranty fund associations. The Company projects its cost of future guaranty fund assessments based on estimates of insurance company insolvencies provided by the National Organization of Life and Health Insurance Guaranty Associations (“NOLHGA”) and the amount of its premiums written relative to the industry-wide premium in each state. The Company accrues the estimated cost of future guaranty fund assessments when it is considered probable that an assessment will be imposed, the event obligating the Company to pay the assessment has occurred and the amount of the assessment can be reasonably estimated. The Company has a liability for estimated guaranty fund assessments and a related premium tax asset. As of December 31, 2018 and 2017 , the estimated liability was $12 million and $14 million , respectively, and the related premium tax asset was $11 million and $12 million

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2018
Accounting Policies [Abstract]
Principles of Consolidation [Policy Text Block]	Principles of Consolidation A variable interest entity (“VIE”) is an entity that either has equity investors that lack certain essential characteristics of a controlling financial interest (including substantive voting rights, the obligation to absorb the entity’s losses, or the rights to receive the entity’s returns) or has equity investors that do not provide sufficient financial resources for the entity to support its activities. Voting interest entities (“VOEs”) are those entities that do not qualify as a VIE. The Company consolidates VOEs in which it holds a greater than 50% voting interest. The Company generally accounts for entities using the equity method when it holds a greater than 20% but less than 50% voting interest or when the Company exercises significant influence over the entity. All other investments that are not reported at fair value as trading or Available-for-Sale securities are accounted for under the cost method when the Company owns less than a 20% voting interest and does not exercise significant influence. A VIE is consolidated by the reporting entity that determines it has both: • the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and • the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE. All VIEs are assessed for consolidation under this framework. When evaluating entities for consolidation, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting in a role that enables it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in an agent role. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Management and incentive fees that are at market and commensurate with the level of services provided, and where the Company does not hold other interests in the VIE that would absorb more than an insignificant amount of the VIE’s expected losses or receive more than an insignificant amount of the VIE’s expected residual returns, are not considered a variable interest and are excluded from the analysis. The consolidation guidance has a scope exception for reporting entities with interests in registered money market funds which do not have an explicit support agreeme n t.
Amounts Based on Estimates and Assumptions [Policy Text Block]	Amounts Based on Estimates and Assumptions Accounting estimates are an integral part of the Consolidated Financial Statements. In part, they are based upon assumptions concerning future events. Among the more significant are those that relate to investment securities valuation and recognition of other-than-temporary impairments, DAC and the corresponding recognition of DAC amortization, valuation of derivative instruments and hedging activities, litigation reserves, future policy benefits and claims reserves and income taxes and the recognition of deferred tax assets and liabilities. These accounting estimates reflect the best judgment of management and actual results could diff e r.
Investments [Policy Text Block]	Investments Available-for-Sale Securities Available-for-Sale securities are carried at fair value with unrealized gains (losses) recorded in accumulated other comprehensive income (“AOCI”), net of impacts to DAC, deferred sales inducement costs (“DSIC”), unearned revenue, benefit reserves, reinsurance recoverables and income taxes. Gains and losses are recognized on a trade date basis in the Consolidated Statements of Income upon disposition of the securities. When the fair value of an investment is less than its amortized cost, the Company assesses whether or not: (i) it has the intent to sell the security (made a decision to sell) or (ii) it is more likely than not that the Company will be required to sell the security before its anticipated recovery. If either of these conditions exist, an other-than-temporary impairment is considered to have occurred and the Company recognizes an other-than-temporary impairment for the difference between the investment’s amortized cost and its fair value through earnings. For securities that do not meet the above criteria and the Company does not expect to recover a security’s amortized cost, the security is also considered other-than-temporarily impaired. For these securities, the Company separates the total impairment into the credit loss component and the amount of the loss related to other factors. The amount of the total other-than-temporary impairment related to credit loss is recognized in earnings. The amount of the total other-than-temporary impairment related to other factors is recognized in other comprehensive income (“OCI”), net of impacts to DAC, DSIC, unearned revenue, benefit reserves, reinsurance recoverables and income taxes. For Available-for-Sale securities that have recognized an other-than-temporary impairment through earnings, the difference between the amortized cost and the cash flows expected to be collected is accreted as interest income if through subsequent evaluation there is a sustained increase in the cash flow expected. Subsequent increases and decreases in the fair value of Available-for-Sale securities are included in OCI. The Company provides a supplemental disclosure on the face of its Consolidated Statements of Income that presents: (i) total other-than-temporary impairment losses recognized during the period and (ii) the portion of other-than-temporary impairment losses recognized in OCI. The sum of these amounts represents the credit-related portion of other-than-temporary impairments that were recognized in earnings during the period. The portion of other-than-temporary losses recognized in OCI includes: (i) the portion of other-than-temporary impairment losses related to factors other than credit recognized during the period and (ii) reclassifications of other-than-temporary impairment losses previously determined to be related to factors other than credit that are determined to be credit-related in the current period. The amount presented on the Consolidated Statements of Income as the portion of other-than-temporary losses recognized in OCI excludes subsequent increases and decreases in the fair value of these securities. For all securities that are considered temporarily impaired, the Company does not intend to sell these securities (has not made a decision to sell) and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis. The Company believes that it will collect all principal and interest due on all investments that have amortized cost in excess of fair value that are considered only temporarily impaired. Factors the Company considers in determining whether declines in the fair value of fixed maturity securities are other-than-temporary include: (i) the extent to which the market value is below amortized cost; (ii) the duration of time in which there has been a significant decline in value; (iii) fundamental analysis of the liquidity, business prospects and overall financial condition of the issuer; and (iv) market events that could impact credit ratings, economic and business climate, litigation and government actions, and similar external business factors. In order to determine the amount of the credit loss component for corporate debt securities considered other-than-temporarily impaired, a best estimate of the present value of cash flows expected to be collected discounted at the security’s effective interest rate is compared to the amortized cost basis of the security. The significant inputs to cash flow projections consider potential debt restructuring terms, projected cash flows available to pay creditors and the Company’s position in the debtor’s overall capital structure. For structured investments (e.g., residential mortgage backed securities, commercial mortgage backed securities and asset backed securities), the Company also considers factors such as overall deal structure and its position within the structure, quality of underlying collateral, delinquencies and defaults, loss severities, recoveries, prepayments and cumulative loss projections in assessing potential other-than-temporary impairments of these investments. Based upon these factors, securities that have indicators of potential other-than-temporary impairment are subject to detailed review by management. Securities for which declines are considered temporary continue to be monitored by management until management determines there is no current risk of an other-than-temporary impairment. Other Investments Other investments primarily reflect the Company’s interests in affordable housing partnerships and syndicated loans. As of January 1, 2018, marketable equity securities were reclassified from Available-for-Sale securities to other investments due to the adoption of a new accounting standard on the recognition and measurement of financial instruments. Subsequent to the adoption, marketable equity securities are recorded at fair value with changes in fair value reflected in net investment income. Prior to the adoption, changes in fair value were reflected in AOCI. Affordable housing partnerships are accounted for under the equity metho d .
Financing Receivables [Policy Text Block]	Financing Receivables Mortgage Loans and Syndicated Loans Mortgage loans, net reflect the Company’s interest in commercial mortgage loans less the related allowance for loan losses. Syndicated loans represent the Company’s investment in below investment grade loan syndications. Mortgage loans and syndicated loans are stated at amortized cost, net of allowances for loan losses. Interest income is accrued on the unpaid principal balances of the loans as earned. Policy Loans Policy loans include life insurance policy and annuity loans and are reported at the unpaid principal balance, plus accrued interest. When originated, policy loan balances do not exceed the cash surrender value of the underlying products. As there is minimal risk of loss related to these loans, the Company does not record an allowance for loan losses for policy loans. Nonaccrual Loans Generally, loans are evaluated for or placed on nonaccrual status when either the collection of interest or principal has become 90 days past due or is otherwise considered doubtful of collection. When a loan is placed on nonaccrual status, unpaid accrued interest is reversed. Interest payments received on loans on nonaccrual status are generally applied to principal unless the remaining principal balance has been determined to be fully collectible. Commercial mortgage loans are evaluated for impairment when the loan is considered for nonaccrual status, restructured or foreclosure proceedings are initiated on the property. If it is determined that the fair value is less than the current loan balance, it is written down to fair value less estimated selling costs. Foreclosed property is recorded as real estate owned in other investments. Allowance for Loan Losses Management determines the adequacy of the allowance for loan losses based on the overall loan portfolio composition, recent and historical loss experience, and other pertinent factors, including when applicable, internal risk ratings, loan-to-value (“LTV”) ratios, FICO scores of the borrower, debt service coverage and occupancy rates, along with economic and market conditions. This evaluation is inherently subjective as it requires estimates, which may be susceptible to significant change. The Company determines the amount of the allowance based on management’s assessment of relative risk characteristics of the loan portfolio. The allowance is recorded for homogeneous loan categories on a pool basis, based on an analysis of product mix and risk characteristics of the portfolio, including geographic concentration, bankruptcy experiences, and historical losses, adjusted for current trends and market conditions. While the Company attributes portions of the allowance to specific loan pools as part of the allowance estimation process, the entire allowance is available to absorb losses inherent in the total loan portfolio. The allowance is increased through provisions charged to net realized investment gains (losses) and reduced/increased by net charge-offs/recoveries. Impaired Loans The Company considers a loan to be impaired when, based on current information and events, it is probable the Company will not be able to collect all amounts due (both interest and principal) according to the contractual terms of the loan agreement. Impaired loans may also include loans that have been modified in troubled debt restructurings as a concession to borrowers experiencing financial difficulties. Management evaluates for impairment all restructured loans and loans with higher impairment risk factors. Factors used by the Company to determine whether all amounts due on commercial mortgage loans will be collected, include but are not limited to, the financial condition of the borrower, performance of the underlying properties, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on property type and geographic location. The impairment recognized is measured as the excess of the loan’s recorded investment over: (i) the present value of its expected principal and interest payments discounted at the loan’s effective interest rate, (ii) the fair value of collateral or (iii) the loan’s observable market price. Restructured Loans
Cash and Cash Equivalents [Policy Text Block]	Cash and Cash Equivalents
Reinsurance [Policy Text Block]	Reinsurance The Company cedes insurance risk to other insurers under reinsurance agreements. The Company evaluates the financial condition of its reinsurers prior to entering into new reinsurance contracts and on a periodic basis during the contract term. Reinsurance premiums paid and benefits received are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Reinsurance premiums for traditional life, LTC and DI, net of the change in any prepaid reinsurance asset, are reported as a reduction of premiums. UL and VUL reinsurance premiums are reported as a reduction of policy and contract charges. In addition, for UL and VUL insurance policies, the net cost of reinsurance ceded, which represents the discounted amount of the expected cash flows between the reinsurer and the Company, is classified as an asset or contra asset and amortized over the estimated life of the policies in proportion to the estimated gross profits (“EGPs”) and is subject to retrospective adjustment in a manner similar to retrospective adjustment of DAC. The assumptions used to project the expected cash flows are consistent with those used for DAC valuation for the same contracts. Changes in the net cost of reinsurance are reflected as a component of policy and contract charges. Reinsurance recoveries are reported as components of benefits, claims, losses and settlement expenses. Insurance liabilities are reported before the effects of reinsurance. Policyholder account balances, future policy benefits and claims recoverable under reinsurance contracts are recorded as reinsurance recoverables. The Company also assumes life insurance and fixed annuity risk from other insurers in limited circumstances. Reinsurance premiums received and benefits paid are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Liabilities for assumed business are recorded within policyholder account balances, future policy benefits and claims.
Land, Buildings, Equipment and Software [Policy Text Block]	Land , Buildings, Equipment and Software Land, buildings, equipment and internally developed or purchased software are carried at cost less accumulated depreciation or amortization and are reflected within other assets. The Company uses the straight-line method of depreciation and amortization over periods ranging from three to 39 years . As of December 31, 2018 and 2017 , land, buildings, equipment and software were $ 135 million and $ 142 million , respectively, net of accumulated depreciation of $ 174 million and $ 159 million , respectively. Depreciation and amortization expense for the years ended December 31, 2018 , 2017 and 2016 was $ 15 million , $ 15 million and $ 14 million
Derivative Instruments and Hedging Activities [Policy Text Block]	Derivative Instruments and Hedging Activities Freestanding derivative instruments are recorded at fair value and are reflected in other assets or other liabilities. The Company’s policy is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. The accounting for changes in the fair value of a derivative instrument depends on its intended use and the resulting hedge designation, if any. The Company primarily uses derivatives as economic hedges that are not designated as accounting hedges or do not qualify for hedge accounting treatment. The Company occasionally designates derivatives as (i) hedges of changes in the fair value of assets, liabilities, or firm commitments (“fair value hedges”) or (ii) hedges of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedges”). Derivative instruments that are entered into for hedging purposes are designated as such at the time the Company enters into the contract. For all derivative instruments that are designated for hedging activities, the Company documents all of the hedging relationships between the hedge instruments and the hedged items at the inception of the relationships. Management also documents its risk management objectives and strategies for entering into the hedge transactions. The Company assesses, at inception and on a quarterly basis, whether derivatives designated as hedges are highly effective in offsetting the fair value or cash flows of hedged items. If it is determined that a derivative is no longer highly effective as a hedge, the Company will discontinue the application of hedge accounting . For derivative instruments that do not qualify for hedge accounting or are not designated as accounting hedges, changes in fair value are recognized in current period earnings. Changes in fair value of derivatives are presented in the Consolidated Statements of Income based on the nature and use of the instrument. Changes in fair value of derivatives used as economic hedges are presented in the Consolidated Statements of Income with the corresponding change in the hedged asset or liability. For derivative instruments that qualify as fair value hedges, changes in the fair value of the derivatives, as well as changes in the fair value of the hedged assets, liabilities or firm commitments, are recognized on a net basis in current period earnings. The carrying value of the hedged item is adjusted for the change in fair value from the designated hedged risk. If a fair value hedge designation is removed or the hedge is terminated prior to maturity, previous adjustments to the carrying value of the hedged item are recognized into earnings over the remaining life of the hedged item. For derivative instruments that qualify as cash flow hedges, the effective portion of the gain or loss on the derivative instruments is reported in AOCI and reclassified into earnings when the hedged item or transaction impacts earnings. The amount that is reclassified into earnings is presented in the Consolidated Statements of Income with the hedged instrument or transaction impact. Any ineffective portion of the gain or loss is reported in current period earnings as a component of net investment income. If a hedge designation is removed or a hedge is terminated prior to maturity, the amount previously recorded in AOCI is reclassified to earnings over the period that the hedged item impacts earnings. For hedge relationships that are discontinued because the forecasted transaction is not expected to occur according to the original strategy, any related amounts previously recorded in AOCI are recognized in earnings immediately. The equity component of indexed annuities and IUL obligations are considered embedded derivatives. Additionally, certain annuities contain GMAB and GMWB provisions. The GMAB and the non-life contingent benefits associated with GMWB provisions are also considered embedded derivatives.
Deferred Acquisition Costs [Policy Text Block]	Deferred Acquisition Costs The Company incurs costs in connection with acquiring new and renewal insurance and annuity businesses. The portion of these costs which are incremental and direct to the acquisition of a new or renewal insurance policy or annuity contract are deferred. Significant costs capitalized include sales based compensation related to the acquisition of new and renewal insurance policies and annuity contracts, medical inspection costs for successful sales, and a portion of employee compensation and benefit costs based upon the amount of time spent on successful sales. Sales based compensation paid to AFSI advisors and employees and third-party distributors is capitalized. Employee compensation and benefits costs which are capitalized relate primarily to sales efforts, underwriting and processing. All other costs which are not incremental direct costs of acquiring an insurance policy or annuity contract are expensed as incurred. The DAC associated with insurance policies or annuity contracts that are significantly modified or internally replaced with another contract are accounted for as contract terminations. These transactions are anticipated in establishing amortization periods and other valuation assumptions. The Company monitors other DAC amortization assumptions, such as persistency, mortality, morbidity, interest margin, variable annuity benefit utilization and maintenance expense levels each quarter and, when assessed independently, each could impact the Company’s DAC balances. The analysis of DAC balances and the corresponding amortization is a dynamic process that considers all relevant factors and assumptions described previously. Unless the Company’s management identifies a significant deviation over the course of the quarterly monitoring, management reviews and updates these DAC amortization assumptions annually in the third quarter of each year. Non-Traditional Long-Duration Products For non-traditional long-duration products (including variable and fixed deferred annuity contracts, UL and VUL insurance products), DAC are amortized based on projections of EGPs over amortization periods equal to the approximate life of the business. EGPs vary based on persistency rates (assumptions at which contractholders and policyholders are expected to surrender, make withdrawals from and make deposits to their contracts), mortality levels, client asset value growth rates (based on equity and bond market performance), variable annuity benefit utilization and interest margins (the spread between earned rates on invested assets and rates credited to contractholder and policyholder accounts) and are management’s best estimates. Management regularly monitors financial market conditions and actual contractholder and policyholder behavior experience and compares them to its assumptions. These assumptions are updated whenever it appears that earlier estimates should be revised. When assumptions are changed, the percentage of EGPs used to amortize DAC might also change. A change in the required amortization percentage is applied retrospectively; an increase in amortization percentage will result in a decrease in the DAC balance and an increase in DAC amortization expense, while a decrease in amortization percentage will result in an increase in the DAC balance and a decrease in DAC amortization expense. The impact on results of operations of changing assumptions can be either positive or negative in any particular period and is reflected in the period in which such changes are made. At each balance sheet date, the DAC balance is adjusted for the effect that would result from the realization of unrealized gains (losses) on securities impacting EGPs, with the related change recognized through AOCI. The client asset value growth rates are the rates at which variable annuity and VUL insurance contract values invested in separate accounts are assumed to appreciate in the future. The rates used vary by equity and fixed income investments. Management reviews and, where appropriate, adjusts its assumptions with respect to client asset value growth rates on a regular basis. The Company typically uses a five-year mean reversion process as a guideline in setting near-term equity fund growth rates based on a long-term view of financial market performance as well as recent actual performance. The suggested near-term equity fund growth rate is reviewed quarterly to ensure consistency with management’s assessment of anticipated equity market performance. DAC amortization expense recorded in a period when client asset value growth rates exceed management’s near-term estimate will typically be less than in a period when growth rates fall short of management’s near-term estimate. Traditional Long-Duration Products For traditional long-duration products (including traditional life and DI insurance products), DAC are generally amortized as a percentage of premiums over amortization periods equal to the premium paying period. The assumptions made in calculating the DAC balance and DAC amortization expense are consistent with those used in determining the liabilities. For traditional life and DI insurance products, the assumptions provide for adverse deviations in experience and are revised only if management concludes experience will be so adverse that DAC are not recoverable. If management concludes that DAC are not recoverable, DAC are reduced to the amount that is recoverable based on best estimate assumptions and there is a corresponding expense recorded in the Consolidated Statements of Income.
Deferred Sales Inducement Costs [Policy Text Block]	Deferred Sales Inducement CostsSales inducement costs consist of bonus interest credits and premium credits added to certain annuity contract and insurance policy values. These benefits are capitalized to the extent they are incremental to amounts that would be credited on similar contracts without the applicable feature. The amounts capitalized are amortized using the same methodology and assumptions used to amortize DAC. DSIC is recorded in other assets and amortization of DSIC is recorded in benefits, claims, losses and settlement expenses.
Separate Account Assets and Liabilities [Policy Text Block]	Separate Account Assets and LiabilitiesSeparate account assets and liabilities are primarily funds held for the benefit of variable annuity contractholders and variable life insurance policyholders, who have a contractual right to receive the benefits of their contract or policy and bear the related investment risk. Gains and losses on separate account assets accrue directly to the contractholder or policyholder and are not reported in the Company’s Consolidated Statements of Income. Separate account assets are recorded at fair value. Changes in the fair value of separate account assets are offset by changes in the related separate account liabilities.
Policyholder Account Balances, Future Policy Benefits and Claims [Policy Text Block]	Policyholder Account Balances, Future Policy Benefits and Claims The Company establishes reserves to cover the risks associated with non-traditional and traditional long-duration products. Reserves for non-traditional long-duration products include the liabilities related to guaranteed benefit provisions added to variable annuity contracts, variable and fixed annuity contracts and UL and VUL policies and the embedded derivatives related to variable annuity contracts, indexed annuities and IUL insurance. Reserves for traditional long-duration products are established to provide adequately for future benefits and expenses for term life, whole life, DI and LTC insurance products. Changes in future policy benefits and claims are reflected in earnings in the period adjustments are made. Where applicable, benefit amounts expected to be recoverable from reinsurance companies who share in the risk are separately recorded as reinsurance recoverables. Non-Traditional Long-Duration Products The liabilities for non-traditional long-duration products include fixed account values on variable and fixed annuities and UL and VUL policies, liabilities for guaranteed benefits associated with variable annuities and embedded derivatives for variable annuities, indexed annuities and IUL products. Liabilities for fixed account values on variable and fixed deferred annuities and UL and VUL policies are equal to accumulation values, which are the cumulative gross deposits and credited interest less withdrawals and various charges. A portion of the Company’s UL and VUL policies have product features that result in profits followed by losses from the insurance component of the contract. These profits followed by losses can be generated by the cost structure of the product or secondary guarantees in the contract. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The liability for these future losses is determined by estimating the death benefits in excess of account value and recognizing the excess over the estimated life based on expected assessments (e.g. cost of insurance charges, contractual administrative charges, similar fees and investment margin). See Note 11 for information regarding the liability for contracts with secondary guarantees. Liabilities for indexed annuity products and indexed accounts of IUL products are equal to the accumulation of host contract values covering guaranteed benefits and the fair value of embedded equity options. The GMDB and gain gross-up (“GGU”) liability is determined by estimating the expected value of death benefits in excess of the projected contract accumulation value and recognizing the excess over the estimated life based on expected assessments (e.g., mortality and expense fees, contractual administrative charges and similar fees). If elected by the contract owner and after a stipulated waiting period from contract issuance, a guaranteed minimum income benefit (“GMIB”) guarantees a minimum lifetime annuity based on a specified rate of contract accumulation value growth and predetermined annuity purchase rates. The GMIB liability is determined each period by estimating the expected value of annuitization benefits in excess of the projected contract accumulation value at the date of annuitization and recognizing the excess over the estimated life based on expected assessments. The liability for the life contingent benefits associated with GMWB provisions is determined by estimating the expected value of benefits that are contingent upon survival after the account value is equal to zero and recognizing the benefits over the estimated life based on expected assessments (e.g., mortality and expense fees, contractual administrative charges and similar fees). In determining the liabilities for GMDB, GGU, GMIB and the life contingent benefits associated with GMWB, the Company projects these benefits and contract assessments using actuarial models to simulate various equity market scenarios. Significant assumptions made in projecting future benefits and assessments relate to customer asset value growth rates, mortality, persistency, benefit utilization and investment margins and are consistent with those used for DAC valuation for the same contracts. As with DAC, unless the Company’s management identifies a significant deviation over the course of quarterly monitoring, management reviews and updates these assumptions annually in the third quarter of each year. See Note 11 for information regarding variable annuity guarantees. Liabilities for fixed annuities in a benefit or payout status are based on future estimated payments using established industry mortality tables and interest rates. Embedded Derivatives The fair value of embedded derivatives related to GMAB and the non-life contingent benefits associated with GMWB provisions, indexed annuities and IUL fluctuate based on equity, interest rate and credit markets and the estimate of the Company’s nonperformance risk, which can cause these embedded derivatives to be either an asset or a liability. See Note 14 for information regarding the fair value measurement of embedded derivatives. Traditional Long-Duration Products The liabilities for traditional long-duration products include liabilities for unpaid amounts on reported claims, estimates of benefits payable on claims incurred but not yet reported and estimates of benefits that will become payable on term life, whole life, DI and LTC policies as claims are incurred in the future. Liabilities for unpaid amounts on reported life insurance claims are equal to the death benefits payable under the policies. Liabilities for unpaid amounts on reported DI and LTC claims include any periodic or other benefit amounts due and accrued, along with estimates of the present value of obligations for continuing benefit payments. These unpaid amounts are calculated using anticipated claim continuance rates based on established industry tables, adjusted as appropriate for the Company’s experience. The discount rates used to calculate present values are based on average interest rates earned on assets supporting the liability for unpaid amounts. Liabilities for estimated benefits payable on claims that have been incurred but not yet reported are based on periodic analysis of the actual time lag between when a claim occurs and when it is reported. Liabilities for estimates of benefits that will become payable on future claims on term life, whole life and DI insurance policies are based on the net level premium and LTC policies are based on a gross premium valuation reflecting management’s current best estimate assumptions. Both include anticipated premium payments, mortality and morbidity rates, policy persistency and interest rates earned on assets supporting the liability. Anticipated mortality and morbidity rates are based on established industry mortality and morbidity tables, with modifications based on the Company’s experience. Anticipated premium payments and persistency rates vary by policy form, issue age, policy duration and certain other pricing factors. For term life, whole life, DI and LTC policies, the Company utilizes best estimate assumptions as of the date the policy is issued with provisions for the risk of adverse deviation, as appropriate. After the liabilities are initially established, management performs premium deficiency tests using best estimate assumptions without provisions for adverse deviation annually in the third quarter of each year unless management identifies a material deviation over the course of quarterly monitoring. If the liabilities determined based on these best estimate assumptions are greater than the net reserves (i.e., GAAP reserves net of any DAC balance), the existing net reserves are adjusted by first reducing the DAC balance by the amount of the deficiency or to zero through a charge to current period earnings. If the deficiency is more than the DAC balance, then the net reserves are increased by the excess through a charge to current period earnings. If a premium deficiency is recognized, the assumptions as of the date of the loss recognition are locked in and used in subsequent periods. The assumptions for LTC insurance products are management’s best estimate as of the date of loss recognition and thus no longer provide for adverse deviations in experience.
Unearned Revenue Liability [Policy Text Block]	Unearned Revenue Liability
Income Taxes [Policy Text Block]	Income Taxes The Company qualifies as a life insurance company for federal income tax purposes. As such, the Company is subject to the Internal Revenue Code provisions applicable to life insurance companies. The Company’s taxable income is included in the consolidated federal income tax return of Ameriprise Financial. The Company provides for income taxes on a separate return basis, except that, under an agreement between Ameriprise Financial and the Company, tax benefits are recognized for losses to the extent they can be used in the consolidated return. It is the policy of Ameriprise Financial that it will reimburse its subsidiaries for any tax benefits recorded. The Company’s provision for income taxes represents the net amount of income taxes that the Company expects to pay or to receive from various taxing jurisdictions in connection with its operations. The Company provides for income taxes based on amounts that the Company believes it will ultimately owe taking into account the recognition and measurement for uncertain tax positions. Inherent in the provision for income taxes are estimates and judgments regarding the tax treatment of certain items. In connection with the provision for income taxes, the Consolidated Financial Statements reflect certain amounts related to deferred tax assets and liabilities, which result from temporary differences between the assets and liabilities measured for financial statement purposes versus the assets and liabilities measured for tax return purposes. The Company is required to establish a valuation allowance for any portion of its deferred tax assets that management believes will not be realized. Significant judgment is required in determining if a valuation allowance should be established and the amount of such allowance if required. Factors used in making this determination include estimates relating to the performance of the business. Consideration is given to, among other things in making this determination: (i) future taxable income exclusive of reversing temporary differences and carryforwards; (ii) future reversals of existing taxable temporary differences; (iii) taxable income in prior carryback years; and (iv) tax planning strategies. Management may need to identify and implement appropriate planning strategies to ensure its ability to realize deferred tax assets and reduce the likelihood of the establishment of a valuation allowance with respect to such assets. See Note 20 for additional information on the Company’s valuation allowance.
Revenue Recognition [Policy Text Block]	Revenue Recognition Premiums on traditional life, DI and LTC insurance products and immediate annuities with a life contingent feature are net of reinsurance ceded and are recognized as revenue when due. Interest income is accrued as earned using the effective interest method, which makes an adjustment of the yield for security premiums and discounts on all performing fixed maturity securities classified as Available-for-Sale so that the related security or loan recognizes a constant rate of return on the outstanding balance throughout its term. When actual prepayments differ significantly from originally anticipated prepayments, the retrospective effective yield is recalculated to reflect actual payments to date and updated future payment assumptions and a catch-up adjustment is recorded in the current period. In addition, the new effective yield, which reflects anticipated future payments, is used prospectively. Mortality and expense risk fees are based on a percentage of the fair value of assets held in the Company’s separate accounts and recognized when assessed. Variable annuity guaranteed benefit rider charges, cost of insurance charges on UL and VUL insurance and contract charges (net of reinsurance premiums and cost of reinsurance for UL insurance products) and surrender charges on annuities and UL and VUL insurance are recognized as revenue when assessed. Realized gains and losses on the sale of securities, other than equity method investments, are recognized using the specific identification method, on a trade date basis. Fees received under marketing support and distribution services arrangements are recognized as revenue when earned.

