Voya Insurance & Annuity 10-Q 12 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	9 Months Ended
	Sep. 30, 2014	Nov. 06, 2014
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'VOYA INSURANCE & ANNUITY CO.	'
Entity Central Index Key	'0000836658	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q3	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	250,000

Condensed_Balance_Sheets

Condensed Balance Sheets (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturities, available-for-sale, at fair value (amortized cost of $20,189.0 as of 2014 and $20,244.6 as of 2013)	$21,459.50	$21,105.90
Fixed maturities, at fair value using the fair value option	462	385
Equity securities, available-for-sale, at fair value (cost of $3.1 as of 2014 and $3.8 as of 2013)	6.7	6.1
Short-term investments	263.6	567
Mortgage loans on real estate, net of valuation allowance of $1.0 as of 2014 and $1.1 as of 2013	2,907.90	2,837.30
Policy loans	88.3	94.9
Limited partnerships/corporations	176.3	133.2
Derivatives	396.2	342.4
Other investments	55.6	56.2
Securities pledged (amortized cost of $552.7 as of 2014 and $964.1 as of 2013)	599.3	959.2
Total investments	26,415.40	26,487.20
Cash and cash equivalents	262.4	398
Short-term investments under securities loan agreement, including collateral delivered	192	163.6
Accrued investment income	226.6	220.3
Deposits and reinsurance recoverable	4,335.80	3,941.60
Deferred policy acquisition costs, Value of business acquired and Sales inducements to contract owners	2,613.40	2,812.50
Due from affiliates	33.2	33
Current income tax recoverable from Parent	0	22.6
Deferred income taxes	0	51.3
Other assets	374.4	384.1
Assets held in separate accounts	39,626.10	42,008.30
Total assets	74,079.30	76,522.50
Liabilities and Shareholder's Equity	'	'
Future policy benefits and contract owner account balances	25,447.20	25,412.80
Payable for securities purchased	20.7	32.6
Payables under securities loan agreement, including collateral held	243	211.1
Long-term debt	435	435
Due to affiliates	74.4	60.1
Funds held under reinsurance treaties with affiliates	4,009.80	3,728.70
Derivatives	223.3	731.9
Current income tax payable to Parent	0.4	0
Deferred income taxes	47	0
Other liabilities	165.8	169.7
Liabilities related to separate accounts	39,626.10	42,008.30
Total liabilities	70,292.70	72,790.20
Shareholder's equity:	'	'
Common stock (250,000 shares authorized, issued and outstanding; $10 per share value)	2.5	2.5
Additional paid-in capital	5,310.90	5,525.60
Accumulated other comprehensive income, net	616.5	481.2
Retained earnings (deficit)	-2,143.30	-2,277
Total shareholder's equity	3,786.60	3,732.30
Total liabilities and shareholder's equity	$74,079.30	$76,522.50

Condensed_Balance_Sheets_Paren

Condensed Balance Sheets Parenthetical (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Statement of Financial Position [Abstract]	'	'
Fixed maturities - amortized cost	$20,189	$20,244.60
Equity securities cost	3.1	3.8
Mortgage loans on real estate valuation allowance	1	1.1
Securities pledged - amortized cost	$552.70	$964.10
Common Stock, shares authorized	250,000	250,000
Common stock, shares issued	250,000	250,000
Common stock, shares outstanding	250,000	250,000
Common stock, per share value (in dollars per share)	$10	$10

Condensed_Statements_of_Operat

Condensed Statements of Operations (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenues:	'	'	'	'
Net investment income	$321.80	$339.10	$943.70	$947.20
Fee income	214.8	212.8	627.3	621.9
Premiums	121	102.1	411	339.6
Net realized capital gains (losses):	'	'	'	'
Total other-than-temporary impairments	-2.5	-1.9	-4.1	-6.2
Less: Portion of other-than-temporary impairments recognized in Other comprehensive income (loss)	-0.1	-0.4	-0.2	-1.1
Net other-than-temporary impairments recognized in earnings	-2.4	-1.5	-3.9	-5.1
Other net realized capital gains (losses)	256.4	-464.3	-274	-1,617.70
Total net realized capital gains (losses)	254	-465.8	-277.9	-1,622.80
Other revenue	7.1	7.3	23.4	23.2
Total revenue	918.7	195.5	1,727.50	309.1
Benefits and expenses:	'	'	'	'
Policyholder benefits and interest credited to contract owner account balance	442.1	-344.7	1,098.80	-1,404.80
Operating expenses	115.9	109.7	356.3	335.4
Net amortization of Deferred policy acquisition costs and Value of business acquired	71.5	284.9	21.7	1,230.10
Interest expense	7.1	7.1	21.1	21.1
Other expense	-5.7	14.6	7.9	25.9
Total benefits and expenses	630.9	71.6	1,505.80	207.7
Income (loss) before income taxes	287.8	123.9	221.7	101.4
Income tax expense (benefit)	108.5	62.8	88	151.1
Net income (loss)	$179.30	$61.10	$133.70	($49.70)

Condensed_Statements_of_Compre

Condensed Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income (loss)	$179.30	$61.10	$133.70	($49.70)
Other comprehensive income (loss), before tax:	'	'	'	'
Unrealized gains/losses on securities	-122.9	3	197.1	-214.3
Other-than-temporary impairments	2.4	4.3	11.4	15.8
Pension and other post-employment benefit liability	-0.1	-0.1	-0.2	-0.2
Other comprehensive income (loss), before tax	-120.6	7.2	208.3	-198.7
Income tax expense (benefit) related to items of other comprehensive income (loss)	-121	-14.8	73	-86.8
Other comprehensive income (loss), after tax	0.4	22	135.3	-111.9
Comprehensive income (loss)	$179.70	$83.10	$269	($161.60)

Condensed_Statements_of_Change

Condensed Statements of Changes in Shareholder's Equity (USD $)	Total	Common Stock	Additional Paid-In Capital	Accumulated Other Comprehensive Income (Loss)	Retained Earnings (Deficit)
In Millions, unless otherwise specified
Balance at Dec. 31, 2012	$4,132.10	$2.50	$5,755.50	$634.20	($2,260.10)
Comprehensive Income [Abstract]	'	'	'	'	'
Net income (loss)	-49.7	0	0	0	-49.7
Other comprehensive income (loss), after tax	-111.9	0	0	-111.9	0
Total comprehensive income (loss)	-161.6	'	'	'	'
Distribution of capital	-230	0	-230	0	0
Employee related benefits	0.1	0	0.1	0	0
Balance at Sep. 30, 2013	3,740.60	2.5	5,525.60	522.3	-2,309.80
Balance at Dec. 31, 2013	3,732.30	2.5	5,525.60	481.2	-2,277
Comprehensive Income [Abstract]	'	'	'	'	'
Net income (loss)	133.7	0	0	0	133.7
Other comprehensive income (loss), after tax	135.3	0	0	135.3	0
Total comprehensive income (loss)	269	'	'	'	'
Distribution of capital	-216	0	-216	0	0
Employee related benefits	1.3	0	1.3	0	0
Balance at Sep. 30, 2014	$3,786.60	$2.50	$5,310.90	$616.50	($2,143.30)

Condensed_Statements_of_Cash_F

Condensed Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Statement of Cash Flows [Abstract]	'	'
Net cash provided by operating activities	$958.20	$3,855.90
Proceeds from the sale, maturity, or redemption of:	'	'
Fixed maturities	3,279.60	4,329.50
Equity securities, available-for-sale	0.5	9
Mortgage loans on real estate	349.4	541.2
Limited partnerships/corporations	27.8	72.3
Acquisition of:	'	'
Fixed maturities	-2,963.10	-7,110.20
Equity securities, available-for-sale	0	-0.5
Mortgage loans on real estate	-419.9	-498.8
Limited partnerships/corporations	-57.6	-13.5
Derivatives, net	-560.2	-1,540.90
Short-term investments, net	303.4	1,574.10
Policy loans, net	6.6	4.9
Collateral (delivered) received	3.5	-748.9
Other investments, net	19	0
Purchases of fixed assets, net	0	-0.9
Net cash used in investing activities	-11	-3,382.70
Cash Flows from Financing Activities:	'	'
Deposits received for investment contracts	2,474.90	4,908.80
Maturities and withdrawals from investment contracts	-3,488.60	-5,692.70
Receipts on deposit contracts	146.9	391.1
Dividends paid and distributions of capital	-216	-230
Net cash used in financing activities	-1,082.80	-622.8
Net decrease in cash and cash equivalents	-135.6	-149.6
Cash and cash equivalents, beginning of period	398	295.6
Cash and cash equivalents, end of period	$262.40	$146

Business_Basis_of_Presentation

Business, Basis of Presentation and Significant Accounting Polices	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Business, Basis of Presentation and Significant Accounting Policies	'
	Business, Basis of Presentation and Significant Accounting Policies
	Business
	Voya Insurance and Annuity Company ("VIAC" or "the Company"), which changed its name from ING USA Annuity and Life Insurance Company on September 1, 2014, is a stock life insurance company domiciled in the State of Iowa and provides financial products and services in the United States. VIAC is authorized to conduct its insurance business in all states, except New York, and in the District of Columbia.
	Prior to May 2013, Voya Financial, Inc. (which changed its name from ING U.S., Inc. on April 7, 2014) together with its subsidiaries, including the Company, was an indirect, wholly-owned subsidiary of ING Groep N.V. ("ING Group" or "ING"), a global financial services holding company based in The Netherlands, with American Depository Shares listed on the New York Stock Exchange. In 2009, ING Group announced the anticipated separation of its global banking and insurance businesses, including the divestiture of Voya Financial, Inc. together with its subsidiaries, including the Company. On April 11, 2013, Voya Financial, Inc. announced plans to rebrand as Voya Financial. On May 2, 2013, the common stock of Voya Financial, Inc. began trading on the New York Stock Exchange under the symbol "VOYA." On May 7, 2013 and May 31, 2013, Voya Financial, Inc. completed its initial public offering of common stock, including the issuance and sale by Voya Financial, Inc. of 30,769,230 shares of common stock and the sale by ING Insurance International B.V. ("ING International"), an indirect wholly owned subsidiary of ING Group and previously the sole stockholder of Voya Financial, Inc., of 44,201,773 shares of outstanding common stock of Voya Financial, Inc. (collectively, the "IPO"). On September 30, 2013, ING International transferred all of its remaining shares of Voya Financial, Inc. common stock to ING Group.
	On October 29, 2013, ING Group completed a sale of 37,950,000 shares of common stock of Voya Financial, Inc. in a registered public offering ("Secondary Offering"), reducing ING Group's ownership of Voya Financial, Inc. to 57%.
	On March 25, 2014, ING Group completed a sale of 30,475,000 shares of common stock of Voya Financial, Inc. in a registered public offering (the "March 2014 Offering"). On March 25, 2014, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 7,255,853 shares of its common stock from ING Group (the "March 2014 Direct Share Repurchase") (the March 2014 Offering and the March 2014 Direct Share Repurchase collectively, the "March 2014 Transactions"). Upon completion of the March 2014 Transactions, ING Group's ownership of Voya Financial, Inc. was reduced to approximately 43%.
	On September 8, 2014, ING Group completed a sale of 22,277,993 shares of common stock of Voya Financial, Inc. in a registered public offering (the "September 2014 Offering"). Also on September 8, 2014, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 7,722,007 shares of its common stock from ING Group (the "September 2014 Direct Share Buyback") (the September 2014 Offering and the September 2014 Direct Share Buyback collectively, the "September 2014 Transactions"). Upon completion of the September 2014 Transactions, ING Group's ownership of Voya Financial, Inc. was reduced to 32.5%. Pursuant to an agreement with the European Union, ING Group is required to divest its remaining ownership stake in Voya Financial, Inc. together with its subsidiaries, including the Company by the end of 2016.
	VIAC is a direct, wholly owned subsidiary of Voya Holdings Inc. (formerly Lion Connecticut Holdings Inc.) ("Parent"), which is a direct, wholly owned subsidiary of Voya Financial, Inc.
	The Company offers various insurance products, including immediate and deferred fixed annuities. The Company's fixed annuity products are distributed by national and regional brokerage and securities firms, independent broker-dealers, banks, life insurance companies with captive agency sales forces, independent insurance agents, independent marketing organizations and affiliated broker-dealers. The Company's primary annuity customers are individual consumers. The Company ceased new sales of retail variable annuity products in March of 2010, as part of a global business strategy and risk reduction plan. New amounts will continue to be deposited in VIAC variable annuities as add-on premiums to existing contracts.
	The Company has historically issued guaranteed investment contracts and funding agreements (collectively referred to as "GICs"), primarily to institutional investors and corporate benefit plans. In 2009, the Company made a strategic decision to run-off the assets and liabilities in the GIC business over time. New GIC contracts may be issued on a limited basis to replace maturing contracts.
	The Company has one operating segment.
	Basis of Presentation
	The accompanying Condensed Financial Statements of the Company have been prepared in accordance with accounting principles generally accepted in the United States ("U.S. GAAP") and are unaudited. The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the Condensed Financial Statements and the reported amounts of revenues and expenses during the reporting period. Those estimates are inherently subject to change and actual results could differ from those estimates.
	The accompanying Condensed Financial Statements reflect adjustments (including normal, recurring adjustments) necessary to present fairly the financial position of the Company as of September 30, 2014, its results of operations and comprehensive income for the three and nine months ended September 30, 2014 and 2013, and its changes in shareholder's equity and statements of cash flows for the nine months ended September 30, 2014 and 2013, in conformity with U.S. GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2013 Balance Sheet is from the audited Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2013 ("Annual Report on Form 10-K"), filed with the SEC. Therefore, these unaudited Condensed Financial Statements should be read in conjunction with the audited Financial Statements included in the Company's Annual Report on Form 10-K.
	Adoption of New Pronouncements
	Presentation of Unrecognized Tax Benefits
	In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-11, "Income Taxes (Accounting Standards Codification ("ASC") Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists" ("ASU 2013-11"), which clarifies that:
	•	An unrecognized tax benefit should be presented as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss or a tax credit carryforward, except,
	•	An unrecognized tax benefit should be presented as a liability and not be combined with a deferred tax asset (i) to the extent a net operating loss carryforward, a similar tax loss or a tax credit carryforward is not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or (ii) the tax law does not require the entity to use, or the entity does not intend to use, the deferred tax asset for such a purpose.
	•	The assessment of whether a deferred tax asset is available is based on the unrecognized tax benefit and deferred tax asset that exist at the reporting date and should be made presuming disallowance of the tax position at the reporting date.
	The provisions of ASU 2013-11 were adopted prospectively by the Company on January 1, 2014 to unrecognized tax benefits existing on that date. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the guidance is consistent with that previously applied.
	Joint and Several Liability Arrangements
	In February 2013, the FASB issued ASU 2013-04, "Liabilities (ASC Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date" ("ASU 2013-04"), which requires an entity to measure obligations resulting from joint and several liable arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount it expects to pay on behalf of its co-obligors. ASU 2013-04 also requires an entity to disclose the nature and amount of the obligation, as well as other information about those obligations.
	The provisions of ASU 2013-04 were adopted by the Company on January 1, 2014. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the Company did not have any fixed obligations under joint and several liable arrangements as of January 1, 2014.
	Fees Paid to the Federal Government by Health Insurers
	In July 2011, the FASB issued ASU 2011-06, "Other Expenses (ASC Topic 720): Fees Paid to the Federal Government by Health Insurers" ("ASU 2011-06"), which specifies how health insurers should recognize and classify the annual fee imposed by the Patient Protection and Affordable Care Act as amended by the Health Care Education Reconciliation Act (the "Acts"). The liability for the fee should be estimated and recorded in full at the time the entity provides qualifying health insurance in the year in which the fee is payable, with a corresponding deferred cost that is amortized to expense.
	The provisions of ASU 2011-06 were adopted by the Company on January 1, 2014, when the fee initially became effective. The adoption of ASU 2011-06 had no effect on the Company's financial condition, results of operations or cash flows, as the Company does not sell qualifying health insurance and, thus, is not subject to the fee.
	Future Adoption of Accounting Pronouncements
	Going Concern
	In August 2014, the FASB issued ASU 2014-15, "Presentation of Financial Statements-Going Concern (ASC Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern" ("ASU 2014-15"), which requires management to evaluate whether there are conditions or events, considered in the aggregate, that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. The provisions of ASU 2014-15 will not affect a company's financial condition, results of operation, or cash flows, but require disclosure if management determines there is substantial doubt, including management’s plans to alleviate or mitigate the conditions or events that raise substantial doubt.
	The provisions of ASU 2014-15 are effective for annual periods ending after December 15, 2016, and annual and interim periods thereafter. The Company does not expect ASU 2014-15 to have an impact.
	Repurchase Agreements
	In June 2014, the FASB issued ASU 2014-11, "Transfers and Servicing (ASC Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures" ("ASU 2014-11"), which (1) changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and (2) requires separate accounting for a transfer of a financial asset executed with a repurchase agreement with the same counterparty. This will result in secured borrowing accounting for the repurchase agreement. The amendments also require additional disclosures for certain transactions accounted for as a sale and for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings.
	The provisions of ASU 2014-11 are effective for the first interim or annual period beginning after December 15, 2014, with the exception of disclosure amendments for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings, which are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. The Company does not expect ASU 2014-11 to have an impact on its financial condition or results of operations, as the Company has not historically met the requirements for sale accounting treatment for such secured borrowing arrangements. The Company is currently in the process of determining the impact of adoption of the disclosure provisions of ASU 2014-11.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued ASU 2014-09, "Revenue from Contracts with Customers (ASC Topic 606)" ("ASU 2014-09"), which requires an entity to recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. Revenue is recognized when, or as, the entity satisfies a performance obligation under the contract. The standard also requires disclosures regarding the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers.
	The provisions of ASU 2014-09 are effective retrospectively for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-09.
	Discontinued Operations and Disposals
	In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (ASC Topic 205) and Property, Plant, and Equipment (ASC Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity" ("ASU 2014-08"), which requires the disposal of a component of an entity to be reported in discontinued operations if the disposal represents a strategic shift that has, or will have, a major effect on the entity's operations and financial results. The component should be reported in discontinued operations when it meets the criteria to be classified as held for sale, is disposed of by sale or is disposed of other than by sale.
	The amendments also require additional disclosures about discontinued operations, including disclosures about an entity’s significant continuing involvement with a discontinued operation and disclosures for a disposal of an individually significant component of an entity that does not qualify for discontinued operations.
	The provisions of ASU 2014-08 are effective for annual periods beginning after December 15, 2014 and for interim periods beginning after December 15, 2015. The amendments should be applied prospectively to disposals and classifications as held for sale that occur within those periods.

