Voya Retirement Insurance & Annuity 10-Q 12 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	9 Months Ended
	Sep. 30, 2013	Nov. 08, 2013
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'ING LIFE INSURANCE & ANNUITY CO	'
Entity Central Index Key	'0000837010	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	55,000

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturities, available-for-sale, at fair value (amortized cost of $19,018.1 at 2013 and $18,458.7 at 2012)	$19,934	$20,690.80
Fixed maturities, at fair value using the fair value option	604.7	544.7
Equity securities, available-for-sale, at fair value (cost of $111.2 at 2013 and $129.3 at 2012)	127.3	142.8
Short-term investments	232.5	679.8
Mortgage loans on real estate, net of valuation allowance of $1.4 at 2013 and $1.3 at 2012	3,282.80	2,872.70
Policy loans	242.1	240.9
Limited partnerships/corporations	184.5	179.6
Derivatives	410.7	512.7
Securities pledged (amortized cost of $178.0 at 2013 and $207.2 at 2012)	180.4	219.7
Total investments	25,199	26,083.70
Cash and cash equivalents	399.2	363.4
Short-term investments under securities loan agreement, including collateral delivered	173	186.1
Accrued investment income	292.3	273
Receivable for securities sold	8	3.9
Reinsurance recoverable	2,041.30	2,153.70
Deferred policy acquisition costs, Value of business acquired, and Sale inducements to contract owners	1,168.80	695
Notes receivable from affiliate	175	175
Current income taxes recoverable	3.1	0
Due from affiliates	77.8	99.8
Property and equipment	79.3	81.8
Other assets	107.5	101.1
Assets held in separate accounts	58,504.90	53,655.30
Total assets	88,229.20	83,871.80
Liabilities and Shareholder's Equity	'	'
Future policy benefits and contract owner balances	24,556.90	24,191.20
Payable for securities purchased	58.2	0
Payables under securities loan agreement, including collateral held	307.8	353.2
Long-term debt	4.9	4.9
Due to affiliates	105.1	95.1
Derivatives	200.4	346.8
Current income tax payable to Parent	0	32.1
Deferred income taxes	261.9	507.1
Other liabilities	455.9	424.7
Liabilities related to separate accounts	58,504.90	53,655.30
Total liabilities	84,456	79,610.40
Shareholder's equity:	'	'
Common stock (100,000 shares authorized, 55,000 issued and outstanding; $50 per share value)	2.8	2.8
Additional paid-in capital	4,043.30	4,217.20
Accumulated other comprehensive income	489.1	1,023
Retained earnings (deficit)	-762	-981.6
Total shareholder's equity	3,773.20	4,261.40
Total liabilities and shareholder's equity	$88,229.20	$83,871.80

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets Parenthetical (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Statement of Financial Position [Abstract]	'	'
Fixed maturities, amortized cost	$19,018.10	$18,458.70
Equity securities, cost	111.2	129.3
Mortgage loans on real estate valuation allowance	1.4	1.3
Securities pledged, amortized costs	$178	$207.20
Common stock, par value	$50	$50
Common stock, shares authorized	100,000	100,000
Common stock, shares issued	55,000	55,000
Common stock, shares outstanding	55,000	55,000

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Operations (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Revenues:	'	'	'	'
Net investment income	$328.20	$344.70	$1,019.30	$1,008.60
Fee income	189.9	167	547.9	478.8
Premiums	7.6	6.1	22.7	29.6
Broker-dealer commission revenue	61.5	54.8	180.3	167
Net realized capital gains (losses):	'	'	'	'
Total other-than-temporary impairments	-1.6	-4.7	-4.5	-8.7
Less: Portion of other-than-temporary impairment losses recognized in Other comprehensive income (loss)	-0.8	-0.1	-1.8	-1.1
Net other-than-temporary impairments recognized in earnings	-0.8	-4.6	-2.7	-7.6
Other net realized capital gains (losses)	-27.3	-21.1	-135.4	108
Total net realized capital gains (losses)	-28.1	-25.7	-138.1	100.4
Other revenue	2.9	1	-2.6	3.8
Total revenues	562	547.9	1,629.50	1,788.20
Benefits and expenses:	'	'	'	'
Policyholder benefits and interest credited to contract owner account balance	204.2	189.3	536.3	577
Operating expenses	178	163	527.9	520.6
Broker-dealer commission expense	61.5	54.8	180.3	167
Net amortization of deferred policy acquisition costs and value of business acquired	-15.2	13.5	31.7	118.5
Interest expense	0.2	0.6	0.3	1.7
Total benefits and expenses	428.7	421.2	1,276.50	1,384.80
Income (loss) before income taxes	133.3	126.7	353	403.4
Income tax expense (benefit)	65.7	33.4	133.4	128.2
Net income (loss)	$67.60	$93.30	$219.60	$275.20

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income (loss)	$67.60	$93.30	$219.60	$275.20
Unrealized gains/losses on securities	-52.9	253.9	-862.3	455.4
Other comprehensive income (loss), before tax:	'	'	'	'
Other-than-temporary impairments	2	7	3.4	10.6
Pension and other post-employment benefit liability	-0.7	-0.6	-1.7	-1.7
Other comprehensive income (loss), before tax	-51.6	260.3	-860.6	464.3
Income tax benefit (expense) related to items of other comprehensive income (loss)	-45.7	98.2	-326.7	157.6
Other comprehensive income (loss), after tax	-5.9	162.1	-533.9	306.7
Comprehensive income (loss)	$61.70	$255.40	($314.30)	$581.90

Condensed_Consolidated_Stateme2

Condensed Consolidated 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
Beginning Balance at Dec. 31, 2011		$3,976.30	$2.80	$4,533	$747.50	($1,307)
Increase (Decrease) in Stockholders' Equity		'	'	'	'	'
Net income (loss)		275.2	'	'	'	275.2
Comprehensive income:		'	'	'	'	'
Other comprehensive income (loss), after tax		306.7	'	'	306.7	'
Total comprehensive income (loss)		581.9	'	'	'	'
Dividends paid and distribution of capital		-340	'	-340	'	'
Employee related benefits		23.9	'	23.9	'	'
Ending Balance at Sep. 30, 2012		4,242.10	2.8	4,216.90	1,054.20	-1,031.80
Beginning Balance at Dec. 31, 2012		4,261.40	2.8	4,217.20	1,023	-981.6
Increase (Decrease) in Stockholders' Equity		'	'	'	'	'
Net income (loss)		219.6	'	'	'	219.6
Comprehensive income:		'	'	'	'	'
Other comprehensive income (loss), after tax		-533.9	'	'	-533.9	'
Total comprehensive income (loss)		-314.3	'	'	'	'
Dividends paid and distribution of capital		-174	'	-174	'	'
Employee related benefits	[1]	0.1	'	0.1	'	'
Ending Balance at Sep. 30, 2013		$3,773.20	$2.80	$4,043.30	$489.10	($762)
[1]	Less than $0.1.

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Statement of Cash Flows [Abstract]	'	'
Net income (loss)	$219.60	$275.20
Adjustments to reconcile net income (loss) to net cash provided by operating activities:	'	'
Net cash provided by operating activities	975.6	792.4
Proceeds from the sale, maturity, disposal or redemption of:	'	'
Fixed maturities	2,609.20	2,932.60
Equity securities, available-for-sale	0.7	2.4
Mortgage loans on real estate	177.6	303.5
Limited partnerships/corporations	22.6	136.6
Acquisition of:	'	'
Fixed maturities	-3,287.40	-3,890.20
Equity securities, available-for-sale	-0.8	-0.7
Mortgage loans on real estate	-587.8	-642.5
Limited partnerships/corporations	-16.5	-28.2
Derivatives, net	-222	4.6
Policy loans, net	-1.2	3.4
Short-term investments, net	447.3	-116.7
Loan-Dutch State obligation, net	0	63.1
Collateral received	-32.3	51.8
Purchases of fixed assets, net	-0.2	-0.2
Net cash used in investing activities	-890.8	-1,180.50
Cash Flows from Financing Activities:	'	'
Deposits received for investment contracts	2,042.70	2,009.30
Maturities and withdrawals from investment contracts	-1,917.70	-1,763.90
Short-term loans to affiliates, net	0	648
Dividends paid and return of capital distribution	-174	-340
Capital contribution from parent	'	0
Net cash provided by (used in) financing activities	-49	553.4
Net increase (decrease) in cash and cash equivalents	35.8	165.3
Cash and cash equivalents, beginning of year	363.4	217.1
Cash and cash equivalents, end of year	$399.20	$382.40

Business_Basis_of_Presentation

Business, Basis of Presentation and Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Business, Basis of Presentation and Significant Accounting Policies	'
	Business, Basis of Presentation and Significant Accounting Policies
	Business
	ING Life Insurance and Annuity Company ("ILIAC") is a stock life insurance company domiciled in the State of Connecticut. ILIAC and its wholly owned subsidiaries (collectively, "the Company") provide financial products and services in the United States.  ILIAC is authorized to conduct its insurance business in all states and in the District of Columbia.
	In 2009, 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, announced the anticipated separation of its global banking and insurance businesses, including the divestiture of ING U.S., Inc., which together with its subsidiaries, including the Company, constitutes ING's U.S.-based retirement, investment management and insurance operations. On April 11, 2013, ING U.S., Inc. announced plans to rebrand in the future as Voya Financial. On May 2, 2013, the common stock of ING U.S., Inc. began trading on the New York Stock Exchange under the symbol "VOYA." On May 7, 2013 and May 31, 2013, ING U.S., Inc. completed its initial public offering of common stock, including the issuance and sale by ING U.S., 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 ING U.S., Inc., of 44,201,773 shares of outstanding common stock of ING U.S., Inc. (collectively, the "IPO"). On September 30, 2013, ING International transferred all of its shares of ING U.S., Inc. common stock to ING Group.
	On October 29, 2013, ING Group completed a sale of 37,950,000 shares of common stock of ING U.S., Inc. in a registered public offering ("Secondary Offering"), reducing ING Group's ownership of ING U.S., Inc. to 57%.
	ILIAC is a direct, wholly owned subsidiary of Lion Connecticut Holdings Inc. ("Lion" or "Parent"), which is a direct, wholly owned subsidiary of ING U.S., Inc. ING U.S., Inc. is a majority owned subsidiary of ING Group.
	The Company offers qualified and nonqualified annuity contracts that include a variety of funding and payout options for individuals and employer-sponsored retirement plans qualified under Internal Revenue Code Sections 401, 403, 408, 457 and 501, as well as nonqualified deferred compensation plans and related services. The Company's products are offered primarily to individuals, pension plans, small businesses and employer-sponsored groups in the health care, government and education markets (collectively "not-for-profit" organizations) and corporate markets. The Company's products are generally distributed through pension professionals, independent agents and brokers, third-party administrators, banks, dedicated career agents and financial planners.
	Products offered by the Company include deferred and immediate (i.e., payout) annuity contracts.  Company products also include programs offered to qualified plans and nonqualified deferred compensation plans that package administrative and record-keeping services along with a variety of investment options, including affiliated and nonaffiliated mutual funds and variable and fixed investment options. In addition, the Company offers wrapper agreements entered into with retirement plans, which contain certain benefit responsive guarantees (i.e., guarantees of principal and previously accrued interest for benefits paid under the terms of the plan) with respect to portfolios of plan-owned assets not invested with the Company. The Company also offers pension and retirement savings plan administrative services. The Company has one operating segment.
	Basis of Presentation
	The accompanying Condensed Consolidated 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 Consolidated 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 Condensed Consolidated Financial Statements include the accounts of ILIAC and its wholly owned subsidiaries, ING Financial Advisers, LLC ("IFA") and Directed Services LLC ("DSL"). Intercompany transactions and balances have been eliminated.
	Certain immaterial reclassifications have been made to prior year financial information to conform to the current year classifications.
	The accompanying Condensed Consolidated Financial Statements reflect all adjustments (including normal, recurring adjustments) necessary to present fairly the financial position of the Company as of September 30, 2013, its results of operations and comprehensive income for the three and nine months ended September 30, 2013 and 2012 and its changes in shareholder's equity and statements of cash flows for the nine months ended September 30, 2013 and 2012, in conformity with U.S. GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2012 Consolidated Balance Sheet is from the audited Consolidated Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012, filed with the Securities and Exchange Commission ("SEC"), which included all disclosures required by U.S. GAAP. Therefore, these Condensed Consolidated Financial Statements should be read in conjunction with the Consolidated Financial Statements of the Company included in the 2012 Annual Report on Form 10-K.
	Adoption of New Pronouncements
	Derivatives and Hedging
	In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-10, "Derivatives and Hedging (Accounting Standards Codification ("ASC")Topic 815): Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes" ("ASU 2013-10"), which permits an entity to use the Fed Funds Effective Swap Rate ("OIS") to be used as a U.S. benchmark interest rate for hedge accounting purposes. In addition, the guidance removes the restriction on using different benchmark rates for similar hedges.
	The provisions of ASU 2013-10 were adopted by the Company on July 17, 2013 for qualifying new or redesigned hedges entered into on or after that date. The adoption had no effect on the Company’s financial condition, results of operations or cash flows.
	Disclosures about Offsetting Assets and Liabilities
	In December 2011, the FASB issued ASU 2011-11, "Balance Sheet (ASC Topic 210): Disclosures about Offsetting Assets and Liabilities" ("ASU 2011-11"), which requires an entity to disclose both gross and net information about instruments and transactions eligible for offset in the statement of financial position, as well as instruments and transactions subject to an agreement similar to a master netting arrangement. In addition, the standard requires disclosure of collateral received and posted in connection with master netting agreements or similar arrangements.
	In January 2013, the FASB issued ASU 2013-01, "Balance Sheet (ASC Topic 210): Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities" ("ASU 2013-01"), which clarifies that the scope of ASU 2011-11 applies to derivatives accounted for in accordance with ASU Topic 815, Derivatives and Hedging, including bifurcated embedded derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and securities lending transactions that are either offset in accordance with Section 210-20-45 or Section 815-10-45 or subject to an enforceable master netting arrangement or similar agreement.
	The provisions of ASU 2013-01 and ASU 2011-11 were adopted retrospectively by the Company on January 1, 2013. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the pronouncement only pertains to additional disclosure. The disclosures required by ASU 2011-11 and ASU 2013-01 are included in the Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements.
	Disclosures about Amounts Reclassified out of Accumulated Other Comprehensive Income
	In January 2013, the FASB issued ASU 2013-02, "Comprehensive Income (ASC Topic 220): Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income" ("ASU 2013-02"), which requires an entity to provide information about the amounts reclassified out of accumulated other comprehensive income by component. In addition, an entity is required to present, either on the face of the statement where net income is presented or in the notes, significant amounts reclassified out of accumulated other comprehensive income by the respective line items of net income, but only if the amount reclassified is required under U.S. GAAP to be reclassified to net income, in its entirety in the same reporting period. For other amounts that are not required under U.S. GAAP to be reclassified in their entirety to net income, an entity is required to cross-reference to other disclosures required under U.S. GAAP that provide additional detail about those amounts.
	The provisions of ASU 2013-02 were adopted by the Company on January 1, 2013. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the pronouncement only pertains to additional disclosure. The disclosures required by ASU 2013-02, including comparative period disclosures, are included in the Accumulated Other Comprehensive Income Note to these Condensed Consolidated Financial Statements.
	Future Adoption of Accounting Pronouncements
	Fees Paid to the Federal Government by Health Insurers
	In July 2011, the FASB issued ASU 2011-06, "Other Expenses (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 are effective for calendar years beginning after December 31, 2013, when the fee initially becomes effective. The Company does not expect ASU 2011-06 to have an impact on its financial condition, results of operations or cash flows, as the amount of net premium written for qualifying health insurance by the Company is expected to be below the $25.0 threshold as defined by the Acts and, thus, not subject to the fee.
	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 are effective for years, and interim periods within those years, beginning after December 15, 2013. The amendments should be applied retrospectively for those obligations resulting from joint and several liability arrangements that exist at the beginning of an entity's year of adoption. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2013-04.
	Income Taxes
	In July 2013, the FASB issued ASU 2013-11, "Income Taxes (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 are effective for years, and interim periods within those years, beginning after December 15, 2013, and should be applied prospectively to all unrecognized tax benefits that exist at the effective date. The Company does not expect ASU 2013-11 to have an impact on its financial condition, results of operations or cash flows, as the guidance is consistent with that currently applied.