Revenue from Contract with Cu_2

Revenue from Contract with Customer Revenue from Contract with Customer (Tables)	12 Months Ended
	Dec. 31, 2018
Revenue from Contract with Customer [Abstract]
Disaggregation of Revenue [Table Text Block]	The following table presents disaggregated revenue from contracts with customers and a reconciliation to total revenues reported on the Consolidated Statements of Income. Revenues related to manufacturing of insurance and annuity products or financial instruments are not in the scope of this standard and are included in the table below under the heading Revenue from other sources. See Note 3 for additional information on the adoption of the new accounting standard. Years Ended December 31, 2018 2017 2016 (in millions) Policy and contract charges Affiliated (from Columbia Management Investment Distributors, Inc.) $ 170 $ 167 $ 158 Unaffiliated 16 16 16 Total 186 183 174 Other revenues Administrative fees Affiliated (from Columbia Management Investment Services, Corp.) 44 42 40 Unaffiliated 22 23 24 66 65 64 Other fees Affiliated (from Columbia Management Investment Advisers, LLC (“CMIA”) and Columbia Wanger Asset Management, LLC) 336 325 316 Unaffiliated 3 4 3 339 329 319 Total 405 394 383 Total revenue from contracts with customers 591 577 557 Revenue from other sources (1) 3,330 3,227 3,404 Total revenues $ 3,921 $ 3,804 $ 3,961 (1)

Investments (Tables)