Investments

Investments	9 Months Ended
	Sep. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Investments	'
	Investments
	Fixed Maturities and Equity Securities
	Available-for-sale and fair value option ("FVO") fixed maturities and equity securities were as follows as of September 30, 2014:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair Value			OTTI(3)
		Cost				Unrealized				Unrealized
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	989.3			$	55			$	4.6			$	—			$	1,039.70		$	—
	U.S. Government agencies and authorities	111.5				4				—				—				115.5			—
	State, municipalities and political subdivisions	93.4				5.1				0.6				—				97.9			—
	U.S. corporate securities	10,809.80				717.2				59				—				11,468.00			5
	Foreign securities(1):
	Government	330.1				12.1				5.3				—				336.9			—
	Other	5,016.40				323.8				10.8				—				5,329.40			—
	Total foreign securities	5,346.50				335.9				16.1				—				5,666.30			—
	Residential mortgage-backed securities:
	Agency	1,671.40				96.1				10				19				1,776.50			—
	Non-Agency	307.4				53.4				2.1				7.8				366.5			30.7
	Total Residential mortgage-backed securities	1,978.80				149.5				12.1				26.8				2,143.00			30.7
	Commercial mortgage-backed securities	1,506.80				109				0.6				—				1,615.20			—
	Other asset-backed securities	367.6				16.3				8.7				—				375.2			0.6
	Total fixed maturities, including securities pledged	21,203.70				1,392.00				101.7				26.8				22,520.80			36.3
	Less: Securities pledged	552.7				48				1.4				—				599.3			—
	Total fixed maturities	20,651.00				1,344.00				100.3				26.8				21,921.50			36.3
	Equity securities	3.1				3.6				—				—				6.7			—
	Total fixed maturities and equity securities investments	$	20,654.10			$	1,347.60			$	100.3			$	26.8			$	21,928.20		$	36.3
	(1) Primarily U.S. dollar denominated.
	(2) Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) Represents Other-than-Temporary Impairments ("OTTI") reported as a component of Other comprehensive income (loss).
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair			OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	1,880.90			$	19.8			$	43.9			$	—			$	1,856.80		$	—
	U.S. Government agencies and authorities	102.5				0.3				0.5				—				102.3			—
	State, municipalities and political subdivisions	50.1				2.1				0.9				—				51.3			—
	U.S. corporate securities	10,292.80				522.7				178.4				—				10,637.10			6.1
	Foreign securities(1):
	Government	404.8				14.5				16.7				—				402.6			—
	Other	4,753.50				276.4				37.8				—				4,992.10			—
	Total foreign securities	5,158.30				290.9				54.5				—				5,394.70			—
	Residential mortgage-backed securities
	Agency	1,740.30				99				25.7				20.2				1,833.80			—
	Non-Agency	363				51.9				5.3				8.7				418.3			40.8
	Total Residential mortgage-backed securities	2,103.30				150.9				31				28.9				2,252.10			40.8
	Commercial mortgage-backed securities	1,471.30				145.1				1.1				—				1,615.30			—
	Other asset-backed securities	534.5				19.1				13.1				—				540.5			0.7
	Total fixed maturities, including securities pledged	21,593.70				1,150.90				323.4				28.9				22,450.10			47.6
	Less: Securities pledged	964.1				1.8				6.7				—				959.2			—
	Total fixed maturities	20,629.60				1,149.10				316.7				28.9				21,490.90			47.6
	Equity securities	3.8				2.6				0.3				—				6.1			—
	Total fixed maturities and equity securities investments	$	20,633.40			$	1,151.70			$	317			$	28.9			$	21,497.00		$	47.6
	(1) Primarily U.S. dollar denominated.
	(2) Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income (loss).
	The amortized cost and fair value of fixed maturities, including securities pledged, as of September 30, 2014, are shown below by contractual maturity. Actual maturities may differ from contractual maturities as securities may be restructured, called or prepaid. Mortgage-backed securities ("MBS") and Other asset-backed securities ("ABS") are shown separately because they are not due at a single maturity date.
		Amortized				Fair
		Cost				Value
	Due to mature:
	One year or less	$	747.4			$	762.2
After one year through five years	4,223.90				4,474.50
After five years through ten years	8,207.40				8,472.80
After ten years	4,171.80				4,677.90
Mortgage-backed securities	3,485.60				3,758.20
Other asset-backed securities	367.6				375.2
Fixed maturities, including securities pledged	$	21,203.70			$	22,520.80
The investment portfolio is monitored to maintain a diversified portfolio on an ongoing basis. Credit risk is mitigated by monitoring concentrations by issuer, sector and geographic stratification and limiting exposure to any one issuer.
As of September 30, 2014 and December 31, 2013, the Company did not have any investments in a single issuer, other than obligations of the U.S. Government and government agencies, with a carrying value in excess of 10% of the Company’s condensed Shareholder’s equity.
The following tables set forth the composition of the U.S. and foreign corporate securities within the fixed maturity portfolio by industry category as of the dates indicated:
	Amortized Cost				Gross Unrealized Capital Gains				Gross Unrealized Capital Losses				Fair Value
September 30, 2014
Communications	$	1,048.90			$	109.8			$	2.2			$	1,156.50
Financial	2,324.50				161.8				5.6				2,480.70
Industrial and other companies	9,296.10				519.6				51.8				9,763.90
Utilities	2,682.20				217.6				7.5				2,892.30
Transportation	474.5				32.2				2.7				504
Total	$	15,826.20			$	1,041.00			$	69.8			$	16,797.40
December 31, 2013
Communications	$	1,028.70			$	76.3			$	10			$	1,095.00
Financial	1,862.10				144.4				20.8				1,985.70
Industrial and other companies	9,050.10				417.1				139				9,328.20
Utilities	2,659.00				140				39.5				2,759.50
Transportation	446.4				21.3				6.9				460.8
Total	$	15,046.30			$	799.1			$	216.2			$	15,629.20
Fixed Maturities and Equity Securities
The Company's fixed maturities and equity securities are currently designated as available-for-sale, except those accounted for using the FVO. Available-for-sale securities are reported at fair value and unrealized capital gains (losses) on these securities are recorded directly in Accumulated other comprehensive income (loss) ("AOCI") and presented net of related changes in Deferred policy acquisition costs ("DAC"), Value of business acquired ("VOBA") and Deferred income taxes. In addition, certain fixed maturities have embedded derivatives, which are reported with the host contract on the Condensed Balance Sheets.
The Company has elected the FVO for certain of its fixed maturities to better match the measurement of assets and liabilities in the Condensed Statements of Operations. Certain collateralized mortgage obligations ("CMOs"), primarily interest-only and principal-only strips, are accounted for as hybrid instruments and valued at fair value with changes in the fair value recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations.
The Company invests in various categories of CMOs, including CMOs that are not agency-backed, that are subject to different degrees of risk from changes in interest rates and defaults. The principal risks inherent in holding CMOs are prepayment and extension risks related to significant decreases and increases in interest rates resulting in the prepayment of principal from the underlying mortgages, either earlier or later than originally anticipated. As of September 30, 2014 and December 31, 2013, approximately 38.6% and 33.4%, respectively, of the Company’s CMO holdings, such as interest-only or principal-only strips, were invested in those types of CMOs that are subject to more prepayment and extension risk than traditional CMOs.
Repurchase Agreements
The Company engages in dollar repurchase agreements with mortgage-backed securities ("dollar rolls") and repurchase agreements with other collateral types to increase its return on investments and improve liquidity. Such arrangements meet the requirements to be accounted for as financing arrangements. The Company also enters into reverse repurchase agreements. These transactions involve a purchase of securities and an agreement to sell substantially the same securities as those purchased. As of September 30, 2014 and December 31, 2013, the Company did not have any securities pledged in dollar rolls, repurchase agreement transactions or reverse repurchase agreements.
Securities Lending
The Company engages in securities lending whereby certain securities from its portfolio are loaned to other institutions for short periods of time. Initial collateral, primarily cash, is required at a rate of 102% of the market value of the loaned securities. The lending agent retains the cash collateral and invests in liquid assets on behalf of the Company. The market value of the loaned securities is monitored on a daily basis with additional collateral obtained or refunded as the market value of the loaned securities fluctuates. As of September 30, 2014 and December 31, 2013, the fair value of loaned securities was $125.7 and $128.5, respectively, and is included in Securities pledged on the Condensed Balance Sheets. As of September 30, 2014 and December 31, 2013, collateral retained by the lending agent and invested in liquid assets on the Company's behalf was $130.9 and $132.4, respectively, and recorded in Short-term investments under securities loan agreements, including collateral delivered on the Condensed Balance Sheets. As of September 30, 2014 and December 31, 2013, liabilities to return collateral of $130.9 and $132.4, respectively, were included in Payables under securities loan agreements, including collateral held on the Condensed Balance Sheets.
Variable Interest Entities ("VIEs")
The Company holds certain VIEs for investment purposes.  VIEs may be in the form of private placement securities, structured securities, securitization transactions or limited partnerships. The Company has reviewed each of its holdings and determined that consolidation of these investments in the Company’s financial statements is not required, as the Company is not the primary beneficiary, because the Company does not have both the power to direct the activities that most significantly impact the entity’s economic performance and the obligation or right to potentially significant losses or benefits for any of its investments in VIEs. The Company provided no non-contractual financial support, and its carrying value represents the Company’s exposure to loss. The carrying value of the equity tranches of the Collateralized loan obligations ("CLOs") of $1.9 and $2.5 as of September 30, 2014 and December 31, 2013, respectively, is included in Limited partnerships/corporations on the Condensed Balance Sheets. Income and losses recognized on these investments are reported in Net investment income in the Condensed Statements of Operations.
Securitizations
The Company invests in various tranches of securitization entities, including Residential mortgage-backed securities ("RMBS"), Commercial mortgage-backed securities ("CMBS") and asset-backed securities ("ABS"). Through its investments, the Company is not obligated to provide any financial or other support to these entities. Each of the RMBS, CMBS and ABS entities are thinly capitalized by design and considered VIEs. The Company's involvement with these entities is limited to that of a passive investor. The Company has no unilateral right to appoint or remove the servicer, special servicer or investment manager, which are generally viewed to have the power to direct the activities that most significantly impact the securitization entities' economic performance, in any of these entities, nor does the Company function in any of these roles. The Company through its investments or other arrangements does not have the obligation to absorb losses or the right to receive benefits from the entity that could potentially be significant to the entity. Therefore, the Company is not the primary beneficiary and will not consolidate any of the RMBS, CMBS and ABS entities in which it holds investments. These investments are accounted for as investments available-for-sale as described in the Fair Value Measurements Note to these Condensed Financial Statements, and unrealized capital gains (losses) on these securities are recorded directly in AOCI, except for certain RMBS, that are accounted for under the FVO, for which changes in fair value are reflected in Other net realized gains (losses) in the Condensed Statements of Operations. The Company's maximum exposure to loss on these structured investments is limited to the amount of its investment.
Unrealized Capital Losses
Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of September 30, 2014:
	Six Months or Less Below Amortized Cost								More Than Six								More Than Twelve Months Below Amortized Cost						Total
									Months and Twelve Months or Less Below Amortized Cost
	Fair Value				Unrealized				Fair Value				Unrealized				Fair Value			Unrealized			Fair Value		Unrealized
					Capital Losses								Capital Losses							Capital Losses					Capital Losses
U.S. Treasuries	$	154.4			$	1.4			$	—			$	—			$	64.9		$	3.2		$	219.3	$	4.6
U.S. Government agencies and authorities	2				—			*	—				—				—			—			2		—		*
U.S. corporate, state and municipalities	1,374.80				15.1				23.3				1.1				1,091.40			43.4			2,489.50		59.6
Foreign	665				7.9				4.4				—			*	144.6			8.2			814		16.1
Residential mortgage-backed	91.4				0.4				17.9				0.1				453.2			11.6			562.5		12.1
Commercial mortgage-backed	50.8				0.3				1.8				0.3				—			—			52.6		0.6
Other asset-backed	25.5				—				2.2				0.1				105.3			8.6			133		8.7
Total	$	2,363.90			$	25.1			$	49.6			$	1.6			$	1,859.40		$	75		$	4,272.90	$	101.7
* Less than $0.1.
Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of December 31, 2013:
	Six Months or Less Below Amortized Cost								More Than Six								More Than Twelve Months Below Amortized Cost						Total
									Months and Twelve Months or Less Below Amortized Cost
	Fair Value				Unrealized				Fair Value				Unrealized				Fair Value			Unrealized			Fair Value		Unrealized
					Capital Losses								Capital Losses							Capital Losses					Capital Losses
U.S. Treasuries	$	807			$	12.7			$	729.3			$	31.2			$	—		$	—		$	1,536.30	$	43.9
U.S. Government agencies and authorities	9.5				—			*	49.2				0.5				—			—			58.7		0.5
U.S. corporate, state and municipalities	1,211.00				25.4				2,022.20				134.1				206.6			19.8			3,439.80		179.3
Foreign	340.9				5.3				639.9				43.8				40.9			5.4			1,021.70		54.5
Residential mortgage-backed	376.1				3.2				570.6				19.2				130.1			8.6			1,076.80		31
Commercial mortgage-backed	78.6				1.1				—				—				1.2			—		*	79.8		1.1
Other asset-backed	51.9				0.3				12.1				0.2				117.8			12.6			181.8		13.1
Total	$	2,875.00			$	48			$	4,023.30			$	229			$	496.6		$	46.4		$	7,394.90	$	323.4
*Less than $0.1.
Of the unrealized capital losses aged more than twelve months, the average market value of the related fixed maturities was 96.1% and 91.5% of the average book value as of September 30, 2014 and December 31, 2013, respectively.
Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, for instances in which fair value declined below amortized cost by greater than or less than 20% for consecutive months as indicated in the tables below, were as follows as of the dates indicated:
	Amortized Cost								Unrealized Capital Losses								Number of Securities
	< 20%				> 20%				< 20%				> 20%				< 20%		> 20%
September 30, 2014
Six months or less below amortized cost	$	2,400.00			$	1.7			$	26.9			$	0.4			373		2
More than six months and twelve months or less below amortized cost	94.5				—			*	6.9				—			*	29		1
More than twelve months below amortized cost	1,873.40				5				66.3				1.2				268		2
Total	$	4,367.90			$	6.7			$	100.1			$	1.6			670		5
December 31, 2013
Six months or less below amortized cost	$	2,990.40			$	7.5			$	58.7			$	1.8			334		6
More than six months and twelve months or less below amortized cost	4,264.70				25.8				226				6.7				474		6
More than twelve months below amortized cost	419.6				10.3				27.4				2.8				122		9
Total	$	7,674.70			$	43.6			$	312.1			$	11.3			930		21
*Less than $0.1.
Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, by market sector for instances in which fair value declined below amortized cost by greater than or less than 20% were as follows as of the dates indicated:
	Amortized Cost								Unrealized Capital Losses								Number of Securities
	< 20%				> 20%				< 20%				> 20%				< 20%		> 20%
September 30, 2014
U.S. Treasuries	$	223.9			$	—			$	4.6			$	—			6		—
U.S. Government agencies and authorities	2				—				—			*	—				1		—
U.S. corporate, state and municipalities	2,549.10				—				59.6				—				356		—
Foreign	830.1				—				16.1				—				129		—
Residential mortgage-backed	574.6				—			*	12.1				—			*	127		2
Commercial mortgage-backed	53.2				—				0.6				—				7		—
Other asset-backed	135				6.7				7.1				1.6				44		3
Total	$	4,367.90			$	6.7			$	100.1			$	1.6			670		5
*Less than $0.1.
December 31, 2013
U.S. Treasuries	$	1,580.20			$	—			$	43.9			$	—			15		—
U.S. Government agencies and authorities	59.2				—				0.5				—				3		—
U.S. corporate, state and municipalities	3,604.20				14.9				175.5				3.8				479		1
Foreign	1,067.80				8.4				52.5				2				185		3
Residential mortgage-backed	1,103.40				4.4				29.9				1.1				187		10
Commercial mortgage-backed	80.9				—				1.1				—				14		—
Other asset-backed	179				15.9				8.7				4.4				47		7
Total	$	7,674.70			$	43.6			$	312.1			$	11.3			930		21
Investments with fair values less than amortized cost are included in the Company's other-than-temporary impairments analysis, and impairments were recognized as disclosed in the "Evaluating Securities for Other-Than-Temporary Impairments" section below. The Company evaluates non-agency RMBS and ABS for "other-than-temporary impairments" each quarter based on actual and projected cash flows after considering the quality and updated loan-to-value ratios reflecting current home prices of underlying collateral, forecasted loss severity, the payment priority within the tranche structure of the security and amount of any credit enhancements. The Company's assessment of current levels of cash flows compared to estimated cash flows at the time the securities were acquired indicates the amount and the pace of projected cash flows from the underlying collateral has generally been lower and slower, respectively. However, since cash flows are typically projected at a trust level, the impairment review incorporates the security's position within the trust structure as well as credit enhancement remaining in the trust to determine whether an impairment is warranted. Therefore, while lower and slower cash flows will impact the trust, the effect on a particular security within the trust will be dependent upon the trust structure. Where the assessment continues to project full recovery of principal and interest on schedule, the Company has not recorded an impairment. Unrealized losses on below investment grade securities are principally related to RMBS (primarily Alt-A RMBS) and ABS (primarily subprime RMBS) largely due to economic and market uncertainties including concerns over unemployment levels, lower interest rate environment on floating rate securities requiring higher risk premiums since purchase and valuations on residential real estate supporting non-agency RMBS. Based on this analysis, the Company determined that the remaining investments in an unrealized loss position were not other-than-temporarily impaired and therefore no further other-than-temporary impairment was necessary.
Troubled Debt Restructuring
The Company invests in high quality, well performing portfolios of commercial mortgage loans and private placements. Under certain circumstances, modifications are granted to these contracts. Each modification is evaluated as to whether a troubled debt restructuring has occurred. A modification is a troubled debt restructuring when the borrower is in financial difficulty and the creditor makes concessions. Generally, the types of concessions may include reducing the face amount or maturity amount of the debt as originally stated, reducing the contractual interest rate, extending the maturity date at an interest rate lower than current market interest rates and/or reducing accrued interest. The Company considers the amount, timing and extent of the concession granted in determining any impairment or changes in the specific valuation allowance recorded in connection with the troubled debt restructuring. A valuation allowance may have been recorded prior to the quarter when the loan is modified in a troubled debt restructuring. Accordingly, the carrying value (net of the specific valuation allowance) before and after modification through a troubled debt restructuring may not change significantly, or may increase if the expected recovery is higher than the pre-modification recovery assessment. For the nine months ended September 30, 2014, the Company had no new troubled debt restructurings for private placement or commercial mortgage loans. For the year ended December 31, 2013, the Company had no new private placement troubled debt restructurings and had 20 new commercial mortgage loan troubled debt restructurings with a pre-modification and post-modification carrying value of $24.6. The 20 commercial mortgage loans comprise a portfolio of cross-defaulted, cross-collateralized individual loans, which are owned by the same sponsor. Between the date of the troubled debt restructurings and September 30, 2014, these loans have repaid $4.6 in principal.
As of September 30, 2014, and December 31, 2013, the Company did not have any commercial mortgage loans or private placements modified in a troubled debt restructuring with a subsequent payment default.
Mortgage Loans on Real Estate
The Company's mortgage loans on real estate are all commercial mortgage loans held for investment, which are reported at amortized cost, less impairment write-downs and allowance for losses. The Company diversifies its commercial mortgage loan portfolio by geographic region and property type to reduce concentration risk. The Company manages risk when originating commercial mortgage loans by generally lending only up to 75% of the estimated fair value of the underlying real estate.  Subsequently, the Company continuously evaluates mortgage loans based on relevant current information including a review of loan-specific credit quality, property characteristics and market trends. Loan performance is monitored on a loan-specific basis through the review of submitted appraisals, operating statements, rent revenues and annual inspection reports, among other items. This review ensures properties are performing at a consistent and acceptable level to secure the debt. The components to evaluate debt service coverage are received and reviewed at least annually to determine the level of risk.
The following table summarizes the Company’s investment in mortgage loans as of the dates indicated:
	September 30, 2014				December 31, 2013
Commercial mortgage loans	$	2,908.90			$	2,838.40
Collective valuation allowance for losses	(1.0		)		(1.1		)
Total net commercial mortgage loans	$	2,907.90			$	2,837.30
The following table summarizes the activity in the allowance for losses for commercial mortgage loans for the periods indicated:
	September 30, 2014				December 31, 2013
Collective valuation allowance for losses, balance at January 1	$	1.1			$	1.2
Addition to (reduction of) allowance for losses	(0.1		)		(0.1		)
Collective valuation allowance for losses, end of period	$	1			$	1.1
There were no impairments taken on the mortgage loan portfolio for the three and nine months ended September 30, 2014 and 2013.
The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
	September 30, 2014				December 31, 2013
Impaired loans with allowances for losses	$	—			$	—
Impaired loans without allowances for losses	20				23.4
Subtotal	20				23.4
Less: Allowances for losses on impaired loans	—				—
Impaired loans, net	$	20			$	23.4
Unpaid principal balance of impaired loans	$	20			$	23.4
The following table presents information on restructured loans as of the dates indicated:
	September 30, 2014				December 31, 2013
Troubled debt restructured loans	$	20			$	23.4
The Company defines delinquent mortgage loans consistent with industry practice as 60 days past due. The Company’s policy is to recognize interest income until a loan becomes 90 days delinquent or foreclosure proceedings are commenced, at which point interest accrual is discontinued. Interest accrual is not resumed until the loan is brought current.
There were no mortgage loans in the Company's portfolio in process of foreclosure as of September 30, 2014 and December 31, 2013. There were no loans 90 days or more past due or loans in arrears with respect to principal and interest as of September 30, 2014 and December 31, 2013.
The following table presents information on the average investment during the period in impaired loans and interest income recognized on impaired and troubled debt restructured loans for the periods indicated:
	Three Months Ended September 30,
	2014				2013
Impaired loans average investment during the period (amortized cost) (1)	$	20			$	11.7
Interest income recognized on impaired loans, on an accrual basis (1)	0.3				0.2
Interest income recognized on impaired loans, on a cash basis (1)	0.3				0.2
Interest income recognized on troubled debt restructured loans, on an accrual basis	0.3				0.2
	Nine Months Ended September 30,
	2014				2013
Impaired loans average investment during the period (amortized cost) (1)	$	21.7			$	11.7
Interest income recognized on impaired loans, on an accrual basis (1)	0.9				0.2
Interest income recognized on impaired loans, on a cash basis (1)	0.8				0.2
Interest income recognized on troubled debt restructured loans, on an accrual basis	0.9				0.2
(1) Includes amounts for Troubled debt restructured loans.
Loan-to-value ("LTV") and debt service coverage ("DSC") ratios are measures commonly used to assess the risk and quality of mortgage loans. The LTV ratio, calculated at time of origination, is expressed as a percentage of the amount of the loan relative to the value of the underlying property. A LTV ratio in excess of 100% indicates the unpaid loan amount exceeds the underlying collateral. The DSC ratio, based upon the most recently received financial statements, is expressed as a percentage of the amount of a property’s net income to its debt service payments. A DSC ratio of less than 1.0 indicates that a property’s operations do not generate sufficient income to cover debt payments. These ratios are utilized as part of the review process described above.
The following table presents the LTV ratios as of the dates indicated:
	September 30, 2014(1)				December 31, 2013(1)
Loan-to-Value Ratio:
0% - 50%	$	402.8			$	499.8
>50% - 60%	729				761.3
>60% - 70%	1,646.00				1,458.10
>70% - 80%	124.4				112.6
>80% and above	6.7				6.6
Total Commercial mortgage loans	$	2,908.90			$	2,838.40
(1) Balances do not include collective valuation allowance for losses.
The following table presents the DSC ratios as of the dates indicated:
	September 30, 2014(1)				December 31, 2013(1)
Debt Service Coverage Ratio:
Greater than 1.5x	$	2,106.60			$	2,003.20
>1.25x - 1.5x	459.4				468.5
>1.0x - 1.25x	262.5				240.2
Less than 1.0x	78.1				126.5
Commercial mortgage loans secured by land or construction loans	2.3				—
Total Commercial mortgage loans	$	2,908.90			$	2,838.40
(1) Balances do not include collective valuation allowance for losses.
Properties collateralizing mortgage loans are geographically dispersed throughout the United States, as well as diversified by property type, as reflected in the following tables as of the dates indicated:
	September 30, 2014(1)							December 31, 2013(1)
	Gross				% of Total			Gross				% of Total
	Carrying Value							Carrying Value
Commercial Mortgage Loans by U.S. Region:
Pacific	$	715.6			24.6	%		$	682.8			24.1	%
South Atlantic	582.4				20	%		560.9				19.8	%
West South Central	356.4				12.3	%		377.2				13.3	%
East North Central	353.4				12.1	%		337.6				11.9	%
Middle Atlantic	373.3				12.8	%		334				11.8	%
Mountain	283.6				9.8	%		282.1				9.9	%
West North Central	128				4.4	%		131.4				4.6	%
East South Central	81				2.8	%		60.5				2.1	%
New England	35.2				1.2	%		71.9				2.5	%
Total Commercial mortgage loans	$	2,908.90			100	%		$	2,838.40			100	%
(1) Balances do not include collective valuation allowance for losses.
	September 30, 2014(1)							December 31, 2013(1)
	Gross				% of Total			Gross				% of Total
	Carrying Value							Carrying Value
Commercial Mortgage Loans by Property Type:
Industrial	$	991.4			34.1	%		$	998.3			35.2	%
Retail	850.7				29.2	%		800.2				28.2	%
Apartments	477.4				16.4	%		412.4				14.5	%
Office	321				11	%		388.3				13.7	%
Hotel/Motel	83.9				2.9	%		99.1				3.5	%
Mixed Use	80.4				2.8	%		53.7				1.9	%
Other	104.1				3.6	%		86.4				3	%
Total Commercial mortgage loans	$	2,908.90			100	%		$	2,838.40			100	%
(1) Balances do not include collective valuation allowance for losses.
The following table sets forth the breakdown of mortgages by year of origination as of the dates indicated:
	September 30, 2014(1)				December 31, 2013(1)
Year of Origination:
2014	$	384.4			$	—
2013	635.5				641.3
2012	301.2				307.5
2011	662.1				748.4
2010	149.8				170.8
2009	11.9				45.6
2008 and prior	764				924.8
Total Commercial mortgage loans	$	2,908.90			$	2,838.40
(1) Balances do not include collective valuation allowance for losses.
Evaluating Securities for Other-Than-Temporary Impairments
The Company performs a regular evaluation, on a security-by-security basis, of its available-for-sale securities holdings, including fixed maturity securities and equity securities in accordance with its impairment policy in order to evaluate whether such investments are other-than-temporarily impaired.
The following tables identify the Company’s credit-related and intent-related impairments included in the Condensed Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
	Three Months Ended September 30,
	2014							2013
	Impairment				No. of			Impairment				No. of
					Securities							Securities
U.S. corporate	$	1.2			2			$	—			—
Foreign(1)	—				—			—				—
Residential mortgage-backed	0.8				17			0.5				15
Commercial mortgage-backed	—				—			0.2				1
Other asset-backed	0.4				2			0.8				3
Equity	—				—			—				—
Total	$	2.4			21			$	1.5			19
(1) Primarily U.S. dollar denominated.
	Nine Months Ended September 30,
	2014							2013
	Impairment				No. of			Impairment				No. of
					Securities							Securities
U.S. corporate	$	1.4			2			$	—			—
Foreign(1)	0.2				2			—				—
Residential mortgage-backed	1.4				33			4				49
Commercial mortgage-backed	0.1				2			0.2				2
Other asset-backed	0.5				2			0.9				3
Equity	0.3				2			—				—
Total	$	3.9			43			$	5.1			54
(1) Primarily U.S. dollar denominated.
The above tables include $1.2 and $2.4 of write-downs related to credit impairments for the three and nine months ended September 30, 2014, respectively, in Other-than-temporary impairments, which are recognized in the Condensed Statements of Operations. The remaining $1.2 and $1.5 in write-downs for the three and nine months ended September 30, 2014, respectively, are related to intent impairments.
The above tables include $1.0 and $4.6 of write-downs related to credit impairments for the three and nine months ended September 2013, respectively, in Other-than-temporary impairments, which are recognized in the Condensed Statements of Operations. The remaining $0.5 in write-downs for the three and nine months ended September 30, 2013, respectively, are related to intent impairments.
The following tables summarize these intent impairments, which are also recognized in earnings, by type for the periods indicated:
	Three Months Ended September 30,
	2014							2013
	Impairment				No. of			Impairment				No. of
					Securities							Securities
U.S. corporate	$	1.2			2			$	—			—
Foreign(1)	—				—			—				—
Residential mortgage-backed	—				—			0.3				3
Commercial mortgage-backed	—				—			0.2				1
Other asset-backed	—				—			—				—
Equity	—				—			—				—
Total	$	1.2			2			$	0.5			4
(1) Primarily U.S. dollar denominated.
	Nine Months Ended September 30,
	2014							2013
	Impairment				No. of			Impairment				No. of
					Securities							Securities
U.S. corporate	$	1.2			2			$	—			—
Foreign(1)	0.2				2			—				—
Residential mortgage-backed	—			*	4			0.3				3
Commercial mortgage-backed	0.1				2			0.2				2
Other asset-backed	—				—			—				—
Equity	—				—			—				—
Total	$	1.5			10			$	0.5			5
(1) Primarily U.S. dollar denominated.
*Less than $0.1.
The Company may sell securities during the period in which fair value has declined below amortized cost for fixed maturities or cost for equity securities. In certain situations, new factors, including changes in the business environment, can change the Company’s previous intent to continue holding a security. Accordingly, these factors may lead the Company to record additional intent related capital losses.
The following tables identify the amount of credit impairments on fixed maturities for which a portion of the OTTI loss was recognized in Other comprehensive income (loss) and the corresponding changes in such amounts for the periods indicated:
	Three Months Ended September 30,
	2014				2013
Balance at July 1	$	37.3			$	45.3
Additional credit impairments:
On securities not previously impaired	0.4				—
On securities previously impaired	0.8				0.3
Reductions:
Securities sold, matured, prepaid or paid down	1.3				2.2
Balance at September 30	$	37.2			$	43.4
	Nine Months Ended September 30,
	2014				2013
Balance at January 1	$	42.1			$	47.9
Additional credit impairments:
On securities not previously impaired	0.5				0.4
On securities previously impaired	1.7				3.4
Reductions:
Securities sold, matured, prepaid or paid down	7.1				(8.3		)
Balance at September 30	$	37.2			$	43.4
Net Investment Income
The following tables summarize Net investment income for the periods indicated:
	Three Months Ended September 30,								Nine Months Ended September 30,
	2014				2013				2014				2013
Fixed maturities	$	282.7			$	272.2			$	836.5			$	799.9
Equity securities, available-for-sale	0.7				0.8				2				2.1
Mortgage loans on real estate	35.9				37				105.9				116.2
Policy loans	1.3				1.4				3.8				4.5
Short-term investments and cash equivalents	0.2				0.1				0.7				0.2
Other	14				40.5				32.9				62.3
Gross investment income	334.8				352				981.8				985.2
Less: Investment expenses	13				12.9				38.1				38
Net investment income	$	321.8			$	339.1			$	943.7			$	947.2
As of September 30, 2014, the Company had $0.1 of investments in fixed maturities that did not produce net investment income. As of December 31, 2013, the Company did not have any investments in fixed maturities that did not produce net investment income. Fixed maturities are moved to a non-accrual status when the investment defaults.
Interest income on fixed maturities is recorded when earned using an effective yield method, giving effect to amortization of premiums and accretion of discounts. Such interest income is recorded in Net investment income in the Condensed Statements of Operations.
Net Realized Capital Gains (Losses)
Net realized capital gains (losses) are comprised of the difference between the amortized cost of investments and proceeds from sale and redemption, as well as losses incurred due to the credit-related and intent-related other-than-temporary impairment of investments. Realized investment gains and losses are also primarily generated from changes in fair value of embedded derivatives within product guarantees and fixed maturities, changes in fair value of fixed maturities recorded at FVO and changes in fair value including accruals on derivative instruments, except for effective cash flow hedges. The cost of the investments on disposal is generally determined based on first-in-first-out ("FIFO") methodology.
Net realized capital gains (losses) were as follows for the periods indicated:
	Three Months Ended September 30,								Nine Months Ended September 30,
	2014				2013				2014				2013
Fixed maturities, available-for-sale, including securities pledged	$	(8.0	)		$	(1.3	)		$	(2.5	)		$	(9.6	)
Fixed maturities, at fair value option	(22.5		)		(16.3		)		(38.9		)		(76.2		)
Equity securities, available-for-sale	0.1				0.7				(0.1		)		0.8
Derivatives	142.1				(607.5		)		(2.4		)		(2,346.5		)
Embedded derivative - fixed maturities	(0.4		)		(3.6		)		(2.2		)		(20.2		)
Embedded derivative - product guarantees	142.8				162.2				(249.7		)		829
Other investments	(0.1		)		—				17.9				(0.1		)
Net realized capital gains (losses)	$	254			$	(465.8	)		$	(277.9	)		$	(1,622.8	)
After-tax net realized capital gains (losses)	$	165			$	(253.2	)		$	(180.7	)		$	(1,072.1	)
Proceeds from the sale of fixed maturities and equity securities, available-for-sale and the related gross realized gains and losses, before-tax were as follows for the periods indicated:
	Three Months Ended September 30,								Nine Months Ended September 30,
	2014				2013				2014				2013
Proceeds on sales	$	671.8			$	890.6			$	1,755.50			$	2,731.70
Gross gains	3.2				4.3				13.3				27.2
Gross losses	7.8				6.5				22.5				12.8