Investments

Investments	9 Months Ended
	Sep. 30, 2013
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, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)			Fair			OTTI(3)
		Cost				Unrealized				Unrealized							Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	745			$	58.1			$	2.4			$	—		$	800.7		$	—
	U.S. Government agencies and authorities	242.9				7.4				—				—			250.3			—
	State, municipalities and political subdivisions	77.2				6.8				0.1				—			83.9			—
	U.S. corporate securities	10,210.00				584.6				225.8				—			10,568.80			1.9
	Foreign securities:(1)
	Government	426.8				27				16.2				—			437.6			—
	Other	5,077.20				286.4				90.9				—			5,272.70			—
	Total foreign securities	5,504.00				313.4				107.1				—			5,710.30			—
	Residential mortgage-backed securities:
	Agency	1,628.10				128.6				12.7				19.3			1,763.30			0.5
	Non-Agency	302.9				55.8				8.6				13.6			363.7			14.1
	Total Residential mortgage-backed securities	1,931.00				184.4				21.3				32.9			2,127.00			14.6
	Commercial mortgage-backed securities	607.8				71.4				—				—			679.2			4.4
	Other asset-backed securities	482.9				19.7				3.7				—			498.9			3.2
	Total fixed maturities, including securities pledged	19,800.80				1,245.80				360.4				32.9			20,719.10			24.1
	Less: Securities pledged	178				9.4				7				—			180.4			—
	Total fixed maturities	19,622.80				1,236.40				353.4				32.9			20,538.70			24.1
	Equity securities	111.2				16.1				—				—			127.3			—
	Total fixed maturities and equity securities investments	$	19,734.00			$	1,252.50			$	353.4			$	32.9		$	20,666.00		$	24.1
	(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 Consolidated Statements of Operations.
	(3) Represents Other-than Temporary-Impairments ("OTTI") reported as a component of Other comprehensive income.
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2012:
		Amortized				Gross				Gross				Embedded Derivatives(2)			Fair			OTTI(3)
		Cost				Unrealized				Unrealized							Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	1,011.50			$	135.6			$	0.5			$	—		$	1,146.60		$	—
	U.S. Government agencies and authorities	379.4				17.6				—				—			397			—
	State, municipalities and political subdivisions	77.2				15.9				—				—			93.1			—
	U.S. corporate securities	9,438.00				1,147.40				11.1				—			10,574.30			2
	Foreign securities(1):
	Government	439.7				57.4				1.1				—			496			—
	Other	4,570.00				501.3				15.3				—			5,056.00			—
	Total foreign securities	5,009.70				558.7				16.4				—			5,552.00			—
	Residential mortgage-backed securities:
	Agency	1,679.50				181.5				3.4				33.7			1,891.30			0.6
	Non-Agency	390.9				70				14.7				20			466.2			17.4
	Total Residential mortgage-backed securities	2,070.40				251.5				18.1				53.7			2,357.50			18
	Commercial mortgage-backed securities	748.7				90.6				0.2				—			839.1			4.4
	Other asset-backed securities	475.7				26.6				6.7				—			495.6			3.1
	Total fixed maturities, including securities pledged	19,210.60				2,243.90				53				53.7			21,455.20			27.5
	Less: Securities pledged	207.2				13				0.5				—			219.7			—
	Total fixed maturities	19,003.40				2,230.90				52.5				53.7			21,235.50			27.5
	Equity securities	129.3				13.6				0.1				—			142.8			—
	Total fixed maturities and equity securities investments	$	19,132.70			$	2,244.50			$	52.6			$	53.7		$	21,378.30		$	27.5
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income.
	The amortized cost and fair value of fixed maturities, including securities pledged, as of September 30, 2013, 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	$	570.1			$	591.4
After one year through five years	4,171.70				4,437.90
After five years through ten years	6,281.10				6,462.90
After ten years	5,756.20				5,921.80
Mortgage-backed securities	2,538.80				2,806.20
Other asset-backed securities	482.9				498.9
Fixed maturities, including securities pledged	$	19,800.80			$	20,719.10
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, 2013 and December 31, 2012, 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 consolidated 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				Gross Unrealized Capital Gains				Gross Unrealized Capital Losses				Fair Value
	Cost
September 30, 2013
Communications	$	1,327.70			$	78.9			$	40.9			$	1,365.70
Financial	1,999.80				161				22				2,138.80
Industrial and other companies	8,896.50				440				206.6				9,129.90
Utilities	2,628.00				167.1				37.8				2,757.30
Transportation	435.2				24				9.4				449.8
Total	$	15,287.20			$	871			$	316.7			$	15,841.50
December 31, 2012
Communications	$	1,154.10			$	161.4			$	0.9			$	1,314.60
Financial	1,859.30				240.1				10.9				2,088.50
Industrial and other companies	7,883.10				850.9				6.9				8,727.10
Utilities	2,715.40				349.8				7.3				3,057.90
Transportation	396.1				46.5				0.4				442.2
Total	$	14,008.00			$	1,648.70			$	26.4			$	15,630.30
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 fair value option ("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 DAC, VOBA, and deferred income taxes. In addition, certain fixed maturities have embedded derivatives, which are reported with the host contract on the Condensed Consolidated 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 Consolidated 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 Consolidated Statements of Operations.
The Company invests in various categories of Collateralized mortgage obligations ("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, 2013 and December 31, 2012, approximately 46.2% and 41.8%, 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. As of September 30, 2013 and December 31, 2012, the Company did not have any securities pledged in dollar rolls and repurchase agreement transactions. 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, 2013 and December 31, 2012, the Company did not have any securities pledged under reverse repurchase agreements.
Securities Lending
The Company engages in securities lending whereby certain domestic 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. For portions of the program, the lending agent retains the cash collateral. For other portions of the program, a lending agent, if used, may retain up to 5% of the collateral deposited by the borrower and the remaining cash collateral is received by the Company. Collateral retained by the agent is invested 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, 2013 and December 31, 2012, the fair value of loaned securities was $159.9 and $180.2, respectively and is included in Securities pledged on the Condensed Consolidated Balance Sheets. As of September 30, 2013 and December 31, 2012, collateral retained by the lending agent and invested in liquid assets on the Company's behalf was $167.1 and $186.1, respectively, and recorded in Short-term investments under securities loan agreement, including collateral delivered on the Condensed Consolidated Balance Sheets. As of September 30, 2013 and December 31, 2012, liabilities to return collateral of $167.1 and $186.1, respectively, were included in Payables under securities loan agreement, including collateral held on the Condensed Consolidated 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 $1.1 as of September 30, 2013 and $1.3 as of December 31, 2012, respectively, is included in Limited partnerships/corporations on the Condensed Consolidated Balance Sheets. Income and losses recognized on these investments are reported in Net investment income in the Condensed Consolidated 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 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 Consolidated Financial Statements and unrealized capital gains (losses) on these securities are recorded directly in AOCI, except for certain RMBS which are accounted for under the FVO whose change in fair value are reflected in Other net realized gains (losses) in the Condensed Consolidated 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, 2013:
	Six Months or Less								More Than Six							More Than Twelve					Total
	Below Amortized Cost								Months and Twelve							Months Below
									Months or Less							Amortized Cost
									Below Amortized Cost
	Fair				Unrealized				Fair				Unrealized			Fair			Unrealized		Fair		Unrealized
	Value				Capital Losses				Value				Capital Losses			Value			Capital Losses		Value		Capital Losses
U.S. Treasuries	$	144.5			$	2.4			$	—			$	—		$	—		$	—	$	144.5	$	2.4
U.S. corporate, state and municipalities	3,116.00				183.4				294.7				35.6			40.9			6.9		3,451.60		225.9
Foreign	1,280.20				82.3				158.5				19.4			39.6			5.4		1,478.30		107.1
Residential mortgage-backed	299.3				8.8				19.7				1			108.1			11.5		427.1		21.3
Commercial mortgage-backed	3.8				—				0.1				—			—			—		3.9		—
Other asset-backed	56.2				0.2				6.1				—			26.5			3.5		88.8		3.7
Total	$	4,900.00			$	277.1			$	479.1			$	56		$	215.1		$	27.3	$	5,594.20	$	360.4
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, 2012:
	Six Months or Less								More Than Six							More Than Twelve					Total
	Below Amortized Cost								Months and Twelve							Months Below
									Months or Less							Amortized Cost
									Below Amortized Cost
	Fair				Unrealized				Fair				Unrealized			Fair			Unrealized		Fair		Unrealized
	Value				Capital Losses				Value				Capital Losses			Value			Capital Losses		Value		Capital Losses
U.S. Treasuries	$	300			$	0.5			$	—			$	—		$	—		$	—	$	300	$	0.5
U.S. corporate, state and municipalities	479.8				6.8				22.5				0.9			49.4			3.4		551.7		11.1
Foreign	166.8				4.7				7.8				0.5			87.7			11.2		262.3		16.4
Residential mortgage-backed	68.7				1.6				7.2				0.3			132.4			16.2		208.3		18.1
Commercial mortgage-backed	7.5				0.1				1.6				—			2.5			0.1		11.6		0.2
Other asset-backed	15.6				—				—				—			34.2			6.7		49.8		6.7
Total	$	1,038.40			$	13.7			$	39.1			$	1.7		$	306.2		$	37.6	$	1,383.70	$	53
Of the unrealized capital losses aged more than twelve months, the average market value of the related fixed maturities was 88.7% and 89.1% of the average book value as of September 30, 2013 and December 31, 2012, 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, 2013
Six months or less below amortized cost	$	5,193.10			$	66.7			$	279.3			$	15.5		702		14
More than six months and twelve months or less below amortized cost	503.6				1.1				46.5				0.4			84		2
More than twelve months below amortized cost	166.7				23.4				12.8				5.9			102		9
Total	$	5,863.40			$	91.2			$	338.6			$	21.8		888		25
December 31, 2012
Six months or less below amortized cost	$	1,110.80			$	15.2			$	19.3			$	3.9		141		10
More than six months and twelve months or less below amortized cost	49.5				1.5				2.6				0.4			31		2
More than twelve months below amortized cost	198.1				61.6				6.2				20.6			99		28
Total	$	1,358.40			$	78.3			$	28.1			$	24.9		271		40
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, 2013
U.S. Treasuries	$	146.9			$	—			$	2.4			$	—		3		—
U.S. corporate, state and municipalities	3,641.80				35.7				217.1				8.8			478		5
Foreign	1,546.00				39.4				98.5				8.6			220		6
Residential mortgage-backed	436.8				11.6				18.2				3.1			157		10
Commercial mortgage-backed	3.9				—				—				—			3		—
Other asset-backed	88				4.5				2.4				1.3			27		4
Total	$	5,863.40			$	91.2			$	338.6			$	21.8		888		25
December 31, 2012
U.S. Treasuries	$	300.5			$	—			$	0.5			$	—		2		—
U.S. corporate, state and municipalities	558.1				4.7				9.1				2			82		2
Foreign	242.7				36				5.7				10.7			38		8
Residential mortgage-backed	201.2				25.2				10.2				7.9			124		24
Commercial mortgage-backed	11.8				—				0.2				—			8		—
Other asset-backed	44.1				12.4				2.4				4.3			17		6
Total	$	1,358.40			$	78.3			$	28.1			$	24.9		271		40
All 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.
Fixed Maturity Securities Credit Quality - Ratings
Information about certain of the Company's fixed maturity securities holdings, by the National Association of Insurance Commissioners ("NAIC") designations is set forth in the following tables. Corresponding rating agency designation does not directly translate into NAIC designation, but represents the Company's best estimate of comparable ratings from rating agencies, including Fitch Ratings, Inc. ("Fitch"), Moody's Investors Service, Inc. ("Moody's") and Standard & Poor's Ratings Services ("S&P"). If no rating is available from a rating agency, then an internally developed rating is used.
The fixed maturities in the Company's portfolio are generally rated by external rating agencies and, if not externally rated, are rated by the Company on a basis similar to that used by the rating agencies. Ratings are derived from three ARO ratings and are applied as follows based on the number of agency ratings received:
• when three ratings are received, the middle rating is applied;
• when two ratings are received, the lower rating is applied;
• when a single rating is received, the ARO rating is applied; and
• when ratings are unavailable, an internal rating is applied.
Subprime and Alt-A Mortgage Exposure
The Company does not originate or purchase subprime or Alt-A whole-loan mortgages. Subprime lending is the origination of loans to customers with weaker credit profiles. The Company defines Alt-A mortgages to include the following: residential mortgage loans to customers who have strong credit profiles but lack some element(s), such as documentation to substantiate income; residential mortgage loans to borrowers that would otherwise be classified as prime but whose loan structure provides repayment options to the borrower that increase the risk of default; and any securities backed by residential mortgage collateral not clearly identifiable as prime or subprime.
The Company's exposure to subprime mortgage backed securities is primarily in the form of ABS structures collateralized by subprime residential mortgages and the majority of these holdings are included in Other ABS in the "Fixed Maturities and Equity Securities" section above. As of September 30, 2013, the fair value, amortized cost and gross unrealized losses related to the Company's exposure to subprime mortgage backed securities were $59.1, $58.2 and $2.9, respectively, representing 0.3% of total fixed maturities, including securities pledged, based on fair value. As of December 31, 2012, the fair value, amortized cost and gross unrealized losses related to the Company's exposure to subprime mortgage backed securities were $61.2, $65.4 and $6.2, respectively, representing 0.3% of total fixed maturities, including securities pledged, based on fair value.
The following tables summarize the Company's exposure to subprime mortgage-backed securities by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
	% of Total Subprime Mortgage-backed Securities
	NAIC Designation				ARO Ratings				Vintage
September 30, 2013
	1	68.3	%		AAA	0.1	%		2007	7	%
	2	2.7	%		AA	2.6	%		2006	7	%
	3	19.1	%		A	13	%		2005 and prior	86	%
	4	9.6	%		BBB	20.8	%			100	%
	5	—	%		BB and below	63.5	%
	6	0.3	%			100	%
		100	%
December 31, 2012
	1	67.8	%		AAA	3.2	%		2007	8	%
	2	3.2	%		AA	—	%		2006	6	%
	3	19.6	%		A	16.2	%		2005 and prior	86	%
	4	8.7	%		BBB	21.5	%			100	%
	5	0.5	%		BB and below	59.1	%
	6	0.2	%			100	%
		100	%
The Company's exposure to Alt-A mortgages is included in Residential mortgage-backed securities in the "Fixed Maturities and Equity Securities" section above. As of September 30, 2013, the fair value, amortized cost and gross unrealized losses related to the Company's exposure to Alt-A RMBS totaled $89.5, $73.9 and $4.2, respectively, representing 0.4% of total fixed maturities, including securities pledged, based on fair value. As of December 31, 2012, the fair value, amortized cost and gross unrealized losses related to the Company's exposure to Alt-A RMBS totaled $106.0, $89.5 and $9.5, respectively, representing 0.5% of total fixed maturities, including securities pledged, based on fair value.
The following tables summarize the Company's exposure to Alt-A residential mortgage-backed securities by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
	% of Total Alt-A Mortgage-backed Securities
	NAIC Designation				ARO Ratings				Vintage
September 30, 2013
	1	43.2	%		AAA	0.1	%		2007	14.3	%
	2	12.8	%		AA	—	%		2006	29.8	%
	3	30.6	%		A	2.9	%		2005 and prior	55.9	%
	4	11.4	%		BBB	3.5	%			100	%
	5	2	%		BB and below	93.5	%
	6	—	%			100	%
		100	%
December 31, 2012
	1	33.4	%		AAA	0.2	%		2007	13.8	%
	2	12.4	%		AA	1.4	%		2006	29.3	%
	3	21	%		A	3.4	%		2005 and prior	56.9	%
	4	30.3	%		BBB	5.6	%			100	%
	5	2.3	%		BB and below	89.4	%
	6	0.6	%			100	%
		100	%
Commercial Mortgage-backed and Other Asset-backed Securities
The following tables summarize the Company's exposure to CMBS holdings by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
	% of Total CMBS
	NAIC Designation				ARO Ratings				Vintage
September 30, 2013
	1	99.4	%		AAA	48.6	%		2007	30.5	%
	2	—	%		AA	14.6	%		2006	24.4	%
	3	0.6	%		A	8	%		2005 and prior	45.1	%
	4	—	%		BBB	7.1	%			100	%
	5	—	%		BB and below	21.7	%
	6	—	%			100	%
		100	%
December 31, 2012
	1	99.9	%		AAA	54.1	%		2007	28.7	%
	2	—	%		AA	17.1	%		2006	20.4	%
	3	0.1	%		A	8.4	%		2005 and prior	50.9	%
	4	—	%		BBB	5.3	%			100	%
	5	—	%		BB and below	15.1	%
	6	—	%			100	%
		100	%
As of September 30, 2013, the fair value, amortized cost and gross unrealized losses of the Company's Other ABS, excluding subprime exposure, totaled $441.0, $425.9 and $0.8, respectively. As of December 31, 2012, the fair value, amortized cost and gross unrealized losses of the Company's Other ABS, excluding subprime exposure, totaled $435.6, $411.7 and $0.6, respectively.
As of September 30, 2013, Other ABS was also broadly diversified both by type and issuer with credit card receivables, nonconsolidated collateralized loan obligations and automobile receivables, comprising 44.8%, 3.8% and 34.7%, respectively, of total Other ABS, excluding subprime exposure. As of December 31, 2012, Other ABS was also broadly diversified both by type and issuer with credit card receivables, nonconsolidated collateralized loan obligations and automobile receivables, comprising 47.0%, 5.6% and 26.9%, respectively, of total Other ABS, excluding subprime exposure.
The following tables summarize the Company's exposure to Other ABS holdings, excluding subprime exposure, by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
	% of Total Other ABS
	NAIC Designation				ARO Ratings				Vintage
September 30, 2013
	1	99.4	%		AAA	90.5	%		2013	9	%
	2	0.5	%		AA	2.7	%		2012	21	%
	3	0.1	%		A	6.2	%		2011	11.7	%
	4	—	%		BBB	0.5	%		2010	5	%
	5	—	%		BB and below	0.1	%		2009	0.3	%
	6	—	%			100	%		2008	8.1	%
		100	%						2007 and prior	44.9	%
										100	%
December 31, 2012
	1	98.3	%		AAA	88.4	%		2012	21.4	%
	2	1.6	%		AA	1.9	%		2011	12.2	%
	3	0.1	%		A	8	%		2010	5.7	%
	4	—	%		BBB	1.6	%		2009	0.3	%
	5	—	%		BB and below	0.1	%		2008	9.5	%
	6	—	%			100	%		2007	22.9	%
		100	%						2006 and prior	28	%
										100	%
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. As of September 30, 2013, the Company did not have any new private placement troubled debt restructurings and had 20 new commercial mortgage loan troubled debt restructurings with pre-modification and post-modification carrying value of $39.4. 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, 2013, these loans have repaid $1.9 in principal. As of December 31, 2012, the Company did not have any new private placement or commercial mortgage loan troubled debt restructurings.
During the three and nine months ended September 30, 2013 and 2012, 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 all 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 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.
The following table summarizes the Company's investment in mortgage loans as of the dates indicated:
	September 30, 2013				December 31, 2012
Commercial mortgage loans	$	3,284.20			$	2,874.00
Collective valuation allowance	(1.4		)		(1.3		)
Total net commercial mortgage loans	$	3,282.80			$	2,872.70
There were no impairment charges taken on the mortgage loan portfolio for the three and nine months ended September 30, 2013 and 2012.
The following table summarizes the activity in the allowance for losses for all commercial mortgage loans for the periods indicated:
	September 30, 2013				December 31, 2012
Collective valuation allowance for losses, balance at January 1	$	1.3			$	1.3
Addition to (reduction of) allowance for losses	0.1				—
Collective valuation allowance for losses, end of period	$	1.4			$	1.3
The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
	September 30, 2013				December 31, 2012
Impaired loans with allowances for losses	$	—			$	—
Impaired loans without allowances for losses	42.9				5.6
Subtotal	42.9				5.6
Less: Allowances for losses on impaired loans	—				—
Impaired loans, net	$	42.9			$	5.6
Unpaid principal balance of impaired loans	$	44.4			$	7.1
The following table presents information on restructured loans as of the dates indicated:
	30-Sep-13				31-Dec-12
Troubled debt restructured loans	$	37.5			$	—
There were no mortgage loans in the Company's portfolio in process of foreclosure as of September 30, 2013 and December 31, 2012. There were no other loans in arrears with respect to principal and interest as of September 30, 2013 and December 31, 2012.
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,
	2013				2012
Impaired loans, average investment during the period (amortized cost)	$	24.2			$	5.7
Interest income recognized on impaired loans, on an accrual basis	0.5				0.1
Interest income recognized on impaired loans, on a cash basis	0.5				0.1
Interest income recognized on troubled debt restructured loans, on an accrual basis	0.4				—
	Nine Months Ended September 30,
	2013				2012
Impaired loans, average investment during the period (amortized cost)	$	24.3			$	5.8
Interest income recognized on impaired loans, on an accrual basis	0.7				0.3
Interest income recognized on impaired loans, on a cash basis	0.7				0.3
Interest income recognized on troubled debt restructured loans, on an accrual basis	0.4				—
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, 2013(1)				December 31, 2012(1)
Loan-to-Value Ratio:
0% - 50%	$	499.4			$	501.3
50% - 60%	859.2				768.9
60% - 70%	1,797.20				1,491.60
70% - 80%	115.4				96.4
80% and above	13				15.8
Total Commercial mortgage loans	$	3,284.20			$	2,874.00
(1) Balances do not include allowance for mortgage loan credit losses.
The following table presents the DSC ratios as of the dates indicated:
	September 30, 2013(1)				December 31, 2012(1)
Debt Service Coverage Ratio:
Greater than 1.5x	$	2,392.00			$	2,114.40
1.25x - 1.5x	512.9				390.5
1.0x - 1.25x	257.1				293.1
Less than 1.0x	122.2				76
Total Commercial mortgage loans	$	3,284.20			$	2,874.00
(1) Balances do not include allowance for mortgage loan credit 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, 2013(1)							December 31, 2012(1)
	Gross				% of			Gross				% of
	Carrying Value				Total			Carrying Value				Total
Commercial Mortgage Loans by U.S. Region:
Pacific	$	651			19.8	%		$	564.1			19.6	%
South Atlantic	679.9				20.7	%		561				19.5	%
West South Central	501.3				15.3	%		460.4				16	%
Middle Atlantic	407.6				12.4	%		332.7				11.6	%
East North Central	376.5				11.5	%		337.8				11.8	%
Mountain	250.1				7.6	%		214.5				7.5	%
West North Central	223.2				6.8	%		205.2				7.1	%
New England	116.2				3.5	%		119.1				4.1	%
East South Central	78.4				2.4	%		79.2				2.8	%
Total Commercial mortgage loans	$	3,284.20			100	%		$	2,874.00			100	%
(1) Balances do not include allowance for mortgage loan credit losses.
	September 30, 2013(1)							December 31, 2012(1)
	Gross				% of			Gross				% of
	Carrying Value				Total			Carrying Value				Total
Commercial Mortgage Loans by Property Type:
Industrial	$	1,028.60			31.3	%		$	1,035.20			36	%
Retail	1,041.20				31.6	%		824				28.7	%
Office	448.9				13.7	%		427				14.8	%
Apartments	372.8				11.4	%		298.7				10.4	%
Hotel/Motel	139.7				4.3	%		92.1				3.2	%
Mixed Use	70.2				2.1	%		34.2				1.2	%
Other	182.8				5.6	%		162.8				5.7	%
Total Commercial mortgage loans	$	3,284.20			100	%		$	2,874.00			100	%
(1) Balances do not include allowance for mortgage loan credit losses.
The following table sets forth the breakdown of mortgages by year of origination as of the dates indicated:
	September 30, 2013(1)				December 31, 2012(1)
Year of Origination:
2013	$	582.2			$	—
2012	916.7				939
2011	811.9				836.9
2010	121.7				124
2009	68.7				73
2008	94.7				119
2007 and prior	688.3				782.1
Total Commercial mortgage loans	$	3,284.20			$	2,874.00
(1) Balances do not include allowance for mortgage loan credit 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 Consolidated Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
	Three Months Ended September 30,
	2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	—			—			$	1.3			1
Foreign(1)	—				—			—				—
Residential mortgage-backed	0.4				14			2.9				23
Commercial mortgage-backed	0.1				1			—				—
Other asset-backed	0.2				1			0.4				3
Equity securities	0.1				1			—				—
Total	$	0.8			17			$	4.6			27
(1) Primarily U.S. dollar denominated.
	Nine Months Ended September 30,
	2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	—			—			$	1.5			2
Foreign(1)	—				—			0.8				3
Residential mortgage-backed	2.2				32			4.5				30
Commercial mortgage-backed	0.2				3			—				—
Other asset-backed	0.2				1			0.8				4
Equity securities	0.1				1			—				—
Total	$	2.7			37			$	7.6			39
(1) Primarily U.S. dollar denominated.
The above tables include $0.7 and $2.5 of write-downs related to credit impairments for the three and nine months ended September 30, 2013, respectively, in Other-than-temporary impairments, which are recognized in the Condensed Consolidated Statements of Operations. The remaining $0.1 and $0.2 in write-downs for the three and nine months ended September 30, 2013, respectively, are related to intent impairments.
The above tables include $4.6 and $6.5 of write-downs related to credit impairments for the three and nine months ended September 30, 2012, respectively, in Other-than-temporary impairments, which are recognized in the Condensed Consolidated Statements of Operations. The Company did not have any write downs related to intent impairments for the three months ended September 30, 2012. For the nine months ended September 30, 2012, the remaining $1.1 in write-downs, 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,
	2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	—			—			$	—			—
Foreign(1)	—				—			—				—
Residential mortgage-backed	—			*	2			—				—
Commercial mortgage-backed	0.1				1			—				—
Other asset-backed	—				—			—				—
Total	$	0.1			3			$	—			—
(1) Primarily U.S. dollar denominated.
* Less than $0.1.
	Nine Months Ended September 30,
	2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	—			—			$	0.2			1
Foreign(1)	—				—			0.8				3
Residential mortgage-backed	—			*	2			—				—
Commercial mortgage-backed	0.2				3			—				—
Other asset-backed	—				—			0.1				1
Total	$	0.2			5			$	1.1			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 fair value of fixed maturities with OTTI as of September 30, 2013 and December 31, 2012 was $1.8 billion and $1.2 billion, respectively.
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,
	2013				2012
Balance at July 1	$	20.2			$	20
Additional credit impairments:
On securities not previously impaired	0.3				—
On securities previously impaired	0.4				3.1
Reductions:
Securities intent impaired	—				—
Securities sold, matured, prepaid or paid down	(1.1		)		(2.5		)
Balance at September 30	$	19.8			$	20.6
	Nine Months Ended September 30,
	2013				2012
Balance at January 1	$	20			$	19.5
Additional credit impairments:
On securities not previously impaired	1.1				0.1
On securities previously impaired	1.4				4.8
Reductions:
Securities intent impaired	—				—
Securities sold, matured, prepaid or paid down	(2.7		)		(3.8		)
Balance at September 30	$	19.8			$	20.6
Net Investment Income
The following table summarizes Net investment income for the periods indicated:
	Three Months Ended September 30,								Nine Months Ended September 30,
	2013				2012				2013				2012
Fixed maturities	$	292.2			$	308.2			$	900.5			$	916.2
Equity securities, available-for-sale	1.7				2.6				1.6				6.7
Mortgage loans on real estate	39				35				116.5				106.1
Policy loans	3.2				3.3				9.6				9.9
Short-term investments and cash equivalents	0.2				0.3				0.7				0.8
Other	3.9				6.3				26.8				2.9
Gross investment income	340.2				355.7				1,055.70				1,042.60
Less: Investment expenses	12				11				36.4				34
Net investment income	$	328.2			$	344.7			$	1,019.30			$	1,008.60
As of September 30, 2013 and December 31, 2012, the Company did not have any investments in fixed maturities that produced no 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 Consolidated 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,
	2013				2012				2013				2012
Fixed maturities, available-for-sale, including securities pledged	$	(6.5	)		$	1.5			$	(8.7	)		$	58.8
Fixed maturities, at fair value option	(26.0		)		(31.7		)		(131.1		)		(78.0		)
Equity securities, available-for-sale	0.1				(0.2		)		0.1				(0.2		)
Derivatives	(10.1		)		(12.7		)		(71.9		)		13.5
Embedded derivative - fixed maturities	(3.6		)		(4.1		)		(20.8		)		(4.3		)
Embedded derivative - product guarantees	17.9				21.3				94.4				110.8
Other investments	0.1				0.2				(0.1		)		(0.2		)
Net realized capital gains (losses)	$	(28.1	)		$	(25.7	)		$	(138.1	)		$	100.4
After-tax net realized capital gains (losses)	$	(46.9	)		$	(6.7	)		$	(120.3	)		$	65.3
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:
	Nine Months Ended September 30,
	2013				2012
Proceeds on sales	$	1,206.30			$	2,261.40
Gross gains	10.6				77.4
Gross losses	16.4				10.9