Investments (Tables)	12 Months Ended
	Dec. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Available-for-Sale Securities by Type [Table Text Block]	Available-for-Sale securities distributed by type were as follows: Description of Securities December 31, 2018 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 12,044 $ 554 $ (207 ) $ 12,391 $ — Residential mortgage backed securities 2,890 25 (44 ) 2,871 — Commercial mortgage backed securities 3,737 17 (102 ) 3,652 — State and municipal obligations 1,129 162 (8 ) 1,283 — Asset backed securities 1,013 35 (3 ) 1,045 — Foreign government bonds and obligations 285 9 (9 ) 285 — U.S. government and agency obligations 1 — — 1 — Total $ 21,099 $ 802 $ (373 ) $ 21,528 $ — Description of Securities December 31, 2017 Amortized Cost Gross Gross Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 12,133 $ 1,125 $ (25 ) $ 13,233 $ — Residential mortgage backed securities 2,979 54 (22 ) 3,011 — Commercial mortgage backed securities 3,554 47 (32 ) 3,569 — State and municipal obligations 1,114 209 (9 ) 1,314 — Asset backed securities 700 30 (2 ) 728 — Foreign government bonds and obligations 283 20 (4 ) 299 — U.S. government and agency obligations 1 — — 1 — Total fixed maturities 20,764 1,485 (94 ) 22,155 — Common stocks 1 — (1 ) — — Total $ 20,765 $ 1,485 $ (95 ) $ 22,155 $ — (1)
Fixed Maturity Securities by Rating Disclosure [Table Text Block]	A summary of fixed maturity securities by rating was as follows: Ratings December 31, 2018 December 31, 2017 Amortized Cost Fair Percent of Amortized Fair Percent of (in millions, except percentages) AAA $ 6,602 $ 6,499 30 % $ 6,259 $ 6,303 28 % AA 1,310 1,455 7 1,090 1,285 6 A 2,550 2,776 13 3,443 3,902 18 BBB 9,745 9,945 46 8,796 9,465 43 Below investment grade 892 853 4 1,176 1,200 5 Total fixed maturities $ 21,099 $ 21,528 100 % $ 20,764 $ 22,155 100 %
Available-for-Sale Securities Continuous Unrealized Loss Disclosure [Table Text Block]	The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities December 31, 2018 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 286 $ 4,792 $ (141 ) 93 $ 972 $ (66 ) 379 $ 5,764 $ (207 ) Residential mortgage backed securities 54 826 (9 ) 57 897 (35 ) 111 1,723 (44 ) Commercial mortgage backed securities 69 1,146 (25 ) 88 1,565 (77 ) 157 2,711 (102 ) State and municipal obligations 6 88 (2 ) 24 129 (6 ) 30 217 (8 ) Asset backed securities 11 149 (1 ) 17 124 (2 ) 28 273 (3 ) Foreign government bonds and obligations 17 86 (4 ) 14 17 (5 ) 31 103 (9 ) Total 443 $ 7,087 $ (182 ) 293 $ 3,704 $ (191 ) 736 $ 10,791 $ (373 ) Description of Securities December 31, 2017 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 82 $ 834 $ (5 ) 39 $ 360 $ (20 ) 121 $ 1,194 $ (25 ) Residential mortgage backed securities 36 546 (4 ) 41 657 (18 ) 77 1,203 (22 ) Commercial mortgage backed securities 56 994 (10 ) 42 663 (22 ) 98 1,657 (32 ) State and municipal obligations 19 35 — 8 138 (9 ) 27 173 (9 ) Asset backed securities 15 116 — 12 76 (2 ) 27 192 (2 ) Foreign government bonds and obligations 3 6 — 15 23 (4 ) 18 29 (4 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 211 $ 2,531 $ (19 ) 160 $ 1,918 $ (76 ) 371 $ 4,449 $ (95 )
Credit Losses on Available-for-Sale Securities Disclosure [Table Text Block]	The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in OCI: December 31, 2018 2017 2016 (in millions) Beginning balance $ — $ 21 $ 33 Reductions for securities sold during the period (realized) — (21 ) (12 ) Ending balance $ — $ — $ 21
Available-for-Sale Securities Recognized in Earnings Disclosure [Table Text Block]	Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in net realized investment gains (losses) were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Gross realized investment gains $ 16 $ 48 $ 29 Gross realized investment losses (7 ) (4 ) (12 ) Total $ 9 $ 44 $ 17
Available-for-Sale Securities Contractual Maturity Disclosure [Table Text Block]	Available-for-Sale securities by contractual maturity as of December 31, 2018 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 1,157 $ 1,166 Due after one year through five years 4,887 4,889 Due after five years through 10 years 3,419 3,388 Due after 10 years 3,996 4,517 13,459 13,960 Residential mortgage backed securities 2,890 2,871 Commercial mortgage backed securities 3,737 3,652 Asset backed securities 1,013 1,045 Total $ 21,099 $ 21,528
Schedule of Net Investment Income [Table Text Block]	The following is a summary of net investment income: Years Ended December 31, 2018 2017 2016 (in millions) Fixed maturities $ 919 $ 947 $ 997 Mortgage loans 117 137 149 Other investments 11 (48 ) 8 1,047 1,036 1,154 Less: investment expenses 24 25 26 Total $ 1,023 $ 1,011 $ 1,128
Net Realized Investment Gains (Losses) [Table Text Block]	Net realized investment gains (losses) are summarized as follows: Years Ended December 31, 2018 2017 2016 (in millions) Fixed maturities $ 9 $ 44 $ 17 Mortgage loans 1 (4 ) 10 Other investments — — (1 ) Total $ 10 $ 40 $ 26

Financing Receivables (Tables)

Financing Receivables (Tables)	12 Months Ended
	Dec. 31, 2018
Receivables [Abstract]
Rollforward of the Allowance for Loan Losses [Table Text Block]	The following table presents a rollforward of the allowance for loan losses for the years ended and the ending balance of the allowance for loan losses by impairment method: December 31, 2018 2017 2016 (in millions) Beginning balance $ 22 $ 25 $ 25 Charge-offs (2 ) (3 ) (3 ) Provisions — — 3 Ending balance $ 20 $ 22 $ 25 Individually evaluated for impairment $ — $ — $ 2 Collectively evaluated for impairment 20 22 23
Schedule of Financing Receivables by Impairment Method and Type of Loan [Table Text Block]	The recorded investment in financing receivables by impairment method was as follows: December 31, 2018 2017 (in millions) Individually evaluated for impairment $ 19 $ 17 Collectively evaluated for impairment 2,943 3,015 Total $ 2,962 $ 3,032
Schedule of Commercial Mortgage Loans by Geographic Region [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage December 31, 2018 December 31, December 31, 2018 December 31, (in millions) South Atlantic $ 699 $ 735 27 % 28 % Pacific 766 771 30 29 Mountain 224 242 9 9 West North Central 203 223 8 8 East North Central 208 209 8 8 Middle Atlantic 171 179 7 7 West South Central 139 125 5 5 New England 54 67 2 3 East South Central 99 84 4 3 2,563 2,635 100 % 100 % Less: allowance for loan losses 16 16 Total $ 2,547 $ 2,619
Schedule of Commercial Mortgage Loans by Property Type [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage December 31, 2018 December 31, December 31, 2018 December 31, (in millions) Retail $ 854 $ 893 33 % 34 % Office 408 470 16 18 Apartments 583 536 23 20 Industrial 423 451 16 17 Mixed use 45 38 2 1 Hotel 43 39 2 2 Other 207 208 8 8 2,563 2,635 100 % 100 % Less: allowance for loan losses 16 16 Total $ 2,547 $ 2,619

Deferred Acquisition Costs an_2

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Tables)	12 Months Ended
	Dec. 31, 2018
Deferred Charges, Insurers [Abstract]
Schedule of balances of and changes in DAC [Table Text Block]	The balances of and changes in DAC were as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 2,639 $ 2,611 $ 2,693 Capitalization of acquisition costs 254 242 279 (1) Amortization, excluding the impact of valuation assumptions review (288 ) (219 ) (253 ) Amortization, impact of valuation assumptions review 33 12 (81 ) (2) Impact of change in net unrealized (gains) losses on securities 104 (7 ) (27 ) Balance at December 31 $ 2,742 $ 2,639 $ 2,611 (1) Includes a $27 million benefit related to the write-off of the deferred reinsurance liability in connection with the loss recognition on LTC business. The benefit was reported in other insurance and operating expenses on the Consolidated Statements of Income. (2) Includes a $58 million
Schedule of balances of and changes in DSIC [Table Text Block]	The balances of and changes in DSIC, which is included in other assets, were as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 273 $ 301 $ 334 Capitalization of sales inducement costs 2 4 5 Amortization, excluding the impact of valuation assumptions review (42 ) (37 ) (42 ) Amortization, impact of valuation assumptions review — (1 ) 4 Impact of change in net unrealized (gains) losses on securities 16 6 — Balance at December 31 $ 249 $ 273 $ 301

Reinsurance (Tables)

Reinsurance (Tables)	12 Months Ended
	Dec. 31, 2018
Reinsurance Disclosures [Abstract]
Schedule of effect of reinsurance on premiums [Table Text Block]	The effect of reinsurance on premiums for traditional long-duration products was as follows: Years Ended December 31, 2018 2017 2016 (in millions) Direct premiums $ 621 $ 637 $ 642 Reinsurance ceded (225 ) (227 ) (225 ) Net premiums $ 396 $ 410 $ 417

Policyholder Account Balances_2

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Tables)	12 Months Ended
	Dec. 31, 2018
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities [Abstract]
Policyholder Account Balances, Future Policy Benefits and Unpaid Claims Disclosure [Table Text Block]	Policyholder account balances, future policy benefits and claims consisted of the following: December 31, 2018 2017 (in millions) Policyholder account balances Fixed annuities (1) $ 9,338 $ 9,934 Variable annuity fixed sub-accounts 5,129 5,166 UL/VUL insurance 3,063 3,047 IUL insurance 1,728 1,384 Other life insurance 683 720 Total policyholder account balances 19,941 20,251 Future policy benefits Variable annuity GMWB 875 463 Variable annuity GMAB (2) (19 ) (80 ) Other annuity liabilities 26 78 Fixed annuity life contingent liabilities 1,459 1,484 Life and DI insurance 1,221 1,221 LTC insurance 4,981 4,896 UL/VUL and other life insurance additional liabilities 749 688 Total future policy benefits 9,292 8,750 Policy claims and other policyholders’ funds 174 177 Total policyholder account balances, future policy benefits and claims $ 29,407 $ 29,178 (1) Includes fixed deferred annuities, non-life contingent fixed payout annuities and indexed annuity host contracts. (2) Includes the fair value of GMAB embedded derivatives that was a net asset as of both December 31, 2018 and 2017
Schedule of Separate Account Liabilities by Policy Type [Table Text Block]	Separate account liabilities consisted of the following: December 31, 2018 2017 (in millions) Variable annuity $ 66,913 $ 75,174 VUL insurance 6,451 7,352 Other insurance 29 34 Total $ 73,393 $ 82,560

Variable Annuity and Insuranc_2

Variable Annuity and Insurance Guarantees (Tables)	12 Months Ended
	Dec. 31, 2018
Insurance [Abstract]
Schedule of Variable Annuity Guarantees [Table Text Block]	The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) December 31, 2018 December 31, 2017 Total Contract Net Weighted Average Attained Age Total Contract Net Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 55,810 $ 53,872 $ 417 67 $ 61,418 $ 59,461 $ 9 66 Five/six-year reset 7,670 4,941 112 67 8,870 6,149 12 66 One-year ratchet 5,560 5,210 417 70 6,548 6,187 11 69 Five-year ratchet 1,307 1,251 23 66 1,563 1,506 1 65 Other 1,033 1,014 148 72 1,099 1,075 50 72 Total — GMDB $ 71,380 $ 66,288 $ 1,117 67 $ 79,498 $ 74,378 $ 83 66 GGU death benefit $ 992 $ 940 $ 112 70 $ 1,118 $ 1,067 $ 133 70 GMIB $ 180 $ 164 $ 12 69 $ 233 $ 216 $ 7 69 GMWB: GMWB $ 1,990 $ 1,984 $ 3 72 $ 2,508 $ 2,500 $ 1 71 GMWB for life 40,966 40,876 742 68 44,375 44,259 129 67 Total — GMWB $ 42,956 $ 42,860 $ 745 68 $ 46,883 $ 46,759 $ 130 67 GMAB $ 2,456 $ 2,450 $ 24 59 $ 3,086 $ 3,083 $ — 59 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.
Schedule Of Net Amount Of Risk UL Secondary Guarantees [Table Text Block]	The following table provides information related to insurance guarantees for which the Company has established additional liabilities: December 31, December 31, Net Amount at Risk Weighted Average Attained Age Net Amount at Risk Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,513 66 $ 6,460 65
Schedule of Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees [Table Text Block]	Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2016 $ 14 $ 8 $ 1,057 $ — $ 332 Incurred claims 11 1 (40 ) (23 ) 127 Paid claims (9 ) (1 ) — (1 ) (25 ) Balance at December 31, 2016 16 8 1,017 (24 ) 434 Incurred claims 5 — (554 ) (56 ) 84 Paid claims (4 ) (2 ) — — (29 ) Balance at December 31, 2017 17 6 463 (80 ) 489 Incurred claims 8 2 412 61 201 Paid claims (6 ) — — — (31 ) Balance at December 31, 2018 $ 19 $ 8 $ 875 $ (19 ) $ 659 (1)
Schedule of Separate Account Balances By Asset Type [Table Text Block]	The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: December 31, 2018 2017 (in millions) Mutual funds: Equity $ 39,764 $ 46,038 Bond 21,190 23,529 Other 5,568 5,109 Total mutual funds $ 66,522 $ 74,676