Derivative_Financial_Instrumen

Derivative Financial Instruments	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	The Company enters into the following types of derivatives:
	Interest rate swaps: Interest rate swaps are used by the Company primarily to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and/or liabilities. Interest rate swaps are also used to hedge the interest rate risk associated with the value of assets it owns or in an anticipation of acquiring them. Using interest rate swaps, the Company agrees with another party to exchange, at specified intervals, the difference between fixed rate and floating rate interest payments, calculated by reference to an agreed upon notional principal amount. These transactions are entered into pursuant to master agreements that provide for a single net payment to be made to/from the counterparty at each due date. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	Foreign exchange swaps: The Company uses foreign exchange or currency swaps to reduce the risk of change in the value, yield or cash flows associated with certain foreign denominated invested assets. Foreign exchange swaps represent contracts that require the exchange of foreign currency cash flows against U.S. dollar cash flows at regular periods, typically quarterly or semi-annually. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	Credit default swaps: Credit default swaps are used to reduce credit loss exposure with respect to certain assets that the Company owns, or to assume credit exposure on certain assets that the Company does not own. Payments are made to or received from the counterparty at specified intervals. In the event of a default on the underlying credit exposure, the Company will either receive a payment (purchased credit protection) or will be required to make a payment (sold credit protection) equal to the par minus recovery value of the swap contract. The Company utilizes these contracts in non-qualifying hedging relationships.
	Total return swaps: The Company uses total return swaps as a hedge against a decrease in variable annuity account values, which are invested in certain indices. Using total return swaps, the Company agrees with another party to exchange, at specified intervals, the difference between the economic risk and reward of assets or a market index and the LIBOR rate, calculated by reference to an agreed upon notional principal amount. No cash is exchanged at the onset of the contracts. Cash is paid and received over the life of the contract based upon the terms of the swaps. The Company utilizes these contracts in non-qualifying hedging relationships.
	Currency forwards: The Company uses currency forward contracts to hedge policyholder liabilities associated with the variable annuity contracts which are linked to foreign indices. The currency fluctuations may result in a decrease in account values, which would increase the possibility of the Company incurring an expense for guaranteed benefits in excess of account values. The Company utilizes these contracts in non-qualifying hedging relationships.
	Forwards: The Company uses forward contracts to hedge certain invested assets against movement in interest rates, particularly mortgage rates. The Company uses To Be Announced mortgage-backed securities as an economic hedge against rate movements. The Company utilizes forward contracts in non-qualifying hedging relationships.
	Futures: Futures contracts are used to hedge against a decrease in certain equity indices. Such decreases may result in a decrease in variable annuity account values which would increase the possibility of the Company incurring an expense for guaranteed benefits in excess of account values. The Company also uses futures contracts as a hedge against an increase in certain equity indices. Such increases may result in increased payments to the holders of the fixed index annuity ("FIA") contracts. The Company enters into exchange traded futures with regulated futures commissions that are members of the exchange. The Company also posts initial and variation margin with the exchange on a daily basis. The Company utilizes exchange-traded futures in non-qualifying hedging relationships.
	Swaptions: A swaption is an option to enter into a swap with a forward starting effective date. The Company uses swaptions to hedge the interest rate exposure associated with the minimum crediting rate and book value guarantees embedded in the retirement products that the Company offers. Increases in interest rates will generate losses on assets that are backing such liabilities. In certain instances, the Company locks in the economic impact of existing purchased swaptions by entering into offsetting written swaptions. Swaptions are also used to hedge against an increase in the interest rate benchmarked crediting strategies within FIA contracts. Such increases may result in increased payments to contract holders of FIA contracts and the interest rate swaptions offset this increased exposure. The Company pays a premium when it purchases the swaption. The Company utilizes these contracts in non-qualifying hedging relationships.
	Options: The Company uses put options to manage the equity, interest rate and equity volatility risk of the economic liabilities associated with certain variable annuity minimum guaranteed benefits. The Company also uses call options to hedge against an increase in various equity indices. Such increases may result in increased payments to the holders of the FIA contracts. The Company pays an upfront premium to purchase these options. The Company utilizes these options in non-qualifying hedging relationships.
	Variance swaps: The Company uses variance swaps to manage equity volatility risk on the economic liabilities associated with certain minimum guaranteed living benefits and to mitigate certain rebalancing costs resulting from increased volatility. An increase in the equity volatility results in a higher valuations of such liabilities. In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on the changes in equity volatility over a defined period. The Company utilizes equity variance swaps in non-qualifying hedging relationships.
	Embedded derivatives: The Company also invests in certain fixed maturity instruments and has issued certain annuity products that contain embedded derivatives whose market value is at least partially determined by, among other things, levels of or changes in domestic and/or foreign interest rates (short-term or long-term), exchange rates, prepayment rates, equity rates, or credit ratings/spreads. In addition, the Company has entered into coinsurance with funds withheld arrangements which contain embedded derivatives for which the fair value is based on the change in the fair value of the underlying assets held in trust.  The embedded derivatives for certain fixed maturity instruments, certain annuity products and coinsurance with funds withheld arrangements are reported with the host contract in Investments, Future policy benefits and contract owner account balances, Deposits and reinsurance recoverable (assumed reinsurance) or Funds held under reinsurance treaties with affiliates (ceded reinsurance), respectively, on the Condensed Balance Sheets. Changes in the fair value of embedded derivatives within fixed maturity investments and within annuity products are recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations. Changes in fair value of embedded derivatives with reinsurance agreements are reported in Interest credited and other benefits to contract owners/policyholders in the Condensed Statements of Operations.
	The Company's use of derivatives is limited mainly to economic hedging to reduce the Company's exposure to cash flow variability of assets and liabilities, interest rate risk, credit risk, exchange rate risk and market risk. It is the Company's policy not to offset amounts recognized for derivative instruments and amounts recognized for the right to reclaim cash collateral or the obligation to return cash collateral arising from derivative instruments executed with the same counterparty under a master netting arrangement, which provides the Company with the legal right of offset.
	The notional amounts and fair values of derivatives were as follows as of the dates indicated:
		September 30, 2014									December 31, 2013
		Notional			Asset			Liability			Notional			Asset			Liability
		Amount			Fair Value			Fair Value			Amount			Fair Value			Fair Value
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	7.7		$	0.1		$	—		$	7.7		$	—		$	0.1
	Foreign exchange contracts	57.1			4.5			—			57.1			1.8			0.7
	Fair value hedges:
	Interest rate contracts	357.6			3.2			13.5			365.6			4.8			9.7
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts	26,494.20			170.5			161.6			26,485.10			193			651.4
	Foreign exchange contracts	950.6			20			6.1			903.8			7.2			17.8
	Equity contracts	17,324.40			194			42.1			11,304.70			131			52.2
	Credit contracts	220			3.9			—			220			4.6			—
	Embedded derivatives:
	Within fixed maturity investments	N/A			26.8			—			N/A			28.9			—
	Within annuity products	N/A			—			2,990.90			N/A			—			2,594.50
	Within reinsurance agreements	N/A			4.3			135.8			N/A			(8.4		)	(38.0		)
	Total				$	427.3		$	3,350.00					$	362.9		$	3,288.40
	N/A - Not Applicable
	(1) Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Balance Sheets at fair value.
	Based on the notional amounts, a substantial portion of the Company’s derivative positions was not designated or did not qualify for hedge accounting as part of a hedging relationship as of September 30, 2014 and December 31, 2013. The Company utilizes derivative contracts mainly to hedge exposure to variability in cash flows, interest rate risk, credit risk, foreign exchange risk and equity market risk. The majority of derivatives used by the Company are designated as product hedges, which hedge the exposure arising from insurance liabilities or guarantees embedded in the contracts the Company offers through various product lines. These derivatives do not qualify for hedge accounting as they do not meet the criteria of being “highly effective” as outlined in ASC Topic 815, but do provide an economic hedge, which is in line with the Company’s risk management objectives. The Company also uses derivatives contracts to hedge its exposure to various risks associated with the investment portfolio. The Company does not seek hedge accounting treatment for certain of these derivatives as they generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules outlined in ASC Topic 815. The Company also uses credit default swaps coupled with other investments in order to produce the investment characteristics of otherwise permissible investments that do not qualify as effective accounting hedges under ASC Topic 815.
	Although the Company has not elected to net its derivative exposures, the notional amounts and fair values of Over The Counter ("OTC") and cleared derivatives excluding exchange traded contracts and forward contracts (To Be Announced mortgage-backed securities) are presented in the tables below as of the dates indicated:
		September 30, 2014
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	220		$	3.9		$	—
	Equity contracts	9,566.50			177.6			40.5
	Foreign exchange contracts	1,007.70			24.5			6.1
	Interest rate contracts	26,859.50			173.8			175.1
					379.8			221.7
	Counterparty netting(1)				(192.5		)	(192.5		)
	Cash collateral netting(1)				(67.2		)	(18.6		)
	Securities collateral netting(1)				(43.8		)	(4.0		)
	Net receivables/payables				$	76.3		$	6.6
	(1) Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting rules.
		December 31, 2013
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	220		$	4.6		$	—
	Equity contracts	4,225.30			129.1			31.7
	Foreign exchange contracts	960.9			9			18.5
	Interest rate contracts	26,858.50			197.8			661.2
					340.5			711.4
	Counterparty netting(1)				(283.5		)	(283.5		)
	Cash collateral netting(1)				(37.4		)	—
	Securities collateral netting(1)				(8.8		)	(350.0		)
	Net receivables/payables				$	10.8		$	77.9
	(1) Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting rules.
	Collateral
Under the terms of the OTC Derivative International Swaps and Derivatives Association, Inc. ("ISDA") agreements, the Company may receive from, or deliver to, counterparties, collateral to assure that terms of the ISDA agreements will be met with regard to the Credit Support Annex ("CSA"). The terms of the CSA call for the Company to pay interest on any cash received equal to the Federal Funds rate. To the extent cash collateral is received and delivered, it is included in Payables under securities loan agreements, including collateral held and Short term investments under securities loan agreements, including collateral delivered, respectively, on the Condensed Balance Sheets and is reinvested in short-term investments. Collateral held is used in accordance with the CSA to satisfy any obligations. Investment grade bonds owned by the Company are the source of noncash collateral posted, which is reported in Securities pledged on the Condensed Balance Sheets. As of September 30, 2014, the Company held $69.7 of net cash collateral and pledged $18.6 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. As of December 31, 2013, the Company held $35.2 and $12.3 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. In addition, as of September 30, 2014, the Company delivered $473.6 of securities and held $45.9 securities as collateral. As of December 31, 2013, the Company delivered $830.7 of securities and held $20.4 of securities as collateral.
Net realized gains (losses) on derivatives were as follows for the periods indicated:
	Three Months Ended September 30,						Nine Months Ended September 30,
	2014			2013			2014			2013
Derivatives: Qualifying for hedge accounting(1):
Cash flow hedges:
Interest rate contracts	$	—		$	—		$	0.1		$	—
Foreign exchange contracts	0.2			—			0.5			—
Fair value hedges:
Interest rate contracts	—			(2.9		)	(8.9		)	14.9
Derivatives: Non-qualifying for hedge accounting(2):
Interest rate contracts	71.3			(82.0		)	462.3			(785.6		)
Foreign exchange contracts	58.1			(31.8		)	56			53.8
Equity contracts	12.6			(491.8		)	(513.4		)	(1,632.1		)
Credit contracts	(0.1		)	1			1			2.5
Embedded derivatives:
Within fixed maturity investments(2)	(0.4		)	(3.6		)	(2.2		)	(20.2		)
Within annuity products(2)	142.8			162.2			(249.7		)	829
Within reinsurance agreements(3)	18			23.7			(161.1		)	272.9
Total	$	302.5		$	(425.2	)	$	(415.4	)	$	(1,264.8	)
(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations. For the three and nine months ended September 30, 2014 and 2013, ineffective amounts were immaterial.
(2) Changes in value are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Statements of Operations.
Credit Default Swaps
The Company has entered into various credit default swaps. When credit default swaps are sold, the Company assumes credit exposure to certain assets that it does not own. Credit default swaps may also be purchased to reduce credit exposure in the Company’s portfolio. Credit default swaps involve a transfer of credit risk from one party to another in exchange for periodic payments. As of September 30, 2014 and December 31, 2013, the fair value of credit default swaps included in Derivatives assets was $3.9 and $4.6, and there were no credit default swaps included in Derivatives liabilities on the Condensed Balance Sheets.  As of September 30, 2014 and December 31, 2013, the maximum potential future exposure to the Company was $220.0 in credit default swaps. These instruments are typically written for a maturity period of five years and contain no recourse provisions.  If the Company's current debt and claims paying ratings were downgraded in the future, the terms in the Company's derivative agreements may be triggered, which could negatively impact overall liquidity.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	Fair Value Measurement
	The Company categorizes its financial instruments into a three-level hierarchy based on the priority of the inputs to the valuation technique, pursuant to ASU 2011-04, "Fair Value Measurements (ASC Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP" ("ASU 2011-04"). The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3), as described in the Fair Value Measurements Note in the Financial Statements in Part II, Item 8. of the Company's Annual Report on Form 10-K. If the inputs used to measure fair value fall within different levels of the hierarchy, the category level is based on the lowest priority level input that is significant to the fair value measurement of the instrument.
	When available, the estimated fair value of financial instruments is based on quoted prices in active markets that are readily and regularly obtainable. When quoted prices in active markets are not available, the determination of estimated fair value is based on market standard valuation methodologies, including discounted cash flow methodologies, matrix pricing or other similar techniques.
	The following table presents the Company’s hierarchy for its assets and liabilities measured at fair value on a recurring basis as of September 30, 2014:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,030.30			$	9.4			$	—		$	1,039.70
	U.S. Government agencies and authorities	—				115.5				—			115.5
	U.S. corporate, state and municipalities	—				11,251.00				314.9			11,565.90
	Foreign(1)	—				5,555.00				111.3			5,666.30
	Residential mortgage-backed securities	—				2,113.40				29.6			2,143.00
	Commercial mortgage-backed securities	—				1,615.20				—			1,615.20
	Other asset-backed securities	—				374.2				1			375.2
	Total fixed maturities, including securities pledged	1,030.30				21,033.70				456.8			22,520.80
	Equity securities, available-for-sale	6.7				—				—			6.7
	Derivatives:
	Interest rate contracts	—				173.8				—			173.8
	Foreign exchange contracts	—				24.5				—			24.5
	Equity contracts	16.4				137.9				39.7			194
	Credit contracts	—				3.9				—			3.9
	Embedded derivative on reinsurance	—				4.3				—			4.3
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	714.4				3.6				—			718
	Assets held in separate accounts	39,626.10				—				—			39,626.10
	Total assets	$	41,393.90			$	21,381.70			$	496.5		$	63,272.10
	Liabilities:
	Annuity product guarantees:
	FIA	$	—			$	—			$	1,848.10		$	1,848.10
	GMAB / GMWB / GMWBL(2)	—				—				1,142.80			1,142.80
	Derivatives:
	Interest rate contracts	—				175.1				—			175.1
	Foreign exchange contracts	—				6.1				—			6.1
	Equity contracts	1.6				40.5				—			42.1
	Credit contracts	—				—				—			—
	Embedded derivative on reinsurance	—				135.8				—			135.8
	Total liabilities	$	1.6			$	357.5			$	2,990.90		$	3,350.00
	(1) Primarily U.S. dollar denominated.
	(2) Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL").
	The following table presents the Company’s hierarchy for its assets and liabilities measured at fair value on a recurring basis as of December 31, 2013:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,847.40			$	9.4			$	—		$	1,856.80
	U.S. Government agencies and authorities	—				98.1				4.2			102.3
	U.S. corporate, state and municipalities	—				10,598.00				90.4			10,688.40
	Foreign(1)	—				5,370.10				24.6			5,394.70
	Residential mortgage-backed securities	—				2,224.50				27.6			2,252.10
	Commercial mortgage-backed securities	—				1,615.30				—			1,615.30
	Other asset-backed securities	—				518.5				22			540.5
	Total fixed maturities, including securities pledged	1,847.40				20,433.90				168.8			22,450.10
	Equity securities, available-for-sale	6.1				—				—			6.1
	Derivatives:
	Interest rate contracts	—				197.8				—			197.8
	Foreign exchange contracts	—				9				—			9
	Equity contracts	1.9				72.1				57			131
	Credit contracts	—				4.6				—			4.6
	Embedded derivative on reinsurance	—				(8.4		)		—			(8.4		)
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,123.60				5				—			1,128.60
	Assets held in separate accounts	42,008.30				—				—			42,008.30
	Total assets	$	44,987.30			$	20,714.00			$	225.8		$	65,927.10
	Liabilities:
	Annuity product guarantees:
FIA	$	—			$	—			$	1,693.50		$	1,693.50
GMAB / GMWB / GMWBL(2)	—				—				901			901
Derivatives:
Interest rate contracts	—				661.2				—			661.2
Foreign exchange contracts	—				18.5				—			18.5
Equity contracts	20.5				31.7				—			52.2
Credit contracts	—				—				—			—
Embedded derivative on reinsurance	—				(38.0		)		—			(38.0		)
Total liabilities	$	20.5			$	673.4			$	2,594.50		$	3,288.40
(1) Primarily U.S. dollar denominated.
(2) Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL").
Valuation of Financial Assets and Liabilities at Fair Value
Certain assets and liabilities are measured at estimated fair value on the Company’s Condensed Balance Sheets. The Company defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. The exit price and the transaction (or entry) price will be the same at initial recognition in many circumstances. However, in certain cases, the transaction price may not represent fair value. The fair value of a liability is based on the amount that would be paid to transfer a liability to a third-party with an equal credit standing. Fair value is required to be a market-based measurement that is determined based on a hypothetical transaction at the measurement date, from a market participant’s perspective. The Company considers three broad valuation techniques when a quoted price is unavailable: (i) the market approach, (ii) the income approach and (iii) the cost approach. The Company determines the most appropriate valuation technique to use, given the instrument being measured and the availability of sufficient inputs. The Company prioritizes the inputs to fair valuation techniques and allows for the use of unobservable inputs to the extent that observable inputs are not available.
The Company utilizes a number of valuation methodologies to determine the fair values of its financial assets and liabilities in conformity with the concepts of "exit price" and the fair value hierarchy as prescribed in ASC Topic 820. Valuations are obtained from third-party commercial pricing services, brokers and industry-standard, vendor-provided software that models the value based on market observable inputs. The valuations obtained from third-party commercial pricing services are non-binding. The Company reviews the assumptions and inputs used by third-party commercial pricing services for each reporting period in order to determine an appropriate fair value hierarchy level. The documentation and analysis obtained from third-party commercial pricing services are reviewed by the Company, including in-depth validation procedures confirming the observability of inputs. The valuations are reviewed and validated monthly through the internal valuation committee price variance review, comparisons to internal pricing models, back testing to recent trades or monitoring of trading volumes.
Transfers in and out of Level 1 and 2
There were no securities transferred between Level 1 and Level 2 for the three and nine months ended September 30, 2014 and 2013. The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
Level 3 Financial Instruments
The fair values of certain assets and liabilities are determined using prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement (i.e., Level 3 as defined by ASC Topic 820), including but not limited to liquidity spreads for investments within markets deemed not currently active. These valuations, whether derived internally or obtained from a third-party, use critical assumptions that are not widely available to estimate market participant expectations in valuing the asset or liability. In addition, the Company has determined, for certain financial instruments, an active market is such a significant input to determine fair value that the presence of an inactive market may lead to classification in Level 3. In light of the methodologies employed to obtain the fair values of financial assets and liabilities classified as Level 3, additional information is presented below.
	Fair Value as of July 1				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
					Gains (Losses)																			into		out of						Unrealized
					Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
																																Included in
					Net				OCI																							Earnings (4)
					Income
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
U.S. corporate, state and municipalities	213.1				(0.1		)		(9.6		)	24.1			—			—			(15.5		)	128.5		(25.6		)	314.9			(0.1		)
Foreign(1)	114.1				—				(2.8		)	—			—			—			—			—		—			111.3			—
Residential mortgage-backed securities	32.2				(1.0		)		0.5			—			—			—			(0.3		)	—		(1.8		)	29.6			(1.0		)
Other asset-backed securities	1.4				0.4				(0.4		)	—			—			—			(0.4		)	—		—			1			0.4
Total fixed maturities, including securities pledged:	360.8				(0.7		)		(12.3		)	24.1			—			—			(16.2		)	128.5		(27.4		)	456.8			(0.7		)
Equity securities, available-for-sale	—				—				—			—			—			—			—			—		—			—			—
Derivatives:
Annuity product guarantees:
FIA(2)	(1,888.8		)		38.4				—			—			(31.4		)	—			33.7			—		—			(1,848.1		)	—
GMWB/GMAB/GMWBL(2)	(1,209.4		)		104.4				—			—			(37.9		)	—			0.1			—		—			(1,142.8		)	—
Other derivatives, net	53.2				2.9				—			5.7			—			—			(22.1		)	—		—			39.7			(13.6		)
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the nine months ended September 30, 2014:
	Fair				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change In
	Value				Gains (Losses)																			into		out of						Unrealized
	as of				Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
	January 1																															Included in
					Net				OCI																							Earnings (4)
					Income
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	4.2			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	(4.2	)	$	—		$	—
U.S. corporate, state and municipalities	90.4				(0.2		)		(2.2		)	90.8			—			—			(26.9		)	163		—			314.9			(0.2		)
Foreign(1)	24.6				—				(2.3		)	23.9			—			—			(7.5		)	85.7		(13.1		)	111.3			—
Residential mortgage-backed securities	27.6				(2.1		)		0.8			0.3			—			(2.8		)	(1.1		)	8.8		(1.9		)	29.6			(2.0		)
Other asset-backed securities	22				2.6				(2.3		)	—			—			—			(11.7		)	—		(9.6		)	1			1.1
Total fixed maturities, including securities pledged	168.8				0.3				(6.0		)	115			—			(2.8		)	(47.2		)	257.5		(28.8		)	456.8			(1.1		)
Equity securities, available-for-sale	—				(0.3		)		0.3			—			—			—			—			—		—			—			(0.3		)
Derivatives:
Annuity product guarantees:
FIA(2)	(1,693.5		)		(120.7		)		—			—			(124.8		)	—			90.9			—		—			(1,848.1		)	—
GMWB/GMAB/GMWBL(2)	(901.0		)		(129.0		)		—			—			(113.2		)	—			0.4			—		—			(1,142.8		)	—
Other derivatives, net	57				33.7				—			17.6			—			—			(68.6		)	—		—			39.7			(17.3		)
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company's policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the three months ended September 30, 2013:
	Fair Value as of July 1				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
					Gains (Losses)																			into		out of						Unrealized
					Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
																																Included in
					Net				OCI																							Earnings (4)
					Income
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
U.S. corporate, state and municipalities	98.5				(0.1		)		(1.5		)	—			—			—			(10.6		)	—		—			86.3			(0.1		)
Foreign(1)	16.4				0.1				0.2			—			—			—			(9.0		)	3.9		—			11.6			—
Residential mortgage-backed securities	34.9				(0.3		)		(0.2		)	21.1			—			—			(0.2		)	—		(0.8		)	54.5			(0.3		)
Other asset-backed securities	74.3				0.9				(0.9		)	—			—			—			(1.2		)	—		—			73.1			1
Total fixed maturities, including securities pledged:	224.1				0.6				(2.4		)	21.1			—			—			(21.0		)	3.9		(0.8		)	225.5			0.6
Equity securities, available-for-sale	0.4				—				—			—			—			—			—			—		—			0.4			—
Derivatives:
Annuity products guarantees:
FIA(2)	(1,480.0		)		(31.9		)		—			—			(35.1		)	—			21.6			—		—			(1,525.4		)	—
GMWB/GMAB/GMWBL(2)	(1,323.4		)		194.1				—			—			(32.8		)	—			0.1			—		—			(1,162.0		)	—
Other derivatives, net	40.6				14.9				—			4.9			—			—			(17.0		)	—		—			43.4			0.9
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the nine months ended September 30, 2013:
	Fair				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
	Value				Gains (Losses)																			into		out of						Unrealized
	as of				Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
	January 1																															Included in
					Net				OCI																							Earnings (4)
					Income
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
U.S. corporate, state and municipalities	113.6				(0.2		)		(1.8		)	—			—			—			(17.1		)	16.1		(24.3		)	86.3			(0.2		)
Foreign(1)	20.9				—				(0.4		)	—			—			(1.1		)	(13.3		)	5.5		—			11.6			—
Residential mortgage-backed securities	24.2				(0.9		)		(0.4		)	33.1			—			(0.2		)	(0.7		)	—		(0.6		)	54.5			(1.0		)
Other asset-backed securities	78.2				4.3				(1.1		)	—			—			—			(8.3		)	—		—			73.1			3.6
Total fixed maturities, including securities pledged	236.9				3.2				(3.7		)	33.1			—			(1.3		)	(39.4		)	21.6		(24.9		)	225.5			2.4
Equity securities, available-for-sale	15.8				(0.1		)		0.1			—			—			—			—			—		(15.4		)	0.4			—
Derivatives:
Annuity product guarantees:
FIA(2)	(1,393.8		)		(117.0		)		—			—			(71.1		)	—			56.5			—		—			(1,525.4		)	—
GMWB/GMAB/GMWBL(2)	(2,004.0		)		946				—			—			(104.3		)	—			0.3			—		—			(1,162.0		)	—
Other derivatives, net	11.7				63.9				—			15.5			—			—			(47.7		)	—		—			43.4			25.2
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company's policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
three and nine months ended September 30, 2014 and 2013, the transfers in and out of Level 3 for fixed maturities and equity securities were due to the variation in inputs relied upon for valuation each quarter. Securities that are primarily valued using independent broker quotes when prices are not available from one of the commercial pricing services are reflected as transfers into Level 3. When securities are valued using more widely available information, the securities are transferred out of Level 3 and into Level 1 or 2, as appropriate.
Significant Unobservable Inputs
Quantitative information about the significant unobservable inputs used in the Company's Level 3 fair value measurements of its annuity product guarantees is presented in the following sections and table.
The Company's Level 3 fair value measurements of its fixed maturities, equity securities available-for-sale and equity and credit derivative contracts are primarily based on broker quotes for which the quantitative detail of the unobservable inputs is neither provided nor reasonably corroborated, thus negating the ability to perform a sensitivity analysis. The Company performs a review of broker quotes by performing a monthly price variance comparison and back tests broker quotes to recent trade prices.
Significant unobservable inputs used in the fair value measurements of GMABs, GMWBs and GMWBLs include long-term equity and interest rate implied volatility, correlations between the rate of return on policyholder funds and between interest rates and equity returns, nonperformance risk, mortality and policyholder behavior assumptions, such as benefit utilization, lapses and partial withdrawals. Such inputs are monitored quarterly.
Significant unobservable inputs used in the fair value measurements of FIAs include nonperformance risk and policyholder behavior assumptions, such as lapses and partial withdrawals. Such inputs are monitored quarterly.
Following is a description of selected inputs:
Equity / Interest Rate Volatility: A term-structure model is used to approximate implied volatility for the equity indices and swap rates for GMAB, GMWB and GMWBL fair value measurements. Where no implied volatility is readily available in the market, an alternative approach is applied based on historical volatility.
Correlations: Integrated interest rate and equity scenarios are used in GMAB, GMWB and GMWBL fair value measurements to better reflect market interest rates and interest rate volatility correlations between equity and fixed income fund groups and between equity fund groups and interest rates. The correlations are based on historical fund returns and swap rates from external sources.
Nonperformance Risk: For the estimate of the fair value of embedded derivatives associated with the Company's product guarantees, the Company uses a blend of observable, similarly rated peer company credit default swap spreads, adjusted to reflect the credit quality of the Company as well as adjustment to reflect the priority of policyholder claims.
Actuarial Assumptions: Management regularly reviews actuarial assumptions, which are based on the Company's experience and periodically reviewed against industry standards. Industry standards and the Company's experience may be limited on certain products.
The following table presents the unobservable inputs for Level 3 fair value measurements as of September 30, 2014:
		Range(1)
Unobservable Input		GMWB / GMWBL			GMAB			FIA
Long-term equity implied volatility		15% to 25%			15% to 25%			—
Interest rate implied volatility		0.2% to 16%			0.2% to 16%			—
Correlations between:
Equity Funds		50% to 98%			50% to 98%			—
Equity and Fixed Income Funds		-38% to 62%			-38% to 62%			—
Interest Rates and Equity Funds		-32% to -14%			-32% to -14%			—
Nonperformance risk		0.08% to 0.94%			0.08% to 0.94%			0.08% to 0.94%
Actuarial Assumptions:
Benefit Utilization		85% to 100%		(2)	—			—
Partial Withdrawals		0% to 10%			0% to 10%			0% to 5%
Lapses		0.08% to 24%		(3)(4)	0.08% to 31%		(3)(4)	0% to 60%		(3)
Mortality		—		(5)	—		(5)	—		(6)
(1)	Represents the range of reasonable assumptions that management has used in its fair value calculations.
(2) Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 32% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of September 30, 2014 (account value amounts are in $ billions).
		Account Values
Attained Age Group		In the Money				Out of the Money				Total			Average Expected Delay (Years)*
< 60		$	2.8			$	0.3			$	3.1		9.6
60-69		6.6				0.5				7.1			5.1
70+		5.1				0.3				5.4			3.3
		$	14.5			$	1.1			$	15.6		6
* For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
(3) Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period.
(4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of September 30, 2014 (account value amounts are in $ billions).
			GMAB						GMWB/GMWBL
	Moneyness		Account Value				Lapse Range		Account Value			Lapse Range
During Surrender Charge Period
	In the Money**		$	—		*	0.08% to 8.2%		$	7.2		0.08% to 6.3%
	Out of the Money		—			*	0.41% to 12%		0.6			0.36% to 7.2%
After Surrender Charge Period
	In the Money**		—			*	2.5% to 21%		7.4			1.7% to 21%
	Out of the Money		0.1				12% to 31%		1			5.6% to 24%
*Less than $0.1.
** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness."
(5) The mortality rate is based on the Annuity 2000 Basic table with mortality improvements.
(6) The mortality rate is based on the 2012 Individual Annuity Mortality Basic table with mortality improvements.
The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2013:
		Range(1)
Unobservable Input		GMWB / GMWBL			GMAB			FIA
Long-term equity implied volatility		15% to 25%			15% to 25%			—
Interest rate implied volatility		0.2% to 16%			0.2% to 16%			—
Correlations between:
Equity Funds		50% to 98%			50% to 98%			—
Equity and Fixed Income Funds		-33% to 62%			-33% to 62%			—
Interest Rates and Equity Funds		-30% to -14%			-30% to -14%			—
Nonperformance risk		-0.1% to 0.79%			-0.1% to 0.79%			-0.1% to 0.79%
Actuarial Assumptions:
Benefit Utilization		85% to 100%		(2)	—			—
Partial Withdrawals		0% to 10%			0% to 10%			0% to 2%
Lapses		0.08% to 40%		(3)(4)	0.08% to 31%		(3)(4)	0% to 53%		(3)
Mortality		—		(5)	—		(5)	—		(6)
(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
(2) Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 30% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of December 31, 2013 (account value amounts are in $ billions).
		Account Values
Attained Age Group		In the Money				Out of the Money				Total			Average Expected Delay (Years)*
< 60		$	2.1			$	1.4			$	3.5		5.4
60-69		5				2.5				7.5			1.3
70+		3.9				1.3				5.2			0	+
		$	11			$	5.2			$	16.2		2.3
+ less than 0.1
* For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
(3) Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period.
(4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of December 31, 2013 (account value amounts are in $ billions).
			GMAB						GMWB/GMWBL
	Moneyness		Account Value				Lapse Range		Account Value			Lapse Range
During Surrender Charge Period
	In the Money**		$	—		*	0.08% to 8.2%		$	5.5		0.08% to 5.5%
	Out of the Money		—			*	0.41% to 12%		3.1			0.36% to 11%
After Surrender Charge Period
	In the Money**		—			*	2.5% to 21%		5.6			1.5% to 21%
	Out of the Money		0.1				12% to 31%		2.8			6.9% to 40%
*Less than $0.1.
** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness."
(5) The mortality rate is based on the Annuity 2000 Basic table with mortality improvements.
(6) The mortality rate is based on the 2012 Individual Annuity Mortality Basic table with mortality improvements.
Generally, the following will cause an increase (decrease) in the GMAB, GMWB and GMWBL embedded derivative fair value liabilities:
•	An increase (decrease) in long-term equity implied volatility
•	An increase (decrease) in interest rate implied volatility
•	An increase (decrease) in equity-interest rate correlations
•	A decrease (increase) in nonperformance risk
•	A decrease (increase) in mortality
•	An increase (decrease) in benefit utilization
•	A decrease (increase) in lapses
Changes in fund correlations may increase or decrease the fair value depending on the direction of the movement and the mix of funds. Changes in partial withdrawals may increase or decrease the fair value depending on the timing and magnitude of withdrawals.
Generally, the following will cause an increase (decrease) in the FIA embedded derivative fair value liability:
•	A decrease (increase) in nonperformance risk
•	A decrease (increase) in lapses
The Company notes the following interrelationships:
•	Higher long-term equity implied volatility is often correlated with lower equity returns, which will result in higher in-the-moneyness, which in turn, results in lower lapses due to the dynamic lapse component reducing the lapses. This increases the projected number of policies that are available to use the GMWBL benefit and may also increase the fair value of the GMWBL.
•	Generally, an increase (decrease) in benefit utilization will decrease (increase) lapses for GMWB and GMWBL.
Other Financial Instruments
The carrying values and estimated fair values of the Company’s financial instruments as of the dates indicated:
	September 30, 2014								December 31, 2013
	Carrying				Fair				Carrying			Fair
	Value				Value				Value			Value
Assets:
Fixed maturities, including securities pledged	$	22,520.80			$	22,520.80			$	22,450.10		$	22,450.10
Equity securities, available-for-sale	6.7				6.7				6.1			6.1
Mortgage loans on real estate	2,907.90				2,995.60				2,837.30			2,867.00
Policy loans	88.3				88.3				94.9			94.9
Limited partnerships/corporations	176.3				176.3				133.2			133.2
Cash, cash equivalents, short-term investments and short-term investments under securities loan agreement	718				718				1,128.60			1,128.60
Derivatives	396.2				396.2				342.4			342.4
Other investments	55.6				55.6				56.2			56.2
Deposits from affiliates	669.1				703.3				747.2			807.7
Embedded derivative on reinsurance	4.3				4.3				(8.4		)	(8.4		)
Assets held in separate accounts	39,626.10				39,626.10				42,008.30			42,008.30
Liabilities:
Investment contract liabilities:
Deferred annuities(1)	18,860.90				18,986.00				18,979.60			19,377.20
Funding agreements with fixed maturities and guaranteed investment contracts	1,102.00				1,085.20				1,530.50			1,499.30
Supplementary contracts, immediate annuities and other	2,302.70				2,499.10				1,822.60			1,942.30
Annuity product guarantees:
FIA	1,848.10				1,848.10				1,693.50			1,693.50
GMAB/GMWB/GMWBL	1,142.80				1,142.80				901			901
Derivatives	223.3				223.3				731.9			731.9
Long-term debt	435				519.5				435			471.2
Embedded derivative on reinsurance	135.8				135.8				(38.0		)	(38.0		)
(1) Certain amounts included in Deferred annuities are also reflected within the Annuity product guarantees section of the table above.
The following disclosures are made in accordance with the requirements of ASC Topic 825, which requires disclosure of fair value information about financial instruments, whether or not recognized at fair value on the Condensed Balance Sheets, for which it is practicable to estimate that value. In cases where quoted market prices are not available, fair values are based on estimates using present value or other valuation techniques. Those techniques are significantly affected by the assumptions used, including the discount rate and estimates of future cash flows. In that regard, the derived fair value estimates, in many cases, could not be realized in immediate settlement of the instrument.
ASC Topic 825 excludes certain financial instruments, including insurance contracts and all nonfinancial instruments from its disclosure requirements.  Accordingly, the aggregate fair value amounts presented do not represent the underlying value of the Company.
The following valuation methods and assumptions were used by the Company in estimating the fair value of the following financial instruments, which are not carried at fair value on the Condensed Balance Sheets:
Mortgage loans on real estate: The fair values for mortgage loans on real estate are estimated on a monthly basis using discounted cash flow analyses and rates currently being offered in the marketplace for similar loans to borrowers with similar credit ratings.  Loans with similar characteristics are aggregated for purposes of the calculations. Mortgage loans on real estate are classified as Level 3.
Policy loans: The fair value of policy loans approximates the carrying value of the loans. Policy loans are fully collateralized by the cash surrender value of the associated insurance contracts and are classified as Level 2.
Limited partnerships/corporations: The fair value for these investments, primarily private equity fund of funds and hedge funds, is based on actual or estimated Net Asset Value ("NAV") information as provided by the investee and are classified as Level 3.
Other investments: Federal Home Loan Bank ("FHLB") stock is carried at cost and periodically evaluated for impairment based on ultimate recovery of par value and is classified as Level 1.
Deposits from affiliates: Fair value is estimated based on the fair value of the liabilities for the underlying contracts, plus the fair value of the unamortized ceding allowance. The fair value of the liabilities of the underlying contract is estimated based on the mean present value of stochastically modeled cash flows associated with the contract liabilities taking into account assumptions about contract holder behavior. The stochastic valuation scenario set is consistent with current market parameters and discount is taken using stochastically evolving short risk-free rates plus an adjustment for nonperformance risk. Margins for non-financial risks associated with the contract liabilities are also included. The fair value of the unamortized ceding allowance is based on the projected release ceding allowances and discounted at risk-free rates plus an adjustment for nonperformance risk. These liabilities are classified as Level 3.
Investment contract liabilities:
Deferred annuities: Fair value is estimated as the mean present value of stochastically modeled cash flows associated with the contract liabilities, taking into account assumptions about contract holder behavior. The stochastic valuation scenario set is consistent with current market parameters and discount is taken using stochastically evolving risk-free rates in the scenarios plus an adjustment for nonperformance risk. Margins for non-financial risks associated with the contract liabilities are also included. These liabilities are classified as Level 3.
Funding agreements with fixed maturities and guaranteed investment contracts: Fair value is estimated by discounting cash flows, including associated expenses for maintaining the contracts, at rates, which are risk-free rates plus an adjustment for nonperformance risk. These liabilities are classified as Level 2.
Supplementary contracts and immediate annuities: Fair value is estimated as the mean present value of the single deterministically modeled cash flows associated with the contract liabilities discounted using stochastically evolving short risk-free rates in the scenarios plus an adjustment for nonperformance risk. The valuation is consistent with current market parameters. Margins for non-financial risks associated with the contract liabilities are also included. These liabilities are classified as Level 3.
Long-term debt: Estimated fair value of the Company’s notes to affiliates is based upon discounted future cash flows using a discount rate approximating the current market rate, incorporating nonperformance risk and is classified as Level 2.
Fair value estimates are made at a specific point in time, based on available market information and judgments about various financial instruments, such as estimates of timing and amounts of future cash flows. Such estimates do not reflect any premium or discount that could result from offering for sale at one time the Company’s entire holdings of a particular financial instrument, nor do they consider the tax impact of the realization of unrealized capital gains (losses). In many cases, the fair value estimates cannot be substantiated by comparison to independent markets, nor can the disclosed value be realized in immediate settlement of the instruments. In evaluating the Company’s management of interest rate, price and liquidity risks, the fair values of all assets and liabilities should be taken into consideration, not only those presented above.

Deferred_Policy_Acquisition_Co

Deferred Policy Acquisition Costs and Value of Business Acquired	9 Months Ended
	Sep. 30, 2014
Deferred Policy Acquisition Costs and Value of Business Acquired [Abstract]	'
Deferred Policy Acquisition Costs and Value of Business Acquired	'
	Deferred Policy Acquisition Costs and Value of Business Acquired
	Activity within DAC and VOBA was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2014	$	2,271.70		$	58.6		$	2,330.30
	Deferrals of commissions and expenses	92			—			92
	Amortization:
	Amortization	(92.0		)	(9.4		)	(101.4		)
	Interest accrued(1)	77.2			2.5			79.7
	Net amortization included in the Condensed Statements of Operations	(14.8		)	(6.9		)	(21.7		)
	Change in unrealized capital gains/losses on available-for-sale securities	(208.0		)	(8.8		)	(216.8		)
	Balance at September 30, 2014	$	2,140.90		$	42.9		$	2,183.80
		DAC			VOBA			Total
	Balance at January 1, 2013	$	2,968.20		$	28.4		$	2,996.60
	Deferrals of commissions and expenses	69.8			—			69.8
	Amortization:
	Amortization(2)	(1,360.5		)	15.6			(1,344.9		)
	Interest accrued(1)	112.4			2.4			114.8
	Net amortization included in the Condensed Statements of Operations	(1,248.1		)	18			(1,230.1		)
	Change in unrealized capital gains/losses on available-for-sale securities	689.7			12.7			702.4
	Balance at September 30, 2013	$	2,479.60		$	59.1		$	2,538.70
	(1) Interest accrued at the following rates for VOBA: 2.0% to 5.8% during 2014 and 3.0% to 6.0% during 2013.
	(2) Includes loss recognition of $305.0 related to DAC and $1.0 related to VOBA.

Capital_Contributions_and_Divi

Capital Contributions and Dividends	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Capital Contributions and Dividends	'
	Capital Contributions and Dividends
	During the nine months ended September 30, 2014 and 2013, the Company did not receive any capital contributions from its Parent.
	During the nine months ended September 30, 2014, the Company declared an ordinary dividend in the amount of $216.0, which was paid on May 19, 2014. During the nine months ended September 30, 2013, following receipt of required approval from its domiciliary state insurance regulator and consummation of the IPO of Voya Financial, Inc., the Company paid a return of capital distribution of $230.0 to its Parent.
	On May 8, 2013, the Company reset, on a one-time basis, its negative unassigned funds account as of December 31, 2012 (as reported in its 2012 statutory annual statement) to zero (with an offsetting reduction in gross paid-in capital and contributed surplus). The reset was made pursuant to a permitted practice in accordance with statutory accounting principles granted by the Iowa Insurance Division ('the Division"). The permitted practice has no impact on total capital and surplus of the Company and was recorded in the Company's second quarter 2013 statutory financial statements.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income	'
	Accumulated Other Comprehensive Income
	Shareholder’s equity included the following components of Accumulated Other Comprehensive Income ("AOCI") as of the dates indicated.
		September 30,
		2014				2013
	Fixed maturities, net of OTTI	$	1,290.30			$	929.7
	Equity securities, available-for-sale	3.6				2.9
	Derivatives	4.1				(0.2		)
	DAC/VOBA and sales inducements adjustment on available-for-sale securities	(601.3		)		(407.5		)
	Other	(34.9		)		(34.9		)
	Unrealized capital gains (losses), before tax	661.8				490
	Deferred income tax asset (liability)	(46.1		)		31.4
	Unrealized capital gains (losses), after tax	615.7				521.4
	Pension and other postretirement benefits liability, net of tax	0.8				0.9
	AOCI	$	616.5			$	522.3
	Changes in AOCI, including the reclassification adjustments recognized in the Condensed Statements of Operations, were as follows for the periods indicated.
		Three Months Ended September 30, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(237.8	)		$	161.9		(2)	$	(75.9	)
	Equity securities	—				—				—
	Other	0.4				(0.1		)		0.3
	OTTI	2.4				(0.8		)		1.6
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	6.5				(2.3		)		4.2
	DAC/VOBA and sales inducements	104.2				(36.5		)		67.7
	Change in unrealized gains/losses on available-for-sale securities	(124.3		)		122.2				(2.1		)
	Derivatives:
	Derivatives	3.8			(1)	(1.3		)		2.5
	Change in unrealized gains/losses on derivatives	3.8				(1.3		)		2.5
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.1		)		0.1				—
	Change in pension and other postretirement benefits liability	(0.1		)		0.1				—
	Change in Other comprehensive income (loss)	$	(120.6	)		$	121			$	0.4
	(1) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
	(2) Amount includes $79.0 valuation allowance. See the Income Taxes Note to these Condensed Financial Statements for additional information.
		Nine Months Ended September 30, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	442.1			$	(154.8	)		$	287.3
	Equity securities	1.3				(0.5		)		0.8
	Other	0.6				(0.2		)		0.4
	OTTI	11.4				(4.0		)		7.4
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	9.2				(3.2		)		6
	DAC/VOBA and sales inducements	(259.8		)	(1)	90.9				(168.9		)
	Change in unrealized gains/losses on available-for-sale securities	204.8				(71.8		)		133
	Derivatives:
	Derivatives	3.7			(2)	(1.3		)		2.4
	Change in unrealized gains/losses on derivatives	3.7				(1.3		)		2.4
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.2		)		0.1				(0.1		)
	Change in pension and other postretirement benefits liability	(0.2		)		0.1				(0.1		)
	Change in Other comprehensive income (loss)	$	208.3			$	(73.0	)		$	135.3
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
		Three Months Ended September 30, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(64.5	)		$	40		(2)	$	(24.5	)
	Equity securities	(0.9		)		0.3				(0.6		)
	Other	0.2				—				0.2
	OTTI	4.3				(1.5		)		2.8
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	3.4				(1.1		)		2.3
	DAC/VOBA and sales inducements	64.4				(22.8		)		41.6
	Change in unrealized gains/losses on available-for-sale securities	6.9				14.9				21.8
Derivatives:
Derivatives	0.4			(1)	(0.2		)		0.2
Change in unrealized gains/losses on derivatives	0.4				(0.2		)		0.2
Pension and other postretirement benefits liability:
Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.1		)		0.1				—
Change in pension and other postretirement benefits liability	(0.1		)		0.1				—
Change in Other comprehensive income (loss)	$	7.2			$	14.8			$	22
(1) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
(2) Amount includes $17.3 valuation allowance. See the Income Taxes Note to these Condensed Financial Statements for additional information.
	Nine Months Ended September 30, 2013
	Before-Tax Amount				Income Tax				After-Tax Amount
Available-for-sale securities:
Fixed maturities	$	(1,081.3	)		$	395.8		(3)	$	(685.5	)
Equity securities	(0.5		)		0.2				(0.3		)
Other	0.5				(0.1		)		0.4
OTTI	15.8				(5.5		)		10.3
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	(9.3		)		3.3				(6.0		)
DAC/VOBA and sales inducements	875.8			(1)	(306.8		)		569
Change in unrealized gains/losses on available-for-sale securities	(199.0		)		86.9				(112.1		)
Derivatives:
Derivatives	0.5			(2)	(0.2		)		0.3
Change in unrealized gains/losses on derivatives	0.5				(0.2		)		0.3
Pension and other postretirement benefits liability:
Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.2		)		0.1				(0.1		)
Change in pension and other postretirement benefits liability	(0.2		)		0.1				(0.1		)
Change in Other comprehensive income (loss)	$	(198.7	)		$	86.8			$	(111.9	)
(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Financial Statements for additional information.
(2) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
(3) Amount includes $17.3 valuation allowance. See Income Taxes Note to these Condensed Financial Statements for additional information.