Derivative_Financial_Instrumen

Derivative Financial Instruments	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	The Company enters into the following types of derivatives:
	Interest rate caps: The Company uses interest rate cap contracts to hedge the interest rate exposure arising from duration mismatches between assets and liabilities. Interest rate caps are also used to hedge interest rate exposure if rates rise above a specified level. Such increases in rates will require the Company to incur additional expenses. The future payout from the interest rate caps fund this increased exposure. The Company pays an upfront premium to purchase these caps. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	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.
	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.
	Managed custody guarantees ("MCG"): The Company issues certain credited rate guarantees on externally managed variable bond funds that represent stand-alone derivatives. The market value is partially determined by, among other things, levels of or changes in interest rates, prepayment rates and credit ratings/spreads.
	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 a coinsurance with a funds withheld arrangement which contains an embedded derivative whose 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, in Future policy benefits or Other liabilities, respectively, on the Condensed Consolidated 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 Consolidated 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 Consolidated 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, 2013											December 31, 2012
		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	$	812.5			$	108.7		$	—			$	1,000.00		$	215.4	$	—
	Foreign exchange contracts	42				0.6			0.1				—			—		—
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts(2)	16,630.40				291.5			185.3				18,131.10			292.9		328.5
	Foreign exchange contracts	183.4				3.7			14.9				161.6			0.4		18.3
	Equity contracts	11.5				—			0.1				14.5			0.4		—
	Credit contracts	384				6.2			—				347.5			3.6		—
	Managed custody guarantees	N/A				—			(1.0		)		N/A			—		—
	Embedded derivatives:
	Within fixed maturity investments	N/A				32.9			—				N/A			53.7		—
	Within annuity products	N/A				—			33.7				N/A			—		122.4
	Within reinsurance agreements	N/A				—			(51.1		)		N/A			—		—
	Total					$	443.6		$	182						$	566.4	$	469.2
	-1	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Consolidated Balance Sheets at fair value.
	(2)	As of September 30, 2013, includes a notional amount, asset fair value and liability fair value for interest rate caps of $6.5 billion, $66.0 and $8.6 respectively. As of December 31, 2012, includes a notional amount, asset fair value and liability fair value for interest rate caps of $4.5 billion, $17.7 and $0.6, respectively.
	N/A - Not Applicable
	The maximum length of time over which the Company is hedging its exposure to the variability in future cash flows for forecasted transactions is through the fourth quarter of 2016.
	Although the Company has not elected to net its derivative exposures, the notional amounts and fair values of derivatives eligible for offset were as follows as of the dates indicated:
		September 30, 2013
		Notional Amount				Assets Fair Value			Liability Fair Value
	Credit contracts	$	384			$	6.2		$	—
	Equity contracts	—				—			—
	Foreign exchange contracts	225.4				4.3			15
	Interest rate contracts	17,006.40				386.6			185.3
						$	397.1		$	200.3
	Counterparty netting(1)					$	(187.9	)	$	(187.9	)
	Cash collateral netting(2)					(131.4		)	—
	Securities collateral netting(2)					(19.2		)	(7.4		)
	Net receivables/payables					$	58.6		$	5
	(1) Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements.
	(2) Represents the netting of collateral received and posted on a counterparty basis under credit support agreements.
		December 31, 2012
		Notional Amount				Assets Fair Value			Liability Fair Value
	Credit contracts	$	347.5			$	3.6		$	—
	Equity contracts	—				—			—
	Foreign exchange contracts	161.6				0.4			18.3
	Interest rate contracts	19,131.10				508.3			328.5
						$	512.3		$	346.8
	Counterparty netting(1)					$	(291.4	)	$	(291.4	)
	Cash collateral netting(2)					(167.1		)	—
	Securities collateral netting(2)					(3.1		)	(35.8		)
	Net receivables/payables					$	50.7		$	19.6
	(1) Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements.
	(2) Represents the netting of collateral received and posted on a counterparty basis under credit support agreements.
	Collateral
Under the terms of the Company's Over-The-Counter ("OTC") Derivative International Swaps and Derivatives Association, Inc. ("ISDA") agreements, the Company may receive from, or deliver to, counterparties, collateral to assure that all 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 Consolidated 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 Consolidated Balance Sheets. As of September 30, 2013, the Company held $120.9 and pledged $13.9 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. As of December 31, 2012, the Company held $167.0 of net cash collateral related to OTC derivative contracts. In addition, as of September 30, 2013 and December 31, 2012, the Company delivered securities as collateral of $20.5 and $39.5, respectively.
Net realized gains (losses) on derivatives were as follows for the periods indicated:
	Three Months Ended September 30,							Nine Months Ended September 30,
	2013				2012			2013				2012
Derivatives: Qualifying for hedge accounting(1)
Cash flow hedges:
Interest rate contracts	$	—			$	—		$	0.1			$	—
Foreign exchange contracts	—			*	—			—			*	—
Derivatives: Non-qualifying for hedge accounting(2)
Interest rate contracts	(8.5		)		(5.3		)	(86.4		)		0.7
Foreign exchange contracts	(4.1		)		(11.7		)	7.9				1.2
Equity contracts	0.7				0.7			2.4				1.8
Credit contracts	1.8				3.6			4.1				9.8
Managed custody guarantees	1				—			1.1				1.1
Embedded derivatives:
Within fixed maturity investments(2)	(3.6		)		(4.1		)	(20.8		)		(4.3		)
Within annuity products(2)	16.9				21.3			93.3				109.7
Within reinsurance agreements(3)	5.3				—			51.1				—
Total	$	9.5			$	4.5		$	52.8			$	120
(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. Changes in fair value upon disposal for effective cash flow hedges are amortized through Net investment income and the ineffective portion is recorded in the Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. For the three and nine months ended September 30, 2013 and 2012, ineffective amounts were immaterial.
(2) Changes in value are included in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations.
(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Consolidated Statements of Operations.
* Amounts are less than $0.1.
Credit Default Swaps
As of September 30, 2013, the fair values of credit default swaps of $6.2 were included in Derivatives assets and there were no credit default swaps included in Derivatives liabilities, respectively, on the Condensed Consolidated Balance Sheets. As of December 31, 2012, the fair value of credit default swaps of $3.6 were included in Derivatives assets and there were no credit default swaps included in Derivatives liabilities, on the Condensed Consolidated Balance Sheets. As of September 30, 2013 and December 31, 2012, the maximum potential future exposure to the Company was $384.0 and $329.0 in credit default swaps. These instruments are typically written for a maturity period of five years and do not contain 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, 2013
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 the Fair Value Measurements and disclosures of the FASB ASC Topic 820. 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 Consolidated Financial Statements included in the Company's Form 10-K for the year ended December 31, 2012. 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, 2013:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	739.4			$	61.3			$	—		$	800.7
	U.S. Government agencies and authorities	—				250.3				—			250.3
	U.S. corporate, state and municipalities	—				10,513.80				138.9			10,652.70
	Foreign(1)	—				5,689.90				20.4			5,710.30
	Residential mortgage-backed securities	—				2,070.10				56.9			2,127.00
	Commercial mortgage-backed securities	—				679.2				—			679.2
	Other asset-backed securities	—				474.6				24.3			498.9
	Total fixed maturities, including securities pledged	739.4				19,739.20				240.5			20,719.10
	Equity securities, available-for-sale	90.6				—				36.7			127.3
	Derivatives:
	Interest rate contracts	13.6				386.6				—			400.2
	Foreign exchange contracts	—				4.3				—			4.3
	Equity contracts	—				—				—			—
	Credit contracts	—				6.2				—			6.2
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	804.7				—				—			804.7
	Assets held in separate accounts	53,274.60				5,223.90				6.4			58,504.90
	Total assets	$	54,922.90			$	25,360.20			$	283.6		$	80,566.70
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	21.7		$	21.7
	Stabilizer and MCGs	—				—				11			11
	Other derivatives:
	Interest rate contracts	—				185.3				—			185.3
	Foreign exchange contracts	—				15				—			15
	Equity contracts	0.1				—				—			0.1
	Credit contracts	—				—				—			—
	Embedded derivative on reinsurance	—				(51.1		)		—			(51.1		)
	Total liabilities	$	0.1			$	149.2			$	32.7		$	182
	(1) Primarily U.S. dollar denominated.
	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, 2012:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,093.40			$	53.2			$	—		$	1,146.60
	U.S. Government agencies and authorities	—				397				—			397
	U.S. corporate, state and municipalities	—				10,512.80				154.6			10,667.40
	Foreign(1)	—				5,527.40				24.6			5,552.00
	Residential mortgage-backed securities	—				2,348.40				9.1			2,357.50
	Commercial mortgage-backed securities	—				839.1				—			839.1
	Other asset-backed securities	—				462.4				33.2			495.6
	Total fixed maturities, including securities pledged	1,093.40				20,140.30				221.5			21,455.20
	Equity securities, available-for-sale	125.8				—				17			142.8
	Derivatives:
	Interest rate contracts	—				508.3				—			508.3
	Foreign exchange contracts	—				0.4				—			0.4
	Equity contracts	0.4				—				—			0.4
	Credit contracts	—				3.6				—			3.6
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,229.30				—				—			1,229.30
	Assets held in separate accounts	47,916.50				5,722.50				16.3			53,655.30
	Total assets	$	50,365.40			$	26,375.10			$	254.8		$	76,995.30
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	20.4		$	20.4
Stabilizer and MCGs	—				—				102			102
Other derivatives:
Interest rate contracts	0.7				327.8				—			328.5
Foreign exchange contracts	—				18.3				—			18.3
Credit contracts	—				—				—			—
Embedded derivative on reinsurance	—				—				—			—
Total liabilities	$	0.7			$	346.1			$	122.4		$	469.2
(1) Primarily U.S. dollar denominated.
Valuation of Financial Assets and Liabilities at Fair Value
Certain assets and liabilities are measured at estimated fair value on the Company’s Condensed Consolidated 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, 2013 and 2012. 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.
The following tables 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 periods indicated:
	Three Months Ended September 30, 2013
	Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
	as of				Realized/Unrealized																							as of
	1-Jul				Gains (Losses) Included in:																							30-Sep
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. corporate, state and municipalities	$	139.9			$	(0.1	)		$	(0.1	)	$	—		$	—	$	—		$	(0.8	)	$	—	$	—		$	138.9		$	(0.1	)
Foreign	18.7				—				1			—			—		—			(4.0		)	4.7		—			20.4			—
Residential mortgage-backed securities	30.8				(0.3		)		0.2			27			—		—			—			—		(0.8		)	56.9			(0.3		)
Other asset-backed securities	24.7				0.3				(0.2		)	—			—		—			(0.5		)	—		—			24.3			0.3
Total fixed maturities, including securities pledged	214.1				(0.1		)		0.9			27			—		—			(5.3		)	4.7		(0.8		)	240.5			(0.1		)
Equity securities, available-for-sale	36.9				—				—			—			—		—			—			—		(0.2		)	36.7			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(1)	(28.0		)		18.5				—			(1.5		)	—		—			—			—		—			(11.0		)	—
FIA(1)	(21.1		)		(0.6		)		—			—			—		—			—			—		—			(21.7		)	—
Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
Assets held in separate accounts(4)	19.9				—				—			0.7			—		(0.2		)	—			—		(14.0		)	6.4			—
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
	Nine Months Ended September 30, 2013
	Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
	as of				Realized/Unrealized																							as of
	1-Jan				Gains (Losses) Included in:																							30-Sep
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. corporate, state and municipalities	$	154.6			$	(0.3	)		$	(1.0	)	$	—		$	—	$	(6.0	)	$	(3.2	)	$	17.6	$	(22.8	)	$	138.9		$	(0.3	)
Foreign	24.6				—				1			—			—		(1.9		)	(10.6		)	7.3		—			20.4			—
Residential mortgage-backed securities	9.1				(1.0		)		0.1			49.4			—		—			—			—		(0.7		)	56.9			(1.0		)
Other asset-backed securities	33.2				1.9				(0.5		)	—			—		—			(10.3		)	—		—			24.3			0.7
Total fixed maturities, including securities pledged	221.5				0.6				(0.4		)	49.4			—		(7.9		)	(24.1		)	24.9		(23.5		)	240.5			(0.6		)
Equity securities, available-for-sale	17				(0.1		)		2.3			—			—		—			—			34.5		(17.0		)	36.7			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(1)	(102.0		)		95.7				—			(4.7		)	—		—			—			—		—			(11.0		)	—
FIA(1)	(20.4		)		(1.3		)		—			—			—		—			—			—		—			(21.7		)	—
Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
Assets held in separate accounts(4)	16.3				—				—			8			—		(10.1		)	—			2.2		(10.0		)	6.4			0.1
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
The following tables 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 periods indicated:
	Three Months Ended September 30, 2012
	Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
	as of				Realized/Unrealized																							as of
	1-Jul				Gains (Losses) Included in:																							30-Sep
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. corporate, state and municipalities	$	151.6			$	—			$	2		$	—		$	—	$	—		$	(0.9	)	$	4.1	$	—		$	156.8		$	—
Foreign	19.4				—				(3.6		)	—			—		—			(2.5		)	21.5		—			34.8			—
Residential mortgage-backed securities	6				(0.1		)		(0.5		)	—			—		—			(0.1		)	1.3		—			6.6			(0.1		)
Other asset-backed securities	30.1				0.4				1.3			10			—		—			(0.4		)	1.2		—			42.6			0.4
Total fixed maturities, including securities pledged	207.1				0.3				(0.8		)	10			—		—			(3.9		)	28.1		—			240.8			0.3
Equity securities, available-for-sale	18.5				(0.2		)		—			—			—		(1.3		)	—			—		—			17			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(1)	(133.0		)		21.2				—			(1.2		)	—		—			—			—		—			(113.0		)	—
FIA(1)	(17.6		)		0.1				—			—			—		—			—			—		—			(17.5		)	—
Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
Assets held in separate accounts(4)	8.7				0.3				—			0.1			—		(2.0		)	—			1.4		—			8.5			0.2
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
	Nine Months Ended September 30, 2012
	Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
	as of				Realized/Unrealized																							as of
	1-Jan				Gains (Losses) Included in:																							30-Sep
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. corporate, state and municipalities	$	129.1			$	(0.2	)		$	(1.2	)	$	7.2		$	—	$	—		$	(7.2	)	$	32.7	$	(3.6	)	$	156.8		$	(0.2	)
Foreign	51.1				0.9				(4.0		)	—			—		(5.7		)	(2.5		)	20.7		(25.7		)	34.8			—
Residential mortgage-backed securities	41				0.7				1.3			—			—		(6.0		)	(0.1		)	—		(30.3		)	6.6			(0.3		)
Other asset-backed securities	27.7				0.8				1.8			10			—		—			(1.6		)	3.9		—			42.6			0.8
Total fixed maturities, including securities pledged	248.9				2.2				(2.1		)	17.2			—		(11.7		)	(11.4		)	57.3		(59.6		)	240.8			0.3
Equity securities, available-for-sale	19				(0.2		)		(0.1		)	0.7			—		(2.4		)	—			—		—			17			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(1)	(221.0		)		112				—			(4.0		)	—		—			—			—		—			(113.0		)	—
FIA(1)	(16.3		)		(1.2		)		—			—			—		—			—			—		—			(17.5		)	—
Other derivatives, net	(12.7		)		(1.7		)		—			—			—		—			14.4			—		—			—			—
Assets held in separate accounts(4)	16.1				0.7				—			0.1			—		(10.0		)	—			1.6		—			8.5			0.9
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
he transfers in and out of Level 3 for fixed maturities including securities pledged and separate accounts, as well as equity securities for the three and nine months ended September 30, 2013 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 FIAs include nonperformance risk and lapses. Such inputs are monitored quarterly.
The significant unobservable inputs used in the fair value measurement of the Stabilizer embedded derivatives and MCG derivative are interest rate implied volatility, nonperformance risk, lapses and policyholder deposits. Such inputs are monitored quarterly.
Following is a description of selected inputs:
Interest Rate Volatility: A term-structure model is used to approximate implied volatility for the swap rates for the Stabilizer and MCG fair value measurements. Where no implied volatility is readily available in the market, an alternative approach is applied based on historical volatility.
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, 2013:
		Range(1)
Unobservable Input		FIA			Stabilizer / MCG
Interest rate implied volatility		—			0.2% to 8.0%
Nonperformance risk		0.23% to 1.3%			0.23% to 1.3%
Actuarial Assumptions:
Lapses		0% to 10%		(2)	0% to 55%	(3)
Policyholder Deposits(4)		—			0% to 60%	(3)
(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
(2) 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. The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money."
(3) Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:
	Percentage of Plans			Overall Range of Lapse Rates		Range of Lapse Rates for 85% of Plans		Overall Range of Policyholder Deposits		Range of Policyholder Deposits for 85% of Plans
Stabilizer (Investment Only) and MCG Contracts	87	%		0-30%		0-15%		0-55%		0-15%
Stabilizer with Recordkeeping Agreements	13	%		0-55%		0-25%		0-60%		0-30%
Aggregate of all plans	100	%		0-55%		0-25%		0-60%		0-30%
(4) Measured as a percentage of assets under management or assets under administration.
The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2012:
		Range(1)
Unobservable Input		FIA			Stabilizer / MCG
Interest rate implied volatility		—			0.1% to 7.6%
Nonperformance risk		0.1% to 1.3%			0.1% to 1.3%
Actuarial Assumptions:
Lapses		0% - 10%		(2)	0% to 55%	(3)
Policyholder Deposits(4)		—			0% to 60%	(3)
(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
(2) 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. The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money."
(3) Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:
	Percentage of Plans			Overall Range of Lapse Rates		Range of Lapse Rates for 85% of Plans		Overall Range of Policyholder Deposits		Range of Policyholder Deposits for 85% of Plans
Stabilizer (Investment Only) and MCG Contracts	87	%		0-30%		0-15%		0-55%		0-20%
Stabilizer with Recordkeeping Agreements	13	%		0-55%		0-25%		0-60%		0-30%
Aggregate of all plans	100	%		0-55%		0-25%		0-60%		0-30%
(4) Measured as a percentage of assets under management or assets under administration.
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
Generally, the following will cause an increase (decrease) in the derivative and embedded derivative fair value liabilities related to Stabilizer and MCG contracts:
•	An increase (decrease) in interest rate implied volatility
•	A decrease (increase) in nonperformance risk
•	A decrease (increase) in lapses
•	A decrease (increase) in policyholder deposits
The Company notes the following interrelationships:
•	Generally, an increase (decrease) in interest rate volatility will increase (decrease) lapses of Stabilizer and MCG contracts due to dynamic participant behavior.
Other Financial Instruments
The carrying values and estimated fair values of the Company’s financial instruments as of the dates indicated:
	September 30, 2013								December 31, 2012
	Carrying				Fair				Carrying			Fair
	Value				Value				Value			Value
Assets:
Fixed maturities, including securities pledged	$	20,719.10			$	20,719.10			$	21,455.20		$	21,455.20
Equity securities, available-for-sale	127.3				127.3				142.8			142.8
Mortgage loans on real estate	3,282.80				3,295.70				2,872.70			2,946.90
Policy loans	242.1				242.1				240.9			240.9
Limited partnerships/corporations	184.5				184.5				179.6			179.6
Cash, cash equivalents, short-term investments and short-term investments under securities loan agreements	804.7				804.7				1,229.30			1,229.30
Derivatives	410.7				410.7				512.7			512.7
Notes receivable from affiliates	175				185.1				175			194.3
Assets held in separate accounts	58,504.90				58,504.90				53,655.30			53,655.30
Liabilities:
Investment contract liabilities:
Funding agreements without fixed maturities and deferred annuities(1)	20,711.60				23,851.30				20,263.40			25,156.50
Supplementary contracts, immediate annuities and other	638.4				729.3				680			837.3
Annuity product guarantees:
FIA	21.7				21.7				20.4			20.4
Stabilizer and MCGs	11				11				102			102
Derivatives	200.4				200.4				346.8			346.8
Long-term debt	4.9				4.9				4.9			4.9
Embedded derivatives on reinsurance	(51.1		)		(51.1		)		—			—
(1) Certain amounts included in Funding agreements without fixed maturities and 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 Consolidated 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 Consolidated 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 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.
Notes receivable from affiliates: Estimated fair value of the Company’s notes receivable from affiliates is determined primarily using a matrix-based pricing. The model considers the current level of risk-free interest rates, credit quality of the issuer and cash flow characteristics of the security model and is classified as Level 2.
Investment contract liabilities:
Funding agreements without a fixed maturity and 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.
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, 2013
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 deferred policy acquisition costs ("DAC") and value of business acquired ("VOBA") was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2013	$	296.5		$	381.4		$	677.9
	Deferrals of commissions and expenses	52.4			5.6			58
	Amortization:
	Amortization	(45.2		)	(57.2		)	(102.4		)
	Interest accrued(1)	25.1			45.6			70.7
	Net amortization included in the Condensed Consolidated Statements of Operations	(20.1		)	(11.6		)	(31.7		)
	Change in unrealized capital gains/losses on available-for-sale securities	136.8			310.2			447
	Balance at September 30, 2013	$	465.6		$	685.6		$	1,151.20
		DAC			VOBA			Total
	Balance at January 1, 2012	$	334.9		$	593.6		$	928.5
	Deferrals of commissions and expenses	55.5			6			61.5
	Amortization:
	Amortization	(59.6		)	(128.4		)	(188.0		)
	Interest accrued(1)	22.9			46.6			69.5
	Net amortization included in the Condensed Consolidated Statements of Operations	(36.7		)	(81.8		)	(118.5		)
	Change in unrealized capital gains/losses on available-for-sale securities	(76.7		)	(153.9		)	(230.6		)
	Balance at September 30, 2012	277			$	363.9		$	640.9
	(1)	Interest accrued at the following rates for DAC: 0.0% to 7.0% during 2013 and 0.0% and 7.0% during 2012. Interest accrued at the following rates for VOBA: 1.0% to 7.0% during 2013 and 5.0% to 7.0% during 2012.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Accumulated Other Comprehensive Income (Loss)	'
	Accumulated Other Comprehensive Income
	Shareholder’s equity included the following components of AOCI as of the dates indicated:
		September 30,
		2013				2012
	Fixed maturities, net of OTTI	$	885.4			$	2,221.30
	Equity securities, available-for-sale	16.1				12.3
	Derivatives	148.8				221
	DAC/VOBA and sales inducements adjustment on available-for-sale securities	(363.1		)		(834.6		)
	Premium deficiency reserve adjustment	(89.7		)		(117.0		)
	Unrealized capital gains (losses), before tax	597.5				1,503.00
	Deferred income tax asset (liability)	(118.6		)		(460.4		)
	Unrealized capital gains (losses), after tax	478.9				1,042.60
	Pension and other postretirement benefits liability, net of tax	10.2				11.6
	AOCI	$	489.1			$	1,054.20
	Changes in AOCI, including the reclassification adjustments recognized in the Condensed Consolidated Statements of Operations were as follows for the periods indicated:
		Nine Months Ended September 30, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(1,317.3	)		$	486.5		(4)	$	(830.8	)
	Equity securities	2.6				(0.9		)		1.7
	Other	—			*	—			*	—			*
	OTTI	3.4				(1.2		)		2.2
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	8.4				(2.9		)		5.5
	DAC/VOBA and sales inducements	447.5			(1)	(156.6		)		290.9
	Premium deficiency reserve adjustment	62.9				(22.0		)		40.9
	Change in unrealized gains/losses on available-for-sale securities	(792.5		)		302.9				(489.6		)
	Derivatives:
	Derivatives	(68.0		)	(2)	23.8				(44.2		)
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	1.6				(0.6		)		1
	Change in unrealized gains/losses on derivatives	(66.4		)		23.2				(43.2		)
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	(1.7		)	(3)	0.6				(1.1		)
	Change in pension and other postretirement benefits liability	(1.7		)		0.6				(1.1		)
	Change in Other comprehensive income (loss)	$	(860.6	)		$	326.7			$	(533.9	)
	* Less than $0.1.
	(1) See Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Consolidated Financial Statements for additional information.
	(2) See Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements for additional information.
	(3) Amount reported in Net periodic pension cost which is reported in Operating expenses.
	See Benefit Plans Note in the Company's 2012 Annual Report on Form 10-K for additional information.
	(4) Amount includes $30.5 valuation allowance. See Income Taxes Note to these Condensed Consolidated Financial Statements for additional information.
		Nine Months Ended September 30, 2012
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	633.5			$	(222.0	)		$	411.5
	Equity securities	(0.8		)		0.3				(0.5		)
	Other	—			*	—			*	—			*
	OTTI	10.6				(3.7		)		6.9
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	58.6				(19.9		)		38.7
	DAC/VOBA and sales inducements	(231.0		)	(1)	85.5				(145.5		)
	Premium deficiency reserve adjustment	(52.2		)		17.7				(34.5		)
	Change in unrealized gains/losses on available-for-sale securities	418.7				(142.1		)		276.6
	Derivatives:
	Derivatives	47.3			(2)	(16.1		)		31.2
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	—				—				—
	Change in unrealized gains/losses on derivatives	47.3				(16.1		)		31.2
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	(1.7		)	(3)	0.6				(1.1		)
	Change in pension and other postretirement benefits liability	(1.7		)		0.6				(1.1		)
	Change in Other comprehensive income (loss)	$	464.3			$	(157.6	)		$	306.7
	* Less than $0.1.
	(1) See Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Consolidated Financial Statements for additional information.
	(2) See Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements for additional information.
	(3) Amount reported in Net periodic pension cost which is reported in Operating expenses.
See Benefit Plans Note in the Company's 2012 Annual Report on Form 10-K for additional information.