Fair Values of Assets and Lia_2

Fair Values of Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2018
Fair Value Disclosures [Abstract]
Schedule of balances of assets and liabilities measured at fair value on a recurring basis	The following tables present the balances of assets and liabilities measured at fair value on a recurring basis: December 31, 2018 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 11,520 $ 871 $ 12,391 Residential mortgage backed securities — 2,807 64 2,871 Commercial mortgage backed securities — 3,652 — 3,652 State and municipal obligations — 1,283 — 1,283 Asset backed securities — 671 374 1,045 Foreign government bonds and obligations — 285 — 285 U.S. government and agency obligations 1 — — 1 Total Available-for-Sale securities: Fixed maturities 1 20,218 1,309 21,528 Cash equivalents — 1,000 — 1,000 Other assets: Interest rate derivative contracts — 789 — 789 Equity derivative contracts 189 1,515 — 1,704 Foreign exchange derivative contracts — 54 — 54 Total other assets 189 2,358 — 2,547 Separate account assets at net asset value (“NAV”) 73,393 (1) Total assets at fair value $ 190 $ 23,576 $ 1,309 $ 98,468 Liabilities Policyholder account balances, future policy benefits and claims: Indexed annuity embedded derivatives $ — $ 3 $ 14 $ 17 IUL embedded derivatives — — 628 628 GMWB and GMAB embedded derivatives — — 328 328 (2) Total policyholder account balances, future policy benefits and claims — 3 970 973 (3) Other liabilities: Interest rate derivative contracts — 422 — 422 Equity derivative contracts 77 1,901 — 1,978 Foreign exchange derivative contracts 2 32 — 34 Credit derivative contracts — 18 — 18 Total other liabilities 79 2,373 — 2,452 Total liabilities at fair value $ 79 $ 2,376 $ 970 $ 3,425 December 31, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 12,161 $ 1,072 $ 13,233 Residential mortgage backed securities — 2,924 87 3,011 Commercial mortgage backed securities — 3,569 — 3,569 State and municipal obligations — 1,314 — 1,314 Asset backed securities — 728 — 728 Foreign government bonds and obligations — 299 — 299 U.S. government and agency obligations 1 — — 1 Total Available-for-Sale securities: Fixed maturities 1 20,995 1,159 22,155 Cash equivalents — 1,030 — 1,030 Other assets: Interest rate derivative contracts — 1,081 — 1,081 Equity derivative contracts 62 2,305 — 2,367 Foreign exchange derivative contracts 1 34 — 35 Total other assets 63 3,420 — 3,483 Separate account assets at NAV 82,560 (1) Total assets at fair value $ 64 $ 25,445 $ 1,159 $ 109,228 Liabilities Policyholder account balances, future policy benefits and claims: Indexed annuity embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 601 601 GMWB and GMAB embedded derivatives — — (49 ) (49 ) (4) Total policyholder account balances, future policy benefits and claims — 5 552 557 (5) Other liabilities: Interest rate derivative contracts 1 414 — 415 Equity derivative contracts 5 2,666 — 2,671 Foreign exchange derivative contracts — 23 — 23 Credit derivative contracts — 2 — 2 Total other liabilities 6 3,105 — 3,111 Total liabilities at fair value $ 6 $ 3,110 $ 552 $ 3,668 (1) Amounts are comprised of certain financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. (2) The fair value of the GMWB and GMAB embedded derivatives included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position as of December 31, 2018 . (3) The Company’s adjustment for nonperformance risk resulted in a $(726) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2018 . (4) The fair value of the GMWB and GMAB embedded derivatives included $443 million of individual contracts in a liability position and $492 million of individual contracts in an asset position as of December 31, 2017 . (5) The Company’s adjustment for nonperformance risk resulted in a $(399) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2017
Summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis	The following tables provide a summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis: Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2018 $ 1,072 $ 87 $ — $ — $ 1,159 $ — Total gains (losses) included in: Net income (1 ) — — — (1 ) (1) (3 ) (2) Other comprehensive income (loss) (26 ) 1 — 3 (22 ) — Purchases 15 — 12 381 408 3 Settlements (189 ) (6 ) — — (195 ) — Transfers out of Level 3 — (18 ) (12 ) (10 ) (40 ) — Balance, December 31, 2018 $ 871 $ 64 $ — $ 374 $ 1,309 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2018 $ (1 ) $ — $ — $ — $ (1 ) (1) $ — Policyholder Account Balances, Indexed Annuity Embedded Derivatives IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2018 $ — $ 601 $ (49 ) $ 552 Total (gains) losses included in: Net income (3 ) (3) (9 ) (3) 49 (2) 37 Issues 17 90 350 457 Settlements — (54 ) (22 ) (76 ) Balance, December 31, 2018 $ 14 $ 628 $ 328 $ 970 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2018 $ — $ (9 ) (3) $ 47 (2) $ 38 Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2017 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Total gains (losses) included in: Net income 1 — — — 1 (1) — Other comprehensive income (loss) (8 ) 1 — — (7 ) — Purchases 124 67 36 49 276 — Settlements (202 ) (7 ) — (13 ) (222 ) — Transfers into Level 3 — — — 11 11 4 Transfers out of Level 3 — (89 ) (36 ) (60 ) (185 ) (4 ) Balance, December 31, 2017 $ 1,072 $ 87 $ — $ — $ 1,159 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2017 $ 1 $ — $ — $ — $ 1 (1) $ — Policyholder Account Balances, Future Policy Benefits and Claims IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2017 $ 464 $ 614 $ 1,078 Total (gains) losses included in: Net income 87 (3) (977 ) (2) (890 ) Issues 92 326 418 Settlements (42 ) (12 ) (54 ) Balance, December 31, 2017 $ 601 $ (49 ) $ 552 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2017 $ 87 (3) $ (946 ) (2) $ (859 ) Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2016 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Total gains (losses) included in: Net income 1 — — 1 2 (1) (2 ) (2) Other comprehensive income (loss) (1 ) (1 ) — — (2 ) — Purchases 47 134 42 — 223 2 Settlements (126 ) (9 ) (3 ) (1 ) (139 ) — Transfers into Level 3 1 — — 12 13 — Transfers out of Level 3 — (30 ) (42 ) (132 ) (204 ) — Balance, December 31, 2016 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2016 $ 1 $ — $ — $ — $ 1 (1) $ (2 ) (2) Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 Total (gains) losses included in: Net income 13 (3) (511 ) (2) (498 ) Issues 115 295 410 Settlements (28 ) (21 ) (49 ) Balance, December 31, 2016 $ 464 $ 614 $ 1,078 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2016 $ 13 (3) $ (448 ) (2) $ (435 ) (1) Included in net investment income in the Consolidated Statements of Income. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income. (3)
Significant unobservable inputs used in the fair value measurements	The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: December 31, 2018 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 871 Discounted cash flow Yield/spread to U.S. Treasuries 1.0% - 3.6% 1.5 % Asset backed securities $ 374 Discounted cash flow Annual default rate 2.5% Loss severity 25.0% Yield/spread to swap rates 85 bps - 115 bps 87 bps IUL embedded derivatives $ 628 Discounted cash flow Nonperformance risk (1) 119 bps Indexed annuity embedded derivatives $ 14 Discounted cash flow Surrender rate 0.0% - 50.0% Nonperformance risk (1) 119 bps GMWB and GMAB embedded derivatives $ 328 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0% - 36.0% Surrender rate 0.1% - 73.4% Market volatility (3) 4.0% - 16.1% Nonperformance risk (1) 119 bps December 31, 2017 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,070 Discounted cash flow Yield/spread to U.S. Treasuries 0.7 % - 2.3% 1.1 % IUL embedded derivatives $ 601 Discounted cash flow Nonperformance risk (1) 71 bps GMWB and GMAB embedded derivatives $ (49 ) Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 42.0% Surrender rate 0.1 % - 74.7% Market volatility (3) 3.7 % - 16.1% Nonperformance risk (1) 71 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3)
Schedule of carrying value and the estimated fair value of financial instruments that are not reported at fair value	The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value. December 31, 2018 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,547 $ — $ — $ 2,514 $ 2,514 Policy loans 861 — — 810 810 Other investments 411 — 355 41 396 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 9,609 $ — $ — $ 9,672 $ 9,672 Short-term borrowings 201 — 201 — 201 Other liabilities 59 — — 57 57 Separate account liabilities at NAV 312 312 (1) December 31, 2017 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,619 $ — $ — $ 2,616 $ 2,616 Policy loans 845 — — 801 801 Other investments 408 — 373 36 409 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,246 $ — $ — $ 10,755 $ 10,755 Short-term borrowings 200 — 200 — 200 Other liabilities 123 — — 119 119 Separate account liabilities at NAV 369 369 (1) (1)

Related Party Transactions (Tab

Related Party Transactions (Tables)	12 Months Ended
	Dec. 31, 2018
Related Party Transactions [Abstract]
Schedule of dividends paid and received [Table Text Block]	Cash dividends or distributions paid and received by RiverSource Life Insurance Company were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Paid to Ameriprise Financial $ 750 $ 700 $ 1,000 Received from RiverSource Life of NY 48 50 50 Received from RTA 45 20 15 Received from RiverSource REO 1, LLC (1) 2 — 31 (1)

Regulatory Requirements (Tables

Regulatory Requirements (Tables)	12 Months Ended
	Dec. 31, 2018
Insurance [Abstract]
Summary of Statutory Net Gain from Operations and Net Income [Table Text Block]	Statutory net gain from operations and net income (loss) for RiverSource Life Insurance Company are summarized as follows: Years Ended December 31, 2018 2017 2016 (in millions) Statutory net gain from operations $ 1,686 $ 958 $ 834 Statutory net income (loss) 1,628 222 322

Offsetting Assets and Liabili_2

Offsetting Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2018
Offsetting [Abstract]
Schedule of gross and net information about the Company's assets subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: December 31, 2018 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,499 $ — $ 2,499 $ (2,066 ) $ (390 ) $ (26 ) $ 17 OTC cleared 34 — 34 (23 ) — — 11 Exchange-traded 14 — 14 (1 ) — — 13 Total derivatives $ 2,547 $ — $ 2,547 $ (2,090 ) $ (390 ) $ (26 ) $ 41 December 31, 2017 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,440 $ — $ 3,440 $ (2,599 ) $ (736 ) $ (88 ) $ 17 OTC cleared 21 — 21 (15 ) — — 6 Exchange-traded 22 — 22 (1 ) — — 21 Total derivatives $ 3,483 $ — $ 3,483 $ (2,615 ) $ (736 ) $ (88 ) $ 44 (1)
Schedule of gross and net information about the Company's liabilities subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: December 31, 2018 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,419 $ — $ 2,419 $ (2,066 ) $ (24 ) $ (328 ) $ 1 OTC cleared 23 — 23 (23 ) — — — Exchange-traded 10 — 10 (1 ) — — 9 Total derivatives 2,452 — 2,452 (2,090 ) (24 ) (328 ) 10 Repurchase agreements 50 — 50 — — (50 ) — Total $ 2,502 $ — $ 2,502 $ (2,090 ) $ (24 ) $ (378 ) $ 10 December 31, 2017 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,095 $ — $ 3,095 $ (2,599 ) $ (1 ) $ (492 ) $ 3 OTC cleared 15 — 15 (15 ) — — — Exchange-traded 1 — 1 (1 ) — — — Total derivatives 3,111 — 3,111 (2,615 ) (1 ) (492 ) 3 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,161 $ — $ 3,161 $ (2,615 ) $ (1 ) $ (542 ) $ 3 ( 1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangement

Derivatives and Hedging Activ_2

Derivatives and Hedging Activities (Tables)	12 Months Ended
	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of gross fair value of derivative instruments, including embedded derivatives [Table Text Block]	The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: December 31, 2018 December 31, 2017 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2) Assets (1) Liabilities (2) (in millions) Derivatives not designated as hedging instruments Interest rate contracts $ 57,185 $ 789 $ 422 $ 64,790 $ 1,081 $ 415 Equity contracts 51,463 1,704 1,978 56,649 2,367 2,671 Credit contracts 1,206 — 18 715 — 2 Foreign exchange contracts 4,747 54 34 3,996 35 23 Other contracts — — — 450 — — Total non-designated hedges 114,601 2,547 2,452 126,600 3,483 3,111 Embedded derivatives GMWB and GMAB (3) N/A — 328 N/A — (49 ) IUL N/A — 628 N/A — 601 Indexed annuities N/A — 17 N/A — 5 Total embedded derivatives N/A — 973 N/A — 557 Total derivatives $ 114,601 $ 2,547 $ 3,425 $ 126,600 $ 3,483 $ 3,668 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and indexed annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. (3) The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2018 included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2017 included $443 million of individual contracts in a liability position and $492 million
Schedule of gain (loss) on derivative instruments,including embedded derivatives [Table Text Block]	The following table presents a summary of the impact of derivatives not designated as hedging instruments, including embedded derivatives, on the Consolidated Statements of Income: Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses (in millions) Year Ended December 31, 2018 Interest rate contracts $ — $ (312 ) Equity contracts (49 ) 306 Credit contracts — 7 Foreign exchange contracts — 1 Other contracts — (4 ) GMWB and GMAB embedded derivatives — (377 ) IUL embedded derivatives 63 — Indexed annuities embedded derivatives 3 — Total gain (loss) $ 17 $ (379 ) Year Ended December 31, 2017 Interest rate contracts $ — $ 3 Equity contracts 75 (1,006 ) Credit contracts — (22 ) Foreign exchange contracts — (23 ) Other contracts — (2 ) GMWB and GMAB embedded derivatives — 663 IUL embedded derivatives (45 ) — Total gain (loss) $ 30 $ (387 ) Year Ended December 31, 2016 Interest rate contracts $ — $ 38 Equity contracts 20 (857 ) Credit contracts — 2 Other contracts — (2 ) GMWB and GMAB embedded derivatives — 237 IUL embedded derivatives 15 — Total gain (loss) $ 35 $ (582 )
Schedule of Premiums for Derivative Option Contracts [Text Block]	The following is a summary of the payments the Company is scheduled to make and receive for these options and swaptions as of December 31, 2018 : Premiums Premiums (in millions) 2019 $ 274 $ 168 2020 196 130 2021 168 118 2022 207 198 2023 126 43 2024-2028 369 17 Total $ 1,340 $ 674

Shareholder's Equity (Tables)

Shareholder's Equity (Tables)	12 Months Ended
	Dec. 31, 2018
Stockholders' Equity Note [Abstract]
Schedule of components of OCI [Table Text Block]	The following tables provide the amounts related to each component of OCI: Years Ended December 31, 2018 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ (952 ) $ 203 $ (749 ) Reclassification of net (gains) losses on securities included in net income (2) (9 ) 2 (7 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables 435 (91 ) 344 Net unrealized gains (losses) on securities (526 ) 114 (412 ) Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 1 — 1 Net unrealized gains (losses) on derivatives 1 — 1 Total other comprehensive income (loss) $ (525 ) $ 114 $ (411 ) Years Ended December 31, 2017 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ 210 $ (61 ) $ 149 Reclassification of net (gains) losses on securities included in net income (2) (44 ) 15 (29 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables (180 ) 57 (123 ) Net unrealized gains (losses) on securities (14 ) 11 (3 ) Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 5 (2 ) 3 Net unrealized gains (losses) on derivatives 5 (2 ) 3 Other (1 ) — (1 ) Total other comprehensive income (loss) $ (10 ) $ 9 $ (1 ) Years Ended December 31, 2016 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized gains (losses) on securities: Net unrealized gains (losses) on securities arising during the period (1) $ 350 $ (124 ) $ 226 Reclassification of net (gains) losses on securities included in net income (2) (17 ) 6 (11 ) Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables (242 ) 85 (157 ) Net unrealized gains (losses) on securities 91 (33 ) 58 Net unrealized gains (losses) on derivatives: Reclassification of net (gains) losses on derivatives included in net income (3) 6 (2 ) 4 Net unrealized gains (losses) on derivatives 6 (2 ) 4 Total other comprehensive income (loss) $ 97 $ (35 ) $ 62 (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net realized investment gains (losses). (3)
Schedule of amounts reclassified from AOCI [Table Text Block]	The following table presents the changes in the balances of each component of AOCI, net of tax: Net Unrealized Gains (Losses) on Securities Net Unrealized Gains (Losses) on Derivatives Other Total (in millions) Balance, January 1, 2016 $ 403 $ (8 ) $ — $ 395 OCI before reclassifications 69 — — 69 Amounts reclassified from AOCI (11 ) 4 — (7 ) Total OCI 58 4 — 62 Balance, December 31, 2016 461 (1) (4 ) — 457 OCI before reclassifications 26 — (1 ) 25 Amounts reclassified from AOCI (29 ) 3 — (26 ) Total OCI (3 ) 3 (1 ) (1 ) Balance, December 31, 2017 458 (1) (1 ) (1 ) 456 OCI before reclassifications (405 ) — — (405 ) Amounts reclassified from AOCI (7 ) 1 — (6 ) Total OCI (412 ) 1 — (411 ) Balance, December 31, 2018 $ 46 (1) $ — $ (1 ) $ 45 (1) Includes nil , nil and nil of noncredit related impairments on securities and net unrealized gains (losses) on previously impaired securities as of December 31, 2018 , 2017 and 2016