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2014
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	Income Taxes
	Income taxes were different from the amount computed by applying the federal income tax rate to income (loss) before income taxes for the following reasons for the periods indicated:
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Income (loss) before income taxes	$	287.8		$	123.9		$	221.7		$	101.4
	Tax rate	35		%	35		%	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	100.7			43.4			77.6			35.5
	Tax effect of:
	Dividends received deduction	(9.9		)	(31.8		)	(42.4		)	(66.2		)
	Valuation allowance	17.7			53			49.9			183.1
	Audit settlement	—			—			2.8			—
	Tax credits	—			(1.2		)	—			(1.2		)
	Non-deductible expense (benefit)	0.3			—			0.3			0.4
	Other	(0.3		)	(0.6		)	(0.2		)	(0.5		)
	Income tax expense (benefit)	$	108.5		$	62.8		$	88		$	151.1
	Valuation allowances are provided when it is considered unlikely that deferred tax assets will be realized. As of September 30, 2014 and December 31, 2013, the Company had total valuation allowances of $473.8 and $423.9, respectively. As of September 30, 2014 and December 31, 2013, $659.5 and $609.6, respectively, of these valuation allowances were allocated to continuing operations, and $(185.7) of these valuation allowances were allocated to Other comprehensive income (loss) related to realized and unrealized capital losses.
	For the three months ended September 30, 2014 and 2013, the total changes in the valuation allowance were $(61.3) and $35.7, respectively. With respect to the 2014 decrease, $17.7 was allocated to continuing operations and $(79.0) was allocated to Other comprehensive income. With respect to the 2013 increase, $53.0 was allocated to continuing operations and $(17.3) was allocated to Other comprehensive income (loss). For the nine months ended September 30, 2014 and 2013, there were total increases in the valuation allowance of $49.9 and $165.8, respectively. With respect to the 2014 increase, $49.9 was allocated to continuing operations. With respect to the 2013 increase, $183.1 was allocated to continuing operations and $(17.3) of the increase was allocated to Other comprehensive income (loss).
	Tax Sharing Agreement
	The results of the Company's operations are included in the consolidated tax return of Voya Financial, Inc. Generally, the Company's financial statements recognize the current and deferred income tax consequences that result from the Company's activities during the current and preceding periods pursuant to the provisions of Income Taxes (ASC 740) as if the Company were a separate taxpayer rather than a member of Voya Financial, Inc.'s consolidated income tax return group with the exception of any net operating loss carryforwards and capital loss carryforwards, which are recorded pursuant to the tax sharing agreement. Under the tax sharing agreement, Voya Financial, Inc. will pay the Company for the tax benefits of ordinary and capital losses only in the event that the consolidated tax group actually uses the tax benefit of losses generated.
	Tax Regulatory Matters
	During April 2014, the U.S. Internal Revenue Service ("IRS") completed its examination of the Company's returns through tax year 2012. The 2012 audit settlement did not have a material impact on the financial statements. The Company is currently under audit by the IRS, and it is expected that the examination of tax year 2013 will be finalized within the next twelve months. The Company and the IRS have agreed to participate in the Compliance Assurance Program for the tax years 2013 and 2014.
	The IRS issued a Directive dated July 17, 2014 that it should not challenge the qualification of certain hedges and should not challenge certain tax accounting methods. The Company does not expect this Directive to have a material impact.

Financing_Agreements

Financing Agreements	9 Months Ended
	Sep. 30, 2014
Debt Disclosure [Abstract]	'
Financing Agreements	'
	Financing Agreements
	Reciprocal Loan Agreement
	The Company maintains a reciprocal loan agreement with Voya Financial, Inc., an affiliate, to facilitate the handling of unanticipated short-term cash requirements that arise in the ordinary course of business. Under this agreement, which became effective in January 2004 and based upon its renewal on January 14, 2014, expires on January 14, 2024, either party can borrow from the other up to 3.0% of the Company's statutory net admitted assets, excluding Separate Accounts, as of the preceding December 31. Effective January 2014, interest on any borrowing by either the Company or Voya Financial, Inc. is charged at a rate based on the prevailing market rate for similar third-party borrowings or securities.
	Under this agreement, the Company did not incur interest expense for the three and nine months ended September 30, 2014 and 2013. The Company did not earn interest income for the three months ended September 30, 2014 and earned $0.2 in interest income for the nine months ended September 30, 2014. The Company did not earn interest income for the three and nine months ended September 30, 2013. As of September 30, 2014 and December 31, 2013, the Company did not have an outstanding receivable/payable from/to Voya Financial, Inc. under the reciprocal loan agreement.
	For information on the Company's additional financing agreements, see Item 8. Related Party Transactions in the Annual Report on Form 10-K.

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Commitments
	Through the normal course of investment operations, the Company commits to either purchase or sell securities, commercial mortgage loans, or money market instruments, at a specified future date and at a specified price or yield.  The inability of counterparties to honor these commitments may result in either a higher or lower replacement cost. Also, there is likely to be a change in the value of the securities underlying the commitments.
	As of September 30, 2014 and December 31, 2013, the Company had off-balance sheet commitments to purchase investments equal to their fair value of $291.8 and $252.7, respectively.
	Federal Home Loan Bank Funding
	The Company is a member of the Federal Home Loan Bank ("FHLB") of Des Moines and is required to maintain collateral to back funding agreements issued to the FHLB. As of September 30, 2014 and December 31, 2013, the Company had $1,090.1 and $1,090.2, respectively, in non-putable funding agreements, including accrued interest, issued to the FHLB. These non-putable funding agreements are included in Future policy benefits and contract owner account balances on the Condensed Balance Sheets. As of September 30, 2014 and December 31, 2013, assets with a market value of $1,255.3 and $1,266.8, respectively, collateralized the funding agreements to the FHLB. Assets pledged to the FHLB are included in Fixed maturities, available-for-sale, on the Condensed Balance Sheets.
	Restricted Assets
	The Company is required to maintain assets on deposit with various regulatory authorities to support its insurance operations. The Company may also post collateral in connection with certain securities lending, repurchase agreements, funding agreements, letter of credit ("LOC") and derivative transactions as described further in this note. The components of the fair value of the restricted assets were as follows as of the dates indicated:
		September 30, 2014		December 31, 2013
	Fixed maturity collateral pledged to FHLB	$	1,255.30	$	1,266.80
	FHLB restricted stock(1)	53.6		53.6
	Other fixed maturities-state deposits	11.4		11.3
	Securities pledged(2)	599.3		959.2
	Total restricted assets	$	1,919.60	$	2,290.90
	(1) Reported in Other investments on the Condensed Balance Sheets.
	(2) Includes the fair value of loaned securities of $125.7 and $128.5 as of September 30, 2014 and December 31, 2013, respectively, which is included in Securities pledged on the Condensed Balance Sheets. In addition, as of September 30, 2014 and December 31, 2013, the Company delivered securities as collateral of $473.6 and $830.7, respectively, which is included in Securities pledged on the Condensed Balance Sheets.
	Litigation and Regulatory Matters
	The Company is a defendant in a number of litigation matters arising from the conduct of its business, both in the ordinary course and otherwise. In some of these matters, claimants seek to recover very large or indeterminate amounts, including compensatory, punitive, treble and exemplary damages. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages and other relief. Claimants are not always required to specify the monetary damages they seek or they may be required only to state an amount sufficient to meet a court's jurisdictional requirements. Moreover, some jurisdictions allow claimants to allege monetary damages that far exceed any reasonable possible verdict. The variability in pleading requirements and past experience demonstrates that the monetary and other relief that may be requested in a lawsuit or claim often bears little relevance to the merits or potential value of a claim. Litigation against the Company includes a variety of claims including negligence, breach of contract, fraud, violation of regulation or statute, breach of fiduciary duty, negligent misrepresentation, failure to supervise, elder abuse and other torts.
	As with other financial services companies, the Company periodically receives informal and formal requests for information from various state and federal governmental agencies and self-regulatory organizations in connection with inquiries and investigations of the products and practices of the Company or the financial services industry. It is the practice of the Company to cooperate fully in these matters. Regulatory investigations, exams, inquiries and audits could result in regulatory action against the Company. The potential outcome of such action is difficult to predict but could subject the Company to adverse consequences, including, but not limited to, settlement payments, additional payments to beneficiaries and additional escheatment of funds deemed abandoned under state laws. They may also result in fines and penalties and changes to the Company's procedures for the identification and escheatment of abandoned property or the correction of processing errors and other financial liability.
	The outcome of a litigation or regulatory matter and the amount or range of potential loss is difficult to forecast and estimating potential losses requires significant management judgment. It is not possible to predict the ultimate outcome or to provide reasonably possible losses or ranges of losses for all pending regulatory matters and litigation. While it is possible that an adverse outcome in certain cases could have a material adverse effect upon the Company's financial position, based on information currently known, management believes that the outcome of pending litigation and regulatory matters is not likely to have such an effect. However, given the large and indeterminate amounts sought and the inherent unpredictability of such matters, it is possible that an adverse outcome in certain of the Company's litigation or regulatory matters could, from time to time, have a material adverse effect upon the Company's results of operations or cash flows in a particular quarterly or annual period.
	For some matters, the Company is able to estimate a possible range of loss. For such matters in which a loss is probable, an accrual has been made. For matters where the Company, however, believes a loss is reasonably possible, but not probable, no accrual is required. This paragraph contains an estimate of reasonably possible losses above any amounts accrued. For matters for which an accrual has been made, but there remains a reasonably possible range of loss in excess of the amounts accrued, the estimate reflects the reasonably possible range of loss in excess of the accrued amounts. For matters for which a reasonably possible (but not probable) range of loss exists, the estimate reflects the reasonably possible and unaccrued loss or range of loss. As of September 30, 2014, the Company estimates the aggregate range of reasonably possible losses in excess of any amounts accrued for these matters as of such date is not material to the Company.
	For other matters, the Company is currently not able to estimate the reasonably possible loss or range of loss. The Company is often unable to estimate the possible loss or range of loss until developments in such matters have provided sufficient information to support an assessment of the range of possible loss, such as quantification of a damage demand from plaintiffs, discovery from plaintiffs and other parties, investigation of factual allegations, rulings by a court on motions or appeals, analysis by experts and the progress of settlement discussions. On a quarterly and annual basis, the Company reviews relevant information with respect to litigation and regulatory contingencies and updates the Company's accruals, disclosures and reasonably possible losses or ranges of loss based on such reviews.

Related_Party_Transactions

Related Party Transactions	9 Months Ended
	Sep. 30, 2014
Related Party Transactions [Abstract]	'
Related Party Transactions	'
	Related Party Transactions
	Guaranteed Living Benefit — Coinsurance and Coinsurance Funds Withheld
	Effective June 30, 2008, the Company entered into an automatic reinsurance agreement with an affiliate, Security Life of Denver International Limited ("SLDI"), covering 100% of the benefits guaranteed under specific variable annuity guaranteed living benefit riders attached to certain variable annuity contracts issued by the Company on or after January 1, 2000.
	Also effective June 30, 2008, the Company entered into a services agreement with SLDI, under which the Company provides certain actuarial risk modeling consulting services to SLDI with respect to hedge positions undertaken by SLDI in connection with the reinsurance agreement. For the three and nine months ended September 30, 2014, revenue related to the agreement was $3.1 and $9.3, respectively. For the three and nine months ended September 30, 2013, revenue related to the agreement was $3.1 and $9.2, respectively.
	Effective July 1, 2009, the reinsurance agreement was amended and restated to change the reinsurance basis from coinsurance to a combined coinsurance and coinsurance funds withheld basis. On July 31, 2009, SLDI transferred assets with a market value of $3.2 billion to the Company and the Company deposited those assets into a funds withheld trust account.  As of September 30, 2014, the assets on deposit in the trust account were $3.8 billion. The Company also established a corresponding funds withheld liability to SLDI, which is included in Funds held under reinsurance treaties with affiliates on the Condensed Balance Sheets. Funds held under reinsurance treaties with affiliates had a balance of $3.7 billion and $3.6 billion, as of September 30, 2014 and December 31, 2013, respectively. In addition, as of September 30, 2014 and December 31, 2013, the Company had an embedded derivative with a value of $134.2 and $(34.7), respectively, which is recorded in Funds held under reinsurance treaties with affiliates on the Condensed Balance Sheets.
	Also effective July 1, 2009, the Company and SLDI entered into an asset management services agreement, under which SLDI serves as asset manager for the funds withheld account. SLDI has retained its affiliate, Voya Investment Management LLC, (name changed from ING Investment Management LLC on May 1, 2014) as subadviser for the funds withheld account.
	Effective October 1, 2011, the Company and SLDI entered into an amended and restated automatic reinsurance agreement in order to provide more flexibility to the Company and SLDI with respect to the collateralization of the reserves related to the variable annuity guaranteed living benefits reinsured under the agreement. As of September 30, 2014 and December 31, 2013, reserves ceded by the Company under this agreement were $2.4 billion and $2.1 billion, respectively. In addition, a deferred loss in the amount of $316.6 and $315.7 as of September 30, 2014 and December 31, 2013, respectively, is included in Other assets on the Condensed Balance Sheets and is amortized over the period of benefit in Other expense in the Condensed Statements of Operations.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Significant Accounting Polices (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation
	The accompanying Condensed Financial Statements of the Company have been prepared in accordance with accounting principles generally accepted in the United States ("U.S. GAAP") and are unaudited. The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the Condensed Financial Statements and the reported amounts of revenues and expenses during the reporting period. Those estimates are inherently subject to change and actual results could differ from those estimates.
	The accompanying Condensed Financial Statements reflect adjustments (including normal, recurring adjustments) necessary to present fairly the financial position of the Company as of September 30, 2014, its results of operations and comprehensive income for the three and nine months ended September 30, 2014 and 2013, and its changes in shareholder's equity and statements of cash flows for the nine months ended September 30, 2014 and 2013, in conformity with U.S. GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2013 Balance Sheet is from the audited Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2013 ("Annual Report on Form 10-K"), filed with the SEC. Therefore, these unaudited Condensed Financial Statements should be read in conjunction with the audited Financial Statements included in the Company's Annual Report on Form 10-K.
Adoption of New Pronouncements	'
	Adoption of New Pronouncements
	Presentation of Unrecognized Tax Benefits
	In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-11, "Income Taxes (Accounting Standards Codification ("ASC") Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists" ("ASU 2013-11"), which clarifies that:
	•	An unrecognized tax benefit should be presented as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss or a tax credit carryforward, except,
	•	An unrecognized tax benefit should be presented as a liability and not be combined with a deferred tax asset (i) to the extent a net operating loss carryforward, a similar tax loss or a tax credit carryforward is not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or (ii) the tax law does not require the entity to use, or the entity does not intend to use, the deferred tax asset for such a purpose.
	•	The assessment of whether a deferred tax asset is available is based on the unrecognized tax benefit and deferred tax asset that exist at the reporting date and should be made presuming disallowance of the tax position at the reporting date.
	The provisions of ASU 2013-11 were adopted prospectively by the Company on January 1, 2014 to unrecognized tax benefits existing on that date. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the guidance is consistent with that previously applied.
	Joint and Several Liability Arrangements
	In February 2013, the FASB issued ASU 2013-04, "Liabilities (ASC Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date" ("ASU 2013-04"), which requires an entity to measure obligations resulting from joint and several liable arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount it expects to pay on behalf of its co-obligors. ASU 2013-04 also requires an entity to disclose the nature and amount of the obligation, as well as other information about those obligations.
	The provisions of ASU 2013-04 were adopted by the Company on January 1, 2014. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the Company did not have any fixed obligations under joint and several liable arrangements as of January 1, 2014.
	Fees Paid to the Federal Government by Health Insurers
	In July 2011, the FASB issued ASU 2011-06, "Other Expenses (ASC Topic 720): Fees Paid to the Federal Government by Health Insurers" ("ASU 2011-06"), which specifies how health insurers should recognize and classify the annual fee imposed by the Patient Protection and Affordable Care Act as amended by the Health Care Education Reconciliation Act (the "Acts"). The liability for the fee should be estimated and recorded in full at the time the entity provides qualifying health insurance in the year in which the fee is payable, with a corresponding deferred cost that is amortized to expense.
	The provisions of ASU 2011-06 were adopted by the Company on January 1, 2014, when the fee initially became effective. The adoption of ASU 2011-06 had no effect on the Company's financial condition, results of operations or cash flows, as the Company does not sell qualifying health insurance and, thus, is not subject to the fee.
	Future Adoption of Accounting Pronouncements
	Going Concern
	In August 2014, the FASB issued ASU 2014-15, "Presentation of Financial Statements-Going Concern (ASC Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern" ("ASU 2014-15"), which requires management to evaluate whether there are conditions or events, considered in the aggregate, that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. The provisions of ASU 2014-15 will not affect a company's financial condition, results of operation, or cash flows, but require disclosure if management determines there is substantial doubt, including management’s plans to alleviate or mitigate the conditions or events that raise substantial doubt.
	The provisions of ASU 2014-15 are effective for annual periods ending after December 15, 2016, and annual and interim periods thereafter. The Company does not expect ASU 2014-15 to have an impact.
	Repurchase Agreements
	In June 2014, the FASB issued ASU 2014-11, "Transfers and Servicing (ASC Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures" ("ASU 2014-11"), which (1) changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and (2) requires separate accounting for a transfer of a financial asset executed with a repurchase agreement with the same counterparty. This will result in secured borrowing accounting for the repurchase agreement. The amendments also require additional disclosures for certain transactions accounted for as a sale and for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings.
	The provisions of ASU 2014-11 are effective for the first interim or annual period beginning after December 15, 2014, with the exception of disclosure amendments for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings, which are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. The Company does not expect ASU 2014-11 to have an impact on its financial condition or results of operations, as the Company has not historically met the requirements for sale accounting treatment for such secured borrowing arrangements. The Company is currently in the process of determining the impact of adoption of the disclosure provisions of ASU 2014-11.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued ASU 2014-09, "Revenue from Contracts with Customers (ASC Topic 606)" ("ASU 2014-09"), which requires an entity to recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. Revenue is recognized when, or as, the entity satisfies a performance obligation under the contract. The standard also requires disclosures regarding the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers.
	The provisions of ASU 2014-09 are effective retrospectively for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-09.
	Discontinued Operations and Disposals
	In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (ASC Topic 205) and Property, Plant, and Equipment (ASC Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity" ("ASU 2014-08"), which requires the disposal of a component of an entity to be reported in discontinued operations if the disposal represents a strategic shift that has, or will have, a major effect on the entity's operations and financial results. The component should be reported in discontinued operations when it meets the criteria to be classified as held for sale, is disposed of by sale or is disposed of other than by sale.
	The amendments also require additional disclosures about discontinued operations, including disclosures about an entity’s significant continuing involvement with a discontinued operation and disclosures for a disposal of an individually significant component of an entity that does not qualify for discontinued operations.
	The provisions of ASU 2014-08 are effective for annual periods beginning after December 15, 2014 and for interim periods beginning after December 15, 2015. The amendments should be applied prospectively to disposals and classifications as held for sale that occur within those periods.
Investments	'
	Fixed Maturities and Equity Securities
	The Company's fixed maturities and equity securities are currently designated as available-for-sale, except those accounted for using the FVO. Available-for-sale securities are reported at fair value and unrealized capital gains (losses) on these securities are recorded directly in Accumulated other comprehensive income (loss) ("AOCI") and presented net of related changes in Deferred policy acquisition costs ("DAC"), Value of business acquired ("VOBA") and Deferred income taxes. In addition, certain fixed maturities have embedded derivatives, which are reported with the host contract on the Condensed Balance Sheets.
	The Company has elected the FVO for certain of its fixed maturities to better match the measurement of assets and liabilities in the Condensed Statements of Operations. Certain collateralized mortgage obligations ("CMOs"), primarily interest-only and principal-only strips, are accounted for as hybrid instruments and valued at fair value with changes in the fair value recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	The Company invests in various categories of CMOs, including CMOs that are not agency-backed, that are subject to different degrees of risk from changes in interest rates and defaults. The principal risks inherent in holding CMOs are prepayment and extension risks related to significant decreases and increases in interest rates resulting in the prepayment of principal from the underlying mortgages, either earlier or later than originally anticipated. As of September 30, 2014 and December 31, 2013, approximately 38.6% and 33.4%, respectively, of the Company’s CMO holdings, such as interest-only or principal-only strips, were invested in those types of CMOs that are subject to more prepayment and extension risk than traditional CMOs.
	Repurchase Agreements
	The Company engages in dollar repurchase agreements with mortgage-backed securities ("dollar rolls") and repurchase agreements with other collateral types to increase its return on investments and improve liquidity. Such arrangements meet the requirements to be accounted for as financing arrangements. The Company also enters into reverse repurchase agreements. These transactions involve a purchase of securities and an agreement to sell substantially the same securities as those purchased. As of September 30, 2014 and December 31, 2013, the Company did not have any securities pledged in dollar rolls, repurchase agreement transactions or reverse repurchase agreements.
	Securities Lending
	The Company engages in securities lending whereby certain securities from its portfolio are loaned to other institutions for short periods of time. Initial collateral, primarily cash, is required at a rate of 102% of the market value of the loaned securities. The lending agent retains the cash collateral and invests in liquid assets on behalf of the Company. The market value of the loaned securities is monitored on a daily basis with additional collateral obtained or refunded as the market value of the loaned securities fluctuates. As of September 30, 2014 and December 31, 2013, the fair value of loaned securities was $125.7 and $128.5, respectively, and is included in Securities pledged on the Condensed Balance Sheets. As of September 30, 2014 and December 31, 2013, collateral retained by the lending agent and invested in liquid assets on the Company's behalf was $130.9 and $132.4, respectively, and recorded in Short-term investments under securities loan agreements, including collateral delivered on the Condensed Balance Sheets. As of September 30, 2014 and December 31, 2013, liabilities to return collateral of $130.9 and $132.4, respectively, were included in Payables under securities loan agreements, including collateral held on the Condensed Balance Sheets.
	Variable Interest Entities ("VIEs")
	The Company holds certain VIEs for investment purposes.  VIEs may be in the form of private placement securities, structured securities, securitization transactions or limited partnerships. The Company has reviewed each of its holdings and determined that consolidation of these investments in the Company’s financial statements is not required, as the Company is not the primary beneficiary, because the Company does not have both the power to direct the activities that most significantly impact the entity’s economic performance and the obligation or right to potentially significant losses or benefits for any of its investments in VIEs. The Company provided no non-contractual financial support, and its carrying value represents the Company’s exposure to loss. The carrying value of the equity tranches of the Collateralized loan obligations ("CLOs") of $1.9 and $2.5 as of September 30, 2014 and December 31, 2013, respectively, is included in Limited partnerships/corporations on the Condensed Balance Sheets. Income and losses recognized on these investments are reported in Net investment income in the Condensed Statements of Operations.
	Securitizations
	The Company invests in various tranches of securitization entities, including Residential mortgage-backed securities ("RMBS"), Commercial mortgage-backed securities ("CMBS") and asset-backed securities ("ABS"). Through its investments, the Company is not obligated to provide any financial or other support to these entities. Each of the RMBS, CMBS and ABS entities are thinly capitalized by design and considered VIEs. The Company's involvement with these entities is limited to that of a passive investor. The Company has no unilateral right to appoint or remove the servicer, special servicer or investment manager, which are generally viewed to have the power to direct the activities that most significantly impact the securitization entities' economic performance, in any of these entities, nor does the Company function in any of these roles. The Company through its investments or other arrangements does not have the obligation to absorb losses or the right to receive benefits from the entity that could potentially be significant to the entity. Therefore, the Company is not the primary beneficiary and will not consolidate any of the RMBS, CMBS and ABS entities in which it holds investments. These investments are accounted for as investments available-for-sale as described in the Fair Value Measurements Note to these Condensed Financial Statements, and unrealized capital gains (losses) on these securities are recorded directly in AOCI, except for certain RMBS, that are accounted for under the FVO, for which changes in fair value are reflected in Other net realized gains (losses) in the Condensed Statements of Operations. The Company's maximum exposure to loss on these structured investments is limited to the amount of its investment.
Derivatives	'
	The Company enters into the following types of derivatives:
	Interest rate swaps: Interest rate swaps are used by the Company primarily to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and/or liabilities. Interest rate swaps are also used to hedge the interest rate risk associated with the value of assets it owns or in an anticipation of acquiring them. Using interest rate swaps, the Company agrees with another party to exchange, at specified intervals, the difference between fixed rate and floating rate interest payments, calculated by reference to an agreed upon notional principal amount. These transactions are entered into pursuant to master agreements that provide for a single net payment to be made to/from the counterparty at each due date. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	Foreign exchange swaps: The Company uses foreign exchange or currency swaps to reduce the risk of change in the value, yield or cash flows associated with certain foreign denominated invested assets. Foreign exchange swaps represent contracts that require the exchange of foreign currency cash flows against U.S. dollar cash flows at regular periods, typically quarterly or semi-annually. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	Credit default swaps: Credit default swaps are used to reduce credit loss exposure with respect to certain assets that the Company owns, or to assume credit exposure on certain assets that the Company does not own. Payments are made to or received from the counterparty at specified intervals. In the event of a default on the underlying credit exposure, the Company will either receive a payment (purchased credit protection) or will be required to make a payment (sold credit protection) equal to the par minus recovery value of the swap contract. The Company utilizes these contracts in non-qualifying hedging relationships.
	Total return swaps: The Company uses total return swaps as a hedge against a decrease in variable annuity account values, which are invested in certain indices. Using total return swaps, the Company agrees with another party to exchange, at specified intervals, the difference between the economic risk and reward of assets or a market index and the LIBOR rate, calculated by reference to an agreed upon notional principal amount. No cash is exchanged at the onset of the contracts. Cash is paid and received over the life of the contract based upon the terms of the swaps. The Company utilizes these contracts in non-qualifying hedging relationships.
	Currency forwards: The Company uses currency forward contracts to hedge policyholder liabilities associated with the variable annuity contracts which are linked to foreign indices. The currency fluctuations may result in a decrease in account values, which would increase the possibility of the Company incurring an expense for guaranteed benefits in excess of account values. The Company utilizes these contracts in non-qualifying hedging relationships.
	Forwards: The Company uses forward contracts to hedge certain invested assets against movement in interest rates, particularly mortgage rates. The Company uses To Be Announced mortgage-backed securities as an economic hedge against rate movements. The Company utilizes forward contracts in non-qualifying hedging relationships.
	Futures: Futures contracts are used to hedge against a decrease in certain equity indices. Such decreases may result in a decrease in variable annuity account values which would increase the possibility of the Company incurring an expense for guaranteed benefits in excess of account values. The Company also uses futures contracts as a hedge against an increase in certain equity indices. Such increases may result in increased payments to the holders of the fixed index annuity ("FIA") contracts. The Company enters into exchange traded futures with regulated futures commissions that are members of the exchange. The Company also posts initial and variation margin with the exchange on a daily basis. The Company utilizes exchange-traded futures in non-qualifying hedging relationships.
	Swaptions: A swaption is an option to enter into a swap with a forward starting effective date. The Company uses swaptions to hedge the interest rate exposure associated with the minimum crediting rate and book value guarantees embedded in the retirement products that the Company offers. Increases in interest rates will generate losses on assets that are backing such liabilities. In certain instances, the Company locks in the economic impact of existing purchased swaptions by entering into offsetting written swaptions. Swaptions are also used to hedge against an increase in the interest rate benchmarked crediting strategies within FIA contracts. Such increases may result in increased payments to contract holders of FIA contracts and the interest rate swaptions offset this increased exposure. The Company pays a premium when it purchases the swaption. The Company utilizes these contracts in non-qualifying hedging relationships.
	Options: The Company uses put options to manage the equity, interest rate and equity volatility risk of the economic liabilities associated with certain variable annuity minimum guaranteed benefits. The Company also uses call options to hedge against an increase in various equity indices. Such increases may result in increased payments to the holders of the FIA contracts. The Company pays an upfront premium to purchase these options. The Company utilizes these options in non-qualifying hedging relationships.
	Variance swaps: The Company uses variance swaps to manage equity volatility risk on the economic liabilities associated with certain minimum guaranteed living benefits and to mitigate certain rebalancing costs resulting from increased volatility. An increase in the equity volatility results in a higher valuations of such liabilities. In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on the changes in equity volatility over a defined period. The Company utilizes equity variance swaps in non-qualifying hedging relationships.
	Embedded derivatives: The Company also invests in certain fixed maturity instruments and has issued certain annuity products that contain embedded derivatives whose market value is at least partially determined by, among other things, levels of or changes in domestic and/or foreign interest rates (short-term or long-term), exchange rates, prepayment rates, equity rates, or credit ratings/spreads. In addition, the Company has entered into coinsurance with funds withheld arrangements which contain embedded derivatives for which the fair value is based on the change in the fair value of the underlying assets held in trust.  The embedded derivatives for certain fixed maturity instruments, certain annuity products and coinsurance with funds withheld arrangements are reported with the host contract in Investments, Future policy benefits and contract owner account balances, Deposits and reinsurance recoverable (assumed reinsurance) or Funds held under reinsurance treaties with affiliates (ceded reinsurance), respectively, on the Condensed Balance Sheets. Changes in the fair value of embedded derivatives within fixed maturity investments and within annuity products are recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations. Changes in fair value of embedded derivatives with reinsurance agreements are reported in Interest credited and other benefits to contract owners/policyholders in the Condensed Statements of Operations.
	The Company's use of derivatives is limited mainly to economic hedging to reduce the Company's exposure to cash flow variability of assets and liabilities, interest rate risk, credit risk, exchange rate risk and market risk. It is the Company's policy not to offset amounts recognized for derivative instruments and amounts recognized for the right to reclaim cash collateral or the obligation to return cash collateral arising from derivative instruments executed with the same counterparty under a master netting arrangement, which provides the Company with the legal right of offset.
Fair Value Measurement	'
	Valuation of Financial Assets and Liabilities at Fair Value
	Certain assets and liabilities are measured at estimated fair value on the Company’s Condensed Balance Sheets. The Company defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. The exit price and the transaction (or entry) price will be the same at initial recognition in many circumstances. However, in certain cases, the transaction price may not represent fair value. The fair value of a liability is based on the amount that would be paid to transfer a liability to a third-party with an equal credit standing. Fair value is required to be a market-based measurement that is determined based on a hypothetical transaction at the measurement date, from a market participant’s perspective. The Company considers three broad valuation techniques when a quoted price is unavailable: (i) the market approach, (ii) the income approach and (iii) the cost approach. The Company determines the most appropriate valuation technique to use, given the instrument being measured and the availability of sufficient inputs. The Company prioritizes the inputs to fair valuation techniques and allows for the use of unobservable inputs to the extent that observable inputs are not available.
	The Company utilizes a number of valuation methodologies to determine the fair values of its financial assets and liabilities in conformity with the concepts of "exit price" and the fair value hierarchy as prescribed in ASC Topic 820. Valuations are obtained from third-party commercial pricing services, brokers and industry-standard, vendor-provided software that models the value based on market observable inputs. The valuations obtained from third-party commercial pricing services are non-binding. The Company reviews the assumptions and inputs used by third-party commercial pricing services for each reporting period in order to determine an appropriate fair value hierarchy level. The documentation and analysis obtained from third-party commercial pricing services are reviewed by the Company, including in-depth validation procedures confirming the observability of inputs. The valuations are reviewed and validated monthly through the internal valuation committee price variance review, comparisons to internal pricing models, back testing to recent trades or monitoring of trading volumes.
	Transfers in and out of Level 1 and 2
	There were no securities transferred between Level 1 and Level 2 for the three and nine months ended September 30, 2014 and 2013. The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	Level 3 Financial Instruments
	The fair values of certain assets and liabilities are determined using prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement (i.e., Level 3 as defined by ASC Topic 820), including but not limited to liquidity spreads for investments within markets deemed not currently active. These valuations, whether derived internally or obtained from a third-party, use critical assumptions that are not widely available to estimate market participant expectations in valuing the asset or liability. In addition, the Company has determined, for certain financial instruments, an active market is such a significant input to determine fair value that the presence of an inactive market may lead to classification in Level 3. In light of the methodologies employed to obtain the fair values of financial assets and liabilities classified as Level 3, additional information is presented below.