Capital_Contributions_and_Divi

Capital Contributions and Dividends	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Capital Contributions and Dividends	'
	Capital Contributions and Dividends
	During the nine months ended September 30, 2013 and 2012, ILIAC did not receive any capital contributions from its Parent.
	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 ING U.S., Inc., ILIAC paid an extraordinary dividend of $174.0 to its Parent. During the nine months ended September 30, 2012, following receipt of required approval from its domiciliary state insurance regulator, ILIAC paid a cash distribution of $340.0 to its Parent.

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2013
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,
		2013			2012
	Income (loss) before income taxes	$	133.3		$	126.7
	Tax rate	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	46.7			44.3
	Tax effect of:
	Dividends received deduction	(9.0		)	(1.2		)
	Valuation allowance	28.6			(10.0		)
	IRS audit adjustment	—			—
	Other	(0.6		)	0.3
	Income tax expense (benefit)	$	65.7		$	33.4
		Nine Months Ended September 30,
		2013			2012
	Income (loss) before income taxes	$	353		$	403.4
	Tax rate	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	123.6			141.2
	Tax effect of:
	Dividends received deduction	(20.6		)	(13.3		)
	Valuation allowance	30.5			—
	IRS audit adjustment	(0.3		)	(0.3		)
	Other	0.2			0.6
	Income tax expense (benefit)	$	133.4		$	128.2
	Valuation allowances are provided when it is considered unlikely that deferred tax assets will be realized. As of September 30, 2013 and December 31, 2012, the Company had a tax valuation allowance of $93.3 and $62.8, respectively, that was allocated to continuing operations and $(82.2) and $(51.7), respectively, that was allocated to Other comprehensive income. As of September 30, 2013 and December 31, 2012, the Company had a full valuation allowance of $11.1, related to foreign tax credits, the benefit of which is uncertain.
	For the three months ended September 30, 2013 and 2012, there were no total increases (decreases) in the valuation allowance. With respect to 2013, $28.6 was allocated to continuing operations and $(28.6) was allocated to Other comprehensive income. With respect to 2012, $(10.0) was allocated to continuing operations and $10.0 was allocated to Other comprehensive income. For the nine months ended September 30, 2013 and 2012, there were no total increases (decreases) in the valuation allowance. With respect to 2013, $30.5 was allocated to continuing operations and $(30.5) was allocated to Other comprehensive income. With respect to 2012, there were no changes to continuing operations or Other comprehensive income.
	Tax Sharing Agreement
	The results of the Company's operations are included in the consolidated tax return of ING U.S., Inc. Generally, the Company's consolidated 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 ING U.S., 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. Effective January 1, 2013, the Company entered into a new tax sharing agreement with ING U.S., Inc. which provides that, for 2013 and subsequent years, ING U.S., 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
	In March 2013, the Internal Revenue Service ("IRS") completed its examination of the Company's return for tax year 2011. The 2011 audit settlement did not have a material impact on the financial statements.
	The Company is currently under audit by the IRS for tax years 2012 and 2013 and it is expected that the examination of tax year 2012 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 2012 and 2013.

Financing_Agreements

Financing Agreements	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Financing Agreements	'
	Financing Agreements
	Reciprocal Loan Agreement
	The Company maintains a reciprocal loan agreement with ING U.S., 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 June 2001 and based upon its renewal on April 1, 2011 expires on April 1, 2016, either party can borrow from the other up to 3% of the Company’s statutory admitted assets as of the preceding December 31.
	Under this agreement, the Company did not incur interest expense for the three and nine months ended September 30, 2013 and 2012. The Company did not earn interest income for the three and nine months ended September 30, 2013. The Company did not earn any interest income for the three months ended September 30, 2012 and earned $0.5 for the nine months ended September 30, 2012.  As of September 30, 2013 and December 31, 2012, the Company did not have any outstanding receivable/payable from/to ING U.S., Inc. under the reciprocal loan agreement.
	For information on the Company's additional financing agreements, see the Financing Agreements Note to the Consolidated Financial Statements included in the Company's 2012 Annual Report on Form 10-K.

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2013
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, 2013 and December 31, 2012, the Company had off-balance sheet commitments to purchase investments equal to their fair value of $397.7 and $314.9, respectively.
	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 agreement, 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, 2013		31-Dec-12
	Other fixed maturities-state deposits	$	13.1	$	13.4
	Securities pledged(1)	180.4		219.7
	Total restricted assets	$	193.5	$	233.1
	(1) Includes the fair value of loaned securities of $159.9 and $180.2 as of September 30, 2013 and December 31, 2012, respectively, which is included in Securities pledged on the Condensed Consolidated Balance Sheets. In addition, as of September 30, 2013 and December 31, 2012, the Company delivered securities as collateral of $20.5 and $39.5, respectively, which was included in Securities pledged on the Condensed Consolidated 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, 2013, the Company estimates the aggregate range of reasonably possible losses, in excess of any amounts accrued for these matters as of such date, to be up to approximately $30.0.
	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.
	Litigation against the Company includes a case styled Healthcare Strategies, Inc., Plan Administrator of the Healthcare Strategies Inc. 401(k) Plan v. ING Life Insurance and Annuity Company (U.S.D.C. D. CT, filed February 22, 2011), in which two sponsors of 401(k) Plans governed by the Employee Retirement Income Act ("ERISA") claim that ILIAC has entered into revenue sharing agreements with mutual funds and others in violation of the prohibited transaction rules of ERISA. Among other things, the plaintiffs seek disgorgement of all revenue sharing payments and profits earned in connection with such payments, an injunction barring the practice of revenue sharing and attorney fees. On September 26, 2012, the district court certified the case as a class action in which the named plaintiffs represent approximately 15,000 similarly situated plan sponsors. ILIAC denies the allegations and is vigorously defending this litigation. The Court conducted a bench trial of the liability issues, which concluded on October 3, 2013, and the Court has taken the matter under advisement.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation
	The accompanying Condensed Consolidated 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 Consolidated 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 Condensed Consolidated Financial Statements include the accounts of ILIAC and its wholly owned subsidiaries, ING Financial Advisers, LLC ("IFA") and Directed Services LLC ("DSL"). Intercompany transactions and balances have been eliminated.
	Certain immaterial reclassifications have been made to prior year financial information to conform to the current year classifications.
	The accompanying Condensed Consolidated Financial Statements reflect all adjustments (including normal, recurring adjustments) necessary to present fairly the financial position of the Company as of September 30, 2013, its results of operations and comprehensive income for the three and nine months ended September 30, 2013 and 2012 and its changes in shareholder's equity and statements of cash flows for the nine months ended September 30, 2013 and 2012, in conformity with U.S. GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2012 Consolidated Balance Sheet is from the audited Consolidated Financial Statements included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012, filed with the Securities and Exchange Commission ("SEC"), which included all disclosures required by U.S. GAAP. Therefore, these Condensed Consolidated Financial Statements should be read in conjunction with the Consolidated Financial Statements of the Company included in the 2012 Annual Report on Form 10-K.
Adoption of New Pronouncements	'
	Adoption of New Pronouncements
	Derivatives and Hedging
	In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-10, "Derivatives and Hedging (Accounting Standards Codification ("ASC")Topic 815): Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes" ("ASU 2013-10"), which permits an entity to use the Fed Funds Effective Swap Rate ("OIS") to be used as a U.S. benchmark interest rate for hedge accounting purposes. In addition, the guidance removes the restriction on using different benchmark rates for similar hedges.
	The provisions of ASU 2013-10 were adopted by the Company on July 17, 2013 for qualifying new or redesigned hedges entered into on or after that date. The adoption had no effect on the Company’s financial condition, results of operations or cash flows.
	Disclosures about Offsetting Assets and Liabilities
	In December 2011, the FASB issued ASU 2011-11, "Balance Sheet (ASC Topic 210): Disclosures about Offsetting Assets and Liabilities" ("ASU 2011-11"), which requires an entity to disclose both gross and net information about instruments and transactions eligible for offset in the statement of financial position, as well as instruments and transactions subject to an agreement similar to a master netting arrangement. In addition, the standard requires disclosure of collateral received and posted in connection with master netting agreements or similar arrangements.
	In January 2013, the FASB issued ASU 2013-01, "Balance Sheet (ASC Topic 210): Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities" ("ASU 2013-01"), which clarifies that the scope of ASU 2011-11 applies to derivatives accounted for in accordance with ASU Topic 815, Derivatives and Hedging, including bifurcated embedded derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and securities lending transactions that are either offset in accordance with Section 210-20-45 or Section 815-10-45 or subject to an enforceable master netting arrangement or similar agreement.
	The provisions of ASU 2013-01 and ASU 2011-11 were adopted retrospectively by the Company on January 1, 2013. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the pronouncement only pertains to additional disclosure. The disclosures required by ASU 2011-11 and ASU 2013-01 are included in the Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements.
	Disclosures about Amounts Reclassified out of Accumulated Other Comprehensive Income
	In January 2013, the FASB issued ASU 2013-02, "Comprehensive Income (ASC Topic 220): Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income" ("ASU 2013-02"), which requires an entity to provide information about the amounts reclassified out of accumulated other comprehensive income by component. In addition, an entity is required to present, either on the face of the statement where net income is presented or in the notes, significant amounts reclassified out of accumulated other comprehensive income by the respective line items of net income, but only if the amount reclassified is required under U.S. GAAP to be reclassified to net income, in its entirety in the same reporting period. For other amounts that are not required under U.S. GAAP to be reclassified in their entirety to net income, an entity is required to cross-reference to other disclosures required under U.S. GAAP that provide additional detail about those amounts.
	The provisions of ASU 2013-02 were adopted by the Company on January 1, 2013. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the pronouncement only pertains to additional disclosure. The disclosures required by ASU 2013-02, including comparative period disclosures, are included in the Accumulated Other Comprehensive Income Note to these Condensed Consolidated Financial Statements.
Future Adoption of Accounting Pronouncements	'
	Future Adoption of Accounting Pronouncements
	Fees Paid to the Federal Government by Health Insurers
	In July 2011, the FASB issued ASU 2011-06, "Other Expenses (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 are effective for calendar years beginning after December 31, 2013, when the fee initially becomes effective. The Company does not expect ASU 2011-06 to have an impact on its financial condition, results of operations or cash flows, as the amount of net premium written for qualifying health insurance by the Company is expected to be below the $25.0 threshold as defined by the Acts and, thus, not subject to the fee.
	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 are effective for years, and interim periods within those years, beginning after December 15, 2013. The amendments should be applied retrospectively for those obligations resulting from joint and several liability arrangements that exist at the beginning of an entity's year of adoption. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2013-04.
	Income Taxes
	In July 2013, the FASB issued ASU 2013-11, "Income Taxes (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 are effective for years, and interim periods within those years, beginning after December 15, 2013, and should be applied prospectively to all unrecognized tax benefits that exist at the effective date. The Company does not expect ASU 2013-11 to have an impact on its financial condition, results of operations or cash flows, as the guidance is consistent with that currently applied.
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 fair value option ("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 DAC, VOBA, and deferred income taxes. In addition, certain fixed maturities have embedded derivatives, which are reported with the host contract on the Condensed Consolidated 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 Consolidated 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 Consolidated Statements of Operations.
	The Company invests in various categories of Collateralized mortgage obligations ("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, 2013 and December 31, 2012, approximately 46.2% and 41.8%, 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. As of September 30, 2013 and December 31, 2012, the Company did not have any securities pledged in dollar rolls and repurchase agreement transactions. 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, 2013 and December 31, 2012, the Company did not have any securities pledged under reverse repurchase agreements.
	Securities Lending
	The Company engages in securities lending whereby certain domestic 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. For portions of the program, the lending agent retains the cash collateral. For other portions of the program, a lending agent, if used, may retain up to 5% of the collateral deposited by the borrower and the remaining cash collateral is received by the Company. Collateral retained by the agent is invested 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, 2013 and December 31, 2012, the fair value of loaned securities was $159.9 and $180.2, respectively and is included in Securities pledged on the Condensed Consolidated Balance Sheets. As of September 30, 2013 and December 31, 2012, collateral retained by the lending agent and invested in liquid assets on the Company's behalf was $167.1 and $186.1, respectively, and recorded in Short-term investments under securities loan agreement, including collateral delivered on the Condensed Consolidated Balance Sheets. As of September 30, 2013 and December 31, 2012, liabilities to return collateral of $167.1 and $186.1, respectively, were included in Payables under securities loan agreement, including collateral held on the Condensed Consolidated 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 $1.1 as of September 30, 2013 and $1.3 as of December 31, 2012, respectively, is included in Limited partnerships/corporations on the Condensed Consolidated Balance Sheets. Income and losses recognized on these investments are reported in Net investment income in the Condensed Consolidated 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 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 Consolidated Financial Statements and unrealized capital gains (losses) on these securities are recorded directly in AOCI, except for certain RMBS which are accounted for under the FVO whose change in fair value are reflected in Other net realized gains (losses) in the Condensed Consolidated 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 caps: The Company uses interest rate cap contracts to hedge the interest rate exposure arising from duration mismatches between assets and liabilities. Interest rate caps are also used to hedge interest rate exposure if rates rise above a specified level. Such increases in rates will require the Company to incur additional expenses. The future payout from the interest rate caps fund this increased exposure. The Company pays an upfront premium to purchase these caps. The Company utilizes these contracts in qualifying hedging relationships as well as non-qualifying hedging relationships.
	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.
	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.
	Managed custody guarantees ("MCG"): The Company issues certain credited rate guarantees on externally managed variable bond funds that represent stand-alone derivatives. The market value is partially determined by, among other things, levels of or changes in interest rates, prepayment rates and credit ratings/spreads.
	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 a coinsurance with a funds withheld arrangement which contains an embedded derivative whose 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, in Future policy benefits or Other liabilities, respectively, on the Condensed Consolidated 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 Consolidated 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 Consolidated 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 Consolidated 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, 2013 and 2012. 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 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 the Fair Value Measurements and disclosures of the FASB ASC Topic 820. 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 Consolidated Financial Statements included in the Company's Form 10-K for the year ended December 31, 2012. 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.