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2018
Income Tax Disclosure [Abstract]
Schedule of components of income tax provision [Table Text Block]	The components of income tax provision were as follows: Years Ended December 31, 2018 2017 2016 (in millions) Current income tax Federal $ 35 $ 158 $ 18 State 3 1 1 Total current income tax 38 159 19 Deferred income tax Federal (1 ) 103 6 State (2 ) (2 ) (1 ) Total deferred income tax (3 ) 101 5 Total income tax provision $ 35 $ 260 $ 24
Schedule of reconciliation of income tax rates [Table Text Block]	The principal reasons that the aggregate income tax provision is different from that computed by using the U.S. statutory rates of 21% for 2018 and 35% for 2017 and 2016 were as follows: Years Ended December 31, 2018 2017 2016 Tax at U.S. statutory rate 21.0 % 35.0 % 35.0 % Changes in taxes resulting from: Low income housing tax credits (8.5 ) (7.4 ) (9.4 ) Dividend received deduction (4.2 ) (12.9 ) (17.1 ) Foreign tax credit, net of addback (2.8 ) (2.7 ) (3.8 ) Impact of Tax Act (1.1 ) 14.0 — Taxes applicable to prior years (1.1 ) — (2.0 ) Other, net 0.4 — 0.7 Income tax provision 3.7 % 26.0 % 3.4 %
Schedule of components of deferred income tax assets and liabilities [Table Text Block]	The significant components of the Company’s deferred income tax assets and liabilities, which are included net within other assets or other liabilities on the Consolidated Balance Sheets, were as follows: December 31, 2018 2017 (in millions) Deferred income tax assets Liabilities for policyholder account balances, future policy benefits and claims $ 705 $ 599 Investment related 144 251 Other 14 29 Gross deferred income tax assets 863 879 Less: valuation allowance 11 11 Total deferred income tax assets 852 868 Deferred income tax liabilities Deferred acquisition costs 423 431 Deferred sales inducement costs 53 62 Net unrealized gains on Available-for-Sale securities 37 150 Depreciation — 13 Other 12 1 Gross deferred income tax liabilities 525 657 Net deferred income tax assets $ 327 $ 211
Reconciliation of gross unrecognized tax benefits [Table Text Block]	A reconciliation of the beginning and ending amount of gross unrecognized tax benefits was as follows: 2018 2017 2016 (in millions) Balance at January 1 $ 14 $ 59 $ 95 Additions based on tax positions related to the current year 5 5 6 Additions for tax positions of prior years 1 — 31 Reductions for tax positions of prior years (1 ) (50 ) (68 ) Audit settlements — — (5 ) Balance at December 31 $ 19 $ 14 $ 59

Commitments, Guarantees and C_2

Commitments, Guarantees and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Funding commitments [Table Text Block]	The following table presents the Company’s funding commitments as of December 31: 2018 2017 (in millions) Commercial mortgage loans $ 50 $ 31 Affordable housing and other real estate partnerships 59 123 Total funding commitments $ 109 $ 154

Nature of Business and Basis _2

Nature of Business and Basis of Presentation (Details) $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)	Dec. 31, 2016USD ($)	Dec. 31, 2018item
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of wholly owned subsidiaries | item			1
Operating income (loss) [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts	$ (12)
DAC [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts	(8)
Benefits, claims, losses and settlement expenses [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts	(4)
Income tax provision [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts	$ (20)
LTC [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts		$ 29

Nature of Business and Basis _3

Nature of Business and Basis of Presentation Nature of Business and Basis of Presentation (Revenue recognition) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017		Dec. 31, 2016
Revenue, Initial Application Period Cumulative Effect Transition [Line Items]
Policy and contract charges - increase	$ 2,081	$ 1,943	[1]	$ 2,000	[1]
Other revenues - decrease	$ (411)	(400)	[1]	(390)	[1]
Impact to consolidated statements of income [Member] | Revenue from contracts with customers standard [Member]
Revenue, Initial Application Period Cumulative Effect Transition [Line Items]
Policy and contract charges - increase		16		16
Other revenues - decrease		$ (16)		$ (16)
[1]	Certain prior period amounts have been restated. See Note 1 for more information.

Summary of Significant Accoun_3

Summary of Significant Accounting Policies (Consolidation Info) (Details)	Dec. 31, 2018
Accounting Policies [Line Items]
Consolidation of entity minimum ownership percentage	50.00%
Cost method investment ownership percentage high end of range	20.00%
Minimum [Member]
Accounting Policies [Line Items]
Equity method investment, ownership percentage	20.00%
Maximum [Member]
Accounting Policies [Line Items]
Equity method investment, ownership percentage	50.00%

Summary of Significant Accoun_4

Summary of Significant Accounting Policies (Loans, PP&E, DAC) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Loans and Leases Receivable Disclosure [Abstract]
Nonaccrual status period for loans	90 days
Land, Buildings, Equipment and Software [Abstract]
Land, buildings, equipment and software, net of accumulated depreciation	$ 135	$ 142
Accumulated depreciation	174	159
Depreciation and amortization expense	$ 15	$ 15	$ 14
Minimum [Member]
Land, Buildings, Equipment and Software [Abstract]
Amortization periods	3 years
Maximum [Member]
Land, Buildings, Equipment and Software [Abstract]
Amortization periods	39 years

Revenue from Contract with Cu_3

Revenue from Contract with Customer Revenue from Contract with Customer (Disaggregation) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Revenues
Revenue from contracts with customers		$ 591	$ 577	$ 557
Revenue from other sources	[1]	3,330	3,227	3,404
Total revenues		3,921	3,804	3,961
Receivables related to contracts with customers		49	54
Policy and contract charges [Member]
Revenues
Revenue from contracts with customers		186	183	174
Policy and contract charges [Member] | Affiliated [Member]
Revenues
Revenue from contracts with customers		170	167	158
Policy and contract charges [Member] | Unaffiliated [Member]
Revenues
Revenue from contracts with customers		16	16	16
Other revenues: Administrative fees [Member]
Revenues
Revenue from contracts with customers		66	65	64
Other revenues: Administrative fees [Member] | Affiliated [Member]
Revenues
Revenue from contracts with customers		44	42	40
Other revenues: Administrative fees [Member] | Unaffiliated [Member]
Revenues
Revenue from contracts with customers		22	23	24
Other revenues: Other fees [Member]
Revenues
Revenue from contracts with customers		339	329	319
Other revenues: Other fees [Member] | Affiliated [Member]
Revenues
Revenue from contracts with customers		336	325	316
Other revenues: Other fees [Member] | Unaffiliated [Member]
Revenues
Revenue from contracts with customers		3	4	3
Total other revenues [Member]
Revenues
Revenue from contracts with customers		$ 405	$ 394	$ 383
[1]	Revenues not included in the scope of the revenue from contracts with customers standard.

Variable Interest Entities (Det

Variable Interest Entities (Details) - VIEs, not primary beneficiary [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Fixed maturities [Member]
Variable Interest Entities
Obligation to provide financial or other support to VIEs	$ 0
RTA [Member]
Variable Interest Entities
Carrying values of investments reflected in other investments	352	$ 408
Carrying value of liability of other investments	$ 43	$ 97

Investments (AFS by type) (Deta

Investments (AFS by type) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Investments
Amortized cost		$ 21,099	$ 20,765
Gross unrealized gains		802	1,485
Gross unrealized losses		(373)	(95)
Fair value		21,528	22,155
Noncredit OTTI	[1]	0	0
Securities owned and pledged as collateral, fair value		1,400	1,600
Amount eligible to be repledged by counterparty		405	711
Corporate debt securities [Member]
Investments
Amortized cost		12,044	12,133
Gross unrealized gains		554	1,125
Gross unrealized losses		(207)	(25)
Fair value		12,391	13,233
Residential mortgage backed securities [Member]
Investments
Amortized cost		2,890	2,979
Gross unrealized gains		25	54
Gross unrealized losses		(44)	(22)
Fair value		2,871	3,011
Commercial mortgage backed securities [Member]
Investments
Amortized cost		3,737	3,554
Gross unrealized gains		17	47
Gross unrealized losses		(102)	(32)
Fair value		3,652	3,569
State and municipal obligations [Member]
Investments
Amortized cost		1,129	1,114
Gross unrealized gains		162	209
Gross unrealized losses		(8)	(9)
Fair value		1,283	1,314
Asset backed securities [Member]
Investments
Amortized cost		1,013	700
Gross unrealized gains		35	30
Gross unrealized losses		(3)	(2)
Fair value		1,045	728
Foreign government bonds and obligations [Member]
Investments
Amortized cost		285	283
Gross unrealized gains		9	20
Gross unrealized losses		(9)	(4)
Fair value		285	299
U.S. government and agency obligations [Member]
Investments
Amortized cost		1	1
Fair value		$ 1	1
Total fixed maturities [Member]
Investments
Amortized cost			20,764
Gross unrealized gains			1,485
Gross unrealized losses			(94)
Fair value			22,155
Noncredit OTTI	[1]		$ 0
Fixed maturity securities as percentage of total investments		84.00%	84.00%
Fixed maturity investments rated internally		$ 706	$ 906
Common stocks [Member]
Investments
Amortized cost			1
Gross unrealized losses			(1)
Fair value			$ 0
[1]	Represents the amount of other-than-temporary impairment (“OTTI”) losses in AOCI. Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period.

Investments (Rating info) (Deta

Investments (Rating info) (Details) $ in Millions	Dec. 31, 2018USD ($)item	Dec. 31, 2017USD ($)item
Investments
Fixed maturities, amortized cost	$ 21,099	$ 20,764
Fixed maturities, fair value	$ 21,528	$ 22,155
Percentage of GNMA, FNMA and FHLMC securities rated AAA	34.00%	35.00%
Number of holdings of other than GNMA, FNMA and FHLMC having greater than 10% of total equity | item	0	0
AT&T, Inc. [Member]
Investments
Investment holdings of single issuer other than government sponsored enterprises greater than 10% of shareholders equity	$ 382
Ameriprise Advisor Financing, LLC, an affiliate [Member]
Investments
Investment holdings of single issuer other than government sponsored enterprises greater than 10% of shareholders equity	374
AAA [Member]
Investments
Fixed maturities, amortized cost	6,602	$ 6,259
Fixed maturities, fair value	$ 6,499	$ 6,303
Percent of total fair value	30.00%	28.00%
AA [Member]
Investments
Fixed maturities, amortized cost	$ 1,310	$ 1,090
Fixed maturities, fair value	$ 1,455	$ 1,285
Percent of total fair value	7.00%	6.00%
A [Member]
Investments
Fixed maturities, amortized cost	$ 2,550	$ 3,443
Fixed maturities, fair value	$ 2,776	$ 3,902
Percent of total fair value	13.00%	18.00%
BBB [Member]
Investments
Fixed maturities, amortized cost	$ 9,745	$ 8,796
Fixed maturities, fair value	$ 9,945	$ 9,465
Percent of total fair value	46.00%	43.00%
Below investment grade [Member]
Investments
Fixed maturities, amortized cost	$ 892	$ 1,176
Fixed maturities, fair value	$ 853	$ 1,200
Percent of total fair value	4.00%	5.00%
Total fixed maturities [Member]
Investments
Fixed maturities, amortized cost	$ 21,099	$ 20,764
Fixed maturities, fair value	$ 21,528	$ 22,155
Percent of total fair value	100.00%	100.00%

Investments (EITF info) (Detail

Investments (EITF info) (Details) $ in Millions	Dec. 31, 2018USD ($)item	Dec. 31, 2017USD ($)item
Number of Securities
Less than 12 months | item	443	211
12 months or more | item	293	160
Total | item	736	371
Fair Value
Less than 12 months	$ 7,087	$ 2,531
12 months or more	3,704	1,918
Total	10,791	4,449
Unrealized Losses
Less than 12 months	(182)	(19)
12 months or more	(191)	(76)
Total	$ (373)	$ (95)
Corporate debt securities [Member]
Number of Securities
Less than 12 months | item	286	82
12 months or more | item	93	39
Total | item	379	121
Fair Value
Less than 12 months	$ 4,792	$ 834
12 months or more	972	360
Total	5,764	1,194
Unrealized Losses
Less than 12 months	(141)	(5)
12 months or more	(66)	(20)
Total	$ (207)	$ (25)
Residential mortgage backed securities [Member]
Number of Securities
Less than 12 months | item	54	36
12 months or more | item	57	41
Total | item	111	77
Fair Value
Less than 12 months	$ 826	$ 546
12 months or more	897	657
Total	1,723	1,203
Unrealized Losses
Less than 12 months	(9)	(4)
12 months or more	(35)	(18)
Total	$ (44)	$ (22)
Commercial mortgage backed securities [Member]
Number of Securities
Less than 12 months | item	69	56
12 months or more | item	88	42
Total | item	157	98
Fair Value
Less than 12 months	$ 1,146	$ 994
12 months or more	1,565	663
Total	2,711	1,657
Unrealized Losses
Less than 12 months	(25)	(10)
12 months or more	(77)	(22)
Total	$ (102)	$ (32)
State and municipal obligations [Member]
Number of Securities
Less than 12 months | item	6	19
12 months or more | item	24	8
Total | item	30	27
Fair Value
Less than 12 months	$ 88	$ 35
12 months or more	129	138
Total	217	173
Unrealized Losses
Less than 12 months	(2)
12 months or more	(6)	(9)
Total	$ (8)	$ (9)
Asset backed securities [Member]
Number of Securities
Less than 12 months | item	11	15
12 months or more | item	17	12
Total | item	28	27
Fair Value
Less than 12 months	$ 149	$ 116
12 months or more	124	76
Total	273	192
Unrealized Losses
Less than 12 months	(1)
12 months or more	(2)	(2)
Total	$ (3)	$ (2)
Foreign government bonds and obligations [Member]
Number of Securities
Less than 12 months | item	17	3
12 months or more | item	14	15
Total | item	31	18
Fair Value
Less than 12 months	$ 86	$ 6
12 months or more	17	23
Total	103	29
Unrealized Losses
Less than 12 months	(4)
12 months or more	(5)	(4)
Total	$ (9)	$ (4)
Common stocks [Member]
Number of Securities
12 months or more | item		3
Total | item		3
Fair Value
12 months or more		$ 1
Total		1
Unrealized Losses
12 months or more		(1)
Total		$ (1)

Investments (OTTI rollforward)

Investments (OTTI rollforward) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on securities
Beginning balance	$ 0	$ 21	$ 33
Reductions for securities sold during the period (realized)	0	(21)	(12)
Ending balance	$ 0	$ 0	$ 21

Investments (Realized GL info)

Investments (Realized GL info) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Debt Securities, Available-for-sale, Realized Gain (Loss) [Abstract]
Gross realized investment gains	$ 16	$ 48	$ 29
Gross realized investment losses	(7)	(4)	(12)
Total	$ 9	$ 44	$ 17

Investments (AFS contractual ma

Investments (AFS contractual maturity) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Amortized Cost
Due within one year	$ 1,157
Due after one year through five years	4,887
Due after five years through 10 years	3,419
Due after 10 years	3,996
Total having single maturity dates	13,459
Total amortized cost	21,099	$ 20,765
Fair Value
Due within one year	1,166
Due after one year through five years	4,889
Due after five years through 10 years	3,388
Due after 10 years	4,517
Total having single maturity dates	13,960
Total fair value	21,528	22,155
Residential mortgage backed securities [Member]
Amortized Cost
Without single maturity dates	2,890
Total amortized cost	2,890	2,979
Fair Value
Without single maturity dates	2,871
Total fair value	2,871	3,011
Commercial mortgage backed securities [Member]
Amortized Cost
Without single maturity dates	3,737
Total amortized cost	3,737	3,554
Fair Value
Without single maturity dates	3,652
Total fair value	3,652	3,569
Asset backed securities [Member]
Amortized Cost
Without single maturity dates	1,013
Total amortized cost	1,013	700
Fair Value
Without single maturity dates	1,045
Total fair value	$ 1,045	$ 728

Investments (Net inv inc summar

Investments (Net inv inc summary) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Net Investment Income [Line Items]
Gross investment income	$ 1,047	$ 1,036	$ 1,154
Less: investment expenses	24	25	26
Total	1,023	1,011	1,128
Fixed maturities [Member]
Net Investment Income [Line Items]
Gross investment income	919	947	997
Mortgage loans [Member]
Net Investment Income [Line Items]
Gross investment income	117	137	149
Other investments [Member]
Net Investment Income [Line Items]
Gross investment income	$ 11	$ (48)	$ 8