Investments_Tables

Investments (Tables)	9 Months Ended
	Sep. 30, 2014
Available-for-sale Securities, Including Securities Pledged [Line Items]	'
Marketable Securities	'
	Available-for-sale and fair value option ("FVO") fixed maturities and equity securities were as follows as of September 30, 2014:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair Value			OTTI(3)
		Cost				Unrealized				Unrealized
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	989.3			$	55			$	4.6			$	—			$	1,039.70		$	—
	U.S. Government agencies and authorities	111.5				4				—				—				115.5			—
	State, municipalities and political subdivisions	93.4				5.1				0.6				—				97.9			—
	U.S. corporate securities	10,809.80				717.2				59				—				11,468.00			5
	Foreign securities(1):
	Government	330.1				12.1				5.3				—				336.9			—
	Other	5,016.40				323.8				10.8				—				5,329.40			—
	Total foreign securities	5,346.50				335.9				16.1				—				5,666.30			—
	Residential mortgage-backed securities:
	Agency	1,671.40				96.1				10				19				1,776.50			—
	Non-Agency	307.4				53.4				2.1				7.8				366.5			30.7
	Total Residential mortgage-backed securities	1,978.80				149.5				12.1				26.8				2,143.00			30.7
	Commercial mortgage-backed securities	1,506.80				109				0.6				—				1,615.20			—
	Other asset-backed securities	367.6				16.3				8.7				—				375.2			0.6
	Total fixed maturities, including securities pledged	21,203.70				1,392.00				101.7				26.8				22,520.80			36.3
	Less: Securities pledged	552.7				48				1.4				—				599.3			—
	Total fixed maturities	20,651.00				1,344.00				100.3				26.8				21,921.50			36.3
	Equity securities	3.1				3.6				—				—				6.7			—
	Total fixed maturities and equity securities investments	$	20,654.10			$	1,347.60			$	100.3			$	26.8			$	21,928.20		$	36.3
	(1) Primarily U.S. dollar denominated.
	(2) Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) Represents Other-than-Temporary Impairments ("OTTI") reported as a component of Other comprehensive income (loss).
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair			OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	1,880.90			$	19.8			$	43.9			$	—			$	1,856.80		$	—
	U.S. Government agencies and authorities	102.5				0.3				0.5				—				102.3			—
	State, municipalities and political subdivisions	50.1				2.1				0.9				—				51.3			—
	U.S. corporate securities	10,292.80				522.7				178.4				—				10,637.10			6.1
	Foreign securities(1):
	Government	404.8				14.5				16.7				—				402.6			—
	Other	4,753.50				276.4				37.8				—				4,992.10			—
	Total foreign securities	5,158.30				290.9				54.5				—				5,394.70			—
	Residential mortgage-backed securities
	Agency	1,740.30				99				25.7				20.2				1,833.80			—
	Non-Agency	363				51.9				5.3				8.7				418.3			40.8
	Total Residential mortgage-backed securities	2,103.30				150.9				31				28.9				2,252.10			40.8
	Commercial mortgage-backed securities	1,471.30				145.1				1.1				—				1,615.30			—
	Other asset-backed securities	534.5				19.1				13.1				—				540.5			0.7
	Total fixed maturities, including securities pledged	21,593.70				1,150.90				323.4				28.9				22,450.10			47.6
	Less: Securities pledged	964.1				1.8				6.7				—				959.2			—
	Total fixed maturities	20,629.60				1,149.10				316.7				28.9				21,490.90			47.6
	Equity securities	3.8				2.6				0.3				—				6.1			—
	Total fixed maturities and equity securities investments	$	20,633.40			$	1,151.70			$	317			$	28.9			$	21,497.00		$	47.6
	(1) Primarily U.S. dollar denominated.
	(2) Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income (loss).
Investments Classified by Contractual Maturity Date	'
	The amortized cost and fair value of fixed maturities, including securities pledged, as of September 30, 2014, are shown below by contractual maturity. Actual maturities may differ from contractual maturities as securities may be restructured, called or prepaid. Mortgage-backed securities ("MBS") and Other asset-backed securities ("ABS") are shown separately because they are not due at a single maturity date.
		Amortized				Fair
		Cost				Value
	Due to mature:
	One year or less	$	747.4			$	762.2
	After one year through five years	4,223.90				4,474.50
	After five years through ten years	8,207.40				8,472.80
	After ten years	4,171.80				4,677.90
	Mortgage-backed securities	3,485.60				3,758.20
	Other asset-backed securities	367.6				375.2
	Fixed maturities, including securities pledged	$	21,203.70			$	22,520.80
Schedule of US and Foreign Corporate Securities by Industry	'
	The following tables set forth the composition of the U.S. and foreign corporate securities within the fixed maturity portfolio by industry category as of the dates indicated:
		Amortized Cost				Gross Unrealized Capital Gains				Gross Unrealized Capital Losses				Fair Value
	September 30, 2014
	Communications	$	1,048.90			$	109.8			$	2.2			$	1,156.50
	Financial	2,324.50				161.8				5.6				2,480.70
	Industrial and other companies	9,296.10				519.6				51.8				9,763.90
	Utilities	2,682.20				217.6				7.5				2,892.30
	Transportation	474.5				32.2				2.7				504
	Total	$	15,826.20			$	1,041.00			$	69.8			$	16,797.40
	December 31, 2013
	Communications	$	1,028.70			$	76.3			$	10			$	1,095.00
	Financial	1,862.10				144.4				20.8				1,985.70
	Industrial and other companies	9,050.10				417.1				139				9,328.20
	Utilities	2,659.00				140				39.5				2,759.50
	Transportation	446.4				21.3				6.9				460.8
	Total	$	15,046.30			$	799.1			$	216.2			$	15,629.20
Schedule of Unrealized Loss on Investments	'
	Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of September 30, 2014:
		Six Months or Less Below Amortized Cost								More Than Six								More Than Twelve Months Below Amortized Cost						Total
										Months and Twelve Months or Less Below Amortized Cost
		Fair Value				Unrealized				Fair Value				Unrealized				Fair Value			Unrealized			Fair Value		Unrealized
						Capital Losses								Capital Losses							Capital Losses					Capital Losses
	U.S. Treasuries	$	154.4			$	1.4			$	—			$	—			$	64.9		$	3.2		$	219.3	$	4.6
	U.S. Government agencies and authorities	2				—			*	—				—				—			—			2		—		*
	U.S. corporate, state and municipalities	1,374.80				15.1				23.3				1.1				1,091.40			43.4			2,489.50		59.6
	Foreign	665				7.9				4.4				—			*	144.6			8.2			814		16.1
	Residential mortgage-backed	91.4				0.4				17.9				0.1				453.2			11.6			562.5		12.1
	Commercial mortgage-backed	50.8				0.3				1.8				0.3				—			—			52.6		0.6
	Other asset-backed	25.5				—				2.2				0.1				105.3			8.6			133		8.7
	Total	$	2,363.90			$	25.1			$	49.6			$	1.6			$	1,859.40		$	75		$	4,272.90	$	101.7
	* Less than $0.1.
	Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of December 31, 2013:
		Six Months or Less Below Amortized Cost								More Than Six								More Than Twelve Months Below Amortized Cost						Total
										Months and Twelve Months or Less Below Amortized Cost
		Fair Value				Unrealized				Fair Value				Unrealized				Fair Value			Unrealized			Fair Value		Unrealized
						Capital Losses								Capital Losses							Capital Losses					Capital Losses
	U.S. Treasuries	$	807			$	12.7			$	729.3			$	31.2			$	—		$	—		$	1,536.30	$	43.9
	U.S. Government agencies and authorities	9.5				—			*	49.2				0.5				—			—			58.7		0.5
	U.S. corporate, state and municipalities	1,211.00				25.4				2,022.20				134.1				206.6			19.8			3,439.80		179.3
	Foreign	340.9				5.3				639.9				43.8				40.9			5.4			1,021.70		54.5
	Residential mortgage-backed	376.1				3.2				570.6				19.2				130.1			8.6			1,076.80		31
	Commercial mortgage-backed	78.6				1.1				—				—				1.2			—		*	79.8		1.1
	Other asset-backed	51.9				0.3				12.1				0.2				117.8			12.6			181.8		13.1
	Total	$	2,875.00			$	48			$	4,023.30			$	229			$	496.6		$	46.4		$	7,394.90	$	323.4
	*Less than $0.1.
Schedule of Mortgage Loans Real Estate and Valuation Allowance	'
	The following table summarizes the Company’s investment in mortgage loans as of the dates indicated:
		September 30, 2014				December 31, 2013
	Commercial mortgage loans	$	2,908.90			$	2,838.40
	Collective valuation allowance for losses	(1.0		)		(1.1		)
	Total net commercial mortgage loans	$	2,907.90			$	2,837.30
	The following table summarizes the activity in the allowance for losses for commercial mortgage loans for the periods indicated:
		September 30, 2014				December 31, 2013
	Collective valuation allowance for losses, balance at January 1	$	1.1			$	1.2
	Addition to (reduction of) allowance for losses	(0.1		)		(0.1		)
	Collective valuation allowance for losses, end of period	$	1			$	1.1
Impaired Financing Receivables	'
	The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
		September 30, 2014				December 31, 2013
	Impaired loans with allowances for losses	$	—			$	—
	Impaired loans without allowances for losses	20				23.4
	Subtotal	20				23.4
	Less: Allowances for losses on impaired loans	—				—
	Impaired loans, net	$	20			$	23.4
	Unpaid principal balance of impaired loans	$	20			$	23.4
Troubled Debt Restructurings on Financing Receivables	'
	The following table presents information on restructured loans as of the dates indicated:
		September 30, 2014				December 31, 2013
	Troubled debt restructured loans	$	20			$	23.4
Interest Income Recognized on Impaired and Restructured Loans	'
	The following table presents information on the average investment during the period in impaired loans and interest income recognized on impaired and troubled debt restructured loans for the periods indicated:
		Three Months Ended September 30,
		2014				2013
	Impaired loans average investment during the period (amortized cost) (1)	$	20			$	11.7
	Interest income recognized on impaired loans, on an accrual basis (1)	0.3				0.2
	Interest income recognized on impaired loans, on a cash basis (1)	0.3				0.2
	Interest income recognized on troubled debt restructured loans, on an accrual basis	0.3				0.2
		Nine Months Ended September 30,
		2014				2013
	Impaired loans average investment during the period (amortized cost) (1)	$	21.7			$	11.7
	Interest income recognized on impaired loans, on an accrual basis (1)	0.9				0.2
	Interest income recognized on impaired loans, on a cash basis (1)	0.8				0.2
	Interest income recognized on troubled debt restructured loans, on an accrual basis	0.9				0.2
	(1) Includes amounts for Troubled debt restructured loans.
Loans Receivable, Grouped by Loan to Value and Debt Service Coverage Ratio	'
	Loan-to-value ("LTV") and debt service coverage ("DSC") ratios are measures commonly used to assess the risk and quality of mortgage loans. The LTV ratio, calculated at time of origination, is expressed as a percentage of the amount of the loan relative to the value of the underlying property. A LTV ratio in excess of 100% indicates the unpaid loan amount exceeds the underlying collateral. The DSC ratio, based upon the most recently received financial statements, is expressed as a percentage of the amount of a property’s net income to its debt service payments. A DSC ratio of less than 1.0 indicates that a property’s operations do not generate sufficient income to cover debt payments. These ratios are utilized as part of the review process described above.
	The following table presents the LTV ratios as of the dates indicated:
		September 30, 2014(1)				December 31, 2013(1)
	Loan-to-Value Ratio:
	0% - 50%	$	402.8			$	499.8
	>50% - 60%	729				761.3
	>60% - 70%	1,646.00				1,458.10
	>70% - 80%	124.4				112.6
	>80% and above	6.7				6.6
	Total Commercial mortgage loans	$	2,908.90			$	2,838.40
	(1) Balances do not include collective valuation allowance for losses.
	The following table presents the DSC ratios as of the dates indicated:
		September 30, 2014(1)				December 31, 2013(1)
	Debt Service Coverage Ratio:
	Greater than 1.5x	$	2,106.60			$	2,003.20
	>1.25x - 1.5x	459.4				468.5
	>1.0x - 1.25x	262.5				240.2
	Less than 1.0x	78.1				126.5
	Commercial mortgage loans secured by land or construction loans	2.3				—
	Total Commercial mortgage loans	$	2,908.90			$	2,838.40
	(1) Balances do not include collective valuation allowance for losses.
Mortgage Loans by Geographic Location of Collateral	'
	Properties collateralizing mortgage loans are geographically dispersed throughout the United States, as well as diversified by property type, as reflected in the following tables as of the dates indicated:
		September 30, 2014(1)							December 31, 2013(1)
		Gross				% of Total			Gross				% of Total
		Carrying Value							Carrying Value
	Commercial Mortgage Loans by U.S. Region:
	Pacific	$	715.6			24.6	%		$	682.8			24.1	%
	South Atlantic	582.4				20	%		560.9				19.8	%
	West South Central	356.4				12.3	%		377.2				13.3	%
	East North Central	353.4				12.1	%		337.6				11.9	%
	Middle Atlantic	373.3				12.8	%		334				11.8	%
	Mountain	283.6				9.8	%		282.1				9.9	%
	West North Central	128				4.4	%		131.4				4.6	%
	East South Central	81				2.8	%		60.5				2.1	%
	New England	35.2				1.2	%		71.9				2.5	%
	Total Commercial mortgage loans	$	2,908.90			100	%		$	2,838.40			100	%
	(1) Balances do not include collective valuation allowance for losses.
Mortgage Loans by Property Type of Collateral	'
		September 30, 2014(1)							December 31, 2013(1)
		Gross				% of Total			Gross				% of Total
		Carrying Value							Carrying Value
	Commercial Mortgage Loans by Property Type:
	Industrial	$	991.4			34.1	%		$	998.3			35.2	%
	Retail	850.7				29.2	%		800.2				28.2	%
	Apartments	477.4				16.4	%		412.4				14.5	%
	Office	321				11	%		388.3				13.7	%
	Hotel/Motel	83.9				2.9	%		99.1				3.5	%
	Mixed Use	80.4				2.8	%		53.7				1.9	%
	Other	104.1				3.6	%		86.4				3	%
	Total Commercial mortgage loans	$	2,908.90			100	%		$	2,838.40			100	%
	(1) Balances do not include collective valuation allowance for losses.
Mortgage Loans by Year of Origination	'
	The following table sets forth the breakdown of mortgages by year of origination as of the dates indicated:
		September 30, 2014(1)				December 31, 2013(1)
	Year of Origination:
	2014	$	384.4			$	—
	2013	635.5				641.3
	2012	301.2				307.5
	2011	662.1				748.4
	2010	149.8				170.8
	2009	11.9				45.6
	2008 and prior	764				924.8
	Total Commercial mortgage loans	$	2,908.90			$	2,838.40
	(1) Balances do not include collective valuation allowance for losses.
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following tables identify the Company’s credit-related and intent-related impairments included in the Condensed Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
		Three Months Ended September 30,
		2014							2013
		Impairment				No. of			Impairment				No. of
						Securities							Securities
	U.S. corporate	$	1.2			2			$	—			—
	Foreign(1)	—				—			—				—
	Residential mortgage-backed	0.8				17			0.5				15
	Commercial mortgage-backed	—				—			0.2				1
	Other asset-backed	0.4				2			0.8				3
	Equity	—				—			—				—
	Total	$	2.4			21			$	1.5			19
	(1) Primarily U.S. dollar denominated.
		Nine Months Ended September 30,
		2014							2013
		Impairment				No. of			Impairment				No. of
						Securities							Securities
	U.S. corporate	$	1.4			2			$	—			—
	Foreign(1)	0.2				2			—				—
	Residential mortgage-backed	1.4				33			4				49
	Commercial mortgage-backed	0.1				2			0.2				2
	Other asset-backed	0.5				2			0.9				3
	Equity	0.3				2			—				—
	Total	$	3.9			43			$	5.1			54
	(1) Primarily U.S. dollar denominated.
Net Investment Income	'
	The following tables summarize Net investment income for the periods indicated:
		Three Months Ended September 30,								Nine Months Ended September 30,
		2014				2013				2014				2013
	Fixed maturities	$	282.7			$	272.2			$	836.5			$	799.9
	Equity securities, available-for-sale	0.7				0.8				2				2.1
	Mortgage loans on real estate	35.9				37				105.9				116.2
	Policy loans	1.3				1.4				3.8				4.5
	Short-term investments and cash equivalents	0.2				0.1				0.7				0.2
	Other	14				40.5				32.9				62.3
	Gross investment income	334.8				352				981.8				985.2
	Less: Investment expenses	13				12.9				38.1				38
	Net investment income	$	321.8			$	339.1			$	943.7			$	947.2
Realized Gain (Loss) on Investments	'
	Net realized capital gains (losses) were as follows for the periods indicated:
		Three Months Ended September 30,								Nine Months Ended September 30,
		2014				2013				2014				2013
	Fixed maturities, available-for-sale, including securities pledged	$	(8.0	)		$	(1.3	)		$	(2.5	)		$	(9.6	)
	Fixed maturities, at fair value option	(22.5		)		(16.3		)		(38.9		)		(76.2		)
	Equity securities, available-for-sale	0.1				0.7				(0.1		)		0.8
	Derivatives	142.1				(607.5		)		(2.4		)		(2,346.5		)
	Embedded derivative - fixed maturities	(0.4		)		(3.6		)		(2.2		)		(20.2		)
	Embedded derivative - product guarantees	142.8				162.2				(249.7		)		829
	Other investments	(0.1		)		—				17.9				(0.1		)
	Net realized capital gains (losses)	$	254			$	(465.8	)		$	(277.9	)		$	(1,622.8	)
	After-tax net realized capital gains (losses)	$	165			$	(253.2	)		$	(180.7	)		$	(1,072.1	)
Gain (Loss) on Investments	'
	Proceeds from the sale of fixed maturities and equity securities, available-for-sale and the related gross realized gains and losses, before-tax were as follows for the periods indicated:
		Three Months Ended September 30,								Nine Months Ended September 30,
		2014				2013				2014				2013
	Proceeds on sales	$	671.8			$	890.6			$	1,755.50			$	2,731.70
	Gross gains	3.2				4.3				13.3				27.2
	Gross losses	7.8				6.5				22.5				12.8
Intent related impairment	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following tables summarize these intent impairments, which are also recognized in earnings, by type for the periods indicated:
		Three Months Ended September 30,
		2014							2013
		Impairment				No. of			Impairment				No. of
						Securities							Securities
	U.S. corporate	$	1.2			2			$	—			—
	Foreign(1)	—				—			—				—
	Residential mortgage-backed	—				—			0.3				3
	Commercial mortgage-backed	—				—			0.2				1
	Other asset-backed	—				—			—				—
	Equity	—				—			—				—
	Total	$	1.2			2			$	0.5			4
	(1) Primarily U.S. dollar denominated.
		Nine Months Ended September 30,
		2014							2013
		Impairment				No. of			Impairment				No. of
						Securities							Securities
	U.S. corporate	$	1.2			2			$	—			—
	Foreign(1)	0.2				2			—				—
	Residential mortgage-backed	—			*	4			0.3				3
	Commercial mortgage-backed	0.1				2			0.2				2
	Other asset-backed	—				—			—				—
	Equity	—				—			—				—
	Total	$	1.5			10			$	0.5			5
	(1) Primarily U.S. dollar denominated.
	*Less than $0.1.
Credit related impairment	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following tables identify the amount of credit impairments on fixed maturities for which a portion of the OTTI loss was recognized in Other comprehensive income (loss) and the corresponding changes in such amounts for the periods indicated:
		Three Months Ended September 30,
		2014				2013
	Balance at July 1	$	37.3			$	45.3
	Additional credit impairments:
	On securities not previously impaired	0.4				—
	On securities previously impaired	0.8				0.3
	Reductions:
	Securities sold, matured, prepaid or paid down	1.3				2.2
	Balance at September 30	$	37.2			$	43.4
		Nine Months Ended September 30,
		2014				2013
	Balance at January 1	$	42.1			$	47.9
	Additional credit impairments:
	On securities not previously impaired	0.5				0.4
	On securities previously impaired	1.7				3.4
	Reductions:
	Securities sold, matured, prepaid or paid down	7.1				(8.3		)
	Balance at September 30	$	37.2			$	43.4
Duration	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'
Schedule of Unrealized Loss on Investments	'
	Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, for instances in which fair value declined below amortized cost by greater than or less than 20% for consecutive months as indicated in the tables below, were as follows as of the dates indicated:
		Amortized Cost								Unrealized Capital Losses								Number of Securities
		< 20%				> 20%				< 20%				> 20%				< 20%		> 20%
	September 30, 2014
	Six months or less below amortized cost	$	2,400.00			$	1.7			$	26.9			$	0.4			373		2
	More than six months and twelve months or less below amortized cost	94.5				—			*	6.9				—			*	29		1
	More than twelve months below amortized cost	1,873.40				5				66.3				1.2				268		2
	Total	$	4,367.90			$	6.7			$	100.1			$	1.6			670		5
	December 31, 2013
	Six months or less below amortized cost	$	2,990.40			$	7.5			$	58.7			$	1.8			334		6
	More than six months and twelve months or less below amortized cost	4,264.70				25.8				226				6.7				474		6
	More than twelve months below amortized cost	419.6				10.3				27.4				2.8				122		9
	Total	$	7,674.70			$	43.6			$	312.1			$	11.3			930		21
	*Less than $0.1.
Market Sector (Type of Security)	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'
Schedule of Unrealized Loss on Investments	'
	Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, by market sector for instances in which fair value declined below amortized cost by greater than or less than 20% were as follows as of the dates indicated:
		Amortized Cost								Unrealized Capital Losses								Number of Securities
		< 20%				> 20%				< 20%				> 20%				< 20%		> 20%
	September 30, 2014
	U.S. Treasuries	$	223.9			$	—			$	4.6			$	—			6		—
	U.S. Government agencies and authorities	2				—				—			*	—				1		—
	U.S. corporate, state and municipalities	2,549.10				—				59.6				—				356		—
	Foreign	830.1				—				16.1				—				129		—
	Residential mortgage-backed	574.6				—			*	12.1				—			*	127		2
	Commercial mortgage-backed	53.2				—				0.6				—				7		—
	Other asset-backed	135				6.7				7.1				1.6				44		3
	Total	$	4,367.90			$	6.7			$	100.1			$	1.6			670		5
	*Less than $0.1.
	December 31, 2013
	U.S. Treasuries	$	1,580.20			$	—			$	43.9			$	—			15		—
	U.S. Government agencies and authorities	59.2				—				0.5				—				3		—
	U.S. corporate, state and municipalities	3,604.20				14.9				175.5				3.8				479		1
	Foreign	1,067.80				8.4				52.5				2				185		3
	Residential mortgage-backed	1,103.40				4.4				29.9				1.1				187		10
	Commercial mortgage-backed	80.9				—				1.1				—				14		—
	Other asset-backed	179				15.9				8.7				4.4				47		7
	Total	$	7,674.70			$	43.6			$	312.1			$	11.3			930		21

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Notional Amounts of Outstanding Derivative Positions	'
	The notional amounts and fair values of derivatives were as follows as of the dates indicated:
		September 30, 2014									December 31, 2013
		Notional			Asset			Liability			Notional			Asset			Liability
		Amount			Fair Value			Fair Value			Amount			Fair Value			Fair Value
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	7.7		$	0.1		$	—		$	7.7		$	—		$	0.1
	Foreign exchange contracts	57.1			4.5			—			57.1			1.8			0.7
	Fair value hedges:
	Interest rate contracts	357.6			3.2			13.5			365.6			4.8			9.7
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts	26,494.20			170.5			161.6			26,485.10			193			651.4
	Foreign exchange contracts	950.6			20			6.1			903.8			7.2			17.8
	Equity contracts	17,324.40			194			42.1			11,304.70			131			52.2
	Credit contracts	220			3.9			—			220			4.6			—
	Embedded derivatives:
	Within fixed maturity investments	N/A			26.8			—			N/A			28.9			—
	Within annuity products	N/A			—			2,990.90			N/A			—			2,594.50
	Within reinsurance agreements	N/A			4.3			135.8			N/A			(8.4		)	(38.0		)
	Total				$	427.3		$	3,350.00					$	362.9		$	3,288.40
	N/A - Not Applicable
	(1) Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Balance Sheets at fair value.
Offsetting Assets and Liabilities	'
	Although the Company has not elected to net its derivative exposures, the notional amounts and fair values of Over The Counter ("OTC") and cleared derivatives excluding exchange traded contracts and forward contracts (To Be Announced mortgage-backed securities) are presented in the tables below as of the dates indicated:
		September 30, 2014
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	220		$	3.9		$	—
	Equity contracts	9,566.50			177.6			40.5
	Foreign exchange contracts	1,007.70			24.5			6.1
	Interest rate contracts	26,859.50			173.8			175.1
					379.8			221.7
	Counterparty netting(1)				(192.5		)	(192.5		)
	Cash collateral netting(1)				(67.2		)	(18.6		)
	Securities collateral netting(1)				(43.8		)	(4.0		)
	Net receivables/payables				$	76.3		$	6.6
	(1) Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting rules.
		December 31, 2013
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	220		$	4.6		$	—
	Equity contracts	4,225.30			129.1			31.7
	Foreign exchange contracts	960.9			9			18.5
	Interest rate contracts	26,858.50			197.8			661.2
					340.5			711.4
	Counterparty netting(1)				(283.5		)	(283.5		)
	Cash collateral netting(1)				(37.4		)	—
	Securities collateral netting(1)				(8.8		)	(350.0		)
	Net receivables/payables				$	10.8		$	77.9
Schedule of Net Realized Gains (Losses) on Derivatives	'
	Net realized gains (losses) on derivatives were as follows for the periods indicated:
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Derivatives: Qualifying for hedge accounting(1):
	Cash flow hedges:
	Interest rate contracts	$	—		$	—		$	0.1		$	—
	Foreign exchange contracts	0.2			—			0.5			—
	Fair value hedges:
	Interest rate contracts	—			(2.9		)	(8.9		)	14.9
	Derivatives: Non-qualifying for hedge accounting(2):
	Interest rate contracts	71.3			(82.0		)	462.3			(785.6		)
	Foreign exchange contracts	58.1			(31.8		)	56			53.8
	Equity contracts	12.6			(491.8		)	(513.4		)	(1,632.1		)
	Credit contracts	(0.1		)	1			1			2.5
	Embedded derivatives:
	Within fixed maturity investments(2)	(0.4		)	(3.6		)	(2.2		)	(20.2		)
	Within annuity products(2)	142.8			162.2			(249.7		)	829
	Within reinsurance agreements(3)	18			23.7			(161.1		)	272.9
	Total	$	302.5		$	(425.2	)	$	(415.4	)	$	(1,264.8	)
	(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations. For the three and nine months ended September 30, 2014 and 2013, ineffective amounts were immaterial.
	(2) Changes in value are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Statements of Operations.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	'
	The following table presents the Company’s hierarchy for its assets and liabilities measured at fair value on a recurring basis as of September 30, 2014:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,030.30			$	9.4			$	—		$	1,039.70
	U.S. Government agencies and authorities	—				115.5				—			115.5
	U.S. corporate, state and municipalities	—				11,251.00				314.9			11,565.90
	Foreign(1)	—				5,555.00				111.3			5,666.30
	Residential mortgage-backed securities	—				2,113.40				29.6			2,143.00
	Commercial mortgage-backed securities	—				1,615.20				—			1,615.20
	Other asset-backed securities	—				374.2				1			375.2
	Total fixed maturities, including securities pledged	1,030.30				21,033.70				456.8			22,520.80
	Equity securities, available-for-sale	6.7				—				—			6.7
	Derivatives:
	Interest rate contracts	—				173.8				—			173.8
	Foreign exchange contracts	—				24.5				—			24.5
	Equity contracts	16.4				137.9				39.7			194
	Credit contracts	—				3.9				—			3.9
	Embedded derivative on reinsurance	—				4.3				—			4.3
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	714.4				3.6				—			718
	Assets held in separate accounts	39,626.10				—				—			39,626.10
	Total assets	$	41,393.90			$	21,381.70			$	496.5		$	63,272.10
	Liabilities:
	Annuity product guarantees:
	FIA	$	—			$	—			$	1,848.10		$	1,848.10
	GMAB / GMWB / GMWBL(2)	—				—				1,142.80			1,142.80
	Derivatives:
	Interest rate contracts	—				175.1				—			175.1
	Foreign exchange contracts	—				6.1				—			6.1
	Equity contracts	1.6				40.5				—			42.1
	Credit contracts	—				—				—			—
	Embedded derivative on reinsurance	—				135.8				—			135.8
	Total liabilities	$	1.6			$	357.5			$	2,990.90		$	3,350.00
	(1) Primarily U.S. dollar denominated.
	(2) Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL").
	The following table presents the Company’s hierarchy for its assets and liabilities measured at fair value on a recurring basis as of December 31, 2013:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,847.40			$	9.4			$	—		$	1,856.80
	U.S. Government agencies and authorities	—				98.1				4.2			102.3
	U.S. corporate, state and municipalities	—				10,598.00				90.4			10,688.40
	Foreign(1)	—				5,370.10				24.6			5,394.70
	Residential mortgage-backed securities	—				2,224.50				27.6			2,252.10
	Commercial mortgage-backed securities	—				1,615.30				—			1,615.30
	Other asset-backed securities	—				518.5				22			540.5
	Total fixed maturities, including securities pledged	1,847.40				20,433.90				168.8			22,450.10
	Equity securities, available-for-sale	6.1				—				—			6.1
	Derivatives:
	Interest rate contracts	—				197.8				—			197.8
	Foreign exchange contracts	—				9				—			9
	Equity contracts	1.9				72.1				57			131
	Credit contracts	—				4.6				—			4.6
	Embedded derivative on reinsurance	—				(8.4		)		—			(8.4		)
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,123.60				5				—			1,128.60
	Assets held in separate accounts	42,008.30				—				—			42,008.30
	Total assets	$	44,987.30			$	20,714.00			$	225.8		$	65,927.10
	Liabilities:
	Annuity product guarantees:
	FIA	$	—			$	—			$	1,693.50		$	1,693.50
	GMAB / GMWB / GMWBL(2)	—				—				901			901
	Derivatives:
	Interest rate contracts	—				661.2				—			661.2
Foreign exchange contracts	—				18.5				—			18.5
Equity contracts	20.5				31.7				—			52.2
Credit contracts	—				—				—			—
Embedded derivative on reinsurance	—				(38.0		)		—			(38.0		)
Total liabilities	$	20.5			$	673.4			$	2,594.50		$	3,288.40
(1) Primarily U.S. dollar denominated.
(2) Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL").
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	'
		Fair Value as of July 1				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
						Gains (Losses)																			into		out of						Unrealized
						Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
																																	Included in
						Net				OCI																							Earnings (4)
						Income
	Fixed maturities, including securities pledged:
	U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
	U.S. corporate, state and municipalities	213.1				(0.1		)		(9.6		)	24.1			—			—			(15.5		)	128.5		(25.6		)	314.9			(0.1		)
	Foreign(1)	114.1				—				(2.8		)	—			—			—			—			—		—			111.3			—
	Residential mortgage-backed securities	32.2				(1.0		)		0.5			—			—			—			(0.3		)	—		(1.8		)	29.6			(1.0		)
	Other asset-backed securities	1.4				0.4				(0.4		)	—			—			—			(0.4		)	—		—			1			0.4
	Total fixed maturities, including securities pledged:	360.8				(0.7		)		(12.3		)	24.1			—			—			(16.2		)	128.5		(27.4		)	456.8			(0.7		)
	Equity securities, available-for-sale	—				—				—			—			—			—			—			—		—			—			—
	Derivatives:
	Annuity product guarantees:
	FIA(2)	(1,888.8		)		38.4				—			—			(31.4		)	—			33.7			—		—			(1,848.1		)	—
	GMWB/GMAB/GMWBL(2)	(1,209.4		)		104.4				—			—			(37.9		)	—			0.1			—		—			(1,142.8		)	—
	Other derivatives, net	53.2				2.9				—			5.7			—			—			(22.1		)	—		—			39.7			(13.6		)
	(1) Primarily U.S. dollar denominated.
	(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
	The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the nine months ended September 30, 2014:
		Fair				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change In
		Value				Gains (Losses)																			into		out of						Unrealized
		as of				Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
		January 1																															Included in
						Net				OCI																							Earnings (4)
						Income
	Fixed maturities, including securities pledged:
	U.S. Government agencies and authorities	$	4.2			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	(4.2	)	$	—		$	—
	U.S. corporate, state and municipalities	90.4				(0.2		)		(2.2		)	90.8			—			—			(26.9		)	163		—			314.9			(0.2		)
	Foreign(1)	24.6				—				(2.3		)	23.9			—			—			(7.5		)	85.7		(13.1		)	111.3			—
	Residential mortgage-backed securities	27.6				(2.1		)		0.8			0.3			—			(2.8		)	(1.1		)	8.8		(1.9		)	29.6			(2.0		)
	Other asset-backed securities	22				2.6				(2.3		)	—			—			—			(11.7		)	—		(9.6		)	1			1.1
	Total fixed maturities, including securities pledged	168.8				0.3				(6.0		)	115			—			(2.8		)	(47.2		)	257.5		(28.8		)	456.8			(1.1		)
	Equity securities, available-for-sale	—				(0.3		)		0.3			—			—			—			—			—		—			—			(0.3		)
	Derivatives:
	Annuity product guarantees:
	FIA(2)	(1,693.5		)		(120.7		)		—			—			(124.8		)	—			90.9			—		—			(1,848.1		)	—
	GMWB/GMAB/GMWBL(2)	(901.0		)		(129.0		)		—			—			(113.2		)	—			0.4			—		—			(1,142.8		)	—
	Other derivatives, net	57				33.7				—			17.6			—			—			(68.6		)	—		—			39.7			(17.3		)
	(1) Primarily U.S. dollar denominated.
	(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
	(3) The Company's policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
	The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the three months ended September 30, 2013:
		Fair Value as of July 1				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
						Gains (Losses)																			into		out of						Unrealized
						Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
																																	Included in
						Net				OCI																							Earnings (4)
						Income
	Fixed maturities, including securities pledged:
	U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
	U.S. corporate, state and municipalities	98.5				(0.1		)		(1.5		)	—			—			—			(10.6		)	—		—			86.3			(0.1		)
	Foreign(1)	16.4				0.1				0.2			—			—			—			(9.0		)	3.9		—			11.6			—
	Residential mortgage-backed securities	34.9				(0.3		)		(0.2		)	21.1			—			—			(0.2		)	—		(0.8		)	54.5			(0.3		)
	Other asset-backed securities	74.3				0.9				(0.9		)	—			—			—			(1.2		)	—		—			73.1			1
	Total fixed maturities, including securities pledged:	224.1				0.6				(2.4		)	21.1			—			—			(21.0		)	3.9		(0.8		)	225.5			0.6
	Equity securities, available-for-sale	0.4				—				—			—			—			—			—			—		—			0.4			—
	Derivatives:
Annuity products guarantees:
FIA(2)	(1,480.0		)		(31.9		)		—			—			(35.1		)	—			21.6			—		—			(1,525.4		)	—
GMWB/GMAB/GMWBL(2)	(1,323.4		)		194.1				—			—			(32.8		)	—			0.1			—		—			(1,162.0		)	—
Other derivatives, net	40.6				14.9				—			4.9			—			—			(17.0		)	—		—			43.4			0.9
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
The following table summarizes the change in fair value of the Company’s Level 3 assets and liabilities and transfers in and out of Level 3 for the nine months ended September 30, 2013:
	Fair				Total Realized/Unrealized							Purchases			Issuances			Sales			Settlements			Transfers		Transfers			Fair Value as of September 30			Change in
	Value				Gains (Losses)																			into		out of						Unrealized
	as of				Included in:																			Level 3(3)		Level 3(3)						Gains (Losses)
	January 1																															Included in
					Net				OCI																							Earnings (4)
					Income
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—
U.S. corporate, state and municipalities	113.6				(0.2		)		(1.8		)	—			—			—			(17.1		)	16.1		(24.3		)	86.3			(0.2		)
Foreign(1)	20.9				—				(0.4		)	—			—			(1.1		)	(13.3		)	5.5		—			11.6			—
Residential mortgage-backed securities	24.2				(0.9		)		(0.4		)	33.1			—			(0.2		)	(0.7		)	—		(0.6		)	54.5			(1.0		)
Other asset-backed securities	78.2				4.3				(1.1		)	—			—			—			(8.3		)	—		—			73.1			3.6
Total fixed maturities, including securities pledged	236.9				3.2				(3.7		)	33.1			—			(1.3		)	(39.4		)	21.6		(24.9		)	225.5			2.4
Equity securities, available-for-sale	15.8				(0.1		)		0.1			—			—			—			—			—		(15.4		)	0.4			—
Derivatives:
Annuity product guarantees:
FIA(2)	(1,393.8		)		(117.0		)		—			—			(71.1		)	—			56.5			—		—			(1,525.4		)	—
GMWB/GMAB/GMWBL(2)	(2,004.0		)		946				—			—			(104.3		)	—			0.3			—		—			(1,162.0		)	—
Other derivatives, net	11.7				63.9				—			15.5			—			—			(47.7		)	—		—			43.4			25.2
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
(3) The Company's policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of September 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.
Fair Value Inputs, Liabilities, Quantitative Information	'
	The following table presents the unobservable inputs for Level 3 fair value measurements as of September 30, 2014:
			Range(1)
	Unobservable Input		GMWB / GMWBL			GMAB			FIA
	Long-term equity implied volatility		15% to 25%			15% to 25%			—
	Interest rate implied volatility		0.2% to 16%			0.2% to 16%			—
	Correlations between:
	Equity Funds		50% to 98%			50% to 98%			—
	Equity and Fixed Income Funds		-38% to 62%			-38% to 62%			—
	Interest Rates and Equity Funds		-32% to -14%			-32% to -14%			—
	Nonperformance risk		0.08% to 0.94%			0.08% to 0.94%			0.08% to 0.94%
	Actuarial Assumptions:
	Benefit Utilization		85% to 100%		(2)	—			—
	Partial Withdrawals		0% to 10%			0% to 10%			0% to 5%
	Lapses		0.08% to 24%		(3)(4)	0.08% to 31%		(3)(4)	0% to 60%		(3)
	Mortality		—		(5)	—		(5)	—		(6)
	(1)	Represents the range of reasonable assumptions that management has used in its fair value calculations.
	(2) Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 32% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of September 30, 2014 (account value amounts are in $ billions).
			Account Values
	Attained Age Group		In the Money				Out of the Money				Total			Average Expected Delay (Years)*
	< 60		$	2.8			$	0.3			$	3.1		9.6
	60-69		6.6				0.5				7.1			5.1
	70+		5.1				0.3				5.4			3.3
			$	14.5			$	1.1			$	15.6		6
	* For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
	(3) Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period.
	(4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of September 30, 2014 (account value amounts are in $ billions).
				GMAB						GMWB/GMWBL
		Moneyness		Account Value				Lapse Range		Account Value			Lapse Range
	During Surrender Charge Period
		In the Money**		$	—		*	0.08% to 8.2%		$	7.2		0.08% to 6.3%
		Out of the Money		—			*	0.41% to 12%		0.6			0.36% to 7.2%
	After Surrender Charge Period
		In the Money**		—			*	2.5% to 21%		7.4			1.7% to 21%
		Out of the Money		0.1				12% to 31%		1			5.6% to 24%
	*Less than $0.1.
	** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness."
	(5) The mortality rate is based on the Annuity 2000 Basic table with mortality improvements.
	(6) The mortality rate is based on the 2012 Individual Annuity Mortality Basic table with mortality improvements.
	The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2013:
			Range(1)
	Unobservable Input		GMWB / GMWBL			GMAB			FIA
	Long-term equity implied volatility		15% to 25%			15% to 25%			—
	Interest rate implied volatility		0.2% to 16%			0.2% to 16%			—
	Correlations between:
	Equity Funds		50% to 98%			50% to 98%			—
	Equity and Fixed Income Funds		-33% to 62%			-33% to 62%			—
	Interest Rates and Equity Funds		-30% to -14%			-30% to -14%			—
	Nonperformance risk		-0.1% to 0.79%			-0.1% to 0.79%			-0.1% to 0.79%
	Actuarial Assumptions:
	Benefit Utilization		85% to 100%		(2)	—			—
	Partial Withdrawals		0% to 10%			0% to 10%			0% to 2%
	Lapses		0.08% to 40%		(3)(4)	0.08% to 31%		(3)(4)	0% to 53%		(3)
	Mortality		—		(5)	—		(5)	—		(6)
	(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
	(2) Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 30% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of December 31, 2013 (account value amounts are in $ billions).
			Account Values
	Attained Age Group		In the Money				Out of the Money				Total			Average Expected Delay (Years)*
	< 60		$	2.1			$	1.4			$	3.5		5.4
	60-69		5				2.5				7.5			1.3
	70+		3.9				1.3				5.2			0	+
			$	11			$	5.2			$	16.2		2.3
	+ less than 0.1
	* For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
(3) Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period.
(4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of December 31, 2013 (account value amounts are in $ billions).
			GMAB						GMWB/GMWBL
	Moneyness		Account Value				Lapse Range		Account Value			Lapse Range
During Surrender Charge Period
	In the Money**		$	—		*	0.08% to 8.2%		$	5.5		0.08% to 5.5%
	Out of the Money		—			*	0.41% to 12%		3.1			0.36% to 11%
After Surrender Charge Period
	In the Money**		—			*	2.5% to 21%		5.6			1.5% to 21%
	Out of the Money		0.1				12% to 31%		2.8			6.9% to 40%
*Less than $0.1.
** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness."
(5) The mortality rate is based on the Annuity 2000 Basic table with mortality improvements.
(6) The mortality rate is based on the 2012 Individual Annuity Mortality Basic table with mortality improvements.
Fair Value, by Balance Sheet Grouping	'
	The carrying values and estimated fair values of the Company’s financial instruments as of the dates indicated:
		September 30, 2014								December 31, 2013
		Carrying				Fair				Carrying			Fair
		Value				Value				Value			Value
	Assets:
	Fixed maturities, including securities pledged	$	22,520.80			$	22,520.80			$	22,450.10		$	22,450.10
	Equity securities, available-for-sale	6.7				6.7				6.1			6.1
	Mortgage loans on real estate	2,907.90				2,995.60				2,837.30			2,867.00
	Policy loans	88.3				88.3				94.9			94.9
	Limited partnerships/corporations	176.3				176.3				133.2			133.2
	Cash, cash equivalents, short-term investments and short-term investments under securities loan agreement	718				718				1,128.60			1,128.60
	Derivatives	396.2				396.2				342.4			342.4
	Other investments	55.6				55.6				56.2			56.2
	Deposits from affiliates	669.1				703.3				747.2			807.7
	Embedded derivative on reinsurance	4.3				4.3				(8.4		)	(8.4		)
	Assets held in separate accounts	39,626.10				39,626.10				42,008.30			42,008.30
	Liabilities:
	Investment contract liabilities:
	Deferred annuities(1)	18,860.90				18,986.00				18,979.60			19,377.20
	Funding agreements with fixed maturities and guaranteed investment contracts	1,102.00				1,085.20				1,530.50			1,499.30
	Supplementary contracts, immediate annuities and other	2,302.70				2,499.10				1,822.60			1,942.30
	Annuity product guarantees:
	FIA	1,848.10				1,848.10				1,693.50			1,693.50
	GMAB/GMWB/GMWBL	1,142.80				1,142.80				901			901
	Derivatives	223.3				223.3				731.9			731.9
	Long-term debt	435				519.5				435			471.2
	Embedded derivative on reinsurance	135.8				135.8				(38.0		)	(38.0		)
	(1) Certain amounts included in Deferred annuities are also reflected within the Annuity product guarantees section of the table above.