Investments_Tables

Investments (Tables)	9 Months Ended
	Sep. 30, 2013
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, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)			Fair			OTTI(3)
		Cost				Unrealized				Unrealized							Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	745			$	58.1			$	2.4			$	—		$	800.7		$	—
	U.S. Government agencies and authorities	242.9				7.4				—				—			250.3			—
	State, municipalities and political subdivisions	77.2				6.8				0.1				—			83.9			—
	U.S. corporate securities	10,210.00				584.6				225.8				—			10,568.80			1.9
	Foreign securities:(1)
	Government	426.8				27				16.2				—			437.6			—
	Other	5,077.20				286.4				90.9				—			5,272.70			—
	Total foreign securities	5,504.00				313.4				107.1				—			5,710.30			—
	Residential mortgage-backed securities:
	Agency	1,628.10				128.6				12.7				19.3			1,763.30			0.5
	Non-Agency	302.9				55.8				8.6				13.6			363.7			14.1
	Total Residential mortgage-backed securities	1,931.00				184.4				21.3				32.9			2,127.00			14.6
	Commercial mortgage-backed securities	607.8				71.4				—				—			679.2			4.4
	Other asset-backed securities	482.9				19.7				3.7				—			498.9			3.2
	Total fixed maturities, including securities pledged	19,800.80				1,245.80				360.4				32.9			20,719.10			24.1
	Less: Securities pledged	178				9.4				7				—			180.4			—
	Total fixed maturities	19,622.80				1,236.40				353.4				32.9			20,538.70			24.1
	Equity securities	111.2				16.1				—				—			127.3			—
	Total fixed maturities and equity securities investments	$	19,734.00			$	1,252.50			$	353.4			$	32.9		$	20,666.00		$	24.1
	(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 Consolidated Statements of Operations.
	(3) Represents Other-than Temporary-Impairments ("OTTI") reported as a component of Other comprehensive income.
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2012:
		Amortized				Gross				Gross				Embedded Derivatives(2)			Fair			OTTI(3)
		Cost				Unrealized				Unrealized							Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	1,011.50			$	135.6			$	0.5			$	—		$	1,146.60		$	—
	U.S. Government agencies and authorities	379.4				17.6				—				—			397			—
	State, municipalities and political subdivisions	77.2				15.9				—				—			93.1			—
	U.S. corporate securities	9,438.00				1,147.40				11.1				—			10,574.30			2
	Foreign securities(1):
	Government	439.7				57.4				1.1				—			496			—
	Other	4,570.00				501.3				15.3				—			5,056.00			—
	Total foreign securities	5,009.70				558.7				16.4				—			5,552.00			—
	Residential mortgage-backed securities:
	Agency	1,679.50				181.5				3.4				33.7			1,891.30			0.6
	Non-Agency	390.9				70				14.7				20			466.2			17.4
	Total Residential mortgage-backed securities	2,070.40				251.5				18.1				53.7			2,357.50			18
	Commercial mortgage-backed securities	748.7				90.6				0.2				—			839.1			4.4
	Other asset-backed securities	475.7				26.6				6.7				—			495.6			3.1
	Total fixed maturities, including securities pledged	19,210.60				2,243.90				53				53.7			21,455.20			27.5
	Less: Securities pledged	207.2				13				0.5				—			219.7			—
	Total fixed maturities	19,003.40				2,230.90				52.5				53.7			21,235.50			27.5
	Equity securities	129.3				13.6				0.1				—			142.8			—
	Total fixed maturities and equity securities investments	$	19,132.70			$	2,244.50			$	52.6			$	53.7		$	21,378.30		$	27.5
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income.
Investments Classifed by Contractual Maturity Date	'
	The amortized cost and fair value of fixed maturities, including securities pledged, as of September 30, 2013, 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	$	570.1			$	591.4
	After one year through five years	4,171.70				4,437.90
	After five years through ten years	6,281.10				6,462.90
	After ten years	5,756.20				5,921.80
	Mortgage-backed securities	2,538.80				2,806.20
	Other asset-backed securities	482.9				498.9
	Fixed maturities, including securities pledged	$	19,800.80			$	20,719.10
U.S. 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				Gross Unrealized Capital Gains				Gross Unrealized Capital Losses				Fair Value
		Cost
	September 30, 2013
	Communications	$	1,327.70			$	78.9			$	40.9			$	1,365.70
	Financial	1,999.80				161				22				2,138.80
	Industrial and other companies	8,896.50				440				206.6				9,129.90
	Utilities	2,628.00				167.1				37.8				2,757.30
	Transportation	435.2				24				9.4				449.8
	Total	$	15,287.20			$	871			$	316.7			$	15,841.50
	December 31, 2012
	Communications	$	1,154.10			$	161.4			$	0.9			$	1,314.60
	Financial	1,859.30				240.1				10.9				2,088.50
	Industrial and other companies	7,883.10				850.9				6.9				8,727.10
	Utilities	2,715.40				349.8				7.3				3,057.90
	Transportation	396.1				46.5				0.4				442.2
	Total	$	14,008.00			$	1,648.70			$	26.4			$	15,630.30
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, 2013:
		Six Months or Less								More Than Six							More Than Twelve					Total
		Below Amortized Cost								Months and Twelve							Months Below
										Months or Less							Amortized Cost
										Below Amortized Cost
		Fair				Unrealized				Fair				Unrealized			Fair			Unrealized		Fair		Unrealized
		Value				Capital Losses				Value				Capital Losses			Value			Capital Losses		Value		Capital Losses
	U.S. Treasuries	$	144.5			$	2.4			$	—			$	—		$	—		$	—	$	144.5	$	2.4
	U.S. corporate, state and municipalities	3,116.00				183.4				294.7				35.6			40.9			6.9		3,451.60		225.9
	Foreign	1,280.20				82.3				158.5				19.4			39.6			5.4		1,478.30		107.1
	Residential mortgage-backed	299.3				8.8				19.7				1			108.1			11.5		427.1		21.3
	Commercial mortgage-backed	3.8				—				0.1				—			—			—		3.9		—
	Other asset-backed	56.2				0.2				6.1				—			26.5			3.5		88.8		3.7
	Total	$	4,900.00			$	277.1			$	479.1			$	56		$	215.1		$	27.3	$	5,594.20	$	360.4
	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, 2012:
		Six Months or Less								More Than Six							More Than Twelve					Total
		Below Amortized Cost								Months and Twelve							Months Below
										Months or Less							Amortized Cost
										Below Amortized Cost
		Fair				Unrealized				Fair				Unrealized			Fair			Unrealized		Fair		Unrealized
		Value				Capital Losses				Value				Capital Losses			Value			Capital Losses		Value		Capital Losses
	U.S. Treasuries	$	300			$	0.5			$	—			$	—		$	—		$	—	$	300	$	0.5
	U.S. corporate, state and municipalities	479.8				6.8				22.5				0.9			49.4			3.4		551.7		11.1
	Foreign	166.8				4.7				7.8				0.5			87.7			11.2		262.3		16.4
	Residential mortgage-backed	68.7				1.6				7.2				0.3			132.4			16.2		208.3		18.1
	Commercial mortgage-backed	7.5				0.1				1.6				—			2.5			0.1		11.6		0.2
	Other asset-backed	15.6				—				—				—			34.2			6.7		49.8		6.7
	Total	$	1,038.40			$	13.7			$	39.1			$	1.7		$	306.2		$	37.6	$	1,383.70	$	53
Risk Exposure to Securities Based on Credit Quality	'
	The following tables summarize the Company's exposure to CMBS holdings by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
		% of Total CMBS
		NAIC Designation				ARO Ratings				Vintage
	September 30, 2013
		1	99.4	%		AAA	48.6	%		2007	30.5	%
		2	—	%		AA	14.6	%		2006	24.4	%
		3	0.6	%		A	8	%		2005 and prior	45.1	%
		4	—	%		BBB	7.1	%			100	%
		5	—	%		BB and below	21.7	%
		6	—	%			100	%
			100	%
	December 31, 2012
		1	99.9	%		AAA	54.1	%		2007	28.7	%
		2	—	%		AA	17.1	%		2006	20.4	%
		3	0.1	%		A	8.4	%		2005 and prior	50.9	%
		4	—	%		BBB	5.3	%			100	%
		5	—	%		BB and below	15.1	%
		6	—	%			100	%
			100	%
	The following tables summarize the Company's exposure to subprime mortgage-backed securities by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
		% of Total Subprime Mortgage-backed Securities
		NAIC Designation				ARO Ratings				Vintage
	September 30, 2013
		1	68.3	%		AAA	0.1	%		2007	7	%
		2	2.7	%		AA	2.6	%		2006	7	%
		3	19.1	%		A	13	%		2005 and prior	86	%
		4	9.6	%		BBB	20.8	%			100	%
		5	—	%		BB and below	63.5	%
		6	0.3	%			100	%
			100	%
	December 31, 2012
		1	67.8	%		AAA	3.2	%		2007	8	%
		2	3.2	%		AA	—	%		2006	6	%
		3	19.6	%		A	16.2	%		2005 and prior	86	%
		4	8.7	%		BBB	21.5	%			100	%
		5	0.5	%		BB and below	59.1	%
		6	0.2	%			100	%
			100	%
	The following tables summarize the Company's exposure to Alt-A residential mortgage-backed securities by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
		% of Total Alt-A Mortgage-backed Securities
		NAIC Designation				ARO Ratings				Vintage
	September 30, 2013
		1	43.2	%		AAA	0.1	%		2007	14.3	%
		2	12.8	%		AA	—	%		2006	29.8	%
		3	30.6	%		A	2.9	%		2005 and prior	55.9	%
		4	11.4	%		BBB	3.5	%			100	%
		5	2	%		BB and below	93.5	%
		6	—	%			100	%
			100	%
	December 31, 2012
		1	33.4	%		AAA	0.2	%		2007	13.8	%
		2	12.4	%		AA	1.4	%		2006	29.3	%
		3	21	%		A	3.4	%		2005 and prior	56.9	%
		4	30.3	%		BBB	5.6	%			100	%
		5	2.3	%		BB and below	89.4	%
		6	0.6	%			100	%
			100	%
	The following tables summarize the Company's exposure to Other ABS holdings, excluding subprime exposure, by credit quality using NAIC designations, ARO ratings and vintage year as of the dates indicated:
		% of Total Other ABS
		NAIC Designation				ARO Ratings				Vintage
	September 30, 2013
		1	99.4	%		AAA	90.5	%		2013	9	%
		2	0.5	%		AA	2.7	%		2012	21	%
	3	0.1	%		A	6.2	%		2011	11.7	%
	4	—	%		BBB	0.5	%		2010	5	%
	5	—	%		BB and below	0.1	%		2009	0.3	%
	6	—	%			100	%		2008	8.1	%
		100	%						2007 and prior	44.9	%
										100	%
December 31, 2012
	1	98.3	%		AAA	88.4	%		2012	21.4	%
	2	1.6	%		AA	1.9	%		2011	12.2	%
	3	0.1	%		A	8	%		2010	5.7	%
	4	—	%		BBB	1.6	%		2009	0.3	%
	5	—	%		BB and below	0.1	%		2008	9.5	%
	6	—	%			100	%		2007	22.9	%
		100	%						2006 and prior	28	%
										100	%
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, 2013				December 31, 2012
	Commercial mortgage loans	$	3,284.20			$	2,874.00
	Collective valuation allowance	(1.4		)		(1.3		)
	Total net commercial mortgage loans	$	3,282.80			$	2,872.70
	The following table summarizes the activity in the allowance for losses for all commercial mortgage loans for the periods indicated:
		September 30, 2013				December 31, 2012
	Collective valuation allowance for losses, balance at January 1	$	1.3			$	1.3
	Addition to (reduction of) allowance for losses	0.1				—
	Collective valuation allowance for losses, end of period	$	1.4			$	1.3
Impaired Financing Receivables	'
	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,
		2013				2012
	Impaired loans, average investment during the period (amortized cost)	$	24.2			$	5.7
	Interest income recognized on impaired loans, on an accrual basis	0.5				0.1
	Interest income recognized on impaired loans, on a cash basis	0.5				0.1
	Interest income recognized on troubled debt restructured loans, on an accrual basis	0.4				—
		Nine Months Ended September 30,
		2013				2012
	Impaired loans, average investment during the period (amortized cost)	$	24.3			$	5.8
	Interest income recognized on impaired loans, on an accrual basis	0.7				0.3
	Interest income recognized on impaired loans, on a cash basis	0.7				0.3
	Interest income recognized on troubled debt restructured loans, on an accrual basis	0.4				—
	The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
		September 30, 2013				December 31, 2012
	Impaired loans with allowances for losses	$	—			$	—
	Impaired loans without allowances for losses	42.9				5.6
	Subtotal	42.9				5.6
	Less: Allowances for losses on impaired loans	—				—
	Impaired loans, net	$	42.9			$	5.6
	Unpaid principal balance of impaired loans	$	44.4			$	7.1
Troubled Debt Restructurings on Financing Receivables	'
	The following table presents information on restructured loans as of the dates indicated:
		30-Sep-13				31-Dec-12
	Troubled debt restructured loans	$	37.5			$	—
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, 2013(1)				December 31, 2012(1)
	Loan-to-Value Ratio:
	0% - 50%	$	499.4			$	501.3
	50% - 60%	859.2				768.9
	60% - 70%	1,797.20				1,491.60
	70% - 80%	115.4				96.4
	80% and above	13				15.8
	Total Commercial mortgage loans	$	3,284.20			$	2,874.00
	(1) Balances do not include allowance for mortgage loan credit losses.
	The following table presents the DSC ratios as of the dates indicated:
		September 30, 2013(1)				December 31, 2012(1)
	Debt Service Coverage Ratio:
	Greater than 1.5x	$	2,392.00			$	2,114.40
	1.25x - 1.5x	512.9				390.5
	1.0x - 1.25x	257.1				293.1
	Less than 1.0x	122.2				76
	Total Commercial mortgage loans	$	3,284.20			$	2,874.00
	(1) Balances do not include allowance for mortgage loan credit 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, 2013(1)							December 31, 2012(1)
		Gross				% of			Gross				% of
		Carrying Value				Total			Carrying Value				Total
	Commercial Mortgage Loans by U.S. Region:
	Pacific	$	651			19.8	%		$	564.1			19.6	%
	South Atlantic	679.9				20.7	%		561				19.5	%
	West South Central	501.3				15.3	%		460.4				16	%
	Middle Atlantic	407.6				12.4	%		332.7				11.6	%
	East North Central	376.5				11.5	%		337.8				11.8	%
	Mountain	250.1				7.6	%		214.5				7.5	%
	West North Central	223.2				6.8	%		205.2				7.1	%
	New England	116.2				3.5	%		119.1				4.1	%
	East South Central	78.4				2.4	%		79.2				2.8	%
	Total Commercial mortgage loans	$	3,284.20			100	%		$	2,874.00			100	%
	(1) Balances do not include allowance for mortgage loan credit losses.
		September 30, 2013(1)							December 31, 2012(1)
		Gross				% of			Gross				% of
		Carrying Value				Total			Carrying Value				Total
	Commercial Mortgage Loans by Property Type:
	Industrial	$	1,028.60			31.3	%		$	1,035.20			36	%
	Retail	1,041.20				31.6	%		824				28.7	%
	Office	448.9				13.7	%		427				14.8	%
	Apartments	372.8				11.4	%		298.7				10.4	%
	Hotel/Motel	139.7				4.3	%		92.1				3.2	%
	Mixed Use	70.2				2.1	%		34.2				1.2	%
	Other	182.8				5.6	%		162.8				5.7	%
	Total Commercial mortgage loans	$	3,284.20			100	%		$	2,874.00			100	%
Mortgage Loans by Property Type of Collateral	'
		September 30, 2013(1)							December 31, 2012(1)
		Gross				% of			Gross				% of
		Carrying Value				Total			Carrying Value				Total
	Commercial Mortgage Loans by Property Type:
	Industrial	$	1,028.60			31.3	%		$	1,035.20			36	%
	Retail	1,041.20				31.6	%		824				28.7	%
	Office	448.9				13.7	%		427				14.8	%
	Apartments	372.8				11.4	%		298.7				10.4	%
	Hotel/Motel	139.7				4.3	%		92.1				3.2	%
	Mixed Use	70.2				2.1	%		34.2				1.2	%
	Other	182.8				5.6	%		162.8				5.7	%
	Total Commercial mortgage loans	$	3,284.20			100	%		$	2,874.00			100	%
	(1) Balances do not include allowance for mortgage loan credit 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, 2013(1)				December 31, 2012(1)
	Year of Origination:
	2013	$	582.2			$	—
	2012	916.7				939
	2011	811.9				836.9
	2010	121.7				124
	2009	68.7				73
	2008	94.7				119
	2007 and prior	688.3				782.1
	Total Commercial mortgage loans	$	3,284.20			$	2,874.00
	(1) Balances do not include allowance for mortgage loan credit 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 Consolidated Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
		Three Months Ended September 30,
		2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	—			—			$	1.3			1
	Foreign(1)	—				—			—				—
	Residential mortgage-backed	0.4				14			2.9				23
	Commercial mortgage-backed	0.1				1			—				—
	Other asset-backed	0.2				1			0.4				3
	Equity securities	0.1				1			—				—
	Total	$	0.8			17			$	4.6			27
	(1) Primarily U.S. dollar denominated.
		Nine Months Ended September 30,
		2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	—			—			$	1.5			2
	Foreign(1)	—				—			0.8				3
	Residential mortgage-backed	2.2				32			4.5				30
	Commercial mortgage-backed	0.2				3			—				—
	Other asset-backed	0.2				1			0.8				4
	Equity securities	0.1				1			—				—
	Total	$	2.7			37			$	7.6			39
	(1) Primarily U.S. dollar denominated.
Net Investment Income	'
	The following table summarizes Net investment income for the periods indicated:
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013				2012
	Fixed maturities	$	292.2			$	308.2			$	900.5			$	916.2
	Equity securities, available-for-sale	1.7				2.6				1.6				6.7
	Mortgage loans on real estate	39				35				116.5				106.1
	Policy loans	3.2				3.3				9.6				9.9
	Short-term investments and cash equivalents	0.2				0.3				0.7				0.8
	Other	3.9				6.3				26.8				2.9
	Gross investment income	340.2				355.7				1,055.70				1,042.60
	Less: Investment expenses	12				11				36.4				34
	Net investment income	$	328.2			$	344.7			$	1,019.30			$	1,008.60
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,
		2013				2012				2013				2012
	Fixed maturities, available-for-sale, including securities pledged	$	(6.5	)		$	1.5			$	(8.7	)		$	58.8
	Fixed maturities, at fair value option	(26.0		)		(31.7		)		(131.1		)		(78.0		)
	Equity securities, available-for-sale	0.1				(0.2		)		0.1				(0.2		)
	Derivatives	(10.1		)		(12.7		)		(71.9		)		13.5
	Embedded derivative - fixed maturities	(3.6		)		(4.1		)		(20.8		)		(4.3		)
	Embedded derivative - product guarantees	17.9				21.3				94.4				110.8
	Other investments	0.1				0.2				(0.1		)		(0.2		)
	Net realized capital gains (losses)	$	(28.1	)		$	(25.7	)		$	(138.1	)		$	100.4
	After-tax net realized capital gains (losses)	$	(46.9	)		$	(6.7	)		$	(120.3	)		$	65.3
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:
		Nine Months Ended September 30,
		2013				2012
	Proceeds on sales	$	1,206.30			$	2,261.40
	Gross gains	10.6				77.4
	Gross losses	16.4				10.9
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,
		2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	—			—			$	—			—
	Foreign(1)	—				—			—				—
	Residential mortgage-backed	—			*	2			—				—
	Commercial mortgage-backed	0.1				1			—				—
	Other asset-backed	—				—			—				—
	Total	$	0.1			3			$	—			—
	(1) Primarily U.S. dollar denominated.
	* Less than $0.1.
		Nine Months Ended September 30,
		2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	—			—			$	0.2			1
	Foreign(1)	—				—			0.8				3
	Residential mortgage-backed	—			*	2			—				—
	Commercial mortgage-backed	0.2				3			—				—
	Other asset-backed	—				—			0.1				1
	Total	$	0.2			5			$	1.1			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,
		2013				2012
	Balance at July 1	$	20.2			$	20
	Additional credit impairments:
	On securities not previously impaired	0.3				—
	On securities previously impaired	0.4				3.1
	Reductions:
	Securities intent impaired	—				—
	Securities sold, matured, prepaid or paid down	(1.1		)		(2.5		)
	Balance at September 30	$	19.8			$	20.6
		Nine Months Ended September 30,
		2013				2012
	Balance at January 1	$	20			$	19.5
	Additional credit impairments:
	On securities not previously impaired	1.1				0.1
	On securities previously impaired	1.4				4.8
	Reductions:
	Securities intent impaired	—				—
	Securities sold, matured, prepaid or paid down	(2.7		)		(3.8		)
	Balance at September 30	$	19.8			$	20.6
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, 2013
	Six months or less below amortized cost	$	5,193.10			$	66.7			$	279.3			$	15.5		702		14
	More than six months and twelve months or less below amortized cost	503.6				1.1				46.5				0.4			84		2
	More than twelve months below amortized cost	166.7				23.4				12.8				5.9			102		9
	Total	$	5,863.40			$	91.2			$	338.6			$	21.8		888		25
	December 31, 2012
	Six months or less below amortized cost	$	1,110.80			$	15.2			$	19.3			$	3.9		141		10
	More than six months and twelve months or less below amortized cost	49.5				1.5				2.6				0.4			31		2
	More than twelve months below amortized cost	198.1				61.6				6.2				20.6			99		28
	Total	$	1,358.40			$	78.3			$	28.1			$	24.9		271		40
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, 2013
	U.S. Treasuries	$	146.9			$	—			$	2.4			$	—		3		—
	U.S. corporate, state and municipalities	3,641.80				35.7				217.1				8.8			478		5
	Foreign	1,546.00				39.4				98.5				8.6			220		6
	Residential mortgage-backed	436.8				11.6				18.2				3.1			157		10
	Commercial mortgage-backed	3.9				—				—				—			3		—
	Other asset-backed	88				4.5				2.4				1.3			27		4
	Total	$	5,863.40			$	91.2			$	338.6			$	21.8		888		25
	December 31, 2012
	U.S. Treasuries	$	300.5			$	—			$	0.5			$	—		2		—
	U.S. corporate, state and municipalities	558.1				4.7				9.1				2			82		2
	Foreign	242.7				36				5.7				10.7			38		8
	Residential mortgage-backed	201.2				25.2				10.2				7.9			124		24
	Commercial mortgage-backed	11.8				—				0.2				—			8		—
	Other asset-backed	44.1				12.4				2.4				4.3			17		6
	Total	$	1,358.40			$	78.3			$	28.1			$	24.9		271		40