Investments (Net realized inves

Investments (Net realized investment GL summary) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Fixed maturities	$ 9	$ 44	$ 17
Mortgage loans	1	(4)	10
Other investments			(1)
Total	$ 10	$ 40	$ 26

Financing Receivables (Allowanc

Financing Receivables (Allowance for Loan Losses) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Rollforward of the allowance for loan losses
Beginning balance	$ 22	$ 25	$ 25
Charge-offs	(2)	(3)	(3)
Provisions	0	0	3
Ending balance	20	22	25
Individually evaluated for impairment	0	0	2
Collectively evaluated for impairment	20	22	23
Recorded investment in financing receivables by impairment method and type of loan
Individually evaluated for impairment	19	17
Collectively evaluated for impairment	2,943	3,015
Total	2,962	3,032
Recorded investment in financing receivables individually evaluated for impairment with no related allowance for loan losses	20	17
Loans purchased	137	156	73
Loans sold	$ 44	$ 259	$ 250

Financing Receivables (Credit Q

Financing Receivables (Credit Quality Information Text) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Credit quality information [Line Items]
Total loans, gross	$ 2,962	$ 3,032
Loans sold	44	259	$ 250
90 days or more past due [Member]
Credit quality information [Line Items]
Nonperforming loans	$ 0	$ 5
Commercial mortgage loans [Member]
Credit quality information [Line Items]
Percent of commercial mortgage loans with highest risk rating	0.00%	0.00%
Total loans, gross	$ 2,563	$ 2,635
Residential mortgage loans [Member]
Credit quality information [Line Items]
Loans sold		249	250
Gain (loss) from sale of loans		(4)	$ 10
Syndicated Loans [Member]
Credit quality information [Line Items]
Total loans, gross	399	397
Syndicated Loans [Member] | 90 days or more past due [Member]
Credit quality information [Line Items]
Nonperforming loans	$ 0	$ 5

Financing Receivables (Credit_2

Financing Receivables (Credit Quality Information Tables) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Commercial mortgage loans [Line Items]
Total loans, gross	$ 2,962	$ 3,032
Less: allowance for loan losses	20	22	$ 25	$ 25
Commercial mortgage loans [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	2,563	2,635
Less: allowance for loan losses	16	16
Total loans, net	$ 2,547	$ 2,619
Percentage of gross commercial mortgage loans	100.00%	100.00%
Commercial mortgage loans [Member] | Retail [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 854	$ 893
Percentage of gross commercial mortgage loans	33.00%	34.00%
Commercial mortgage loans [Member] | Office [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 408	$ 470
Percentage of gross commercial mortgage loans	16.00%	18.00%
Commercial mortgage loans [Member] | Apartments [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 583	$ 536
Percentage of gross commercial mortgage loans	23.00%	20.00%
Commercial mortgage loans [Member] | Industrial [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 423	$ 451
Percentage of gross commercial mortgage loans	16.00%	17.00%
Commercial mortgage loans [Member] | Mixed use [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 45	$ 38
Percentage of gross commercial mortgage loans	2.00%	1.00%
Commercial mortgage loans [Member] | Hotel [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 43	$ 39
Percentage of gross commercial mortgage loans	2.00%	2.00%
Commercial mortgage loans [Member] | Other [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 207	$ 208
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] | South Atlantic [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 699	$ 735
Percentage of gross commercial mortgage loans	27.00%	28.00%
Commercial mortgage loans [Member] | Pacific [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 766	$ 771
Percentage of gross commercial mortgage loans	30.00%	29.00%
Commercial mortgage loans [Member] | Mountain [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 224	$ 242
Percentage of gross commercial mortgage loans	9.00%	9.00%
Commercial mortgage loans [Member] | West North Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 203	$ 223
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] | East North Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 208	$ 209
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] | Middle Atlantic [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 171	$ 179
Percentage of gross commercial mortgage loans	7.00%	7.00%
Commercial mortgage loans [Member] | West South Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 139	$ 125
Percentage of gross commercial mortgage loans	5.00%	5.00%
Commercial mortgage loans [Member] | New England [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 54	$ 67
Percentage of gross commercial mortgage loans	2.00%	3.00%
Commercial mortgage loans [Member] | East South Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 99	$ 84
Percentage of gross commercial mortgage loans	4.00%	3.00%

Financing Receivables (Troubled

Financing Receivables (Troubled Debt Restructurings) (Details)	Dec. 31, 2018USD ($)
Receivables [Abstract]
Commitments to lend additional funds to borrowers for restructured loans	$ 0

Deferred Acquisition Costs an_3

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Balances of and changes in DAC
Balance at the beginning of the period	$ 2,639	$ 2,611	$ 2,693
Capitalization of acquisition costs	254	242	279	[1]
Amortization, excluding the impact of valuation assumptions review	(288)	(219)	(253)
Amortization, impact of valuation assumptions review	33	12	(81)	[2]
Impact of change in net unrealized (gains) losses on securities	104	(7)	(27)
Balance at the end of the period	2,742	2,639	2,611
Benefit related to the release of the deferred reinsurance liability			(27)
Expense related to the loss recognition on LTC business			58
Balances of and changes in DSIC
Balance at the beginning of the period	273	301	334
Capitalization of sales inducement costs	2	4	5
Amortization, excluding the impact of valuation assumptions review	(42)	(37)	(42)
Amortization, impact of valuation assumptions review	0	(1)	4
Impact of change in net unrealized (gains) losses on securities	16	6	0
Balance at the end of the period	$ 249	$ 273	$ 301
[1]	Includes a $27 million
[2]	Includes a $58 million

Reinsurance (Product informatio

Reinsurance (Product information) (Details) - USD ($)	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Reinsurance Retention Policy [Line Items]
Maximum amount of life policy risk retained by entity, net of reinsured amounts	$ 1,500,000
Life insurance [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	90.00%
Life Insurance In Force, Net [Abstract]
Traditional life and UL insurance in force, gross	$ 195,100,000,000	$ 195,900,000,000
Traditional life and UL insurance in force, reinsured	$ 142,400,000,000	$ 142,400,000,000
IUL and VUL [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
TrioSource UL insurance [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
Single life insurance [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 10,000,000
Flexible premium survivorship life insurance [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 10,000,000
LTC [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
DI [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 5,000

Reinsurance (Reinsurance on pre

Reinsurance (Reinsurance on premiums) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Effects of Reinsurance [Line Items]
Net premiums	$ 396	$ 410	$ 417
Traditional long-duration products [Member]
Effects of Reinsurance [Line Items]
Direct premiums	621	637	642
Reinsurance ceded	(225)	(227)	(225)
Net premiums	$ 396	$ 410	$ 417

Reinsurance (Ceded and recovere

Reinsurance (Ceded and recovered amounts) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Effects of Reinsurance [Line Items]
Reinsurance recovered from reinsurers	$ 331	$ 298	$ 318
Liability for assumed reinsurance arrangements	484	509
Non-traditional long-duration products [Member]
Effects of Reinsurance [Line Items]
Reinsurance ceded offset within policy and contract charges	126	114	$ 110
LTC [Member]
Effects of Reinsurance [Line Items]
Reinsurance recoverable related to LTC risk ceded to Genworth	$ 2,500	$ 2,300

Policyholder Account Balances_3

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Balances by product) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Policyholder account balances		$ 19,941	$ 20,251
Future policy benefits		9,292	8,750
Policy claims and other policyholders’ funds		174	177
Policyholder account balances, future policy benefits and claims		29,407	29,178
Fixed Annuity [Member]
Policyholder account balances	[1]	9,338	9,934
Variable annuity fixed sub-accounts [Member]
Policyholder account balances		5,129	5,166
UL/VUL insurance [Member]
Policyholder account balances		3,063	3,047
IUL insurance [Member]
Policyholder account balances		1,728	1,384
Other life insurance [Member]
Policyholder account balances		683	720
Variable annuity GMWB [Member]
Future policy benefits		875	463
Variable annuity GMAB [Member]
Future policy benefits	[2]	(19)	(80)
Other annuity liabilities [Member]
Future policy benefits		26	78
Fixed annuity life contingent liabilities [Member]
Future policy benefits		1,459	1,484
Life and DI insurance [Member]
Future policy benefits		1,221	1,221
LTC insurance [Member]
Future policy benefits		4,981	4,896
UL/VUL and other life insurance additional liabilities [Member]
Future policy benefits		$ 749	$ 688
[1]	Includes fixed deferred annuities, non-life contingent fixed payout annuities and indexed annuity host contracts.
[2]	Includes the fair value of GMAB embedded derivatives that was a net asset as of both December 31, 2018 and 2017

Policyholder Account Balances_4

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Text) (Details)	12 Months Ended
	Dec. 31, 2018
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities average interest rate	3.94%
Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities interest rates	2.71%
Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities interest rates	9.38%
EIA [Member]
Liability for Future Policy Benefits [Line Items]
Contract initial term	7 years
Minimum interest rate guarantee	3.00%
Percentage of initial premium receiving interest guarantee	90.00%
Term and whole life insurance [Member] | Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	3.00%
Term and whole life insurance [Member] | Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	10.00%
DI [Member]
Liability for Future Policy Benefits [Line Items]
Unpaid reported claims discount rate	4.50%
DI [Member] | Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	4.00%
DI [Member] | Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	7.50%
LTC [Member]
Liability for Future Policy Benefits [Line Items]
Unpaid reported claims discount rate	6.20%
LTC [Member] | Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	5.90%
LTC [Member] | Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	6.80%

Policyholder Account Balances_5

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Separate Account Liabilities) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Separate Accounts Disclosure [Abstract]
Variable Annuity	$ 66,913	$ 75,174
VUL insurance	6,451	7,352
Other insurance	29	34
Total	$ 73,393	$ 82,560

Variable Annuity and Insuranc_3

Variable Annuity and Insurance Guarantees Variable Annuity and Insurance Guarantees (VA Guarantees Details Text) (Details) - GMAB [Member]	12 Months Ended
	Dec. 31, 2018
Variable Annuity Guarantees by Benefit Type
Maximum age of variable annuity contractholders	79 years
GMAB rider guarantees waiting period	10 years

Variable Annuity and Insuranc_4

Variable Annuity and Insurance Guarantees (VA Guarantee Details Table) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017
GMDB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 71,380	$ 79,498
Contract value in separate accounts	[1]	66,288	74,378
Net amount at risk	[1]	$ 1,117	$ 83
Weighted average attained age	[1]	67 years	66 years
GMDB [Member] | Return of premium [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 55,810	$ 61,418
Contract value in separate accounts	[1]	53,872	59,461
Net amount at risk	[1]	$ 417	$ 9
Weighted average attained age	[1]	67 years	66 years
GMDB [Member] | Five/six year reset [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 7,670	$ 8,870
Contract value in separate accounts	[1]	4,941	6,149
Net amount at risk	[1]	$ 112	$ 12
Weighted average attained age	[1]	67 years	66 years
GMDB [Member] | One-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 5,560	$ 6,548
Contract value in separate accounts	[1]	5,210	6,187
Net amount at risk	[1]	$ 417	$ 11
Weighted average attained age	[1]	70 years	69 years
GMDB [Member] | Five-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,307	$ 1,563
Contract value in separate accounts	[1]	1,251	1,506
Net amount at risk	[1]	$ 23	$ 1
Weighted average attained age	[1]	66 years	65 years
GMDB [Member] | Other [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,033	$ 1,099
Contract value in separate accounts	[1]	1,014	1,075
Net amount at risk	[1]	$ 148	$ 50
Weighted average attained age	[1]	72 years	72 years
GGU death benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 992	$ 1,118
Contract value in separate accounts	[1]	940	1,067
Net amount at risk	[1]	$ 112	$ 133
Weighted average attained age	[1]	70 years	70 years
GMIB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 180	$ 233
Contract value in separate accounts	[1]	164	216
Net amount at risk	[1]	$ 12	$ 7
Weighted average attained age	[1]	69 years	69 years
GMWB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 42,956	$ 46,883
Contract value in separate accounts	[1]	42,860	46,759
Net amount at risk	[1]	$ 745	$ 130
Weighted average attained age	[1]	68 years	67 years
GMWB [Member] | GMWB standard benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,990	$ 2,508
Contract value in separate accounts	[1]	1,984	2,500
Net amount at risk	[1]	$ 3	$ 1
Weighted average attained age	[1]	72 years	71 years
GMWB [Member] | GMWB for life [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 40,966	$ 44,375
Contract value in separate accounts	[1]	40,876	44,259
Net amount at risk	[1]	$ 742	$ 129
Weighted average attained age	[1]	68 years	67 years
GMAB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 2,456	$ 3,086
Contract value in separate accounts	[1]	2,450	3,083
Net amount at risk	[1]	$ 24	$ 0
Weighted average attained age	[1]	59 years	59 years
[1]	Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.

Variable Annuity and Insuranc_5

Variable Annuity and Insurance Guarantees (UL Secondary Guarantees) (Details) - UL secondary guarantees [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Insurance Guarantees by Benefit Type
Net amount at risk	$ 6,513	$ 6,460
Weighted average attained age	66 years	65 years

Variable Annuity and Insuranc_6

Variable Annuity and Insurance Guarantees (Liability Rollforward) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
GMDB & GGU [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		$ 17	$ 16	$ 14
Incurred claims		8	5	11
Paid claims		(6)	(4)	(9)
Balance at the end of the period		19	17	16
GMIB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		6	8	8
Incurred claims		2		1
Paid claims			(2)	(1)
Balance at the end of the period		8	6	8
GMWB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period	[1]	463	1,017	1,057
Incurred claims	[1]	412	(554)	(40)
Balance at the end of the period	[1]	875	463	1,017
GMAB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period	[1]	(80)	(24)	0
Incurred claims	[1]	61	(56)	(23)
Paid claims	[1]			(1)
Balance at the end of the period	[1]	(19)	(80)	(24)
UL [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		489	434	332
Incurred claims		201	84	127
Paid claims		(31)	(29)	(25)
Balance at the end of the period		$ 659	$ 489	$ 434
[1]	The incurred claims for GMWB and GMAB include the change in the fair value of the liabilities (contra liabilities) less paid claims.