Deferred_Policy_Acquisition_Co1

Deferred Policy Acquisition Costs and Value of Business Acquired (Tables)	9 Months Ended
	Sep. 30, 2014
Deferred Policy Acquisition Costs and Value of Business Acquired [Abstract]	'
Deferred Policy Acquisition Costs and Value of Business Acquired	'
	Activity within DAC and VOBA was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2014	$	2,271.70		$	58.6		$	2,330.30
	Deferrals of commissions and expenses	92			—			92
	Amortization:
	Amortization	(92.0		)	(9.4		)	(101.4		)
	Interest accrued(1)	77.2			2.5			79.7
	Net amortization included in the Condensed Statements of Operations	(14.8		)	(6.9		)	(21.7		)
	Change in unrealized capital gains/losses on available-for-sale securities	(208.0		)	(8.8		)	(216.8		)
	Balance at September 30, 2014	$	2,140.90		$	42.9		$	2,183.80
		DAC			VOBA			Total
	Balance at January 1, 2013	$	2,968.20		$	28.4		$	2,996.60
	Deferrals of commissions and expenses	69.8			—			69.8
	Amortization:
	Amortization(2)	(1,360.5		)	15.6			(1,344.9		)
	Interest accrued(1)	112.4			2.4			114.8
	Net amortization included in the Condensed Statements of Operations	(1,248.1		)	18			(1,230.1		)
	Change in unrealized capital gains/losses on available-for-sale securities	689.7			12.7			702.4
	Balance at September 30, 2013	$	2,479.60		$	59.1		$	2,538.70
	(1) Interest accrued at the following rates for VOBA: 2.0% to 5.8% during 2014 and 3.0% to 6.0% during 2013.
	(2) Includes loss recognition of $305.0 related to DAC and $1.0 related to VOBA.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Schedule of Accumulated Other Comprehensive Income	'
	Shareholder’s equity included the following components of Accumulated Other Comprehensive Income ("AOCI") as of the dates indicated.
		September 30,
		2014				2013
	Fixed maturities, net of OTTI	$	1,290.30			$	929.7
	Equity securities, available-for-sale	3.6				2.9
	Derivatives	4.1				(0.2		)
	DAC/VOBA and sales inducements adjustment on available-for-sale securities	(601.3		)		(407.5		)
	Other	(34.9		)		(34.9		)
	Unrealized capital gains (losses), before tax	661.8				490
	Deferred income tax asset (liability)	(46.1		)		31.4
	Unrealized capital gains (losses), after tax	615.7				521.4
	Pension and other postretirement benefits liability, net of tax	0.8				0.9
	AOCI	$	616.5			$	522.3
Schedule of Amounts Recognized in Other Comprehensive Income (Loss)	'
	Changes in AOCI, including the reclassification adjustments recognized in the Condensed Statements of Operations, were as follows for the periods indicated.
		Three Months Ended September 30, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(237.8	)		$	161.9		(2)	$	(75.9	)
	Equity securities	—				—				—
	Other	0.4				(0.1		)		0.3
	OTTI	2.4				(0.8		)		1.6
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	6.5				(2.3		)		4.2
	DAC/VOBA and sales inducements	104.2				(36.5		)		67.7
	Change in unrealized gains/losses on available-for-sale securities	(124.3		)		122.2				(2.1		)
	Derivatives:
	Derivatives	3.8			(1)	(1.3		)		2.5
	Change in unrealized gains/losses on derivatives	3.8				(1.3		)		2.5
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.1		)		0.1				—
	Change in pension and other postretirement benefits liability	(0.1		)		0.1				—
	Change in Other comprehensive income (loss)	$	(120.6	)		$	121			$	0.4
	(1) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
	(2) Amount includes $79.0 valuation allowance. See the Income Taxes Note to these Condensed Financial Statements for additional information.
		Nine Months Ended September 30, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	442.1			$	(154.8	)		$	287.3
	Equity securities	1.3				(0.5		)		0.8
	Other	0.6				(0.2		)		0.4
	OTTI	11.4				(4.0		)		7.4
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	9.2				(3.2		)		6
	DAC/VOBA and sales inducements	(259.8		)	(1)	90.9				(168.9		)
	Change in unrealized gains/losses on available-for-sale securities	204.8				(71.8		)		133
	Derivatives:
	Derivatives	3.7			(2)	(1.3		)		2.4
	Change in unrealized gains/losses on derivatives	3.7				(1.3		)		2.4
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.2		)		0.1				(0.1		)
	Change in pension and other postretirement benefits liability	(0.2		)		0.1				(0.1		)
	Change in Other comprehensive income (loss)	$	208.3			$	(73.0	)		$	135.3
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
		Three Months Ended September 30, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(64.5	)		$	40		(2)	$	(24.5	)
	Equity securities	(0.9		)		0.3				(0.6		)
	Other	0.2				—				0.2
	OTTI	4.3				(1.5		)		2.8
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	3.4				(1.1		)		2.3
	DAC/VOBA and sales inducements	64.4				(22.8		)		41.6
	Change in unrealized gains/losses on available-for-sale securities	6.9				14.9				21.8
	Derivatives:
	Derivatives	0.4			(1)	(0.2		)		0.2
	Change in unrealized gains/losses on derivatives	0.4				(0.2		)		0.2
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.1		)		0.1				—
	Change in pension and other postretirement benefits liability	(0.1		)		0.1				—
	Change in Other comprehensive income (loss)	$	7.2			$	14.8			$	22
	(1) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
	(2) Amount includes $17.3 valuation allowance. See the Income Taxes Note to these Condensed Financial Statements for additional information.
		Nine Months Ended September 30, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(1,081.3	)		$	395.8		(3)	$	(685.5	)
	Equity securities	(0.5		)		0.2				(0.3		)
Other	0.5				(0.1		)		0.4
OTTI	15.8				(5.5		)		10.3
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Statements of Operations	(9.3		)		3.3				(6.0		)
DAC/VOBA and sales inducements	875.8			(1)	(306.8		)		569
Change in unrealized gains/losses on available-for-sale securities	(199.0		)		86.9				(112.1		)
Derivatives:
Derivatives	0.5			(2)	(0.2		)		0.3
Change in unrealized gains/losses on derivatives	0.5				(0.2		)		0.3
Pension and other postretirement benefits liability:
Amortization of prior service cost recognized in Operating expenses in the Condensed Statements of Operations	(0.2		)		0.1				(0.1		)
Change in pension and other postretirement benefits liability	(0.2		)		0.1				(0.1		)
Change in Other comprehensive income (loss)	$	(198.7	)		$	86.8			$	(111.9	)
(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Financial Statements for additional information.
(2) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.
(3) Amount includes $17.3 valuation allowance. See Income Taxes Note to these Condensed Financial Statements for additional information.

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2014
Income Tax Disclosure [Abstract]	'
Schedule of Effective Income Tax Rate Reconciliation	'
	Income taxes were different from the amount computed by applying the federal income tax rate to income (loss) before income taxes for the following reasons for the periods indicated:
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Income (loss) before income taxes	$	287.8		$	123.9		$	221.7		$	101.4
	Tax rate	35		%	35		%	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	100.7			43.4			77.6			35.5
	Tax effect of:
	Dividends received deduction	(9.9		)	(31.8		)	(42.4		)	(66.2		)
	Valuation allowance	17.7			53			49.9			183.1
	Audit settlement	—			—			2.8			—
	Tax credits	—			(1.2		)	—			(1.2		)
	Non-deductible expense (benefit)	0.3			—			0.3			0.4
	Other	(0.3		)	(0.6		)	(0.2		)	(0.5		)
	Income tax expense (benefit)	$	108.5		$	62.8		$	88		$	151.1

Commitments_and_Contingencies_

Commitments and Contingencies Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Schedule of Restricted Assets	'
	The components of the fair value of the restricted assets were as follows as of the dates indicated:
		September 30, 2014		December 31, 2013
	Fixed maturity collateral pledged to FHLB	$	1,255.30	$	1,266.80
	FHLB restricted stock(1)	53.6		53.6
	Other fixed maturities-state deposits	11.4		11.3
	Securities pledged(2)	599.3		959.2
	Total restricted assets	$	1,919.60	$	2,290.90
	(1) Reported in Other investments on the Condensed Balance Sheets.
	(2) Includes the fair value of loaned securities of $125.7 and $128.5 as of September 30, 2014 and December 31, 2013, respectively, which is included in Securities pledged on the Condensed Balance Sheets. In addition, as of September 30, 2014 and December 31, 2013, the Company delivered securities as collateral of $473.6 and $830.7, respectively, which is included in Securities pledged on the Condensed Balance Sheets.

Business_Basis_of_Presentation2

Business, Basis of Presentation and Significant Accounting Polices (Details)	9 Months Ended	0 Months Ended		0 Months Ended
	Sep. 30, 2014	7-May-13	Oct. 29, 2013	Sep. 08, 2014	Mar. 25, 2014	Oct. 29, 2013	7-May-13
	segment	ING International	ING International	ING U.S. Inc.	ING U.S. Inc.	ING U.S. Inc.	ING U.S. Inc.
Schedule Of Equity Transactions [Line Items]	'	'	'	'	'	'	'
Offering of shares by parent company and subsidiaries	'	'	'	'	'	'	30,769,230
Offering of shares by parent company and subsidiaries	'	44,201,773	'	22,277,993	30,475,000	37,950,000	'
Ownership by affiliate of parent company	'	'	57.00%	'	'	'	'
Shares acquired from parent in buyback	'	'	'	7,722,007	7,255,853	'	'
Ownership percentage by parent	'	'	'	32.50%	43.00%	'	'
Number of operating segments	1	'	'	'	'	'	'

Investments_Fixed_Maturities_a

Investments Fixed Maturities and Equity Securities (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Embedded Derivatives	$26.80	[1]	$28.90	[1]
OTTI	36.3	[2]	47.6	[2]
Equity securities, Amortized Cost	3.1		3.8
Equity securities, available-for-sale	6.7		6.1
Total fixed maturities and equity securities, Amortized Cost	20,654.10		20,633.40
Total fixed maturities and equity securities, Gross Unrealized Capital Gains	1,347.60		1,151.70
Total fixed maturities and equity securities, Gross Unrealized Capital Losses	100.3		317
Total fixed maturities and equity securities, Fair Value	21,928.20		21,497
U.S. Treasuries	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	989.3		1,880.90
Fixed maturities, Gross Unrealized Capital Gain	55		19.8
Fixed maturities, Gross Unrealized Capital Losses	4.6		43.9
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	1,039.70		1,856.80
OTTI	0	[2]	0	[2]
U.S government agencies and authorities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	111.5		102.5
Fixed maturities, Gross Unrealized Capital Gain	4		0.3
Fixed maturities, Gross Unrealized Capital Losses	0		0.5
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	115.5		102.3
OTTI	0	[2]	0	[2]
State, municipalities and political subdivisions	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	93.4		50.1
Fixed maturities, Gross Unrealized Capital Gain	5.1		2.1
Fixed maturities, Gross Unrealized Capital Losses	0.6		0.9
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	97.9		51.3
OTTI	0	[2]	0	[2]
U.S. corporate securities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	10,809.80		10,292.80
Fixed maturities, Gross Unrealized Capital Gain	717.2		522.7
Fixed maturities, Gross Unrealized Capital Losses	59		178.4
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	11,468		10,637.10
OTTI	5	[2]	6.1	[2]
Foreign	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	5,346.50	[3]	5,158.30	[3]
Fixed maturities, Gross Unrealized Capital Gain	335.9	[3]	290.9	[3]
Fixed maturities, Gross Unrealized Capital Losses	16.1	[3]	54.5	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	5,666.30	[3]	5,394.70	[3]
OTTI	0	[2],[3]	0	[2],[3]
Foreign government	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	330.1	[3]	404.8	[3]
Fixed maturities, Gross Unrealized Capital Gain	12.1	[3]	14.5	[3]
Fixed maturities, Gross Unrealized Capital Losses	5.3	[3]	16.7	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	336.9	[3]	402.6	[3]
OTTI	0	[2],[3]	0	[2],[3]
Foreign other	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	5,016.40	[3]	4,753.50	[3]
Fixed maturities, Gross Unrealized Capital Gain	323.8	[3]	276.4	[3]
Fixed maturities, Gross Unrealized Capital Losses	10.8	[3]	37.8	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	5,329.40	[3]	4,992.10	[3]
OTTI	0	[2],[3]	0	[2],[3]
Residential mortgage-backed securities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	1,978.80		2,103.30
Fixed maturities, Gross Unrealized Capital Gain	149.5		150.9
Fixed maturities, Gross Unrealized Capital Losses	12.1		31
Embedded Derivatives	26.8	[1]	28.9	[1]
Fixed maturities, including securities pledged, Fair Value	2,143		2,252.10
OTTI	30.7	[2]	40.8	[2]
Agency Residential Mortgage-backed Securities [Member]	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	1,671.40		1,740.30
Fixed maturities, Gross Unrealized Capital Gain	96.1		99
Fixed maturities, Gross Unrealized Capital Losses	10		25.7
Embedded Derivatives	19	[1]	20.2	[1]
Fixed maturities, including securities pledged, Fair Value	1,776.50		1,833.80
OTTI	0	[2]	0	[2]
Non-agency Residential Mortgage-backed Securities [Member]	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	307.4		363
Fixed maturities, Gross Unrealized Capital Gain	53.4		51.9
Fixed maturities, Gross Unrealized Capital Losses	2.1		5.3
Embedded Derivatives	7.8	[1]	8.7	[1]
Fixed maturities, including securities pledged, Fair Value	366.5		418.3
OTTI	30.7	[2]	40.8	[2]
Commercial mortgage-backed securities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	1,506.80		1,471.30
Fixed maturities, Gross Unrealized Capital Gain	109		145.1
Fixed maturities, Gross Unrealized Capital Losses	0.6		1.1
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	1,615.20		1,615.30
OTTI	0	[2]	0	[2]
Other asset-backed securities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	367.6		534.5
Fixed maturities, Gross Unrealized Capital Gain	16.3		19.1
Fixed maturities, Gross Unrealized Capital Losses	8.7		13.1
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	375.2		540.5
OTTI	0.6	[2]	0.7	[2]
Fixed maturities	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	21,203.70		21,593.70
Fixed maturities, Gross Unrealized Capital Gain	1,392		1,150.90
Fixed maturities, Gross Unrealized Capital Losses	101.7		323.4
Embedded Derivatives	26.8	[1]	28.9	[1]
Fixed maturities, including securities pledged, Fair Value	22,520.80		22,450.10
OTTI	36.3	[2]	47.6	[2]
Securities pledged, Amortized Cost	552.7		964.1
Securities pledged, Gross Unrealized Capital Gains	48		1.8
Securities pledged, Gross Unrealized Capital Losses	1.4		6.7
Securities pledged, Fair Value	599.3		959.2
Total fixed maturities, less securities pledged, Amortized Cost	20,651		20,629.60
Total fixed maturities, less securities pledged, Gross Unrealized Capital Gains	1,344		1,149.10
Available-for-sale Securities, Less Securities Pledged, Debt Securities, Unrecognized Loss	100.3		316.7
Total fixed maturities, less securities pledged, Fair Value	21,921.50		21,490.90
Equity securities, available-for-sale	'		'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'		'
Embedded Derivatives	0	[1]	0	[1]
OTTI	0	[2]	0	[2]
Equity securities, Amortized Cost	3.1		3.8
Equity securities, Gross Unrealized Capital Gains	3.6		2.6
Equity securities, Gross Unrealized Capital Losses	0		0.3
Equity securities, available-for-sale	$6.70		$6.10
[1]	Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Statements of Operations.
[2]	Represents OTTI reported as a component of Other comprehensive income.
[3]	Primarily U.S. dollar denominated.

Investments_Debt_Maturities_De

Investments Debt Maturities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fixed maturities	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
One year or less, Amortized Cost	$747.40	'
One year or less, Fair Value	762.2	'
After one year through five years, Amortized Cost	4,223.90	'
After one year through five years, Fair Value	4,474.50	'
After ten years, Amortized Cost	8,207.40	'
After ten years, Fair Value	8,472.80	'
After ten years, Amortized Cost	4,171.80	'
After ten years, Fair Value	4,677.90	'
Fixed maturities, including securities pledged, Amortized Cost	21,203.70	21,593.70
Fixed maturities, including securities pledged, Fair Value	22,520.80	22,450.10
Mortgage-backed securities	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Securities without single maturity date, Amortized Cost	3,485.60	'
Securities without single maturity date, Fair Value	3,758.20	'
Percent of CMO holdings invested interest only or principal only types of CMOs	38.60%	33.40%
Other asset-backed securities	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Securities without single maturity date, Amortized Cost	367.6	'
Securities without single maturity date, Fair Value	375.2	'
Fixed maturities, including securities pledged, Amortized Cost	367.6	534.5
Fixed maturities, including securities pledged, Fair Value	$375.20	$540.50

Investments_Composition_of_US_

Investments Composition of US and Foreign Corporate Securities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Communications	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	$1,048.90	$1,028.70
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	109.8	76.3
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	2.2	10
Fixed maturities, including securities pledged, Fair Value	1,156.50	1,095
Financial	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	2,324.50	1,862.10
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	161.8	144.4
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	5.6	20.8
Fixed maturities, including securities pledged, Fair Value	2,480.70	1,985.70
Industrial and Other Companies	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	9,296.10	9,050.10
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	519.6	417.1
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	51.8	139
Fixed maturities, including securities pledged, Fair Value	9,763.90	9,328.20
Utilities	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	2,682.20	2,659
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	217.6	140
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	7.5	39.5
Fixed maturities, including securities pledged, Fair Value	2,892.30	2,759.50
Transportation	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	474.5	446.4
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	32.2	21.3
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	2.7	6.9
Fixed maturities, including securities pledged, Fair Value	504	460.8
U.S. and Foreign Corporate Securities	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fixed maturities, including securities pledged, Amortized Cost	15,826.20	15,046.30
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	1,041	799.1
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	69.8	216.2
Fixed maturities, including securities pledged, Fair Value	$16,797.40	$15,629.20

Investments_Repurchase_Agreeme

Investments Repurchase Agreement, Securities Lending, VIEs (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Required collateral percentage of market value of loaned securities	102.00%	'
Fair value of loaned securities	$125.70	$128.50
Securities received as collateral	130.9	132.4
Payables under securities loan agreement, including collateral held	243	211.1
Securities pledged as collateral	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Fair value of loaned securities	125.7	128.5
Cash collateral, included in Payables	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'
Payables under securities loan agreement, including collateral held	130.9	132.4
Collateralized loan obligations | Not a primary beneficiary of the VIE	'	'
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]	'	'
Carrying value of VIE	$1.90	$2.50

Investments_Unrealized_Capital

Investments Unrealized Capital Losses (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	$2,363.90	$2,875
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	25.1	48
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	49.6	4,023.30
More Than Six Months and Twelve Months or Less Below Amortized Cost	1.6	229
More Than Twelve Months Below Amortized Cost, Fair Value	1,859.40	496.6
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	75	46.4
Total Fair Value	4,272.90	7,394.90
Total Unrealized Capital Losses	101.7	323.4
Average market value of fixed maturities with unrealized capital losses aged more than twelve months	96.10%	91.50%
U.S. Treasuries	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	154.4	807
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	1.4	12.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0	729.3
More Than Six Months and Twelve Months or Less Below Amortized Cost	0	31.2
More Than Twelve Months Below Amortized Cost, Fair Value	64.9	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	3.2	0
Total Fair Value	219.3	1,536.30
Total Unrealized Capital Losses	4.6	43.9
U.S government agencies and authorities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	2	9.5
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	0	0
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0	49.2
More Than Six Months and Twelve Months or Less Below Amortized Cost	0	0.5
More Than Twelve Months Below Amortized Cost, Fair Value	0	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	0	0
Total Fair Value	2	58.7
Total Unrealized Capital Losses	0	0.5
U.S. corporate, state and municipalities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	1,374.80	1,211
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	15.1	25.4
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	23.3	2,022.20
More Than Six Months and Twelve Months or Less Below Amortized Cost	1.1	134.1
More Than Twelve Months Below Amortized Cost, Fair Value	1,091.40	206.6
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	43.4	19.8
Total Fair Value	2,489.50	3,439.80
Total Unrealized Capital Losses	59.6	179.3
Foreign	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	665	340.9
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	7.9	5.3
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	4.4	639.9
More Than Six Months and Twelve Months or Less Below Amortized Cost	0	43.8
More Than Twelve Months Below Amortized Cost, Fair Value	144.6	40.9
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	8.2	5.4
Total Fair Value	814	1,021.70
Total Unrealized Capital Losses	16.1	54.5
Residential mortgage-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	91.4	376.1
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	0.4	3.2
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	17.9	570.6
More Than Six Months and Twelve Months or Less Below Amortized Cost	0.1	19.2
More Than Twelve Months Below Amortized Cost, Fair Value	453.2	130.1
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	11.6	8.6
Total Fair Value	562.5	1,076.80
Total Unrealized Capital Losses	12.1	31
Commercial mortgage-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	50.8	78.6
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	0.3	1.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	1.8	0
More Than Six Months and Twelve Months or Less Below Amortized Cost	0.3	0
More Than Twelve Months Below Amortized Cost, Fair Value	0	1.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	0	0
Total Fair Value	52.6	79.8
Total Unrealized Capital Losses	0.6	1.1
Other asset-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	25.5	51.9
Six Months or Less Below Amortized Cost, Unrealized Capital Losses	0	0.3
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	2.2	12.1
More Than Six Months and Twelve Months or Less Below Amortized Cost	0.1	0.2
More Than Twelve Months Below Amortized Cost, Fair Value	105.3	117.8
More Than Twelve Months Below Amortized Cost, Unrealized Capital Losses	8.6	12.6
Total Fair Value	133	181.8
Total Unrealized Capital Losses	$8.70	$13.10

Investments_Unrealized_Capital1

Investments Unrealized Capital Losses 1 (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	$25.10	$48
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	1.6	229
More than twelve months below amortized cost, Unrealized Capital Losses	75	46.4
Total Unrealized Capital Losses	101.7	323.4
Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Amortized Cost	2,400	2,990.40
Six months or less below amortized cost, Unrealized Capital Losses	26.9	58.7
Six months or less below amortized cost, Number of Securities	373	334
More than six months and twelve months or less below amortized cost, Amortized Cost	94.5	4,264.70
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	6.9	226
More than six months and twelve months or less below amortized cost, Number of Securities	29	474
More than twelve months below amortized cost, Amortized Cost	1,873.40	419.6
More than twelve months below amortized cost, Unrealized Capital Losses	66.3	27.4
More than twelve months below amortized cost, Number of Securities	268	122
Total Amortized Cost	4,367.90	7,674.70
Total Unrealized Capital Losses	100.1	312.1
Total Number of Securities	670	930
Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Amortized Cost	1.7	7.5
Six months or less below amortized cost, Unrealized Capital Losses	0.4	1.8
Six months or less below amortized cost, Number of Securities	2	6
More than six months and twelve months or less below amortized cost, Amortized Cost	0	25.8
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0	6.7
More than six months and twelve months or less below amortized cost, Number of Securities	1	6
More than twelve months below amortized cost, Amortized Cost	5	10.3
More than twelve months below amortized cost, Unrealized Capital Losses	1.2	2.8
More than twelve months below amortized cost, Number of Securities	2	9
Total Amortized Cost	6.7	43.6
Total Unrealized Capital Losses	1.6	11.3
Total Number of Securities	5	21
U.S. Treasuries	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	1.4	12.7
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0	31.2
More than twelve months below amortized cost, Unrealized Capital Losses	3.2	0
Total Unrealized Capital Losses	4.6	43.9
U.S. Treasuries | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	223.9	1,580.20
Total Unrealized Capital Losses	4.6	43.9
Total Number of Securities	6	15
U.S. Treasuries | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	0
Total Unrealized Capital Losses	0	0
Total Number of Securities	0	0
U.S government agencies and authorities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	0	0
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0	0.5
More than twelve months below amortized cost, Unrealized Capital Losses	0	0
Total Unrealized Capital Losses	0	0.5
U.S government agencies and authorities | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	2	59.2
Total Unrealized Capital Losses	0	0.5
Total Number of Securities	1	3
U.S government agencies and authorities | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	0
Total Unrealized Capital Losses	0	0
Total Number of Securities	0	0
U.S. corporate, state and municipalities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	15.1	25.4
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	1.1	134.1
More than twelve months below amortized cost, Unrealized Capital Losses	43.4	19.8
Total Unrealized Capital Losses	59.6	179.3
U.S. corporate, state and municipalities | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	2,549.10	3,604.20
Total Unrealized Capital Losses	59.6	175.5
Total Number of Securities	356	479
U.S. corporate, state and municipalities | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	14.9
Total Unrealized Capital Losses	0	3.8
Total Number of Securities	0	1
Foreign	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	7.9	5.3
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0	43.8
More than twelve months below amortized cost, Unrealized Capital Losses	8.2	5.4
Total Unrealized Capital Losses	16.1	54.5
Foreign | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	830.1	1,067.80
Total Unrealized Capital Losses	16.1	52.5
Total Number of Securities	129	185
Foreign | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	8.4
Total Unrealized Capital Losses	0	2
Total Number of Securities	0	3
Residential mortgage-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	0.4	3.2
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0.1	19.2
More than twelve months below amortized cost, Unrealized Capital Losses	11.6	8.6
Total Unrealized Capital Losses	12.1	31
Residential mortgage-backed securities | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	574.6	1,103.40
Total Unrealized Capital Losses	12.1	29.9
Total Number of Securities	127	187
Residential mortgage-backed securities | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	4.4
Total Unrealized Capital Losses	0	1.1
Total Number of Securities	2	10
Commercial mortgage-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	0.3	1.1
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0.3	0
More than twelve months below amortized cost, Unrealized Capital Losses	0	0
Total Unrealized Capital Losses	0.6	1.1
Commercial mortgage-backed securities | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	53.2	80.9
Total Unrealized Capital Losses	0.6	1.1
Total Number of Securities	7	14
Commercial mortgage-backed securities | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	0	0
Total Unrealized Capital Losses	0	0
Total Number of Securities	0	0
Other asset-backed securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Six months or less below amortized cost, Unrealized Capital Losses	0	0.3
More than six months and twelve months or less below amortized cost, Unrealized Capital Losses	0.1	0.2
More than twelve months below amortized cost, Unrealized Capital Losses	8.6	12.6
Total Unrealized Capital Losses	8.7	13.1
Other asset-backed securities | Fair value decline below amortized cost less than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	135	179
Total Unrealized Capital Losses	7.1	8.7
Total Number of Securities	44	47
Other asset-backed securities | Fair value decline below amortized cost greater than 20%	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Total Amortized Cost	6.7	15.9
Total Unrealized Capital Losses	$1.60	$4.40
Total Number of Securities	3	7

Investments_Troubled_Debt_Rest

Investments Troubled Debt Restructurings (Details) (USD $)	12 Months Ended		9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013
			Commercial mortgage loans	Cross-defaulted, cross-collateralized loans
				contract
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of troubled debt restructurings	'	'	'	20
Troubled debt restructurings pre-modification carrying value	$24.60	'	'	'
Amount of principal repaid on troubled debt restructurings	'	'	4.6	'
Troubled debt restructured loans	$23.40	$20	'	'

Investments_Mortgage_Loans_on_

Investments Mortgage Loans on Real Estate (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
Collective valuation allowance	-1		-1.1
Total net commercial mortgage loans	$2,907.90		$2,837.30
Maximum percentage of real estate fair value to be loaned	75.00%		'
[1]	Balances do not include collective valuation allowance for losses.