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
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, 2013											December 31, 2012
		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	$	812.5			$	108.7		$	—			$	1,000.00		$	215.4	$	—
	Foreign exchange contracts	42				0.6			0.1				—			—		—
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts(2)	16,630.40				291.5			185.3				18,131.10			292.9		328.5
	Foreign exchange contracts	183.4				3.7			14.9				161.6			0.4		18.3
	Equity contracts	11.5				—			0.1				14.5			0.4		—
	Credit contracts	384				6.2			—				347.5			3.6		—
	Managed custody guarantees	N/A				—			(1.0		)		N/A			—		—
	Embedded derivatives:
	Within fixed maturity investments	N/A				32.9			—				N/A			53.7		—
	Within annuity products	N/A				—			33.7				N/A			—		122.4
	Within reinsurance agreements	N/A				—			(51.1		)		N/A			—		—
	Total					$	443.6		$	182						$	566.4	$	469.2
	-1	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Consolidated Balance Sheets at fair value.
	(2)	As of September 30, 2013, includes a notional amount, asset fair value and liability fair value for interest rate caps of $6.5 billion, $66.0 and $8.6 respectively. As of December 31, 2012, includes a notional amount, asset fair value and liability fair value for interest rate caps of $4.5 billion, $17.7 and $0.6, respectively.
	N/A - Not Applicable
Offsetting Assets and Liabilities	'
	Although the Company has not elected to net its derivative exposures, the notional amounts and fair values of derivatives eligible for offset were as follows as of the dates indicated:
		September 30, 2013
		Notional Amount				Assets Fair Value			Liability Fair Value
	Credit contracts	$	384			$	6.2		$	—
	Equity contracts	—				—			—
	Foreign exchange contracts	225.4				4.3			15
	Interest rate contracts	17,006.40				386.6			185.3
						$	397.1		$	200.3
	Counterparty netting(1)					$	(187.9	)	$	(187.9	)
	Cash collateral netting(2)					(131.4		)	—
	Securities collateral netting(2)					(19.2		)	(7.4		)
	Net receivables/payables					$	58.6		$	5
	(1) Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements.
	(2) Represents the netting of collateral received and posted on a counterparty basis under credit support agreements.
		December 31, 2012
		Notional Amount				Assets Fair Value			Liability Fair Value
	Credit contracts	$	347.5			$	3.6		$	—
	Equity contracts	—				—			—
	Foreign exchange contracts	161.6				0.4			18.3
	Interest rate contracts	19,131.10				508.3			328.5
						$	512.3		$	346.8
	Counterparty netting(1)					$	(291.4	)	$	(291.4	)
	Cash collateral netting(2)					(167.1		)	—
	Securities collateral netting(2)					(3.1		)	(35.8		)
	Net receivables/payables					$	50.7		$	19.6
	(1) Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements.
	(2) Represents the netting of collateral received and posted on a counterparty basis under credit support agreements.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	'
	Net realized gains (losses) on derivatives were as follows for the periods indicated:
		Three Months Ended September 30,							Nine Months Ended September 30,
		2013				2012			2013				2012
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	—			$	—		$	0.1			$	—
	Foreign exchange contracts	—			*	—			—			*	—
	Derivatives: Non-qualifying for hedge accounting(2)
	Interest rate contracts	(8.5		)		(5.3		)	(86.4		)		0.7
	Foreign exchange contracts	(4.1		)		(11.7		)	7.9				1.2
	Equity contracts	0.7				0.7			2.4				1.8
	Credit contracts	1.8				3.6			4.1				9.8
	Managed custody guarantees	1				—			1.1				1.1
	Embedded derivatives:
	Within fixed maturity investments(2)	(3.6		)		(4.1		)	(20.8		)		(4.3		)
	Within annuity products(2)	16.9				21.3			93.3				109.7
	Within reinsurance agreements(3)	5.3				—			51.1				—
	Total	$	9.5			$	4.5		$	52.8			$	120
	(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. Changes in fair value upon disposal for effective cash flow hedges are amortized through Net investment income and the ineffective portion is recorded in the Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. For the three and nine months ended September 30, 2013 and 2012, ineffective amounts were immaterial.
	(2) Changes in value are included in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations.
	(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Consolidated Statements of Operations.
	* Amounts are less than $0.1.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value, Assets, Liabilities and Stockholders' Equity Measured on Recurring Basis [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, 2013:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	739.4			$	61.3			$	—		$	800.7
	U.S. Government agencies and authorities	—				250.3				—			250.3
	U.S. corporate, state and municipalities	—				10,513.80				138.9			10,652.70
	Foreign(1)	—				5,689.90				20.4			5,710.30
	Residential mortgage-backed securities	—				2,070.10				56.9			2,127.00
	Commercial mortgage-backed securities	—				679.2				—			679.2
	Other asset-backed securities	—				474.6				24.3			498.9
	Total fixed maturities, including securities pledged	739.4				19,739.20				240.5			20,719.10
	Equity securities, available-for-sale	90.6				—				36.7			127.3
	Derivatives:
	Interest rate contracts	13.6				386.6				—			400.2
	Foreign exchange contracts	—				4.3				—			4.3
	Equity contracts	—				—				—			—
	Credit contracts	—				6.2				—			6.2
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	804.7				—				—			804.7
	Assets held in separate accounts	53,274.60				5,223.90				6.4			58,504.90
	Total assets	$	54,922.90			$	25,360.20			$	283.6		$	80,566.70
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	21.7		$	21.7
	Stabilizer and MCGs	—				—				11			11
	Other derivatives:
	Interest rate contracts	—				185.3				—			185.3
	Foreign exchange contracts	—				15				—			15
	Equity contracts	0.1				—				—			0.1
	Credit contracts	—				—				—			—
	Embedded derivative on reinsurance	—				(51.1		)		—			(51.1		)
	Total liabilities	$	0.1			$	149.2			$	32.7		$	182
	(1) Primarily U.S. dollar denominated.
	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, 2012:
		Level 1				Level 2				Level 3			Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	1,093.40			$	53.2			$	—		$	1,146.60
	U.S. Government agencies and authorities	—				397				—			397
	U.S. corporate, state and municipalities	—				10,512.80				154.6			10,667.40
	Foreign(1)	—				5,527.40				24.6			5,552.00
	Residential mortgage-backed securities	—				2,348.40				9.1			2,357.50
	Commercial mortgage-backed securities	—				839.1				—			839.1
	Other asset-backed securities	—				462.4				33.2			495.6
	Total fixed maturities, including securities pledged	1,093.40				20,140.30				221.5			21,455.20
	Equity securities, available-for-sale	125.8				—				17			142.8
	Derivatives:
	Interest rate contracts	—				508.3				—			508.3
	Foreign exchange contracts	—				0.4				—			0.4
	Equity contracts	0.4				—				—			0.4
	Credit contracts	—				3.6				—			3.6
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,229.30				—				—			1,229.30
	Assets held in separate accounts	47,916.50				5,722.50				16.3			53,655.30
	Total assets	$	50,365.40			$	26,375.10			$	254.8		$	76,995.30
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	20.4		$	20.4
	Stabilizer and MCGs	—				—				102			102
	Other derivatives:
	Interest rate contracts	0.7				327.8				—			328.5
	Foreign exchange contracts	—				18.3				—			18.3
Credit contracts	—				—				—			—
Embedded derivative on reinsurance	—				—				—			—
Total liabilities	$	0.7			$	346.1			$	122.4		$	469.2
(1) Primarily U.S. dollar denominated.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	'
	The following tables 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 periods indicated:
		Three Months Ended September 30, 2013
		Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
		as of				Realized/Unrealized																							as of
		1-Jul				Gains (Losses) Included in:																							30-Sep
						Net Income				OCI
	Fixed maturities, including securities pledged:
	U.S. corporate, state and municipalities	$	139.9			$	(0.1	)		$	(0.1	)	$	—		$	—	$	—		$	(0.8	)	$	—	$	—		$	138.9		$	(0.1	)
	Foreign	18.7				—				1			—			—		—			(4.0		)	4.7		—			20.4			—
	Residential mortgage-backed securities	30.8				(0.3		)		0.2			27			—		—			—			—		(0.8		)	56.9			(0.3		)
	Other asset-backed securities	24.7				0.3				(0.2		)	—			—		—			(0.5		)	—		—			24.3			0.3
	Total fixed maturities, including securities pledged	214.1				(0.1		)		0.9			27			—		—			(5.3		)	4.7		(0.8		)	240.5			(0.1		)
	Equity securities, available-for-sale	36.9				—				—			—			—		—			—			—		(0.2		)	36.7			—
	Derivatives:
	Product guarantees:
	Stabilizer and MCGs(1)	(28.0		)		18.5				—			(1.5		)	—		—			—			—		—			(11.0		)	—
	FIA(1)	(21.1		)		(0.6		)		—			—			—		—			—			—		—			(21.7		)	—
	Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
	Assets held in separate accounts(4)	19.9				—				—			0.7			—		(0.2		)	—			—		(14.0		)	6.4			—
	(1) 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 Consolidated Statements of Operations.
	(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(3) 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 Consolidated Statements of Operations.
	(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
		Nine Months Ended September 30, 2013
		Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
		as of				Realized/Unrealized																							as of
		1-Jan				Gains (Losses) Included in:																							30-Sep
						Net Income				OCI
	Fixed maturities, including securities pledged:
	U.S. corporate, state and municipalities	$	154.6			$	(0.3	)		$	(1.0	)	$	—		$	—	$	(6.0	)	$	(3.2	)	$	17.6	$	(22.8	)	$	138.9		$	(0.3	)
	Foreign	24.6				—				1			—			—		(1.9		)	(10.6		)	7.3		—			20.4			—
	Residential mortgage-backed securities	9.1				(1.0		)		0.1			49.4			—		—			—			—		(0.7		)	56.9			(1.0		)
	Other asset-backed securities	33.2				1.9				(0.5		)	—			—		—			(10.3		)	—		—			24.3			0.7
	Total fixed maturities, including securities pledged	221.5				0.6				(0.4		)	49.4			—		(7.9		)	(24.1		)	24.9		(23.5		)	240.5			(0.6		)
	Equity securities, available-for-sale	17				(0.1		)		2.3			—			—		—			—			34.5		(17.0		)	36.7			—
	Derivatives:
	Product guarantees:
	Stabilizer and MCGs(1)	(102.0		)		95.7				—			(4.7		)	—		—			—			—		—			(11.0		)	—
	FIA(1)	(20.4		)		(1.3		)		—			—			—		—			—			—		—			(21.7		)	—
	Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
	Assets held in separate accounts(4)	16.3				—				—			8			—		(10.1		)	—			2.2		(10.0		)	6.4			0.1
	(1) 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 Consolidated Statements of Operations.
	(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(3) 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 Consolidated Statements of Operations.
	(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
	The following tables 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 periods indicated:
		Three Months Ended September 30, 2012
		Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
		as of				Realized/Unrealized																							as of
		1-Jul				Gains (Losses) Included in:																							30-Sep
						Net Income				OCI
	Fixed maturities, including securities pledged:
	U.S. corporate, state and municipalities	$	151.6			$	—			$	2		$	—		$	—	$	—		$	(0.9	)	$	4.1	$	—		$	156.8		$	—
	Foreign	19.4				—				(3.6		)	—			—		—			(2.5		)	21.5		—			34.8			—
	Residential mortgage-backed securities	6				(0.1		)		(0.5		)	—			—		—			(0.1		)	1.3		—			6.6			(0.1		)
	Other asset-backed securities	30.1				0.4				1.3			10			—		—			(0.4		)	1.2		—			42.6			0.4
	Total fixed maturities, including securities pledged	207.1				0.3				(0.8		)	10			—		—			(3.9		)	28.1		—			240.8			0.3
	Equity securities, available-for-sale	18.5				(0.2		)		—			—			—		(1.3		)	—			—		—			17			—
	Derivatives:
	Product guarantees:
	Stabilizer and MCGs(1)	(133.0		)		21.2				—			(1.2		)	—		—			—			—		—			(113.0		)	—
	FIA(1)	(17.6		)		0.1				—			—			—		—			—			—		—			(17.5		)	—
	Other derivatives, net	—				—				—			—			—		—			—			—		—			—			—
Assets held in separate accounts(4)	8.7				0.3				—			0.1			—		(2.0		)	—			1.4		—			8.5			0.2
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
	Nine Months Ended September 30, 2012
	Fair Value				Total							Purchases			Issuances		Sales			Settlements			Transfers into Level 3(2)		Transfers out of Level 3(2)			Fair Value			Change In Unrealized Gains (Losses) Included in Earnings(3)
	as of				Realized/Unrealized																							as of
	1-Jan				Gains (Losses) Included in:																							30-Sep
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. corporate, state and municipalities	$	129.1			$	(0.2	)		$	(1.2	)	$	7.2		$	—	$	—		$	(7.2	)	$	32.7	$	(3.6	)	$	156.8		$	(0.2	)
Foreign	51.1				0.9				(4.0		)	—			—		(5.7		)	(2.5		)	20.7		(25.7		)	34.8			—
Residential mortgage-backed securities	41				0.7				1.3			—			—		(6.0		)	(0.1		)	—		(30.3		)	6.6			(0.3		)
Other asset-backed securities	27.7				0.8				1.8			10			—		—			(1.6		)	3.9		—			42.6			0.8
Total fixed maturities, including securities pledged	248.9				2.2				(2.1		)	17.2			—		(11.7		)	(11.4		)	57.3		(59.6		)	240.8			0.3
Equity securities, available-for-sale	19				(0.2		)		(0.1		)	0.7			—		(2.4		)	—			—		—			17			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(1)	(221.0		)		112				—			(4.0		)	—		—			—			—		—			(113.0		)	—
FIA(1)	(16.3		)		(1.2		)		—			—			—		—			—			—		—			(17.5		)	—
Other derivatives, net	(12.7		)		(1.7		)		—			—			—		—			14.4			—		—			—			—
Assets held in separate accounts(4)	16.1				0.7				—			0.1			—		(10.0		)	—			1.6		—			8.5			0.9
(1) 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 Consolidated Statements of Operations.
(2) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(3) 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 Consolidated Statements of Operations.
(4) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income (loss) for separate account assets are offset by an equal amount for separate account liabilities, which result in a net zero impact on net income (loss) for the Company.
Fair Value Inputs, Liabilities, Quantitative Information [Table Text Block]	'
	The following table presents the unobservable inputs for Level 3 fair value measurements as of September 30, 2013:
			Range(1)
	Unobservable Input		FIA			Stabilizer / MCG
	Interest rate implied volatility		—			0.2% to 8.0%
	Nonperformance risk		0.23% to 1.3%			0.23% to 1.3%
	Actuarial Assumptions:
	Lapses		0% to 10%		(2)	0% to 55%	(3)
	Policyholder Deposits(4)		—			0% to 60%	(3)
	(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
	(2) 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. The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money."
	(3) Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:
		Percentage of Plans			Overall Range of Lapse Rates		Range of Lapse Rates for 85% of Plans		Overall Range of Policyholder Deposits		Range of Policyholder Deposits for 85% of Plans
	Stabilizer (Investment Only) and MCG Contracts	87	%		0-30%		0-15%		0-55%		0-15%
	Stabilizer with Recordkeeping Agreements	13	%		0-55%		0-25%		0-60%		0-30%
	Aggregate of all plans	100	%		0-55%		0-25%		0-60%		0-30%
	(4) Measured as a percentage of assets under management or assets under administration.
	The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2012:
			Range(1)
	Unobservable Input		FIA			Stabilizer / MCG
	Interest rate implied volatility		—			0.1% to 7.6%
	Nonperformance risk		0.1% to 1.3%			0.1% to 1.3%
	Actuarial Assumptions:
	Lapses		0% - 10%		(2)	0% to 55%	(3)
	Policyholder Deposits(4)		—			0% to 60%	(3)
	(1) Represents the range of reasonable assumptions that management has used in its fair value calculations.
	(2) 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. The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money."
	(3) Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:
		Percentage of Plans			Overall Range of Lapse Rates		Range of Lapse Rates for 85% of Plans		Overall Range of Policyholder Deposits		Range of Policyholder Deposits for 85% of Plans
	Stabilizer (Investment Only) and MCG Contracts	87	%		0-30%		0-15%		0-55%		0-20%
	Stabilizer with Recordkeeping Agreements	13	%		0-55%		0-25%		0-60%		0-30%
	Aggregate of all plans	100	%		0-55%		0-25%		0-60%		0-30%
	(4) Measured as a percentage of assets under management or assets under administration.
Fair Value, by Balance Sheet Grouping [Table Text Block]	'
	The carrying values and estimated fair values of the Company’s financial instruments as of the dates indicated:
		September 30, 2013								December 31, 2012
		Carrying				Fair				Carrying			Fair
		Value				Value				Value			Value
	Assets:
	Fixed maturities, including securities pledged	$	20,719.10			$	20,719.10			$	21,455.20		$	21,455.20
	Equity securities, available-for-sale	127.3				127.3				142.8			142.8
	Mortgage loans on real estate	3,282.80				3,295.70				2,872.70			2,946.90
	Policy loans	242.1				242.1				240.9			240.9
	Limited partnerships/corporations	184.5				184.5				179.6			179.6
	Cash, cash equivalents, short-term investments and short-term investments under securities loan agreements	804.7				804.7				1,229.30			1,229.30
	Derivatives	410.7				410.7				512.7			512.7
	Notes receivable from affiliates	175				185.1				175			194.3
	Assets held in separate accounts	58,504.90				58,504.90				53,655.30			53,655.30
	Liabilities:
	Investment contract liabilities:
	Funding agreements without fixed maturities and deferred annuities(1)	20,711.60				23,851.30				20,263.40			25,156.50
	Supplementary contracts, immediate annuities and other	638.4				729.3				680			837.3
	Annuity product guarantees:
	FIA	21.7				21.7				20.4			20.4
	Stabilizer and MCGs	11				11				102			102
	Derivatives	200.4				200.4				346.8			346.8
	Long-term debt	4.9				4.9				4.9			4.9
	Embedded derivatives on reinsurance	(51.1		)		(51.1		)		—			—
	(1) Certain amounts included in Funding agreements without fixed maturities and 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, 2013
Deferred Policy Acquisition Costs and Value of Business Acquired [Abstract]	'
Deferred Policy Acquisition Costs and Value of Business Acquired	'
	Activity within deferred policy acquisition costs ("DAC") and value of business acquired ("VOBA") was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2013	$	296.5		$	381.4		$	677.9
	Deferrals of commissions and expenses	52.4			5.6			58
	Amortization:
	Amortization	(45.2		)	(57.2		)	(102.4		)
	Interest accrued(1)	25.1			45.6			70.7
	Net amortization included in the Condensed Consolidated Statements of Operations	(20.1		)	(11.6		)	(31.7		)
	Change in unrealized capital gains/losses on available-for-sale securities	136.8			310.2			447
	Balance at September 30, 2013	$	465.6		$	685.6		$	1,151.20
		DAC			VOBA			Total
	Balance at January 1, 2012	$	334.9		$	593.6		$	928.5
	Deferrals of commissions and expenses	55.5			6			61.5
	Amortization:
	Amortization	(59.6		)	(128.4		)	(188.0		)
	Interest accrued(1)	22.9			46.6			69.5
	Net amortization included in the Condensed Consolidated Statements of Operations	(36.7		)	(81.8		)	(118.5		)
	Change in unrealized capital gains/losses on available-for-sale securities	(76.7		)	(153.9		)	(230.6		)
	Balance at September 30, 2012	277			$	363.9		$	640.9
	(1)	Interest accrued at the following rates for DAC: 0.0% to 7.0% during 2013 and 0.0% and 7.0% during 2012. Interest accrued at the following rates for VOBA: 1.0% to 7.0% during 2013 and 5.0% to 7.0% during 2012.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	Shareholder’s equity included the following components of AOCI as of the dates indicated:
		September 30,
		2013				2012
	Fixed maturities, net of OTTI	$	885.4			$	2,221.30
	Equity securities, available-for-sale	16.1				12.3
	Derivatives	148.8				221
	DAC/VOBA and sales inducements adjustment on available-for-sale securities	(363.1		)		(834.6		)
	Premium deficiency reserve adjustment	(89.7		)		(117.0		)
	Unrealized capital gains (losses), before tax	597.5				1,503.00
	Deferred income tax asset (liability)	(118.6		)		(460.4		)
	Unrealized capital gains (losses), after tax	478.9				1,042.60
	Pension and other postretirement benefits liability, net of tax	10.2				11.6
	AOCI	$	489.1			$	1,054.20
Schedule of Amounts Recognized in Other Comprehensive Income (Loss)	'
	Changes in AOCI, including the reclassification adjustments recognized in the Condensed Consolidated Statements of Operations were as follows for the periods indicated:
		Nine Months Ended September 30, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(1,317.3	)		$	486.5		(4)	$	(830.8	)
	Equity securities	2.6				(0.9		)		1.7
	Other	—			*	—			*	—			*
	OTTI	3.4				(1.2		)		2.2
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	8.4				(2.9		)		5.5
	DAC/VOBA and sales inducements	447.5			(1)	(156.6		)		290.9
	Premium deficiency reserve adjustment	62.9				(22.0		)		40.9
	Change in unrealized gains/losses on available-for-sale securities	(792.5		)		302.9				(489.6		)
	Derivatives:
	Derivatives	(68.0		)	(2)	23.8				(44.2		)
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	1.6				(0.6		)		1
	Change in unrealized gains/losses on derivatives	(66.4		)		23.2				(43.2		)
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	(1.7		)	(3)	0.6				(1.1		)
	Change in pension and other postretirement benefits liability	(1.7		)		0.6				(1.1		)
	Change in Other comprehensive income (loss)	$	(860.6	)		$	326.7			$	(533.9	)
	* Less than $0.1.
	(1) See Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Consolidated Financial Statements for additional information.
	(2) See Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements for additional information.
	(3) Amount reported in Net periodic pension cost which is reported in Operating expenses.
	See Benefit Plans Note in the Company's 2012 Annual Report on Form 10-K for additional information.
	(4) Amount includes $30.5 valuation allowance. See Income Taxes Note to these Condensed Consolidated Financial Statements for additional information.
		Nine Months Ended September 30, 2012
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	633.5			$	(222.0	)		$	411.5
	Equity securities	(0.8		)		0.3				(0.5		)
	Other	—			*	—			*	—			*
	OTTI	10.6				(3.7		)		6.9
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	58.6				(19.9		)		38.7
	DAC/VOBA and sales inducements	(231.0		)	(1)	85.5				(145.5		)
	Premium deficiency reserve adjustment	(52.2		)		17.7				(34.5		)
	Change in unrealized gains/losses on available-for-sale securities	418.7				(142.1		)		276.6
	Derivatives:
	Derivatives	47.3			(2)	(16.1		)		31.2
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	—				—				—
	Change in unrealized gains/losses on derivatives	47.3				(16.1		)		31.2
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Condensed Consolidated Statements of Operations	(1.7		)	(3)	0.6				(1.1		)
	Change in pension and other postretirement benefits liability	(1.7		)		0.6				(1.1		)
	Change in Other comprehensive income (loss)	$	464.3			$	(157.6	)		$	306.7
	* Less than $0.1.
	(1) See Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Consolidated Financial Statements for additional information.
	(2) See Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements for additional information.
	(3) Amount reported in Net periodic pension cost which is reported in Operating expenses.
	See Benefit Plans Note in the Company's 2012 Annual Report on Form 10-K for additional information.