Variable Annuity and Insuranc_7

Variable Annuity and Insurance Guarantees (Separate Account Balance by Type) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Mutual funds
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 66,522	$ 74,676
Equity [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	39,764	46,038
Bond [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	21,190	23,529
Other [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 5,568	$ 5,109

Lines of Credit (AMP Lender) (D

Lines of Credit (AMP Lender) (Details) - Ameriprise Financial [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Line of credit agreement, RVS as borrower[Member]
Lines of Credit Facility
Maximum borrowing as percentage of the borrower's statutory admitted assets excluding separate accounts as of prior year end	3.00%
Outstanding on line of credit with Ameriprise Financial as lender	$ 0	$ 0
Prepayment penalty	$ 0
Line of credit agreement, RVSNY as borrower[Member]
Lines of Credit Facility
Maximum borrowing as percentage of the borrower's statutory admitted assets excluding separate accounts as of prior year end	3.00%
Maximum borrowing capacity as amount	$ 25
Outstanding on line of credit with Ameriprise Financial as lender	0	0
Prepayment penalty	0
Line of credit agreement, RTA as borrower [Member]
Lines of Credit Facility
Maximum borrowing capacity as amount	100
Outstanding on line of credit with Ameriprise Financial as lender	$ 0	$ 0

Lines of Credit (RSL Lender) (D

Lines of Credit (RSL Lender) (Details) - RiverSource Life Insurance Company [Member] - Loans receivable [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Line of Credit Facility
Maximum borrowings as a percentage of the lender's statutory admitted assets	3.00%
Percentage of additional interest to be accrued in the event of default	1.00%
Outstanding on line of credit with Ameriprise Financial as borrower	$ 0	$ 0

Short-term Borrowings (Details)

Short-term Borrowings (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Borrowings
Amount of the liability including accrued interest	$ 201	$ 200
Repurchase agreements [Member]
Borrowings
Amount of the liability including accrued interest	$ 50	$ 50
Remaining maturity of outstanding amount	3 months	1 month
Weighted average annualized interest rate	2.60%	1.40%
Federal Home Loan Bank [Member]
Borrowings
Amount of the liability including accrued interest	$ 151	$ 150
Remaining maturity of outstanding amount	3 months	4 months
Weighted average annualized interest rate	2.60%	1.50%
Residential mortgage backed securities [Member] | Repurchase agreements [Member]
Borrowings
Fair value of securities pledged	$ 52	$ 43
Commercial mortgage backed securities [Member] | Repurchase agreements [Member]
Borrowings
Fair value of securities pledged	0	8
Commercial mortgage backed securities [Member] | Federal Home Loan Bank [Member]
Borrowings
Fair value of securities pledged	$ 780	$ 750

Fair Values of Assets and Lia_3

Fair Values of Assets and Liabilities (Assets & Liabilities Reported at FV) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018		Dec. 31, 2017
Assets
Available-for-sale securities: fixed maturities		$ 21,528		$ 22,155
Separate account assets at NAV		73,393		82,560
Liabilities
Liability	[1]	3,425		3,668
Asset	[2]	2,547		3,483
Cumulative decrease in embedded derivatives due to nonperformance		(726)		(399)
GMWB and GMAB embedded derivatives [Member]
Liabilities
Liability		646		443
Asset		318		492
Recurring basis [Member]
Assets
Available-for-sale securities: fixed maturities		21,528		22,155
Cash equivalents		1,000		1,030
Other assets		2,547		3,483
Separate account assets at NAV	[3]	73,393		82,560
Total assets at fair value		98,468		109,228
Liabilities
Policyholder account balances, future policy benefits and claims		973	[4]	557	[5]
Other liabilities		2,452		3,111
Total liabilities at fair value		3,425		3,668
Recurring basis [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		789		1,081
Liabilities
Other liabilities		422		415
Recurring basis [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,704		2,367
Liabilities
Other liabilities		1,978		2,671
Recurring basis [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		54		35
Liabilities
Other liabilities		34		23
Recurring basis [Member] | Credit derivative contracts [Member]
Liabilities
Other liabilities		18		2
Recurring basis [Member] | Indexed annuities embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		17		5
Recurring basis [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		628		601
Recurring basis [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		328	[6]	(49)	[7]
Recurring basis [Member] | Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		12,391		13,233
Recurring basis [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		2,871		3,011
Recurring basis [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		3,652		3,569
Recurring basis [Member] | State and municipal obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1,283		1,314
Recurring basis [Member] | Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		1,045		728
Recurring basis [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-sale securities: fixed maturities		285		299
Recurring basis [Member] | U.S. government and agency obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1		1
Recurring basis [Member] | Level 1 [Member]
Assets
Available-for-sale securities: fixed maturities		1		1
Other assets		189		63
Total assets at fair value		190		64
Liabilities
Other liabilities		79		6
Total liabilities at fair value		79		6
Recurring basis [Member] | Level 1 [Member] | Interest rate derivative contracts [Member]
Liabilities
Other liabilities				1
Recurring basis [Member] | Level 1 [Member] | Equity derivative contracts [Member]
Assets
Other assets		189		62
Liabilities
Other liabilities		77		5
Recurring basis [Member] | Level 1 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets				1
Liabilities
Other liabilities		2
Recurring basis [Member] | Level 1 [Member] | U.S. government and agency obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1		1
Recurring basis [Member] | Level 2 [Member]
Assets
Available-for-sale securities: fixed maturities		20,218		20,995
Cash equivalents		1,000		1,030
Other assets		2,358		3,420
Total assets at fair value		23,576		25,445
Liabilities
Policyholder account balances, future policy benefits and claims		3		5
Other liabilities		2,373		3,105
Total liabilities at fair value		2,376		3,110
Recurring basis [Member] | Level 2 [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		789		1,081
Liabilities
Other liabilities		422		414
Recurring basis [Member] | Level 2 [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,515		2,305
Liabilities
Other liabilities		1,901		2,666
Recurring basis [Member] | Level 2 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		54		34
Liabilities
Other liabilities		32		23
Recurring basis [Member] | Level 2 [Member] | Credit derivative contracts [Member]
Liabilities
Other liabilities		18		2
Recurring basis [Member] | Level 2 [Member] | Indexed annuities embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		3		5
Recurring basis [Member] | Level 2 [Member] | Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		11,520		12,161
Recurring basis [Member] | Level 2 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		2,807		2,924
Recurring basis [Member] | Level 2 [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		3,652		3,569
Recurring basis [Member] | Level 2 [Member] | State and municipal obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1,283		1,314
Recurring basis [Member] | Level 2 [Member] | Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		671		728
Recurring basis [Member] | Level 2 [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-sale securities: fixed maturities		285		299
Recurring basis [Member] | Level 3 [Member]
Assets
Available-for-sale securities: fixed maturities		1,309		1,159
Total assets at fair value		1,309		1,159
Liabilities
Policyholder account balances, future policy benefits and claims		970		552
Total liabilities at fair value		970		552
Recurring basis [Member] | Level 3 [Member] | Indexed annuities embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		14
Recurring basis [Member] | Level 3 [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		628		601
Recurring basis [Member] | Level 3 [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		328		(49)
Recurring basis [Member] | Level 3 [Member] | Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		871		1,072
Recurring basis [Member] | Level 3 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		64		$ 87
Recurring basis [Member] | Level 3 [Member] | Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		$ 374
[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and indexed annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[2]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[3]	Amounts are comprised of certain financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy.
[4]	The Company’s adjustment for nonperformance risk resulted in a $(726) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2018
[5]	The Company’s adjustment for nonperformance risk resulted in a $(399) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2017
[6]	The fair value of the GMWB and GMAB embedded derivatives included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position as of December 31, 2018
[7]	The fair value of the GMWB and GMAB embedded derivatives included $443 million of individual contracts in a liability position and $492 million of individual contracts in an asset position as of December 31, 2017

Fair Values of Assets and Lia_4

Fair Values of Assets and Liabilities (Level 3 Rollforwards-Assets) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Corporate debt securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		$ 1,072	$ 1,157	$ 1,235
Total gains (losses) included in net income		(1)	1	1
Total gains (losses) included in other comprehensive income (loss)		(26)	(8)	(1)
Purchases		15	124	47
Settlements		(189)	(202)	(126)
Transfers into Level 3				1
Balance at the end of the period		871	1,072	1,157
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized gains (losses) related to assets held at the end of the period		(1)	1	1
Residential mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		87	115	21
Total gains (losses) included in other comprehensive income (loss)		1	1	(1)
Purchases			67	134
Settlements		(6)	(7)	(9)
Transfers out of Level 3		(18)	(89)	(30)
Balance at the end of the period		64	87	115
Commercial mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		0	0	3
Purchases		12	36	42
Settlements				(3)
Transfers out of Level 3		(12)	(36)	(42)
Balance at the end of the period		0	0	0
Asset backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		0	13	133
Total gains (losses) included in net income				1
Total gains (losses) included in other comprehensive income (loss)		3
Purchases		381	49
Settlements			(13)	(1)
Transfers into Level 3			11	12
Transfers out of Level 3		(10)	(60)	(132)
Balance at the end of the period		374	0	13
Total Available-for-sale securities: fixed maturities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		1,159	1,285	1,392
Total gains (losses) included in net income	[1]	(1)	1	2
Total gains (losses) included in other comprehensive income (loss)		(22)	(7)	(2)
Purchases		408	276	223
Settlements		(195)	(222)	(139)
Transfers into Level 3			11	13
Transfers out of Level 3		(40)	(185)	(204)
Balance at the end of the period		1,309	1,159	1,285
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized gains (losses) related to assets held at the end of the period	[1]	(1)	1	1
Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		0	0
Transfers into Level 3			4
Transfers out of Level 3			(4)
Balance at the end of the period			0	0
Other derivative contracts [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		0	0	0
Total gains (losses) included in net income	[2]	(3)		(2)
Purchases		3		2
Balance at the end of the period		$ 0	$ 0	0
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized gains (losses) related to assets held at the end of the period	[2]			$ (2)
[1]	Included in net investment income in the Consolidated Statements of Income.
[2]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income.

Fair Values of Assets and Lia_5

Fair Values of Assets and Liabilities (Level 3 Rollforwards-Liabilities) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net increase (decrease) to pretax income from adjustment for nonperformance risk on fair value of embedded derivatives		$ 281	$ (71)	$ 98
Indexed annuities embedded derivatives [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		0
Total (gains) losses included in net income	[1]	(3)
Issues		17
Balance at the end of the period		14	0
IUL embedded derivatives [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		601	464	364
Total (gains) losses included in net income	[1]	(9)	87	13
Issues		90	92	115
Settlements		(54)	(42)	(28)
Balance at the end of the period		628	601	464
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period	[1]	(9)	87	13
GMWB and GMAB embedded derivatives [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		(49)	614	851
Total (gains) losses included in net income	[2]	(49)	(977)	(511)
Issues		350	326	295
Settlements		22	(12)	(21)
Balance at the end of the period		328	(49)	614
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period	[2]	(47)	(946)	(448)
Total [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		552	1,078	1,215
Total (gains) losses included in net income		37	(890)	(498)
Issues		457	418	410
Settlements		(76)	(54)	(49)
Balance at the end of the period		970	552	1,078
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period		$ 38	$ (859)	$ (435)
[1]	Included in interest credited to fixed accounts in the Consolidated Statements of Income.
[2]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income.

Fair Values of Assets and Lia_6

Fair Values of Assets and Liabilities (Unobservable Inputs) (Details) $ in Millions		Dec. 31, 2018USD ($)	Dec. 31, 2017USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, fair value		$ 21,528	$ 22,155
Corporate debt securities (private placements) [Member] | Discounted cash flow [Member] | Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, fair value		$ 871	$ 1,070
Corporate debt securities (private placements) [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to U.S. Treasuries [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.010	0.007
Corporate debt securities (private placements) [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to U.S. Treasuries [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.036	0.023
Corporate debt securities (private placements) [Member] | Weighted average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to U.S. Treasuries [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.015	0.011
Asset backed securities [Member] | Discounted cash flow [Member] | Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, fair value		$ 374
Asset backed securities [Member] | Discounted cash flow [Member] | Level 3 [Member] | Annual default rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.025
Asset backed securities [Member] | Discounted cash flow [Member] | Level 3 [Member] | Loss severity [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.250
Asset backed securities [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to swap rates [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.0085
Asset backed securities [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to swap rates [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.0115
Asset backed securities [Member] | Weighted average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Yield/spread to swap rates [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fixed maturities, measurement inputs		0.0087
IUL embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, fair value		$ 628	$ 601
IUL embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member] | Nonperformance risk [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[1]	0.0119	0.0071
Indexed annuities embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, fair value		$ 14
Indexed annuities embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member] | Nonperformance risk [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[1]	0.0119
Indexed annuities embedded derivatives [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Surrender rate [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs		0
Indexed annuities embedded derivatives [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Surrender rate [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs		0.500
GMWB and GMAB embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, fair value		$ 328	$ (49)
GMWB and GMAB embedded derivatives [Member] | Discounted cash flow [Member] | Level 3 [Member] | Nonperformance risk [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[1]	0.0119	0.0071
GMWB and GMAB embedded derivatives [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Surrender rate [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs		0.001	0.001
GMWB and GMAB embedded derivatives [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Utilization of guaranteed withdrawals [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[2]	0	0
GMWB and GMAB embedded derivatives [Member] | Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Market volatility [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[3]	0.040	0.037
GMWB and GMAB embedded derivatives [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Surrender rate [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs		0.734	0.747
GMWB and GMAB embedded derivatives [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Utilization of guaranteed withdrawals [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[2]	0.360	0.420
GMWB and GMAB embedded derivatives [Member] | Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Market volatility [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded derivatives, measurement inputs	[3]	0.161	0.161
[1]	The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives.
[2]	The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year.
[3]	Market volatility is implied volatility of fund of funds and managed volatility funds.

Fair Values of Assets and Lia_7

Fair Values of Assets and Liabilities Fair Value of Assets & Liabilities (Non-Recurring) (Details) - VIEs, not primary beneficiary [Member] - RTA [Member] - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Assets and liabilities measured at fair value
Affordable housing partnerships, amount	$ 352	$ 408
Nonrecurring basis [Member] | Level 3 [Member]
Assets and liabilities measured at fair value
Affordable housing partnerships, amount	$ 112	$ 166

Fair Values of Assets and Lia_8

Fair Values of Assets and Liabilities ( Financial Instruments Not at FV) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Financial Assets
Mortgage loans, net		$ 2,547	$ 2,619
Policy loans		861	845
Other investments		838	900
Financial Liabilities
Policyholder account balances, future policy benefits and claims		29,407	29,178
Short-term borrowings		201	200
Other liabilities		3,500	4,674
Separate account liabilities measured at NAV		73,393	82,560
Carrying value [Member]
Financial Assets
Mortgage loans, net		2,547	2,619
Policy loans		861	845
Other investments		411	408
Financial Liabilities
Policyholder account balances, future policy benefits and claims		9,609	10,246
Short-term borrowings		201	200
Other liabilities		59	123
Separate account liabilities measured at NAV		312	369
Recurring basis [Member]
Financial Assets
Mortgage loans, net		2,514	2,616
Policy loans		810	801
Other investments		396	409
Financial Liabilities
Policyholder account balances, future policy benefits and claims		9,672	10,755
Short-term borrowings		201	200
Other liabilities		57	119
Separate account liabilities measured at NAV	[1]	312	369
Recurring basis [Member] | Level 2 [Member]
Financial Assets
Other investments		355	373
Financial Liabilities
Short-term borrowings		201	200
Recurring basis [Member] | Level 3 [Member]
Financial Assets
Mortgage loans, net		2,514	2,616
Policy loans		810	801
Other investments		41	36
Financial Liabilities
Policyholder account balances, future policy benefits and claims		9,672	10,755
Other liabilities		$ 57	$ 119
[1]	Amounts are comprised of certain financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy.

Related Party Transactions (Tex

Related Party Transactions (Text) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Ameriprise Financial and affiliated companies [Member]
Related Party Transactions
Charges for use of joint facilities, technology support, marketing services and other services	$ 365	$ 390	$ 400
Ameriprise Financial [Member]
Related Party Transactions
Due from Ameriprise Financial for federal income taxes	60
Due to Ameriprise Financial for federal income taxes		$ 105
Asset backed securities [Member] | Ameriprise Financial and affiliated companies [Member]
Related Party Transactions
Asset backed securities issued by AAF, an affiliate	$ 374

Related Party Transactions (Div

Related Party Transactions (Dividend Table) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Related Party Transactions
Cash dividends or distributions paid to Ameriprise Financial		$ 750	$ 700	$ 1,000
Ameriprise Financial [Member]
Related Party Transactions
Cash dividends or distributions paid to Ameriprise Financial		750	700	1,000
RiverSource Life of NY [Member]
Related Party Transactions
Cash dividends or distributions received by RiverSource Life Insurance Company		48	50	50
RTA [Member]
Related Party Transactions
Cash dividends or distributions received by RiverSource Life Insurance Company		45	20	15
RiverSource REO 1, LLC [Member]
Related Party Transactions
Cash dividends or distributions received by RiverSource Life Insurance Company	[1]	$ 2	$ 0	$ 31
[1]	RiverSource REO 1, LLC is a wholly owned subsidiary of RiverSource Life Insurance Company which holds foreclosed mortgage loans and real estate.