Investments_Allowance_for_Loan

Investments Allowance for Loan Losses (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Collective valuation allowance for losses, beginning of period	$1.10	$1.20
Addition to (reduction of) allowance for losses	-0.1	-0.1
Collective valuation allowance for losses, end of period	$1	$1.10

Investments_Impaired_Loans_Det

Investments Impaired Loans (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'		'		'		'		'
Impaired loans average investment during period (amortized cost)	$20	[1]	$11.70	[1]	$21.70	[1]	$11.70	[1]	'
Impaired loans with allowances for losses	0		'		0		'		0
Impaired loans without allowances for losses	20		'		20		'		23.4
Subtotal	20		'		20		'		23.4
Less: Allowances for losses on impaired loans	0		'		0		'		0
Impaired loans, net	20		'		20		'		23.4
Unpaid principal balance of impaired loans	20		'		20		'		23.4
Interest income recognized on impaired loans, on an accrual basis	0.3	[1]	0.2	[1]	0.9	[1]	0.2	[1]	'
Interest income recognized on impaired loans, on a cash basis	0.3	[1]	0.2	[1]	0.8	[1]	0.2	[1]	'
Interest income recognized on restructured loans, on an accrual basis	$0.30	[1]	$0.20	[1]	$0.90	[1]	$0.20	[1]	'
[1]	Includes amounts for Troubled debt restructured loans.

Investments_Loans_by_Loan_to_V

Investments Loans by Loan to Value (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loans and Leases Receivable, Loan to Value, Benchmark Ratio	100.00%		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
0%-50%	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	0.00%		0.00%
Loan to Value Ratio, maximum	50.00%		50.00%
Total commercial mortgage loans	402.8	[1]	499.8	[1]
50%-60%	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	50.00%		50.00%
Loan to Value Ratio, maximum	60.00%		60.00%
Total commercial mortgage loans	729	[1]	761.3	[1]
60%-70%	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	60.00%		60.00%
Loan to Value Ratio, maximum	70.00%		70.00%
Total commercial mortgage loans	1,646	[1]	1,458.10	[1]
70%-80%	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	70.00%		70.00%
Loan to Value Ratio, maximum	80.00%		80.00%
Total commercial mortgage loans	124.4	[1]	112.6	[1]
80%-90%	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	80.00%		80.00%
Total commercial mortgage loans	$6.70	[1]	$6.60	[1]
[1]	Balances do not include collective valuation allowance for losses.

Investments_Loans_by_Debt_Serv

Investments Loans by Debt Service Coverage Ratio (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Debt Service Coverage, benchmark ratio	100.00%		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
Total commercial mortgage loans	2,908.90	[1]	2,838.40	[1]
Greater than 1.5x	'		'
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Debt Service Coverage Ratio, minimum	150.00%		150.00%
Total commercial mortgage loans	2,106.60	[1]	2,003.20	[1]
1.25x - 1.5x	'		'
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Debt Service Coverage Ratio, minimum	125.00%		125.00%
Debt Service Coverage Ratio, maximum	150.00%		150.00%
Total commercial mortgage loans	459.4	[1]	468.5	[1]
1.0x -1.25x	'		'
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Debt Service Coverage Ratio, minimum	100.00%		100.00%
Debt Service Coverage Ratio, maximum	125.00%		125.00%
Total commercial mortgage loans	262.5	[1]	240.2	[1]
Less than 1.0x	'		'
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Debt Service Coverage Ratio, minimum	0.00%		0.00%
Debt Service Coverage Ratio, maximum	100.00%		100.00%
Total commercial mortgage loans	78.1	[1]	126.5	[1]
Commercial mortgage loans secured by land or construction loans	'		'
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Commercial mortgage loans secured by land or construction loans	$2.30	[1]	$0	[1]
[1]	Balances do not include collective valuation allowance for losses.

Investments_Loans_by_US_Region

Investments Loans by U.S. Region (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
Total commercial mortgage loans	2,908.90	[1]	2,838.40	[1]
Loans, Percent of Geographic Region to Total Loans	100.00%	[1]	100.00%	[1]
Pacific	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	715.6	[1]	682.8	[1]
Loans, Percent of Geographic Region to Total Loans	24.60%	[1]	24.10%	[1]
South Atlantic	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	582.4	[1]	560.9	[1]
Loans, Percent of Geographic Region to Total Loans	20.00%	[1]	19.80%	[1]
Middle Atlantic	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	373.3	[1]	334	[1]
Loans, Percent of Geographic Region to Total Loans	12.80%	[1]	11.80%	[1]
East North Central	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	353.4	[1]	337.6	[1]
Loans, Percent of Geographic Region to Total Loans	12.10%	[1]	11.90%	[1]
West South Central	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	356.4	[1]	377.2	[1]
Loans, Percent of Geographic Region to Total Loans	12.30%	[1]	13.30%	[1]
Mountain	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	283.6	[1]	282.1	[1]
Loans, Percent of Geographic Region to Total Loans	9.80%	[1]	9.90%	[1]
West North Central	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	128	[1]	131.4	[1]
Loans, Percent of Geographic Region to Total Loans	1.20%	[1]	4.60%	[1]
New England	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	35.2	[1]	71.9	[1]
Loans, Percent of Geographic Region to Total Loans	4.40%	[1]	2.50%	[1]
East South Central	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	$81	[1]	$60.50	[1]
Loans, Percent of Geographic Region to Total Loans	2.80%	[1]	2.10%	[1]
[1]	Balances do not include collective valuation allowance for losses.

Investments_Loans_by_Property_

Investments Loans by Property Type (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
Loans, Percent of Property Type to Total Loans	100.00%	[1]	100.00%	[1]
Total commercial mortgage loans	2,908.90	[1]	2,838.40	[1]
Industrial	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	34.10%	[1]	35.20%	[1]
Total commercial mortgage loans	991.4	[1]	998.3	[1]
Retail	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	29.20%	[1]	28.20%	[1]
Total commercial mortgage loans	850.7	[1]	800.2	[1]
Office	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	11.00%	[1]	13.70%	[1]
Total commercial mortgage loans	321	[1]	388.3	[1]
Apartments	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	16.40%	[1]	14.50%	[1]
Total commercial mortgage loans	477.4	[1]	412.4	[1]
Hotel/Motel	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	2.90%	[1]	3.50%	[1]
Total commercial mortgage loans	83.9	[1]	99.1	[1]
Mixed use	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	2.80%	[1]	1.90%	[1]
Total commercial mortgage loans	80.4	[1]	53.7	[1]
Other	'		'
Investment Holdings [Line Items]	'		'
Loans, Percent of Property Type to Total Loans	3.60%		3.00%
Total commercial mortgage loans	$104.10		$86.40
[1]	Balances do not include collective valuation allowance for losses.

Investments_Mortgages_by_Year_

Investments Mortgages by Year of Origination (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Investment [Line Items]	'		'
Total commercial mortgage loans	$2,908.90	[1]	$2,838.40	[1]
Total commercial mortgage loans	2,908.90	[1]	2,838.40	[1]
Year of Origination 2014	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	384.4	[1]	0	[1]
Year of Origination 2013	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	635.5	[1]	641.3	[1]
Year of Origination 2012	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	301.2	[1]	307.5	[1]
Year of Origination 2011	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	662.1	[1]	748.4	[1]
Year of Origination 2010	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	149.8	[1]	170.8	[1]
Year of Origination 2009	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	11.9	[1]	45.6	[1]
Year of Origination 2008 and prior	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	$764	[1]	$924.80	[1]
[1]	Balances do not include collective valuation allowance for losses.

Investments_OTTI_Details

Investments OTTI (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
	securities		securities		securities		securities
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	$2.40		$1.50		$3.90		$5.10
No. of Securities	21		19		43		54
U.S. corporate	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	1.2		0		1.4		0
No. of Securities	2		0		2		0
Foreign	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	0	[1]	0	[1]	0.2	[1]	0	[1]
No. of Securities	0	[1]	0	[1]	2	[1]	0	[1]
Residential mortgage-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	0.8		0.5		1.4		4
No. of Securities	17		15		33		49
Write-downs related to intent impairments	'		'		0		0.3
Commercial mortgage-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	0		0.2		0.1		0.2	[2]
No. of Securities	0		1		2		2
Other asset-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	0.4	[2]	0.8		0.5		0.9
No. of Securities	2		3		2		3
Equity securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Impairment	0		0		0.3		0
No. of Securities	0		0		2		0
Credit related impairment	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
Write-downs related to credit impairments	1.2		1		2.4		4.6
Intent related impairment	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	2		4		10		5
Write-downs related to intent impairments	1.2		0.5		1.5		0.5
Intent related impairment | U.S. corporate	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	2		0		2		0
Write-downs related to intent impairments	1.2		0		1.2		0
Intent related impairment | Foreign	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	0	[1]	0	[1]	2	[1]	0	[1]
Write-downs related to intent impairments	0	[1]	0	[1]	0.2	[1]	0	[1]
Intent related impairment | Residential mortgage-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	0		3		4		3
Write-downs related to intent impairments	0	[2]	0.3		'		'
Intent related impairment | Commercial mortgage-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	0		1		2		2
Write-downs related to intent impairments	0		0.2		0.1		0.2
Intent related impairment | Other asset-backed securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	0		0		0		0
Write-downs related to intent impairments	0		0		0		0
Intent related impairment | Equity securities	'		'		'		'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'		'		'		'
No. of Securities	0		0		0		0
Write-downs related to intent impairments	$0		$0		$0		$0
[1]	Primarily U.S. dollar denominated.
[2]	Less than $0.1.

Investments_OTTI_OCI_Details

Investments OTTI OCI (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Balance, beginning	$37.30	$45.30	$42.10	$47.90
Additional credit impairments on securities not previously impaired	0.4	0	0.5	0.4
Additional credit impairments on securities previously impaired	0.8	0.3	1.7	3.4
Reductions, Securities sold, matured, prepaid or paid down	1.3	2.2	7.1	-8.3
Balance, ending	$37.20	$43.40	$37.20	$43.40

Investments_Net_Investment_Inc

Investments Net Investment Income (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	$334.80	$352	$981.80	$985.20	'
Less: investment expenses	13	12.9	38.1	38	'
Net investment income	321.8	339.1	943.7	947.2	'
Investments in fixed maturities not producing income	0.1	'	0.1	'	0
Fixed maturities	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	282.7	272.2	836.5	799.9	'
Equity securities, available-for-sale	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	0.7	0.8	2	2.1	'
Mortgage loans on real estate	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	35.9	37	105.9	116.2	'
Policy loans	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	1.3	1.4	3.8	4.5	'
Short-term investments and cash equivalents	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	0.2	0.1	0.7	0.2	'
Other investments	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	$14	$40.50	$32.90	$62.30	'

Investments_Net_Realized_Capit

Investments Net Realized Capital Gains (Losses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	$254	($465.80)	($277.90)	($1,622.80)
After-tax net realized capital gains (losses)	165	-253.2	-180.7	-1,072.10
Available-for-sale Securities, Gross Realized Gains (Losses) Sale Proceeds [Abstract]	'	'	'	'
Proceeds on sales	671.8	890.6	1,755.50	2,731.70
Gross gains	3.2	4.3	13.3	27.2
Gross losses	7.8	6.5	22.5	12.8
Product guarantees	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	142.8	162.2	-249.7	829
Fixed maturities	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-0.4	-3.6	-2.2	-20.2
Derivatives	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	142.1	-607.5	-2.4	-2,346.50
Other investments	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-0.1	0	17.9	-0.1
Fixed maturities, available-for-sale, including securities pledged	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-8	-1.3	-2.5	-9.6
Fixed maturities, at fair value using the fair value option	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-22.5	-16.3	-38.9	-76.2
Equity securities, available-for-sale	'	'	'	'
Available-for-sale Securities, Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	$0.10	$0.70	($0.10)	$0.80

Investments_Impaired_Loans_2_D

Investments Impaired Loans 2 (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'		'		'		'
Impaired loans average investment during period (amortized cost)	$20	[1]	$11.70	[1]	$21.70	[1]	$11.70	[1]
Interest income recognized on impaired loans, on an accrual basis	0.3	[1]	0.2	[1]	0.9	[1]	0.2	[1]
Interest income recognized on impaired loans, on a cash basis	0.3	[1]	0.2	[1]	0.8	[1]	0.2	[1]
Interest income recognized on restructured loans, on an accrual basis	$0.30	[1]	$0.20	[1]	$0.90	[1]	$0.20	[1]
[1]	Includes amounts for Troubled debt restructured loans.

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Notional and Fair Values (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	$427.30		$362.90
Derivatives, Liability Fair Value	3,350		3,288.40
Fixed maturities	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	26.8		28.9
Derivatives, Liability Fair Value	0		0
Within annuity products	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	0		0
Derivatives, Liability Fair Value	2,990.90		2,594.50
Within reinsurance agreement	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	4.3		-8.4
Derivatives, Liability Fair Value	135.8		-38
Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	26,859.50		26,858.50
Interest rate contracts | Non-Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	26,494.20	[1]	26,485.10	[1]
Interest rate contracts | Non-Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	170.5	[1]	193	[1]
Derivatives, Liability Fair Value	161.6	[1]	651.4	[1]
Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	1,007.70		960.9
Foreign exchange contracts | Non-Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	950.6	[1]	903.8	[1]
Foreign exchange contracts | Non-Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	20	[1]	7.2	[1]
Derivatives, Liability Fair Value	6.1	[1]	17.8	[1]
Equity contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	9,566.50		4,225.30
Equity contracts | Non-Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	17,324.40	[1]	11,304.70	[1]
Equity contracts | Non-Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	194	[1]	131	[1]
Derivatives, Liability Fair Value	42.1	[1]	52.2	[1]
Credit contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	220		220
Credit contracts | Non-Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	220	[1]	220	[1]
Maximum potential future net exposure on sale of credit default swaps	220		220
Credit contracts | Non-Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	3.9	[1]	4.6	[1]
Derivatives, Liability Fair Value	0	[1]	0	[1]
Cash Flow Hedging | Interest rate contracts | Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	7.7		7.7
Cash Flow Hedging | Interest rate contracts | Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	0.1		0
Derivatives, Liability Fair Value	0		0.1
Cash Flow Hedging | Foreign exchange contracts | Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	57.1		57.1
Cash Flow Hedging | Foreign exchange contracts | Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	4.5		1.8
Derivatives, Liability Fair Value	0		0.7
Fair Value Hedging | Interest rate contracts | Qualifying for hedge accounting	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	357.6		365.6
Fair Value Hedging | Interest rate contracts | Qualifying for hedge accounting | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Asset Fair Value	3.2		4.8
Derivatives, Liability Fair Value	$13.50		$9.70
[1]	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Balance Sheets at fair value.

Derivative_Financial_Instrumen3

Derivative Financial Instruments - Net Realized Gains and Losses (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	'		'		($415.40)		($1,264.80)
Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	302.5		-425.2		'		'
Other net realized capital gains (losses) | Interest rate contracts | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	71.3	[1]	-82	[1]	462.3	[1]	-785.6	[1]
Other net realized capital gains (losses) | Foreign exchange contracts | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	58.1	[1]	-31.8	[1]	56	[1]	53.8	[1]
Other net realized capital gains (losses) | Equity contracts | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	12.6	[1]	-491.8	[1]	-513.4	[1]	-1,632.10	[1]
Other net realized capital gains (losses) | Credit contracts | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	-0.1	[1]	1	[1]	1	[1]	2.5	[1]
Fixed maturities | Other net realized capital gains (losses) | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	-0.4	[1]	-3.6	[1]	-2.2	[1]	-20.2	[1]
Within annuity products | Other net realized capital gains (losses) | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	142.8	[1]	162.2	[1]	-249.7	[1]	829	[1]
Within reinsurance agreement | Interest credited and other benefits to contract owners | Non-Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	18	[2]	23.7	[2]	-161.1	[2]	272.9	[2]
Cash Flow Hedging | Other net realized capital gains (losses) | Interest rate contracts | Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	0		0		0.1		0
Cash Flow Hedging | Other net realized capital gains (losses) | Foreign exchange contracts | Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	0.2	[3]	0	[3]	0.5	[3]	0	[3]
Fair Value Hedging | Other net realized capital gains (losses) | Interest rate contracts | Qualifying for hedge accounting	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	$0	[3]	($2.90)	[3]	($8.90)	[3]	$14.90	[3]
[1]	Changes in value are included in Other net realized capital gains (losses) in the Condensed Statements of Operations.
[2]	Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Statements of Operations.
[3]	Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Statements of Operations. For the three and nine months ended SeptemberB 30, 2014 and 2013, ineffective amounts were immaterial.

Derivative_Financial_Instrumen4

Derivative Financial Instruments - Offsetting Assets and Liabilities (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets and Liabilities [Line Items]	'		'
Asset Fair Value	$379.80		$340.50
Liability Fair Value	221.7		711.4
Counterparty netting, Assets	-192.5	[1]	-283.5	[1]
Counterparty netting, Liability	-192.5	[1]	-283.5	[1]
Cash collateral netting, Assets	-67.2		-37.4
Cash collateral netting, Liabilities	-18.6		0
Securities collateral netting, Assets	-43.8		-8.8
Securities collateral netting, Liabilities	-4		-350
Net receivables	76.3		10.8
Net payables	6.6		77.9
Credit contracts	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	220		220
Asset Fair Value	3.9		4.6
Liability Fair Value	0		0
Equity contracts	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	9,566.50		4,225.30
Asset Fair Value	177.6		129.1
Liability Fair Value	40.5		31.7
Foreign exchange contracts	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	1,007.70		960.9
Asset Fair Value	24.5		9
Liability Fair Value	6.1		18.5
Interest rate contracts	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	26,859.50		26,858.50
Asset Fair Value	173.8		197.8
Liability Fair Value	$175.10		$661.20
[1]	Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting rules.

Derivative_Financial_Instrumen5

Derivative Financial Instruments - Collateral and Credit Default Swaps (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'		'
Asset Fair Value	$427.30		$362.90
Securities pledged as collateral	599.3		959.2
Derivative Liability, Fair Value, Gross Liability	3,350		3,288.40
Fixed maturities	'		'
Derivatives, Fair Value [Line Items]	'		'
Collateralized Financings	45.9		20.4
Securities pledged as collateral	473.6		830.7
Credit contracts | Not Designated as Hedging Instrument	'		'
Derivatives, Fair Value [Line Items]	'		'
Maximum potential future net exposure on sale of credit default swaps	220		220
Derivative, Term of Contract	'5 years		'
Credit contracts | Not Designated as Hedging Instrument | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset Fair Value	3.9	[1]	4.6	[1]
Derivative Liability, Fair Value, Gross Liability	0	[1]	0	[1]
Over the Counter | Cash collateral, included in Payables	'		'
Derivatives, Fair Value [Line Items]	'		'
Collateralized Financings	69.7		35.2
Cleared derivative | Cash collateral, included in Payables	'		'
Derivatives, Fair Value [Line Items]	'		'
Collateralized Financings	'		12.3
Securities pledged as collateral	$18.60		'
[1]	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Balance Sheets at fair value.

Fair_Value_Measurements_Fair_V

Fair Value Measurements - Fair Value Measurement (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'		'
Equity securities, available-for-sale	$6.70		$6.10
Derivatives	396.2		342.4
Liabilities:	'		'
Derivatives	223.3		731.9
Fixed maturities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	22,520.80		22,450.10
U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,039.70		1,856.80
U.S government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	115.5		102.3
Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	336.9	[1]	402.6	[1]
Residential mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,143		2,252.10
Commercial mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,615.20		1,615.30
Equity securities, available-for-sale	'		'
Assets:	'		'
Equity securities, available-for-sale	6.7		6.1
Measured at fair value on a recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,030.30		1,847.40
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	714.4		1,123.60
Assets held in separate accounts	39,626.10		42,008.30
Total	41,393.90		44,987.30
Liabilities:	'		'
Total	1.6		20.5
Measured at fair value on a recurring basis | Level 1 | FIA	'		'
Liabilities:	'		'
Annuity product guarantees	0		0
Measured at fair value on a recurring basis | Level 1 | GMAB / GMWB / GMWBL	'		'
Liabilities:	'		'
Annuity product guarantees	0	[2]	0	[2]
Measured at fair value on a recurring basis | Level 1 | Interest rate contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 1 | Foreign exchange contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 1 | Equity contracts	'		'
Assets:	'		'
Derivatives	16.4		1.9
Liabilities:	'		'
Derivatives	1.6		20.5
Measured at fair value on a recurring basis | Level 1 | Credit contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 1 | U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,030.30		1,847.40
Measured at fair value on a recurring basis | Level 1 | U.S government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | U.S. corporate, state and municipalities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | Residential mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | Commercial mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | Other asset-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 1 | Equity securities, available-for-sale	'		'
Assets:	'		'
Equity securities, available-for-sale	6.7		6.1
Measured at fair value on a recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	21,033.70		20,433.90
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	3.6		5
Assets held in separate accounts	0		0
Total	21,381.70		20,714
Liabilities:	'		'
Total	357.5		673.4
Measured at fair value on a recurring basis | Level 2 | FIA	'		'
Liabilities:	'		'
Annuity product guarantees	0		0
Measured at fair value on a recurring basis | Level 2 | GMAB / GMWB / GMWBL	'		'
Liabilities:	'		'
Annuity product guarantees	0	[2]	0	[2]
Measured at fair value on a recurring basis | Level 2 | Interest rate contracts	'		'
Assets:	'		'
Derivatives	173.8		197.8
Liabilities:	'		'
Derivatives	175.1		661.2
Measured at fair value on a recurring basis | Level 2 | Foreign exchange contracts	'		'
Assets:	'		'
Derivatives	24.5		9
Liabilities:	'		'
Derivatives	6.1		18.5
Measured at fair value on a recurring basis | Level 2 | Equity contracts	'		'
Assets:	'		'
Derivatives	137.9		72.1
Liabilities:	'		'
Derivatives	40.5		31.7
Measured at fair value on a recurring basis | Level 2 | Credit contracts	'		'
Assets:	'		'
Derivatives	3.9		4.6
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 2 | U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	9.4		9.4
Measured at fair value on a recurring basis | Level 2 | U.S government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	115.5		98.1
Measured at fair value on a recurring basis | Level 2 | U.S. corporate, state and municipalities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	11,251		10,598
Measured at fair value on a recurring basis | Level 2 | Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	5,555		5,370.10
Measured at fair value on a recurring basis | Level 2 | Residential mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,113.40		2,224.50
Measured at fair value on a recurring basis | Level 2 | Commercial mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,615.20		1,615.30
Measured at fair value on a recurring basis | Level 2 | Other asset-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	374.2		518.5
Measured at fair value on a recurring basis | Level 2 | Equity securities, available-for-sale	'		'
Assets:	'		'
Equity securities, available-for-sale	0		0
Measured at fair value on a recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	456.8		168.8
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	0		0
Assets held in separate accounts	0		0
Total	496.5		225.8
Liabilities:	'		'
Total	2,990.90		2,594.50
Measured at fair value on a recurring basis | Level 3 | FIA	'		'
Liabilities:	'		'
Annuity product guarantees	1,848.10		1,693.50
Measured at fair value on a recurring basis | Level 3 | GMAB / GMWB / GMWBL	'		'
Liabilities:	'		'
Annuity product guarantees	1,142.80	[2]	901	[2]
Measured at fair value on a recurring basis | Level 3 | Interest rate contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 3 | Foreign exchange contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 3 | Equity contracts	'		'
Assets:	'		'
Derivatives	39.7		57
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 3 | Credit contracts	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Level 3 | U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 3 | U.S government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		4.2
Measured at fair value on a recurring basis | Level 3 | U.S. corporate, state and municipalities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	314.9		90.4
Measured at fair value on a recurring basis | Level 3 | Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	111.3		24.6
Measured at fair value on a recurring basis | Level 3 | Residential mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	29.6		27.6
Measured at fair value on a recurring basis | Level 3 | Commercial mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Measured at fair value on a recurring basis | Level 3 | Other asset-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1		22
Measured at fair value on a recurring basis | Level 3 | Equity securities, available-for-sale	'		'
Assets:	'		'
Equity securities, available-for-sale	0		0
Measured at fair value on a recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	22,520.80		22,450.10
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	718		1,128.60
Assets held in separate accounts	39,626.10		42,008.30
Total	63,272.10		65,927.10
Liabilities:	'		'
Total	3,350		3,288.40
Measured at fair value on a recurring basis | Total | FIA	'		'
Liabilities:	'		'
Annuity product guarantees	1,848.10		1,693.50
Measured at fair value on a recurring basis | Total | GMAB / GMWB / GMWBL	'		'
Liabilities:	'		'
Annuity product guarantees	1,142.80	[2]	901	[2]
Measured at fair value on a recurring basis | Total | Interest rate contracts	'		'
Assets:	'		'
Derivatives	173.8		197.8
Liabilities:	'		'
Derivatives	175.1		661.2
Measured at fair value on a recurring basis | Total | Foreign exchange contracts	'		'
Assets:	'		'
Derivatives	24.5		9
Liabilities:	'		'
Derivatives	6.1		18.5
Measured at fair value on a recurring basis | Total | Equity contracts	'		'
Assets:	'		'
Derivatives	194		131
Liabilities:	'		'
Derivatives	42.1		52.2
Measured at fair value on a recurring basis | Total | Credit contracts	'		'
Assets:	'		'
Derivatives	3.9		4.6
Liabilities:	'		'
Derivatives	0		0
Measured at fair value on a recurring basis | Total | U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,039.70		1,856.80
Measured at fair value on a recurring basis | Total | U.S government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	115.5		102.3
Measured at fair value on a recurring basis | Total | U.S. corporate, state and municipalities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	11,565.90		10,688.40
Measured at fair value on a recurring basis | Total | Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	5,666.30		5,394.70
Measured at fair value on a recurring basis | Total | Residential mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,143		2,252.10
Measured at fair value on a recurring basis | Total | Commercial mortgage-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	1,615.20		1,615.30
Measured at fair value on a recurring basis | Total | Other asset-backed securities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	375.2		540.5
Measured at fair value on a recurring basis | Total | Equity securities, available-for-sale	'		'
Assets:	'		'
Equity securities, available-for-sale	6.7		6.1
Within reinsurance agreement | Measured at fair value on a recurring basis | Level 1	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Within reinsurance agreement | Measured at fair value on a recurring basis | Level 2	'		'
Assets:	'		'
Derivatives	4.3		-8.4
Liabilities:	'		'
Derivatives	135.8		-38
Within reinsurance agreement | Measured at fair value on a recurring basis | Level 3	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Within reinsurance agreement | Measured at fair value on a recurring basis | Total	'		'
Assets:	'		'
Derivatives	4.3		-8.4
Liabilities:	'		'
Derivatives	$135.80		($38)
[1]	Primarily U.S. dollar denominated.
[2]	Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL")

Fair_Value_Measurements_Level_

Fair Value Measurements - Level 3 Financial Instruments (Details) (Measured at fair value on a recurring basis, Level 3, USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
U.S government agencies and authorities	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	$0		$0		$4.20		$0
Total Realized/Unrealized Gains (Losses) Included in Net income	0		0		0		0
Total Realized/Unrealized Gains (Losses) Included in OCI	0		0		0		0
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	0		0		0		0
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	-4.2	[1]	0	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	0		0		0		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	[2]	0	[2]	0	[2]	0	[2]
U.S. corporate, state and municipalities	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	213.1		98.5		90.4		113.6
Total Realized/Unrealized Gains (Losses) Included in Net income	-0.1		-0.1		-0.2		-0.2
Total Realized/Unrealized Gains (Losses) Included in OCI	-9.6		-1.5		-2.2		-1.8
Purchases	24.1		0		90.8		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	-15.5		-10.6		-26.9		-17.1
Transfers in to Level 3	128.5	[1]	0	[1]	163	[1]	16.1	[1]
Transfers out of Level 3	-25.6	[1]	0	[1]	0	[1]	-24.3	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	314.9		86.3		314.9		86.3
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	-0.1	[2]	-0.1	[2]	-0.2	[2]	-0.2	[2]
Foreign	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	114.1		16.4		24.6		20.9
Total Realized/Unrealized Gains (Losses) Included in Net income	0		0.1		0		0
Total Realized/Unrealized Gains (Losses) Included in OCI	-2.8		0.2		-2.3		-0.4
Purchases	0		0		23.9		0
Issuances	0		0		0		0
Sales	0		0		0		-1.1
Settlements	0		-9		-7.5		-13.3
Transfers in to Level 3	0	[1]	3.9	[1]	85.7	[1]	5.5	[1]
Transfers out of Level 3	0	[1]	0	[1]	-13.1	[1]	0	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	111.3		11.6		111.3		11.6
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	[2]	0	[2]	0	[2]	0	[2]
Residential mortgage-backed securities	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	32.2		34.9		27.6		24.2
Total Realized/Unrealized Gains (Losses) Included in Net income	-1		-0.3		-2.1		-0.9
Total Realized/Unrealized Gains (Losses) Included in OCI	0.5		-0.2		0.8		-0.4
Purchases	0		21.1		0.3		33.1
Issuances	0		0		0		0
Sales	0		0		-2.8		-0.2
Settlements	-0.3		-0.2		-1.1		-0.7
Transfers in to Level 3	0	[1]	0	[1]	8.8	[1]	0	[1]
Transfers out of Level 3	-1.8	[1]	-0.8	[1]	-1.9	[1]	-0.6	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	29.6		54.5		29.6		54.5
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	-1	[2]	-0.3	[2]	-2	[2]	-1	[2]
Other asset-backed securities	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	1.4		74.3		22		78.2
Total Realized/Unrealized Gains (Losses) Included in Net income	0.4		0.9		2.6		4.3
Total Realized/Unrealized Gains (Losses) Included in OCI	-0.4		-0.9		-2.3		-1.1
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	-0.4		-1.2		-11.7		-8.3
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	-9.6	[1]	0	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	1		73.1		1		73.1
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0.4	[2]	1	[2]	1.1	[2]	3.6	[2]
Fixed maturities, available-for-sale, including securities pledged	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Fixed maturities, including securities pledged, beginning balance	360.8		224.1		168.8		236.9
Total Realized/Unrealized Gains (Losses) Included in Net income	-0.7		0.6		0.3		3.2
Total Realized/Unrealized Gains (Losses) Included in OCI	-12.3		-2.4		-6		-3.7
Purchases	24.1		21.1		115		33.1
Issuances	0		0		0		0
Sales	0		0		-2.8		-1.3
Settlements	-16.2		-21		-47.2		-39.4
Transfers in to Level 3	128.5	[1]	3.9	[1]	257.5	[1]	21.6	[1]
Transfers out of Level 3	-27.4	[1]	-0.8	[1]	-28.8	[1]	-24.9	[1]
Fair Value, Fixed maturities, including securities pledged, ending balance	456.8		225.5		456.8		225.5
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	-0.7	[2]	0.6	[2]	-1.1	[2]	2.4	[2]
Equity securities, available-for-sale	'		'		'		'
Fixed Maturities and Equity Securities Rollforward:	'		'		'		'
Fair Value, Equity securities, beginning balance	0		0.4		0		15.8
Total Realized/Unrealized Gains (Losses) Included in Net income	0		0		-0.3		-0.1
Total Realized/Unrealized Gains (Losses) Included in OCI	0		0		0.3		0.1
Purchases	0		0		0		0
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	0		0		0		0
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	-15.4	[1]
Fair Value, Equity securities, ending balance	0		0.4		0		0.4
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	[2]	0	[2]	-0.3	[2]	0	[2]
FIA	'		'		'		'
Derivatives Rollforward:	'		'		'		'
Fair Value, Derivatives, beginning balance	-1,888.80		-1,480		-1,693.50		-1,393.80
Total Realized/Unrealized Gains (Losses) Included in Net income	38.4		-31.9		-120.7		-117
Total Realized/Unrealized Gains (Losses) Included in OCI	0		0		0		0
Purchases	0		0		0		0
Issuances	-31.4		-35.1		-124.8		-71.1
Sales	0		0		0		0
Settlements	33.7		21.6		90.9		56.5
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value, Derivatives ending balance	-1,848.10		-1,525.40		-1,848.10		-1,525.40
Change In Unrealized Gains (Losses) Included in Earnings	0	[2]	0	[2]	0	[2]	0	[2]
GMAB / GMWB / GMWBL	'		'		'		'
Derivatives Rollforward:	'		'		'		'
Fair Value, Derivatives, beginning balance	-1,209.40		-1,323.40		-901		-2,004
Total Realized/Unrealized Gains (Losses) Included in Net income	104.4		194.1		-129		946
Total Realized/Unrealized Gains (Losses) Included in OCI	0		0		0		0
Purchases	0		0		0		0
Issuances	-37.9		-32.8		-113.2		-104.3
Sales	0		0		0		0
Settlements	0.1		0.1		0.4		0.3
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value, Derivatives ending balance	-1,142.80		-1,162		-1,142.80		-1,162
Change In Unrealized Gains (Losses) Included in Earnings	0	[2]	0	[2]	0	[2]	0	[2]
Other derivatives, net	'		'		'		'
Derivatives Rollforward:	'		'		'		'
Fair Value, Derivatives, beginning balance	53.2		40.6		57		11.7
Total Realized/Unrealized Gains (Losses) Included in Net income	2.9		14.9		33.7		63.9
Total Realized/Unrealized Gains (Losses) Included in OCI	0		0		0		0
Purchases	5.7		4.9		17.6		15.5
Issuances	0		0		0		0
Sales	0		0		0		0
Settlements	-22.1		-17		-68.6		-47.7
Transfers in to Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Transfers out of Level 3	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value, Derivatives ending balance	39.7		43.4		39.7		43.4
Change In Unrealized Gains (Losses) Included in Earnings	($13.60)	[2]	$0.90	[2]	($17.30)	[2]	$25.20	[2]
[1]	The Companybs policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
[2]	For financial instruments still held as of SeptemberB 30, amounts are included in Net investment income and Total net realized capital gains (losses) in the Condensed Statements of Operations.