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2013
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,
		2013			2012
	Income (loss) before income taxes	$	133.3		$	126.7
	Tax rate	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	46.7			44.3
	Tax effect of:
	Dividends received deduction	(9.0		)	(1.2		)
	Valuation allowance	28.6			(10.0		)
	IRS audit adjustment	—			—
	Other	(0.6		)	0.3
	Income tax expense (benefit)	$	65.7		$	33.4
		Nine Months Ended September 30,
		2013			2012
	Income (loss) before income taxes	$	353		$	403.4
	Tax rate	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	123.6			141.2
	Tax effect of:
	Dividends received deduction	(20.6		)	(13.3		)
	Valuation allowance	30.5			—
	IRS audit adjustment	(0.3		)	(0.3		)
	Other	0.2			0.6
	Income tax expense (benefit)	$	133.4		$	128.2

Commitments_and_Contingencies_

Commitments and Contingencies Commitments (Tables)	9 Months Ended
	Sep. 30, 2013
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, 2013		31-Dec-12
	Other fixed maturities-state deposits	$	13.1	$	13.4
	Securities pledged(1)	180.4		219.7
	Total restricted assets	$	193.5	$	233.1
	(1) Includes the fair value of loaned securities of $159.9 and $180.2 as of September 30, 2013 and December 31, 2012, respectively, which is included in Securities pledged on the Condensed Consolidated Balance Sheets. In addition, as of September 30, 2013 and December 31, 2012, the Company delivered securities as collateral of $20.5 and $39.5, respectively, which was included in Securities pledged on the Condensed Consolidated Balance Sheets.

Business_Basis_of_Presentation2

Business, Basis of Presentation and Significant Accounting Policies (Details)	9 Months Ended	0 Months Ended
	Sep. 30, 2013	7-May-13	7-May-13	Oct. 29, 2013	Oct. 29, 2013
	segment	ING U.S. Inc.	ING International	Subsequent Event	Subsequent Event
				ING U.S. Inc.	ING International
Item Effected [Line Items]	'	'	'	'	'
Offering of shares by parent company and subsidiaries	'	30,769,230	44,201,773	'	'
Offering of shares by parent company and subsidiaries	'	'	'	37,950,000	'
Ownership by affiliate of parent company	'	'	'	'	57.00%
Number of operating segments	1	'	'	'	'

Investments_Fixed_Maturities_a

Investments - Fixed Maturities and Equity Securities (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Embedded Derivatives	$32.90	[1]	$53.70	[1]
Equity securities, available-for-sale	127.3		142.8
OTTI	24.1	[2]	27.5	[2]
Securities pledged, Amortized Cost	178		207.2
Equity securities, cost	111.2		129.3
Total fixed maturities and equity securities, Amortized Cost	19,734		19,132.70
Gross Unrealized Capital Gains	1,252.50		2,244.50
Gross Unrealized Capital Losses	353.4		52.6
Fair Value	20,666		21,378.30
U.S. Treasuries	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	745		1,011.50
Fixed maturities, Gross Unrealized Capital Gains	58.1		135.6
Fixed maturities, Gross Unrealized Capital Losses	2.4		0.5
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	800.7		1,146.60
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	242.9		379.4
Fixed maturities, Gross Unrealized Capital Gains	7.4		17.6
Fixed maturities, Gross Unrealized Capital Losses	0		0
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	250.3		397
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	77.2		77.2
Fixed maturities, Gross Unrealized Capital Gains	6.8		15.9
Fixed maturities, Gross Unrealized Capital Losses	0.1		0
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	83.9		93.1
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	10,210		9,438
Fixed maturities, Gross Unrealized Capital Gains	584.6		1,147.40
Fixed maturities, Gross Unrealized Capital Losses	225.8		11.1
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	10,568.80		10,574.30
OTTI	1.9	[2]	2	[2]
Foreign	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	5,504	[3]	5,009.70	[3]
Fixed maturities, Gross Unrealized Capital Gains	313.4	[3]	558.7	[3]
Fixed maturities, Gross Unrealized Capital Losses	107.1	[3]	16.4	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	5,710.30	[3]	5,552	[3]
OTTI	0	[2],[3]	0	[2],[3]
Foreign securities government	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	426.8	[3]	439.7	[3]
Fixed maturities, Gross Unrealized Capital Gains	27	[3]	57.4	[3]
Fixed maturities, Gross Unrealized Capital Losses	16.2	[3]	1.1	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	437.6	[3]	496	[3]
OTTI	0	[2],[3]	0	[2],[3]
Foreign securities other	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	5,077.20	[3]	4,570	[3]
Fixed maturities, Gross Unrealized Capital Gains	286.4	[3]	501.3	[3]
Fixed maturities, Gross Unrealized Capital Losses	90.9	[3]	15.3	[3]
Embedded Derivatives	0	[1],[3]	0	[1],[3]
Fixed maturities, including securities pledged, Fair Value	5,272.70	[3]	5,056	[3]
OTTI	0	[2],[3]	0	[2],[3]
Residential mortgage-backed	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	1,931		2,070.40
Fixed maturities, Gross Unrealized Capital Gains	184.4		251.5
Fixed maturities, Gross Unrealized Capital Losses	21.3		18.1
Embedded Derivatives	32.9	[1]	53.7	[1]
Fixed maturities, including securities pledged, Fair Value	2,127		2,357.50
OTTI	14.6	[2]	18	[2]
Residential mortgage-backed securities agency	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	1,628.10		1,679.50
Fixed maturities, Gross Unrealized Capital Gains	128.6		181.5
Fixed maturities, Gross Unrealized Capital Losses	12.7		3.4
Embedded Derivatives	19.3	[1]	33.7	[1]
Fixed maturities, including securities pledged, Fair Value	1,763.30		1,891.30
OTTI	0.5	[2]	0.6	[2]
Residential mortgage-backed securities non-agency	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	302.9		390.9
Fixed maturities, Gross Unrealized Capital Gains	55.8		70
Fixed maturities, Gross Unrealized Capital Losses	8.6		14.7
Embedded Derivatives	13.6	[1]	20	[1]
Fixed maturities, including securities pledged, Fair Value	363.7		466.2
OTTI	14.1	[2]	17.4	[2]
Commercial mortgage-backed	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	607.8		748.7
Fixed maturities, Gross Unrealized Capital Gains	71.4		90.6
Fixed maturities, Gross Unrealized Capital Losses	0		0.2
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	679.2		839.1
OTTI	4.4	[2]	4.4	[2]
Other asset-backed securities	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	482.9		475.7
Fixed maturities, Gross Unrealized Capital Gains	19.7		26.6
Fixed maturities, Gross Unrealized Capital Losses	3.7		6.7
Embedded Derivatives	0	[1]	0	[1]
Fixed maturities, including securities pledged, Fair Value	498.9		495.6
OTTI	3.2	[2]	3.1	[2]
Fixed maturities	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Fixed maturities, including securities pledged, Amortized Cost	19,800.80		19,210.60
Fixed maturities, Gross Unrealized Capital Gains	1,245.80		2,243.90
Fixed maturities, Gross Unrealized Capital Losses	360.4		53
Embedded Derivatives	32.9	[1]	53.7	[1]
Fixed maturities, including securities pledged, Fair Value	20,719.10		21,455.20
OTTI	24.1	[2]	27.5	[2]
Securities pledged, Amortized Cost	178		207.2
Securities pledged, Gross Unrealized Capital Gains	9.4		13
Securities pledged, Gross Unrealized Capital Losses	7		0.5
Securities pledged, Gross Unrealized Capital Losses	180.4		219.7
Total fixed maturities, less securities pledged, Amortized Cost	19,622.80		19,003.40
Total fixed maturities, less securities pledged, Gross Unrealized Capital Gains	1,236.40		2,230.90
Total fixed maturities, less securities pledged, Gross Unrealized Capital Losses	353.4		52.5
Total fixed maturities, less securities pledged, Fair Value	20,538.70		21,235.50
Equity securities, available-for-sale	'		'
Available-for-sale Securities Including Securities Pledged [Line Items]	'		'
Embedded Derivatives	0	[1]	0	[1]
Equity securities, available-for-sale	127.3		142.8
OTTI	0	[2]	0	[2]
Equity securities, cost	111.2		129.3
Available-for-sale Equity Securities, Gross Unrealized Gain Accumulated In Investments	16.1		13.6
Available-for-sale Equity Securities, Gross Unrealized Loss Accumulated In Investments	$0		$0.10
[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 Consolidated Statements of Operations.
[2]	Represents Other-than Temporary-Impairments ("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, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage-backed securities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Without single maturity date, Amortized Cost	$2,538.80	'
Without single maturity date, Fair Value	2,806.20	'
Percentage collateralized of mortgage backed securities including interest-only strip or principal-only strip	46.20%	41.80%
Other asset-backed securities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Without single maturity date, Amortized Cost	482.9	'
Without single maturity date, Fair Value	498.9	'
Fixed maturities, including securities pledged, Amortized Cost	482.9	475.7
Fixed maturities, including securities pledged, Fair Value	498.9	495.6
Fixed maturities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
One year or less, Amortized Cost	570.1	'
One year or less, Fair Value	591.4	'
After one year through five years, Amortized Cost	4,171.70	'
After one year through five years, Fair Value	4,437.90	'
After five years through ten years, Amortized Cost	6,281.10	'
After five years through ten years, Fair Value	6,462.90	'
After ten years, Amortized Cost	5,756.20	'
After ten years, Fair Value	5,921.80	'
Fixed maturities, including securities pledged, Amortized Cost	19,800.80	19,210.60
Fixed maturities, including securities pledged, Fair Value	$20,719.10	21,455.20

Investments_Composition_of_US_

Investments - Composition of US and Foreign Corporate Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Communications	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	$1,327.70	$1,154.10
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	78.9	161.4
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	40.9	0.9
Fixed maturities, including securities pledged, Fair Value	1,365.70	1,314.60
Financial	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	1,999.80	1,859.30
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	161	240.1
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	22	10.9
Fixed maturities, including securities pledged, Fair Value	2,138.80	2,088.50
Industrial and Other Companies	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	8,896.50	7,883.10
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	440	850.9
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	206.6	6.9
Fixed maturities, including securities pledged, Fair Value	9,129.90	8,727.10
Utilities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	2,628	2,715.40
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	167.1	349.8
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	37.8	7.3
Fixed maturities, including securities pledged, Fair Value	2,757.30	3,057.90
Transportation	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	435.2	396.1
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	24	46.5
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	9.4	0.4
Fixed maturities, including securities pledged, Fair Value	449.8	442.2
U.S. and Foreign Corporate Securities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
U.S. and foreign securities, Amortized Cost	15,287.20	14,008
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	871	1,648.70
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	316.7	26.4
Fixed maturities, including securities pledged, Fair Value	$15,841.50	$15,630.30

Investments_Repurchase_Agreeme

Investments - Repurchase Agreement, Securities Lending, VIEs (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Required collateral percentage of market value of loaned securities	102.00%	'
Percentage lending agent may retain, percentage of collateral	5.00%	'
Fair value of loaned securities	$159.90	$180.20
Securities received as collateral	167.1	186.1
Payables under securities loan agreement, including collateral held	307.8	353.2
Collateralized loan obligations | Not a primary beneficiary of the VIE	'	'
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]	'	'
Carrying value of VIE	1.1	1.3
Securities pledged as collateral	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Fair value of loaned securities	159.9	180.2
Payables under securities loan agreement, including collateral held	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Payables under securities loan agreement, including collateral held	$167.10	$186.10

Investments_Unrealized_Capital

Investments - Unrealized Capital Losses (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	$4,900	$1,038.40
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	277.1	13.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	479.1	39.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	56	1.7
More Than Twelve Months Below Amortized Cost, Fair Value	215.1	306.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	27.3	37.6
Total, Fair Value	5,594.20	1,383.70
Total Unrealized Capital Losses	360.4	53
Average market value of fixed maturities with unrealized capital losses aged more than twelve months	88.70%	89.10%
U.S. Treasuries	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	144.5	300
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	2.4	0.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0	0
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Fair Value	0	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0	0
Total, Fair Value	144.5	300
Total Unrealized Capital Losses	2.4	0.5
U.S. corporate, state and municipalities	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	3,116	479.8
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	183.4	6.8
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	294.7	22.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	35.6	0.9
More Than Twelve Months Below Amortized Cost, Fair Value	40.9	49.4
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	6.9	3.4
Total, Fair Value	3,451.60	551.7
Total Unrealized Capital Losses	225.9	11.1
Foreign	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	1,280.20	166.8
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	82.3	4.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	158.5	7.8
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	19.4	0.5
More Than Twelve Months Below Amortized Cost, Fair Value	39.6	87.7
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	5.4	11.2
Total, Fair Value	1,478.30	262.3
Total Unrealized Capital Losses	107.1	16.4
Residential mortgage-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	299.3	68.7
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	8.8	1.6
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	19.7	7.2
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	1	0.3
More Than Twelve Months Below Amortized Cost, Fair Value	108.1	132.4
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	11.5	16.2
Total, Fair Value	427.1	208.3
Total Unrealized Capital Losses	21.3	18.1
Commercial mortgage-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	3.8	7.5
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0.1	1.6
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Fair Value	0	2.5
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0	0.1
Total, Fair Value	3.9	11.6
Total Unrealized Capital Losses	0	0.2
Other asset-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Fair Value	56.2	15.6
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.2	0
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	6.1	0
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Fair Value	26.5	34.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	3.5	6.7
Total, Fair Value	88.8	49.8
Total Unrealized Capital Losses	$3.70	$6.70

Investments_Unrealized_Capital1

Investments - Unrealized Capital Losses 1 (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	$277.10	$13.70
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	56	1.7
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	27.3	37.6
Total Unrealized Capital Losses	360.4	53
Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six months or less below amortized cost, Amortized Cost	5,193.10	1,110.80
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	279.3	19.3
Six months or less below amortized cost, Number of Securities	702	141
More than six months and twelve months or less below amortized cost, Amortized Cost	503.6	49.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	46.5	2.6
More than six months and twelve months or less below amortized cost, Number of Securities	84	31
More than twelve months below amortized cost, Amortized Cost	166.7	198.1
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	12.8	6.2
More than twelve months below amortized cost, Number of Securities	102	99
Total Amortized Cost	5,863.40	1,358.40
Total Unrealized Capital Losses	338.6	28.1
Total Number of Securities	888	271
Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six months or less below amortized cost, Amortized Cost	66.7	15.2
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	15.5	3.9
Six months or less below amortized cost, Number of Securities	14	10
More than six months and twelve months or less below amortized cost, Amortized Cost	1.1	1.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0.4	0.4
More than six months and twelve months or less below amortized cost, Number of Securities	2	2
More than twelve months below amortized cost, Amortized Cost	23.4	61.6
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	5.9	20.6
More than twelve months below amortized cost, Number of Securities	9	28
Total Amortized Cost	91.2	78.3
Total Unrealized Capital Losses	21.8	24.9
Total Number of Securities	25	40
U.S. Treasuries	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	2.4	0.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0	0
Total Unrealized Capital Losses	2.4	0.5
U.S. Treasuries | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	146.9	300.5
Total Unrealized Capital Losses	2.4	0.5
Total Number of Securities	3	2
U.S. Treasuries | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [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	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	183.4	6.8
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	35.6	0.9
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	6.9	3.4
Total Unrealized Capital Losses	225.9	11.1
U.S. corporate, state and municipalities | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	3,641.80	558.1
Total Unrealized Capital Losses	217.1	9.1
Total Number of Securities	478	82
U.S. corporate, state and municipalities | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	35.7	4.7
Total Unrealized Capital Losses	8.8	2
Total Number of Securities	5	2
Foreign	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	82.3	4.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	19.4	0.5
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	5.4	11.2
Total Unrealized Capital Losses	107.1	16.4
Foreign | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	1,546	242.7
Total Unrealized Capital Losses	98.5	5.7
Total Number of Securities	220	38
Foreign | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	39.4	36
Total Unrealized Capital Losses	8.6	10.7
Total Number of Securities	6	8
Residential mortgage-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	8.8	1.6
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	1	0.3
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	11.5	16.2
Total Unrealized Capital Losses	21.3	18.1
Residential mortgage-backed | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	436.8	201.2
Total Unrealized Capital Losses	18.2	10.2
Total Number of Securities	157	124
Residential mortgage-backed | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	11.6	25.2
Total Unrealized Capital Losses	3.1	7.9
Total Number of Securities	10	24
Commercial mortgage-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0	0.1
Total Unrealized Capital Losses	0	0.2
Commercial mortgage-backed | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	3.9	11.8
Total Unrealized Capital Losses	0	0.2
Total Number of Securities	3	8
Commercial mortgage-backed | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	0	0
Total Unrealized Capital Losses	0	0
Total Number of Securities	0	0
Other asset-backed	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.2	0
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	3.5	6.7
Total Unrealized Capital Losses	3.7	6.7
Other asset-backed | Fair value decline below amortized cost less than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	88	44.1
Total Unrealized Capital Losses	2.4	2.4
Total Number of Securities	27	17
Other asset-backed | Fair value decline below amortized cost greater than 20%	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'
Total Amortized Cost	4.5	12.4
Total Unrealized Capital Losses	$1.30	$4.30
Total Number of Securities	4	6