Regulatory Requirements (Text)

Regulatory Requirements (Text) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Insurance [Abstract]
Permitted practice impact to statutory surplus	$ 92	$ (3)
Statutory unassigned surplus (deficit)	$ 642	(306)
Percentage of previous year-end statutory capital and surplus	10.00%
Statutory capital and surplus	$ 3,300	2,400
Government debt securities on deposit with states as required by law	$ 4	$ 4

Regulatory Requirements (Table)

Regulatory Requirements (Table) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Insurance [Abstract]
Statutory net gain from operations	$ 1,686	$ 958	$ 834
Statutory net income (loss)	$ 1,628	$ 222	$ 322

Offsetting Assets and Liabili_3

Offsetting Assets and Liabilities (Assets) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Derivatives:
Gross amounts of recognized assets	[1]	$ 2,547	$ 3,483
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,090)	(2,615)
Cash collateral		(390)	(736)
Securities collateral		(26)	(88)
Net amount		41	44
OTC derivatives [Member]
Derivatives:
Gross amounts of recognized assets		2,499	3,440
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,066)	(2,599)
Cash collateral		(390)	(736)
Securities collateral		(26)	(88)
Net amount		17	17
OTC cleared derivatives [Member]
Derivatives:
Gross amounts of recognized assets		34	21
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(23)	(15)
Net amount		11	6
Exchange-traded derivatives [Member]
Derivatives:
Gross amounts of recognized assets		14	22
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(1)	(1)
Net amount		$ 13	$ 21
[1]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[2]	Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Offsetting Assets and Liabili_4

Offsetting Assets and Liabilities (Liabilities) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Derivatives
Gross amounts of recognized liabilities	[1]	$ 3,425	$ 3,668
Repurchase agreements
Gross amounts of recognized liabilities		50	50
Gross Amounts Not Offset in the Consolidated Balance Sheets
Securities collateral		(50)	(50)
Net amount		0	0
Total
Gross amounts of recognized liabilities		2,502	3,161
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,090)	(2,615)
Cash collateral		(24)	(1)
Securities collateral		(378)	(542)
Net amount		10	3
OTC derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		2,419	3,095
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,066)	(2,599)
Cash collateral		(24)	(1)
Securities collateral		(328)	(492)
Net amount		1	3
OTC cleared derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		23	15
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(23)	(15)
Net amount		0	0
Exchange-traded derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		10	1
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(1)	(1)
Net amount		9	0
Total derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		2,452	3,111
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,090)	(2,615)
Cash collateral		(24)	(1)
Securities collateral		(328)	(492)
Net amount		$ 10	$ 3
[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and indexed annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[2]	Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Derivatives and Hedging Activ_3

Derivatives and Hedging Activities (Balance Sheet) (Details) - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Derivatives and Hedging Activities
Notional amount		$ 114,601	$ 126,600
Asset	[1]	2,547	3,483
Liability	[2]	3,425	3,668
Fair value of investment securities received as collateral		28	89
Fair value of investment securities received as collateral that can be repledged		28	89
Fair value of investment securities received as collateral that were repledged		0	0
GMWB and GMAB embedded derivatives [Member]
Derivatives and Hedging Activities
Asset		318	492
Liability		646	443
Total embedded derivatives [Member]
Derivatives and Hedging Activities
Asset		0	0
Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		114,601	126,600
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Notional amount		57,185	64,790
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member]
Derivatives and Hedging Activities
Notional amount		51,463	56,649
Derivatives not designated as hedging instruments [Member] | Credit contracts [Member]
Derivatives and Hedging Activities
Notional amount		1,206	715
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		4,747	3,996
Derivatives not designated as hedging instruments [Member] | Other contracts [Member]
Derivatives and Hedging Activities
Notional amount		0	450
Other Assets [Member] | Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Asset	[1]	2,547	3,483
Other Assets [Member] | Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Asset	[1]	789	1,081
Other Assets [Member] | Derivatives not designated as hedging instruments [Member] | Equity contracts [Member]
Derivatives and Hedging Activities
Asset	[1]	1,704	2,367
Other Assets [Member] | Derivatives not designated as hedging instruments [Member] | Credit contracts [Member]
Derivatives and Hedging Activities
Asset	[1]		0
Other Assets [Member] | Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Asset	[1]	54	35
Other Liabilities [Member] | Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Liability	[2]	2,452	3,111
Other Liabilities [Member] | Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Liability	[2]	422	415
Other Liabilities [Member] | Derivatives not designated as hedging instruments [Member] | Equity contracts [Member]
Derivatives and Hedging Activities
Liability	[2]	1,978	2,671
Other Liabilities [Member] | Derivatives not designated as hedging instruments [Member] | Credit contracts [Member]
Derivatives and Hedging Activities
Liability	[2]	18	2
Other Liabilities [Member] | Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Liability	[2]	34	23
PAB, FPB and claims [Member] | GMWB and GMAB embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[2],[3]	328	(49)
PAB, FPB and claims [Member] | IUL embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[2]	628	601
PAB, FPB and claims [Member] | Indexed annuities embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[2]	17	5
PAB, FPB and claims [Member] | Total embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[2]	$ 973	$ 557
[1]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[2]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and indexed annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[3]	The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2018 included $646 million of individual contracts in a liability position and $318 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2017 included $443 million of individual contracts in a liability position and $492 million

Derivatives and Hedging Activ_4

Derivatives and Hedging Activities (Income Statement) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Interest credited to fixed accounts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ 17	$ 30	$ 35
Interest credited to fixed accounts [Member] | IUL embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	63	(45)	15
Interest credited to fixed accounts [Member] | Indexed annuities embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	3
Benefits, claims, losses and settlement expenses [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(379)	(387)	(582)
Benefits, claims, losses and settlement expenses [Member] | GMWB and GMAB embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(377)	663	237
Derivatives not designated as hedging instruments [Member] | Interest credited to fixed accounts [Member] | Equity contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(49)	75	20
Derivatives not designated as hedging instruments [Member] | Benefits, claims, losses and settlement expenses [Member] | Interest rate contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(312)	3	38
Derivatives not designated as hedging instruments [Member] | Benefits, claims, losses and settlement expenses [Member] | Equity contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	306	(1,006)	(857)
Derivatives not designated as hedging instruments [Member] | Benefits, claims, losses and settlement expenses [Member] | Credit contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	7	(22)	2
Derivatives not designated as hedging instruments [Member] | Benefits, claims, losses and settlement expenses [Member] | Foreign exchange contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	1	(23)
Derivatives not designated as hedging instruments [Member] | Benefits, claims, losses and settlement expenses [Member] | Other contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ (4)	$ (2)	$ (2)

Derivatives and Hedging Activ_5

Derivatives and Hedging Activities (Option Rec/Pay) (Details) $ in Millions	Dec. 31, 2018USD ($)
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	$ 1,340
Premiums receivable for derivative option contracts	674
2019 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	274
Premiums receivable for derivative option contracts	168
2020 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	196
Premiums receivable for derivative option contracts	130
2021 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	168
Premiums receivable for derivative option contracts	118
2022 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	207
Premiums receivable for derivative option contracts	198
2023 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	126
Premiums receivable for derivative option contracts	43
2024-2028 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	369
Premiums receivable for derivative option contracts	$ 17

Derivatives and Hedging Activ_6

Derivatives and Hedging Activities (Cash Flow Hedges and Credit Risk) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
General Cash Flow Hedge Information [Abstract]
Derivatives designated as cash flow hedges	$ 0
Derivatives liabilities, credit risk related contingent features
Aggregate fair value of all derivative instruments containing credit risk features	91	$ 299
Aggregate fair value of assets posted as collateral	90	296
Additional fair value of assets needed to settle derivative liabilities	$ 1	$ 3

Shareholder's Equity Comprehens

Shareholder's Equity Comprehensive Income (Loss) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, before Tax, Portion Attributable to Parent [Abstract]
Net unrealized gains (losses) on securities arising during the period, pretax	[1]	$ (952)	$ 210	$ 350
Reclassification of net (gains) losses on securities included in net income, pretax	[2]	(9)	(44)	(17)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, pretax		435	(180)	(242)
Net unrealized gains (losses) on securities, pretax		(526)	(14)	91
Other Comprehensive Income (Loss), Cash Flow Hedge, Gain (Loss), after Reclassification, before Tax, Parent [Abstract]
Reclassification of net (gains) losses on derivatives included in net income, pretax	[3]	1	5	6
Net unrealized gains (losses) on derivatives, pretax		1	5	6
Other, pretax			(1)
Total other comprehensive income (loss), pretax		(525)	(10)	97
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax, Portion Attributable to Parent [Abstract]
Net unrealized gains (losses) on securities arising during the period, tax		203	(61)	(124)
Reclassification of net (gains) losses on securities included in net income, tax		2	15	6
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, tax		(91)	57	85
Net unrealized gains (losses) on securities, tax		114	11	(33)
Other Comprehensive Income (Loss), Cash Flow Hedge, Gain (Loss), after Reclassification, Tax, Parent [Abstract]
Reclassification of net (gains) losses on derivatives included in net income, tax		0	(2)	(2)
Net unrealized gains (losses) on derivatives, tax		0	(2)	(2)
Other, tax			0
Total other comprehensive income (loss), tax		114	9	(35)
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax, Portion Attributable to Parent [Abstract]
Net unrealized gains (losses) on securities arising during the period, net of tax		(749)	149	226
Reclassification of net (gains) losses on securities included in net income, net of tax		(7)	(29)	(11)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, net of tax		344	(123)	(157)
Net unrealized gains (losses) on securities, net of tax		(412)	(3)	58
Other Comprehensive Income (Loss), Cash Flow Hedge, Gain (Loss), after Reclassification and Tax, Parent [Abstract]
Reclassification of net (gains) losses on derivatives included in net income, net of tax		1	3	4
Net unrealized gains (losses) on derivatives, net of tax		1	3	4
Other, net of tax		0	(1)	0
Total other comprehensive income (loss), net of tax		$ (411)	$ (1)	$ 62
[1]	Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period.
[2]	Reclassification amounts are recorded in net realized investment gains (losses).
[3]	Reclassification amounts are recorded in net investment income.

Shareholder's Equity (Reclassif

Shareholder's Equity (Reclassifications) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2018		Dec. 31, 2017		Dec. 31, 2016
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		$ 456		$ 457		$ 395
OCI before reclassifications		(405)		25		69
Amounts reclassified from AOCI		(6)		(26)		(7)
Total OCI		(411)		(1)		62
Ending balance		45		456		457
Net unrealized gains (losses) on securities [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		458	[1]	461	[1]	403
OCI before reclassifications		(405)		26		69
Amounts reclassified from AOCI		(7)		(29)		(11)
Total OCI		(412)		(3)		58
Ending balance	[1]	46		458		461
Noncredit related impairments on securities and net unrealized gains (losses) on previously impaired securities		0		0		0
Net unrealized gains (losses) on derivatives [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		(1)		(4)		(8)
OCI before reclassifications		0		0		0
Amounts reclassified from AOCI		1		3		4
Total OCI		1		3		4
Ending balance		0		(1)		(4)
Other [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		(1)		0		0
OCI before reclassifications		0		(1)		0
Amounts reclassified from AOCI		0		0		0
Total OCI		0		(1)		0
Ending balance		$ (1)		$ (1)		$ 0
[1]	Includes nil , nil and nil of noncredit related impairments on securities and net unrealized gains (losses) on previously impaired securities as of December 31, 2018 , 2017 and 2016

Income Taxes (Income Tax Compon

Income Taxes (Income Tax Components) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Current income tax [Abstract]
Federal	$ 35	$ 158	$ 18
State	3	1	1
Total current income tax	38	159	19
Deferred income tax [Abstract]
Federal	(1)	103	6
State	(2)	(2)	(1)
Total deferred income tax	(3)	101	5
Total income tax provision	$ 35	260	$ 24
Expense related to the enactment of the Tax Act		140
Remeasurement of deferred tax assets and liabilities to Tax Act's statutory 21%		136
Remeasurement of tax contingencies related to the Tax Act		$ 4

Income Taxes (Reconcilation of

Income Taxes (Reconcilation of Income Tax Provision Rate) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Tax at U.S. statutory rate	21.00%	35.00%	35.00%
Effective Income Tax Rate Continuing Operations Tax Rate Reconciliation Elements [Abstract]
Low income housing tax credits (as a percent)	(8.50%)	(7.40%)	(9.40%)
Dividend received deduction (as a percent)	(4.20%)	(12.90%)	(17.10%)
Foreign tax credit, net of addback (as a percent)	(2.80%)	(2.70%)	(3.80%)
Impact of Tax Act (as a percent)	(1.10%)	14.00%	0.00%
Taxes applicable to prior years (as a percent)	(1.10%)	0.00%	(2.00%)
Other, net (as a percent)	0.40%	0.00%	0.70%
Income tax provision (as a percent)	3.70%	26.00%	3.40%
Expense related to the enactment of the Tax Act		$ 140

Income Taxes (Deferred Income T

Income Taxes (Deferred Income Tax Assets and Liabilities) (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Deferred income tax assets [Abstract]
Liabilities for policyholder account balances, future policy benefits and claims	$ 705	$ 599
Investment related	144	251
Other	14	29
Gross deferred income tax assets	863	879
Less: valuation allowance	11	11
Total deferred income tax assets	852	868
Deferred income tax liabilities [Abstract]
Deferred acquisition costs	423	431
Deferred sales inducement costs	53	62
Net unrealized gains on Available-for-Sale securities	37	150
Depreciation	0	13
Other	12	1
Gross deferred income tax liabilities	525	657
Net deferred income tax assets	327	$ 211
State and local jurisdiction [Member]
Operating Loss Carryforwards [Line Items]
Operating loss carryforwards	$ 10

Income Taxes (Unrecognized Tax

Income Taxes (Unrecognized Tax Benefits Information) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Reconciliation of the beginning and ending amount of gross unrecognized tax benefits
Balance at the beginning of the period	$ 14	$ 59	$ 95
Additions based on tax positions related to the current year	5	5	6
Additions for tax positions of prior years	1	0	31
Reductions for tax positions of prior years	(1)	(50)	(68)
Audit settlements	0	0	(5)
Balance at the end of the period	19	14	59
Unrecognized tax benefit items [Abstract]
Unrecognized tax benefits, net of federal tax benefits that would affect the effective tax rate if recognized	8	5	6
Decrease in gross unrecognized tax benefits due to resolution of IRS settlements and exams	10
Net increase (decrease) in interest and penalties	0	1	$ 39
Payable related to accrued interest and penalties	$ 1	$ 1

Commitments, Guarantess and Con

Commitments, Guarantess and Contingencies (Commitments Table) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Commercial mortgage loans	$ 50	$ 31
Affordable housing and other real estate partnerships	59	123
Total funding commitments	$ 109	$ 154

Commitments, Guarantees and C_3

Commitments, Guarantees and Contingencies (Guarantees and Contingencies Information) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Guaranty fund assessments [Member]
Commitments and Contingencies
Liability related to guaranty fund assessments	$ 12	$ 14
Related premium tax asset	$ 11	$ 12
Minimum [Member]
Commitments and Contingencies
Range of interest rate guarantees in fixed accounts	1.00%
Maximum [Member]
Commitments and Contingencies
Range of interest rate guarantees in fixed accounts	5.00%