Fair_Value_Measurements_Signif

Fair Value Measurements - Significant Unobservable Inputs (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Percent of policyholders taking systematic withdrawals	32.00%		30.00%
Percent of policyholders assumed to begin systematic withdrawals	85.00%		85.00%
Guaranteed Benefit Liability, Gross	$15,600		$16,200
Average Expected Delay	'6 years 0 months 18 days		'2 years 3 months 18 days
Age 60 and under	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	3,100		3,500
Average Expected Delay	'9 years 6 months 24 days		'5 years 4 months 24 days
Age 60 and under | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Benefit Utilization, Attained Age	60		60
Age 60 - 69	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	7,100		7,500
Average Expected Delay	'5 years 1 month 18 days		'1 year 3 months 18 days
Age 60 - 69 | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Benefit Utilization, Attained Age	69		69
Age 60 - 69 | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Benefit Utilization, Attained Age	60		60
Age 70 and over	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	5,400		5,200
Average Expected Delay	'3 years 3 months 18 days		'0 years
Age 70 and over | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Benefit Utilization, Attained Age	70		70
In the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	14,500		11,000
In the Money | Age 60 and under	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	2,800		2,100
In the Money | Age 60 - 69	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	6,600		5,000
In the Money | Age 70 and over	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	5,100		3,900
Out of the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	1,100		5,200
Out of the Money | Age 60 and under	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	300		1,400
Out of the Money | Age 60 - 69	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	500		2,500
Out of the Money | Age 70 and over	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	300		1,300
GMWB / GMWBL | During Surrender Charge Period | In the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	7,200		5,500
GMWB / GMWBL | During Surrender Charge Period | In the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	6.30%		5.50%
GMWB / GMWBL | During Surrender Charge Period | In the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.08%		0.08%
GMWB / GMWBL | During Surrender Charge Period | Out of the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	600		3,100
GMWB / GMWBL | During Surrender Charge Period | Out of the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	7.20%		11.00%
GMWB / GMWBL | During Surrender Charge Period | Out of the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.36%		0.36%
GMWB / GMWBL | After Surrender Charge Period | In the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	7,400		5,600
GMWB / GMWBL | After Surrender Charge Period | In the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	21.00%		21.00%
GMWB / GMWBL | After Surrender Charge Period | In the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	1.70%		1.50%
GMWB / GMWBL | After Surrender Charge Period | Out of the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	1,000		2,800
GMWB / GMWBL | After Surrender Charge Period | Out of the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	24.00%		40.00%
GMWB / GMWBL | After Surrender Charge Period | Out of the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	5.60%		6.90%
GMWB / GMWBL | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		0.00%
GMWB / GMWBL | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		0.00%
GMWB / GMWBL | Investment contract guarantees | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Long-term equity implied volatility	25.00%		25.00%
Interest rate implied volatility	16.00%		16.00%
Equity Funds	98.00%		98.00%
Equity and Fixed Income Funds	62.00%		62.00%
Interest Rates and Equity	-14.00%		-14.00%
Nonperformance Risk	0.94%		0.79%
Actuarial Assumptions, Benefit Utilization	100.00%	[1]	100.00%	[2]
Actuarial Assumptions, Partial Withdrawals	10.00%		10.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	24.00%	[3]	40.00%	[4]
GMWB / GMWBL | Investment contract guarantees | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Long-term equity implied volatility	15.00%		15.00%
Interest rate implied volatility	0.20%		0.20%
Equity Funds	50.00%		50.00%
Equity and Fixed Income Funds	-38.00%		-33.00%
Interest Rates and Equity	-32.00%		-30.00%
Nonperformance Risk	0.08%		-0.10%
Actuarial Assumptions, Benefit Utilization	85.00%	[1]	85.00%	[2]
Actuarial Assumptions, Partial Withdrawals	0.00%		0.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	0.08%	[3]	0.08%	[4]
GMAB | During Surrender Charge Period | In the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	0		0
GMAB | During Surrender Charge Period | In the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	8.20%		8.20%
GMAB | During Surrender Charge Period | In the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.08%		0.08%
GMAB | During Surrender Charge Period | Out of the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	0		0
GMAB | During Surrender Charge Period | Out of the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	12.00%		12.00%
GMAB | During Surrender Charge Period | Out of the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.41%		0.41%
GMAB | After Surrender Charge Period | In the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	0		0
GMAB | After Surrender Charge Period | In the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	21.00%		21.00%
GMAB | After Surrender Charge Period | In the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	2.50%		2.50%
GMAB | After Surrender Charge Period | Out of the Money	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Guaranteed Benefit Liability, Gross	$100		$100
GMAB | After Surrender Charge Period | Out of the Money | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	31.00%		31.00%
GMAB | After Surrender Charge Period | Out of the Money | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Lapses	12.00%		12.00%
GMAB | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	'		0.00%
GMAB | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	'		0.00%
GMAB | Investment contract guarantees | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		'
Long-term equity implied volatility	25.00%		25.00%
Interest rate implied volatility	16.00%		16.00%
Equity Funds	98.00%		98.00%
Equity and Fixed Income Funds	62.00%		62.00%
Interest Rates and Equity	-14.00%		-14.00%
Nonperformance Risk	0.94%		0.79%
Actuarial Assumptions, Benefit Utilization	0.00%		0.00%
Actuarial Assumptions, Partial Withdrawals	10.00%		10.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	31.00%	[3]	31.00%	[4]
GMAB | Investment contract guarantees | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		'
Long-term equity implied volatility	15.00%		15.00%
Interest rate implied volatility	0.20%		0.20%
Equity Funds	50.00%		50.00%
Equity and Fixed Income Funds	-38.00%		-33.00%
Interest Rates and Equity	-32.00%		-30.00%
Nonperformance Risk	0.08%		-0.10%
Actuarial Assumptions, Benefit Utilization	0.00%		0.00%
Actuarial Assumptions, Partial Withdrawals	0.00%		0.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	0.08%	[3]	0.08%	[4]
Within annuity products | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	'		0.00%
Within annuity products | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	'		0.00%
Within annuity products | Investment contract guarantees | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		'
Long-term equity implied volatility	0.00%		0.00%
Interest rate implied volatility	0.00%		0.00%
Equity Funds	0.00%		0.00%
Equity and Fixed Income Funds	0.00%		0.00%
Interest Rates and Equity	0.00%		0.00%
Nonperformance Risk	0.94%		0.79%
Actuarial Assumptions, Benefit Utilization	0.00%		0.00%
Actuarial Assumptions, Partial Withdrawals	5.00%		2.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	60.00%	[3]	53.00%	[4]
Within annuity products | Investment contract guarantees | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		'
Long-term equity implied volatility	0.00%		0.00%
Interest rate implied volatility	0.00%		0.00%
Equity Funds	0.00%		0.00%
Equity and Fixed Income Funds	0.00%		0.00%
Interest Rates and Equity	0.00%		0.00%
Nonperformance Risk	0.08%		-0.10%
Actuarial Assumptions, Benefit Utilization	0.00%		0.00%
Actuarial Assumptions, Partial Withdrawals	0.00%		0.00%
Fair Value Inputs, Actuarial Assumptions, Lapses	0.00%	[3]	0.00%	[4]
Stabilizer/MCG | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		0.00%
Long-term equity implied volatility	0.00%		'
Interest rate implied volatility	0.00%		'
Equity Funds	0.00%		'
Equity and Fixed Income Funds	0.00%		'
Interest Rates and Equity	0.00%		'
Nonperformance Risk	0.00%		'
Actuarial Assumptions, Benefit Utilization	0.00%		'
Actuarial Assumptions, Partial Withdrawals	0.00%		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.00%		0.00%
Stabilizer/MCG | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Fair Value Inputs, Actuarial Assumptions, Mortality	0.00%		0.00%
Long-term equity implied volatility	0.00%		'
Interest rate implied volatility	0.00%		'
Equity Funds	0.00%		'
Equity and Fixed Income Funds	0.00%		'
Interest Rates and Equity	0.00%		'
Nonperformance Risk	0.00%		'
Actuarial Assumptions, Benefit Utilization	0.00%		'
Actuarial Assumptions, Partial Withdrawals	0.00%		'
Fair Value Inputs, Actuarial Assumptions, Lapses	0.00%		0.00%
[1]	Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 32% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of SeptemberB 30, 2014 (account value amounts are in $ billions). Account Values Attained Age GroupB In the MoneyB Out of the MoneyB TotalB Average Expected Delay (Years)*B < 60B $2.8B $0.3B $3.1B 9.6B 60-69B 6.6B 0.5B 7.1B 5.1B 70+B 5.1B 0.3B 5.4B 3.3 $14.5B $1.1B $15.6B 6.0B * For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
[2]	Those policyholders who have elected systematic withdrawals are assumed to continue taking withdrawals. As a percent of account value, 30% are taking systematic withdrawals. Of those policyholders who are not taking withdrawals, the Company assumes that 85% will begin systematic withdrawals after a delay period. The utilization function varies by policyholder age and policy duration. Interactions with lapse and mortality also affect utilization. The utilization rate for GMWB and GMWBL tends to be lower for younger contract owners and contracts that have not reached their maximum accumulated GMWB and GMWBL benefit amount. There is also a lower utilization rate, though indirectly, for contracts that are less "in the money" (i.e., where the notional benefit amount is in excess of the account value) due to higher lapses. Conversely, the utilization rate tends to be higher for contract owners near or beyond retirement age and contracts that have accumulated their maximum GMWB or GMWBL benefit amount. There is also a higher utilization rate, though indirectly, for contracts which are highly "in the money." The chart below provides the GMWBL account value by current age group and average expected delay times from the associated attained age group as of DecemberB 31, 2013 (account value amounts are in $ billions). Account Values Attained Age GroupB In the MoneyB Out of the MoneyB TotalB Average Expected Delay (Years)*B < 60B $2.1B $1.4B $3.5B 5.4B 60-69B 5.0B 2.5B 7.5B 1.3B 70+B 3.9B 1.3B 5.2B 0.0+ $11.0B $5.2B $16.2B 2.3B + less than 0.1* For population expected to withdraw in future. Excludes policies taking systematic withdraws and 15% of policies the Company assumes will never withdraw.
[3]	(3) Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period.(4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of SeptemberB 30, 2014 (account value amounts are in $ billions). GMABB GMWB/GMWBLB MoneynessB Account ValueB Lapse RangeB Account ValueB Lapse RangeDuring Surrender Charge Period In the Money**B $b*0.08% to 8.2%B $7.2B 0.08% to 6.3%B Out of the MoneyB b*0.41% to 12%B 0.6B 0.36% to 7.2%After Surrender Charge Period In the Money**B b*2.5% to 21%B 7.4B 1.7% to 21%B Out of the MoneyB 0.1B 12% to 31%B 1.0B 5.6% to 24%*Less than $0.1.** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness." (5)B The mortality rate is based on the Annuity 2000 Basic table with mortality improvements.(6) The mortality rate is based on the 2012 Individual Annuity Mortality Basic table with mortality improvements.
[4]	Lapse rates tend to be lower during the contractual surrender charge period and higher after the surrender charge period ends; the highest lapse rates occur in the year immediately after the end of the surrender charge period. (4) The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money." The table below shows an analysis of policy account values according to whether they are in or out of the surrender charge period and to whether they are "in the money" or "out of the money" as of DecemberB 31, 2013 (account value amounts are in $ billions). GMABB GMWB/GMWBLB MoneynessB Account ValueB Lapse RangeB Account ValueB Lapse RangeDuring Surrender Charge Period In the Money**B $b*0.08% to 8.2%B $5.5B 0.08% to 5.5%B Out of the MoneyB b*0.41% to 12%B 3.1B 0.36% to 11%After Surrender Charge Period In the Money**B b*2.5% to 21%B 5.6B 1.5% to 21%B Out of the MoneyB 0.1B 12% to 31%B 2.8B 6.9% to 40%*Less than $0.1.** The low end of the range corresponds to policies that are highly "in the money." The high end of the range corresponds to the policies that are close to zero in terms of "in the moneyness."

Fair_Value_Measurements_Other_

Fair Value Measurements - Other Financial Instruments (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of investments	$21,928.20		$21,497
Derivatives	396.2		342.4
Derivatives	223.3		731.9
Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Limited partnerships/corporations	176.3		133.2
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	718		1,128.60
Derivatives	396.2		342.4
Other investments	55.6		56.2
Deposits from affiliates	669.1		747.2
Assets held in separate accounts	39,626.10		42,008.30
Derivatives	223.3		731.9
Long-term debt	435		435
Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Limited partnerships/corporations	176.3		133.2
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	718		1,128.60
Derivatives	396.2		342.4
Other investments	55.6		56.2
Deposits from affiliates	703.3		807.7
Assets held in separate accounts	39,626.10		42,008.30
Derivatives	223.3		731.9
Long-term debt	519.5		471.2
Embedded derivative on reinsurance | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	4.3		-8.4
Derivatives	135.8		-38
Embedded derivative on reinsurance | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	4.3		-8.4
Derivatives	135.8		-38
Deferred annuities | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	18,860.90		18,979.60
Deferred annuities | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	18,986		19,377.20
Funding agreements with fixed maturities and guaranteed investment contracts | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,102		1,530.50
Funding agreements with fixed maturities and guaranteed investment contracts | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,085.20		1,499.30
Supplementary contracts, immediate annuities and other | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	2,302.70		1,822.60
Supplementary contracts, immediate annuities and other | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	2,499.10		1,942.30
FIA | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,848.10		1,693.50
FIA | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,848.10		1,693.50
GMAB / GMWB / GMWBL | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,142.80	[1]	901	[1]
GMAB / GMWB / GMWBL | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,142.80	[1]	901	[1]
Policy loans | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of loans	88.3		94.9
Policy loans | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of loans	88.3		94.9
Mortgage loans on real estate | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of loans	2,907.90		2,837.30
Mortgage loans on real estate | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of loans	2,995.60		2,867
Fixed maturities, available-for-sale, including securities pledged | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of investments	22,520.80		22,450.10
Fixed maturities, available-for-sale, including securities pledged | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of investments	22,520.80		22,450.10
Equity securities, available-for-sale | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of investments	6.7		6.1
Equity securities, available-for-sale | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Fair value of investments	6.7		6.1
Measured at fair value on a recurring basis | Level 1	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	714.4		1,123.60
Assets held in separate accounts	39,626.10		42,008.30
Measured at fair value on a recurring basis | Level 1 | Embedded derivative on reinsurance	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	0		0
Derivatives	0		0
Measured at fair value on a recurring basis | Level 1 | GMAB / GMWB / GMWBL	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	0	[2]	0	[2]
Measured at fair value on a recurring basis | Level 2	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	3.6		5
Assets held in separate accounts	0		0
Measured at fair value on a recurring basis | Level 2 | Embedded derivative on reinsurance	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	4.3		-8.4
Derivatives	135.8		-38
Measured at fair value on a recurring basis | Level 2 | GMAB / GMWB / GMWBL	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	0	[2]	0	[2]
Measured at fair value on a recurring basis | Level 3	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	0		0
Assets held in separate accounts	0		0
Measured at fair value on a recurring basis | Level 3 | Embedded derivative on reinsurance	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	0		0
Derivatives	0		0
Measured at fair value on a recurring basis | Level 3 | GMAB / GMWB / GMWBL	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	1,142.80	[2]	901	[2]
Measured at fair value on a recurring basis | Fair Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	718		1,128.60
Assets held in separate accounts	39,626.10		42,008.30
Measured at fair value on a recurring basis | Fair Value | Embedded derivative on reinsurance	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives	4.3		-8.4
Derivatives	135.8		-38
Measured at fair value on a recurring basis | Fair Value | GMAB / GMWB / GMWBL	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Annuity product guarantees	$1,142.80	[2]	$901	[2]
[1]	Certain amounts included in Deferred annuities are also reflected within the Annuity product guarantees section of the table above.
[2]	Guaranteed minimum accumulation benefits ("GMAB"), Guaranteed minimum withdrawal benefits ("GMWB"), Guaranteed minimum withdrawal benefits for life ("GMWBL")

Deferred_Policy_Acquisition_Co2

Deferred Policy Acquisition Costs and Value of Business Acquired (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014		Sep. 30, 2013
Movement Analysis of Deferred Policy Acquisition Costs [Roll Forward]	'	'	'		'
Beginning balance	'	'	$2,271.70		$2,968.20
Deferrals of commissions and expenses	'	'	92		69.8
Amortization:	'	'	'		'
Amortization	'	'	-92		-1,360.50	[1]
Interest accrued	'	'	77.2	[2]	112.4	[2]
Net amortization included in the Condensed Statements of Operations	'	'	-14.8		-1,248.10
Change in unrealized capital gains/losses on available-for-sale securities	'	'	-208		689.7
Ending balance	2,140.90	2,479.60	2,140.90		2,479.60
Movement Analysis Of Value of Business Acquired VOBA [Roll Forward]	'	'	'		'
Beginning balance	'	'	58.6		28.4
Value Of Business Acquired VOBA, Additions	'	'	0		0
Amortization:	'	'	'		'
Amortization	'	'	-9.4		15.6	[1]
Interest accrued	'	'	2.5	[2]	2.4	[2]
Net amortization included in the Statements of Operations	'	'	-6.9		18
Change in unrealized capital gains/losses on available-for-sale securities	'	'	-8.8		12.7
Ending balance	42.9	59.1	42.9		59.1
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]	'	'	'		'
Beginning balance	'	'	2,330.30		2,996.60
Deferrals of commissions and expenses	'	'	92		69.8
Amortization:	'	'	'		'
Amortization	'	'	-101.4		-1,344.90	[1]
Interest accrued	'	'	79.7	[2]	114.8	[2]
Net amortization included in the Condensed Statements of Operations	-71.5	-284.9	-21.7		-1,230.10
Change in unrealized capital gains/losses on available-for-sale securities	'	'	-216.8		702.4
Ending balance	2,183.80	2,538.70	2,183.80		2,538.70
Loss recognition included in Amortization related to DAC	'	'	'		305
Loss recognition included in Amortization related to VOBA	'	'	'		$1
Minimum	'	'	'		'
Amortization:	'	'	'		'
Value of Business Acquired (VOBA), Interest accrued percentage	'	'	2.00%		3.00%
Maximum	'	'	'		'
Amortization:	'	'	'		'
Value of Business Acquired (VOBA), Interest accrued percentage	'	'	5.80%		6.00%
[1]	Includes loss recognition of $305.0 related to DAC and $1.0 related to VOBA.
[2]	Interest accrued at the following rates for VOBA: 2.0% to 5.8% during 2014 and 3.0% to 6.0% during

Capital_Contributions_and_Divi1

Capital Contributions and Dividends (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	19-May-14	Sep. 30, 2014	Sep. 30, 2013
			Lion	Lion	Lion
Dividends Payable [Line Items]	'	'	'	'	'
Capital contributions from parent	'	'	'	$0	$0
Ordinary dividends declared	'	'	'	216,000,000	'
Dividends paid	'	'	216,000,000	'	230,000,000
Negative unassigned funds account balance	'	0	'	'	'
Balance of capital and surplus	$0	'	'	'	'

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income - Components of AOCI (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Derivatives	$4.10	'	($0.20)
DAC/VOBA and sales inducements adjustment on available-for-sale securities	-601.3	'	-407.5
Other	-34.9	'	-34.9
Unrealized capital gains (losses), before tax	661.8	'	490
Net deferred income tax asset (liability)	-46.1	'	31.4
Unrealized capital gains (losses), after tax	615.7	'	521.4
Pension and other post-employment benefits liability, net of tax	0.8	'	0.9
AOCI	616.5	481.2	522.3
Fixed maturities	'	'	'
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Fixed maturities, net of OTTI	1,290.30	'	929.7
Equity securities	'	'	'
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Equity securities, available-for-sale	$3.60	'	$2.90

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income - Changes in AOCI, including Reclassification Adjustments (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Available-for-sale securities, Before-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on Other	$0.40		$0.20		$0.60		$0.50
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	6.5		3.4		9.2		-9.3
DAC/VOBA and sales inducements	104.2	[1]	64.4	[2]	-259.8		875.8	[2]
Change in unrealized gains/losses on available-for-sale securities	-124.3		6.9		204.8		-199
Available-for-sale securities, Income Tax:	'		'		'		'
Change in unrealized gains/losses on Other	-0.1		0		-0.2		-0.1
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	-2.3		-1.1		-3.2		3.3
DAC/VOBA and sales inducements	-36.5		-22.8		90.9		-306.8
Change in unrealized gains/losses on available-for-sale securities	122.2		14.9		-71.8		86.9
Available-for-sale securities, After-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on Other	0.3		0.2		0.4		0.4
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	4.2		2.3		6		-6
DAC/VOBA and sales inducements	67.7		41.6		-168.9		569
Change in unrealized gains/losses on available-for-sale securities	-2.1		21.8		133		-112.1
Derivatives, Before-Tax Amount:	'		'		'		'
Change in unrealized capital gains/losses arising during the period, Before-Tax Amount	3.8	[3]	0.4		3.7	[3]	0.5
Change in unrealized gains/losses on derivatives	3.8		0.4		3.7		0.5
Derivatives, Income Tax:	'		'		'		'
Change in unrealized capital gains/losses arising during the period, Income Tax	-1.3		-0.2		-1.3		-0.2
Change in unrealized gains/losses on derivatives	-1.3		-0.2		-1.3		-0.2
Derivatives, After-Tax Amount:	'		'		'		'
Change in unrealized capital gains/losses arising during the period, After-Tax Amount	2.5		0.2		2.4		0.3
Change in unrealized gains/losses on derivatives	2.5		0.2		2.4		0.3
OTTI:	'		'		'		'
Other-than-temporary impairments	2.4		4.3		11.4		15.8
Change in OTTI, Income Tax	-0.8		-1.5		-4		-5.5
Change in OTTI, After-Tax Amount	1.6		2.8		7.4		10.3
Pension and other post-employment benefit liability, Before-Tax Amount:	'		'		'		'
Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	-0.1		-0.1		-0.2		-0.2
Change in pension and other post-employment benefit liability	-0.1		-0.1		-0.2		-0.2
Other comprehensive income (loss), before tax	-120.6		7.2		208.3		-198.7
Pension and other post-employment benefit liability, Income Tax:	'		'		'		'
Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	0.1		0.1		0.1		0.1
Change in pension and other post-employment benefit liability	0.1		0.1		0.1		0.1
Other comprehensive income (loss)	121		14.8		-73		86.8
Pension and other post-employment benefit liability, After-Tax Amount:	'		'		'		'
Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	0		0		-0.1		-0.1
Change in pension and other post-employment benefit liability	0		0		-0.1		-0.1
Other comprehensive income (loss), after tax	0.4		22		135.3		-111.9
Fixed maturities	'		'		'		'
Available-for-sale securities, Before-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on securities	-237.8		-64.5		442.1		-1,081.30
Available-for-sale securities, Income Tax:	'		'		'		'
Change in unrealized gains/losses on securities	161.9		40		-154.8		395.8
Available-for-sale securities, After-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on securities	-75.9		-24.5		287.3		-685.5
Fixed maturities | Deferred Tax Asset Valuation Allowance	'		'		'		'
Available-for-sale securities, Income Tax:	'		'		'		'
Change in unrealized gains/losses on securities	-79		-17.3		'		-17.3
Equity securities	'		'		'		'
Available-for-sale securities, Before-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on securities	0		-0.9		1.3		-0.5
Available-for-sale securities, Income Tax:	'		'		'		'
Change in unrealized gains/losses on securities	0		0.3		-0.5		0.2
Available-for-sale securities, After-Tax Amount:	'		'		'		'
Change in unrealized gains/losses on securities	$0		($0.60)		$0.80		($0.30)
[1]	(2) Amount includes $17.3 valuation allowance. See the Income Taxes Note to these Condensed Financial Statements for additional information.
[2]	See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Financial Statements for additional information.
[3]	(1) See the Derivative Financial Instruments Note to these Condensed Financial Statements for additional information.

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'		'		'
Income (loss) before income taxes	$287.80	$123.90	$221.70		$101.40		'
Tax rate	35.00%	35.00%	35.00%		35.00%		'
Income tax expense (benefit) at federal statutory rate	100.7	43.4	77.6		35.5		'
Dividends received deduction	-9.9	-31.8	-42.4	[1]	-66.2	[1]	'
Valuation allowance	17.7	53	49.9	[1]	183.1	[1]	'
Audit settlement	0	0	2.8	[1]	0		'
Tax credits	0	-1.2	0		-1.2	[1]	'
Non-deductible expense (benefit)	0.3	0	0.3	[1]	0.4		'
Other	-0.3	-0.6	-0.2	[1]	-0.5	[1]	'
Income tax expense (benefit)	108.5	62.8	88		151.1		'
Valuation allowance, deferred tax assets	473.8	'	473.8		'		423.9
Increase (decrease) in valuation allowance	-61.3	35.7	49.9		165.8		'
Operating loss carryforward	'	'	'		'		'
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'		'		'
Valuation allowance, deferred tax assets	659.5	'	659.5		'		609.6
Increase (decrease) in valuation allowance	17.7	53	49.9		183.1		'
Capital loss carryforward	'	'	'		'		'
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'		'		'
Valuation allowance, deferred tax assets	-185.7	'	-185.7		'		'
Increase (decrease) in valuation allowance	($79)	($17.30)	'		($17.30)		'
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOmViZWM4YjUxYjJlZjRhNmE4NDVlNjY1NmNkMjhjYzkyfFRleHRTZWxlY3Rpb246MjQwQjdBRTY2QTM5NTExNUJGRDg5Q0Y1QkZGNDIwOEEM}

Financing_Agreements_Details

Financing Agreements (Details) (ING U.S. Inc., USD $)	Jan. 14, 2014	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
In Millions, unless otherwise specified		Net investment income	Net investment income	Net investment income	Net investment income
		Reciprocal Loan Agreement	Reciprocal Loan Agreement	Reciprocal Loan Agreement	Reciprocal Loan Agreement
Short-term Debt [Line Items]	'	'	'	'	'
Line of credit, maximum borrowing capacity, as a percent	3.00%	'	'	'	'
Interest income earned on reciprocal loan	'	$0	$0	$0.20	$0

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Funding agreement, including accrued interest | FHLB	'	'
Loss Contingencies [Line Items]	'	'
Non-putable funding agreements, including accrued interest, issued to FHLB	$1,090.10	$1,090.20
Funding agreement, including accrued interest | Fixed maturities | FHLB	'	'
Loss Contingencies [Line Items]	'	'
Collateral assets for FHLB funding agreements	1,255.30	1,266.80
Investment purchase commitment	'	'
Loss Contingencies [Line Items]	'	'
Commitments to purchase investments	$291.80	$252.70

Commitments_and_Contingencies_2

Commitments and Contingencies - Restricted Assets (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Loss Contingencies [Line Items]	'		'
Fixed maturity collateral pledged to FHLB	$1,255.30		$1,266.80
FHLB restricted stock	53.6	[1]	53.6	[1]
Other fixed maturities - state deposits	11.4		11.3
Securities pledged	599.3	[2]	959.2	[2]
Total restricted assets	1,919.60		2,290.90
Fair value of loaned securities	125.7		128.5
Securities pledged as collateral	599.3		959.2
Fixed maturities	'		'
Loss Contingencies [Line Items]	'		'
Securities pledged as collateral	$473.60		$830.70
[1]	Reported in Other investments on the Condensed Balance Sheets.
[2]	Includes the fair value of loaned securities of $125.7 and $128.5 as of SeptemberB 30, 2014 and DecemberB 31, 2013, respectively, which is included in Securities pledged on the Condensed Balance Sheets. In addition, as of SeptemberB 30, 2014 and DecemberB 31, 2013, the Company delivered securities as collateral of $473.6 and $830.7, respectively, which is included in Securities pledged on the Condensed Balance Sheets.

Related_Party_Transactions_Det

Related Party Transactions (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Jul. 31, 2009	Jun. 30, 2008
Related Party Transaction [Line Items]	'	'	'	'	'	'	'
Revenue related to the agreement	$214,800,000	$212,800,000	$627,300,000	$621,900,000	'	'	'
SLDI | Coinsurance and coinsurance funds	'	'	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'	'	'
Percentage of benefits covered	'	'	'	'	'	'	100.00%
Revenue related to the agreement	3,100,000	3,100,000	9,300,000	9,200,000	'	'	'
Assets transferred to be on deposit	3,800,000,000	'	3,800,000,000	'	'	3,200,000,000	'
Reserves ceded	2,400,000,000	'	2,400,000,000	'	2,100,000,000	'	'
SLDI | Funds held under reinsurance treaties with affiliates | Coinsurance and coinsurance funds	'	'	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'	'	'
Funds held under reinsurance treaties with affiliates	3,700,000,000	'	3,700,000,000	'	3,600,000,000	'	'
Embedded derivative on reinsurance, fair value	134,200,000	'	134,200,000	'	-34,700,000	'	'
SLDI | Other assets | Coinsurance and coinsurance funds	'	'	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'	'	'
Deferred losses	$316,600,000	'	$316,600,000	'	$315,700,000	'	'