Investments_Risk_Exposure_on_M

Investments - Risk Exposure on Mortgage Backed Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Subprime mortgage-backed securities	'	'
Concentration Risk [Line Items]	'	'
Investments, including securities pledged, fair value	$59.10	$61.20
Investments, including securities pledged, amortized cost	58.2	65.4
Investments, including securities pledged, gross unrealized losses	2.9	6.2
Percent of total fixed maturities	0.30%	0.30%
Credit exposure	100.00%	100.00%
Subprime mortgage-backed securities | Vintage Year 2007	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	7.00%	8.00%
Subprime mortgage-backed securities | Vintage Year 2006	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	7.00%	6.00%
Subprime mortgage-backed securities | Vintage Year 2005 and Prior	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	86.00%	86.00%
Subprime mortgage-backed securities | NAIC Designation	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 1	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	68.30%	67.80%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 2	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	2.70%	3.20%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 3	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	19.10%	19.60%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 4	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	9.60%	8.70%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 5	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.50%
Subprime mortgage-backed securities | NAIC Designation | NAIC Designation of 6	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.30%	0.20%
Subprime mortgage-backed securities | Acceptable Rating Organizations	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Subprime mortgage-backed securities | Acceptable Rating Organizations | AAA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.10%	3.20%
Subprime mortgage-backed securities | Acceptable Rating Organizations | AA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	2.60%	0.00%
Subprime mortgage-backed securities | Acceptable Rating Organizations | A Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	13.00%	16.20%
Subprime mortgage-backed securities | Acceptable Rating Organizations | BBB Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	20.80%	21.50%
Subprime mortgage-backed securities | Acceptable Rating Organizations | BB and Below Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	63.50%	59.10%
Alt-A residential mortgage-backed securities	'	'
Concentration Risk [Line Items]	'	'
Investments, including securities pledged, fair value	89.5	106
Investments, including securities pledged, amortized cost	73.9	89.5
Investments, including securities pledged, gross unrealized losses	4.2	9.5
Percent of total fixed maturities	0.40%	0.50%
Credit exposure	100.00%	100.00%
Alt-A residential mortgage-backed securities | Vintage Year 2007	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	14.30%	13.80%
Alt-A residential mortgage-backed securities | Vintage Year 2006	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	29.80%	29.30%
Alt-A residential mortgage-backed securities | Vintage Year 2005 and Prior	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	55.90%	56.90%
Alt-A residential mortgage-backed securities | NAIC Designation	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 1	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	43.20%	33.40%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 2	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	12.80%	12.40%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 3	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	30.60%	21.00%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 4	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	11.40%	30.30%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 5	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	2.00%	2.30%
Alt-A residential mortgage-backed securities | NAIC Designation | NAIC Designation of 6	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.60%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations | AAA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.10%	0.20%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations | AA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	1.40%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations | A Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	2.90%	3.40%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations | BBB Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	3.50%	5.60%
Alt-A residential mortgage-backed securities | Acceptable Rating Organizations | BB and Below Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	93.50%	89.40%
Commercial mortgage-backed securities	'	'
Concentration Risk [Line Items]	'	'
Investments, including securities pledged, fair value	679.2	839.1
Investments, including securities pledged, amortized cost	607.8	748.7
Investments, including securities pledged, gross unrealized losses	0	0.2
Credit exposure	100.00%	100.00%
Commercial mortgage-backed securities | Vintage Year 2007	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	30.50%	28.70%
Commercial mortgage-backed securities | Vintage Year 2006	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	24.40%	20.40%
Commercial mortgage-backed securities | Vintage Year 2005 and Prior	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	45.10%	50.90%
Commercial mortgage-backed securities | NAIC Designation	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 1	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	99.40%	99.90%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 2	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 3	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.60%	0.10%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 4	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 5	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Commercial mortgage-backed securities | NAIC Designation | NAIC Designation of 6	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Commercial mortgage-backed securities | Acceptable Rating Organizations	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Commercial mortgage-backed securities | Acceptable Rating Organizations | AAA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	48.60%	54.10%
Commercial mortgage-backed securities | Acceptable Rating Organizations | AA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	14.60%	17.10%
Commercial mortgage-backed securities | Acceptable Rating Organizations | A Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	8.00%	8.40%
Commercial mortgage-backed securities | Acceptable Rating Organizations | BBB Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	7.10%	5.30%
Commercial mortgage-backed securities | Acceptable Rating Organizations | BB and Below Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	21.70%	15.10%
Other asset-backed securities	'	'
Concentration Risk [Line Items]	'	'
Investments, including securities pledged, fair value	498.9	495.6
Investments, including securities pledged, amortized cost	482.9	475.7
Investments, including securities pledged, gross unrealized losses	3.7	6.7
Investments, including securities pledged, excluding subprime exposure, fair value	441	435.6
Investments, including securities pledged, excluding subprime exposure, amortized cost	425.9	411.7
Investments, including securities pledged, excluding subprime exposure, gross unrealized losses	$0.80	$0.60
Credit exposure	100.00%	100.00%
Other asset-backed securities | Vintage Year 2013	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	9.00%	'
Other asset-backed securities | Vintage Year 2012	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	21.00%	21.40%
Other asset-backed securities | Vintage Year 2011	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	11.70%	12.20%
Other asset-backed securities | Vintage Year 2010	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	5.00%	5.70%
Other asset-backed securities | Vintage Year 2009	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.30%	0.30%
Other asset-backed securities | Vintage Year 2008	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	8.10%	9.50%
Other asset-backed securities | Vintage Year 2007	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	'	22.90%
Other asset-backed securities | Vintage Year 2007 and prior	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	44.90%	'
Other asset-backed securities | Vintage Year 2006 and prior	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	'	28.00%
Other asset-backed securities | NAIC Designation	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Other asset-backed securities | NAIC Designation | NAIC Designation of 1	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	99.40%	98.30%
Other asset-backed securities | NAIC Designation | NAIC Designation of 2	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.50%	1.60%
Other asset-backed securities | NAIC Designation | NAIC Designation of 3	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.10%	0.10%
Other asset-backed securities | NAIC Designation | NAIC Designation of 4	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Other asset-backed securities | NAIC Designation | NAIC Designation of 5	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Other asset-backed securities | NAIC Designation | NAIC Designation of 6	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.00%	0.00%
Other asset-backed securities | Acceptable Rating Organizations	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	100.00%	100.00%
Other asset-backed securities | Acceptable Rating Organizations | AAA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	90.50%	88.40%
Other asset-backed securities | Acceptable Rating Organizations | AA Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	2.70%	1.90%
Other asset-backed securities | Acceptable Rating Organizations | A Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	6.20%	8.00%
Other asset-backed securities | Acceptable Rating Organizations | BBB Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.50%	1.60%
Other asset-backed securities | Acceptable Rating Organizations | BB and Below Rating	'	'
Concentration Risk [Line Items]	'	'
Credit exposure	0.10%	0.10%
Credit Card Receivables	'	'
Concentration Risk [Line Items]	'	'
Percent of total fixed maturities	44.80%	47.00%
Nonconsolidated Collateralized Loan Obligations	'	'
Concentration Risk [Line Items]	'	'
Percent of total fixed maturities	3.80%	5.60%
Automobile Receivables	'	'
Concentration Risk [Line Items]	'	'
Percent of total fixed maturities	34.70%	26.90%

Investments_Troubled_Debt_Rest

Investments - Troubled Debt Restructuring (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013
In Millions, unless otherwise specified			Cross collateralized, cross defaulted	Commercial mortgage loans	Commercial mortgage loans
			loan		loan
Financing Receivable, Modifications [Line Items]	'	'	'	'	'
Number of troubled debt restructuring contracts	'	'	20	'	20
Troubled debt restructurings pre-modification carrying value	'	'	'	'	$39.40
Troubled debt restructurings post-modification carrying value	'	'	'	'	39.4
Amount of principal repaid on troubled debt restructurings	'	'	'	1.9	'
Troubled debt restructured loans	$37.50	$0	'	'	'

Investments_Mortgage_Loans_Det

Investments - Mortgage Loans (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]	'	'
Maximum loan to value ratio generally allowed	75.00%	'
Commercial mortgage loans	$3,284.20	$2,874
Collective valuation allowance	-1.4	-1.3
Total net commercial mortgage loans	3,282.80	2,872.70
Impairments on mortgage loans	$0	'

Investments_Allowance_for_Loan

Investments - Allowance for Loan Losses (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]	'	'
Collective valuation allowance for losses, beginning of period	$1.30	$1.30
Addition to/(release of) allowance for losses	0.1	0
Collective valuation allowance for losses, end of period	$1.40	$1.30

Investments_Impaired_Loans_Det

Investments - Impaired Loans (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]	'	'	'	'	'
Impaired loans with allowances for losses	$0	'	$0	'	$0
Impaired loans without valuation allowances	42.9	'	42.9	'	5.6
Subtotal	42.9	'	42.9	'	5.6
Less: Allowances for losses on impaired loans	0	'	0	'	0
Impaired loans, net	42.9	'	42.9	'	5.6
Unpaid principal balance of impaired loans	44.4	'	44.4	'	7.1
Impaired loans, average investment during the period (amortized cost)	24.2	5.7	24.3	5.8	'
Interest income recognized on impaired loans, on an accrual basis	0.5	0.1	0.7	0.3	'
Interest income recognized on impaired loans, on a cash basis	0.5	0.1	0.7	0.3	'
Interest income recognized on restructured loans, on an accrual basis	$0.40	$0	$0.40	$0	'

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, 2013		Dec. 31, 2012
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Benchmark loan to value ratio, greater than indicates unpaid loan amount exceeds underlying collateral	100.00%		'
Total commercial mortgage loans	$3,284.20	[1]	$2,874	[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	499.4	[1]	501.3	[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	859.2	[1]	768.9	[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	1,797.20	[1]	1,491.60	[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	115.4	[1]	96.4	[1]
80% and above	'		'
Schedule of Loans by Loan to Value Ratio [Line Items]	'		'
Loan to Value Ratio, minimum	80.00%		80.00%
Total commercial mortgage loans	$13	[1]	$15.80	[1]
[1]	Balances do not include allowance for mortgage loan credit 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, 2013		Dec. 31, 2012
Schedule of Loans by Debt Service Coverage Ratio [Line Items]	'		'
Benchmark debt service coverage ratio, less than indicates property's operations income is less than debt payments	100.00%		'
Total commercial mortgage loans	$3,284.20	[1]	$2,874	[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	2,392	[1]	2,114.40	[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	512.9	[1]	390.5	[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	257.1	[1]	293.1	[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	$122.20	[1]	$76	[1]
[1]	Balances do not include allowance for mortgage loan credit losses.

Investments_Loans_by_US_Region

Investments - Loans by U.S. Region (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	$3,284.20	[1]	$2,874	[1]
Loans by region percentage of total loans	100.00%	[1]	100.00%	[1]
Pacific	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	651	[1]	564.1	[1]
Loans by region percentage of total loans	19.80%	[1]	19.60%	[1]
South Atlantic	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	679.9	[1]	561	[1]
Loans by region percentage of total loans	20.70%	[1]	19.50%	[1]
Middle Atlantic	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	407.6	[1]	332.7	[1]
Loans by region percentage of total loans	12.40%	[1]	11.60%	[1]
East North Central	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	376.5	[1]	337.8	[1]
Loans by region percentage of total loans	11.50%	[1]	11.80%	[1]
West South Central	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	501.3	[1]	460.4	[1]
Loans by region percentage of total loans	15.30%	[1]	16.00%	[1]
Mountain	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	250.1	[1]	214.5	[1]
Loans by region percentage of total loans	7.60%	[1]	7.50%	[1]
New England	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	116.2	[1]	119.1	[1]
Loans by region percentage of total loans	3.50%	[1]	4.10%	[1]
West North Central	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	223.2	[1]	205.2	[1]
Loans by region percentage of total loans	6.80%	[1]	7.10%	[1]
East South Central	'		'
Open Option Contracts Written [Line Items]	'		'
Total commercial mortgage loans	$78.40	[1]	$79.20	[1]
Loans by region percentage of total loans	2.40%	[1]	2.80%	[1]
[1]	Balances do not include allowance for mortgage loan credit losses.

Investments_Loans_by_Property_

Investments - Loans by Property Type (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	$3,284.20	[1]	$2,874	[1]
Loans by property type percentage of total loans	100.00%	[1]	100.00%	[1]
Industrial	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	1,028.60	[1]	1,035.20	[1]
Loans by property type percentage of total loans	31.30%	[1]	36.00%	[1]
Retail	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	1,041.20	[1]	824	[1]
Loans by property type percentage of total loans	31.60%	[1]	28.70%	[1]
Office	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	448.9	[1]	427	[1]
Loans by property type percentage of total loans	13.70%	[1]	14.80%	[1]
Apartments	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	372.8	[1]	298.7	[1]
Loans by property type percentage of total loans	11.40%	[1]	10.40%	[1]
Hotel/Motel	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	139.7	[1]	92.1	[1]
Loans by property type percentage of total loans	4.30%	[1]	3.20%	[1]
Mixed Use	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	70.2	[1]	34.2	[1]
Loans by property type percentage of total loans	2.10%	[1]	1.20%	[1]
Other	'		'
Investment Holdings [Line Items]	'		'
Total commercial mortgage loans	$182.80	[1]	$162.80	[1]
Loans by property type percentage of total loans	5.60%	[1]	5.70%	[1]
[1]	Balances do not include allowance for mortgage loan credit losses.

Investments_Mortgages_by_Year_

Investments - Mortgages by Year of Origination (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Investment [Line Items]	'		'
Total commercial mortgage loans	$3,284.20	[1]	$2,874	[1]
Year of Origination 2013	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	582.2	[1]	0	[1]
Year of Origination 2012	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	916.7	[1]	939	[1]
Year of Origination 2011	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	811.9	[1]	836.9	[1]
Year of Origination 2010	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	121.7	[1]	124	[1]
Year of Origination 2009	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	68.7	[1]	73	[1]
Year of Origination 2008	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	94.7	[1]	119	[1]
Year of Origination 2007 and Prior	'		'
Investment [Line Items]	'		'
Total commercial mortgage loans	$688.30	[1]	$782.10	[1]
[1]	Balances do not include allowance for mortgage loan credit losses.

Investments_OTTI_Details

Investments - OTTI (Details) (USD $)

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

securities

securities

securities

securities

U.S. corporate

U.S. corporate

U.S. corporate

U.S. corporate

Foreign

Foreign

Foreign

Foreign

Residential mortgage-backed

Residential mortgage-backed

Residential mortgage-backed

Residential mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Other asset-backed securities

Other asset-backed securities

Other asset-backed securities

Other asset-backed securities

Equity securities

Equity securities

Equity securities

Equity securities

Fixed maturities

Fixed maturities

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Intent related impairment

Credit related impairment

Credit related impairment

Credit related impairment

Credit related impairment

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

U.S. corporate

U.S. corporate

U.S. corporate

U.S. corporate

Foreign

Foreign

Foreign

Foreign

Residential mortgage-backed

Residential mortgage-backed

Residential mortgage-backed

Residential mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Commercial mortgage-backed

Other asset-backed securities

Other asset-backed securities

Other asset-backed securities

Other asset-backed securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

securities

Available-for-sale Securities Including Securities Pledged [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Impairment

$800,000

$4,600,000

$2,700,000

$7,600,000

$0

$1,300,000

$0

$1,500,000

$0

[1]

$0

[1]

$0

[1]

$800,000

[1]

$400,000

$2,900,000

$2,200,000

$4,500,000

$100,000

$0

$200,000

$0

$200,000

$400,000

$200,000

$800,000

$100,000

$0

$100,000

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

No. of Securities

17

27

37

39

0

1

0

2

0

[1]

0

[1]

0

[1]

3

[1]

14

23

32

30

1

0

3

0

1

3

1

4

1

0

1

0

'

'

3

0

5

5

0

0

0

1

0

[1]

0

[1]

0

[1]

3

[1]

2

0

2

0

1

0

3

0

0

0

0

1

'

'

'

'

Write-downs related to credit impairments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

700,000

4,600,000

2,500,000

6,500,000

Write-down related to intent impairments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100,000

0

200,000

1,100,000

0

0

0

200,000

0

[1]

0

[1]

0

[1]

800,000

[1]

0

0

0

0

100,000

0

200,000

0

0

0

0

100,000

'

'

'

'

Fair value of fixed maturies with OTTI

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,800,000,000

$1,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Primarily U.S. dollar denominated.

Investments_OTTI_OCI_Details

Investments - OTTI OCI (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other than Temporary Impairment, Recognized in Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Balance, beginning	$20.20	$20	$20	$19.50
Additional Credit Impairments [Abstract]	'	'	'	'
On securities not previously impaired	0.3	0	1.1	0.1
On securities previously impaired	0.4	3.1	1.4	4.8
Reductions [Abstract]	'	'	'	'
Securities intent impairments	0	0	0	0
Securities sold, matured, prepaid, or paid down	-1.1	-2.5	-2.7	-3.8
Balance, ending	$19.80	$20.60	$19.80	$20.60

Investments_Net_Investment_Inc

Investments - Net Investment Income (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	$340,200,000	$355,700,000	$1,055,700,000	$1,042,600,000	'
Less: investment expense	12,000,000	11,000,000	36,400,000	34,000,000	'
Net investment income	328,200,000	344,700,000	1,019,300,000	1,008,600,000	'
Fixed maturities	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	292,200,000	308,200,000	900,500,000	916,200,000	'
Investments in fixed maturities not producing income	0	'	0	'	0
Equity securities, available-for-sale	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	1,700,000	2,600,000	1,600,000	6,700,000	'
Mortgage loans on real estate	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	39,000,000	35,000,000	116,500,000	106,100,000	'
Policy loans	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	3,200,000	3,300,000	9,600,000	9,900,000	'
Short-term investments and cash equivalents	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	200,000	300,000	700,000	800,000	'
Other	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Gross investment income	$3,900,000	$6,300,000	$26,800,000	$2,900,000	'

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, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	($28.10)	($25.70)	($138.10)	$100.40
After-tax net realized capital gains (losses), after tax	-46.9	-6.7	-120.3	65.3
Proceeds from sale of investments	'	'	'	'
Proceeds on sales	'	'	1,206.30	2,261.40
Gross gains	'	'	10.6	77.4
Gross losses	'	'	16.4	10.9
Derivatives	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-10.1	-12.7	-71.9	13.5
Fixed maturities	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-3.6	-4.1	-20.8	-4.3
Product guarantees	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	17.9	21.3	94.4	110.8
Other investments	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	0.1	0.2	-0.1	-0.2
Fixed maturities, available-for-sale, including securities pledged	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-6.5	1.5	-8.7	58.8
Fixed maturities, at fair value using the fair value option	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	-26	-31.7	-131.1	-78
Equity securities, available-for-sale	'	'	'	'
Available-for-sale Securities Including Securities Pledged [Line Items]	'	'	'	'
Realized capital gains (losses)	$0.10	($0.20)	$0.10	($0.20)

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Notional and Fair Values (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	$443.60		$566.40
Derivatives liabilities	182		469.2
Fixed maturities	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	32.9		53.7
Derivatives liabilities	0		0
Fixed indexed annuities (FIA)	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0		0
Derivatives liabilities	33.7		122.4
Reinsurance Agreements	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0		0
Derivatives liabilities	-51.1		0
Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	17,006.40		19,131.10
Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	225.4		161.6
Equity contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	0		0
Credit contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	384		347.5
Designated as Hedging Instrument | Cash flow hedges | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	812.5	[1]	1,000	[1]
Designated as Hedging Instrument | Cash flow hedges | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	42	[1]	0	[1]
Not Designated as Hedging Instrument | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	16,630.40	[1],[2]	18,131.10	[1],[2]
Not Designated as Hedging Instrument | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	183.4	[1]	161.6	[1]
Not Designated as Hedging Instrument | Equity contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	11.5	[1]	14.5	[1]
Not Designated as Hedging Instrument | Credit contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	384	[1]	347.5	[1]
Not Designated as Hedging Instrument | Interest rate caps	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivatives, Notional Amount	6,500		4,500
Derivative assets	66		17.7
Derivatives liabilities	8.6		0.6
Derivatives | Designated as Hedging Instrument | Cash flow hedges | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	108.7	[1]	215.4	[1]
Derivatives liabilities	0	[1]	0	[1]
Derivatives | Designated as Hedging Instrument | Cash flow hedges | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0.6	[1]	0	[1]
Derivatives liabilities	0.1	[1]	0	[1]
Derivatives | Not Designated as Hedging Instrument | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	291.5	[1],[2]	292.9	[1],[2]
Derivatives liabilities	185.3	[1],[2]	328.5	[1],[2]
Derivatives | Not Designated as Hedging Instrument | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	3.7	[1]	0.4	[1]
Derivatives liabilities	14.9	[1]	18.3	[1]
Derivatives | Not Designated as Hedging Instrument | Equity contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0	[1]	0.4	[1]
Derivatives liabilities	0.1	[1]	0	[1]
Derivatives | Not Designated as Hedging Instrument | Credit contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	6.2	[1]	3.6	[1]
Derivatives liabilities	0	[1]	0	[1]
Derivatives | Not Designated as Hedging Instrument | Managed custody guarantees	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0	[1]	0	[1]
Derivatives liabilities	($1)	[1]	$0	[1]
[1]	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Consolidated Balance Sheets at fair value.
[2]	As of SeptemberB 30, 2013, includes a notional amount, asset fair value and liability fair value for interest rate caps of $6.5 billion, $66.0 and $8.6 respectively. As of DecemberB 31, 2012, includes a notional amount, asset fair value and liability fair value for interest rate caps of $4.5 billion, $17.7 and $0.6, respectively.

Derivative_Financial_Instrumen3

Derivative Financial Instruments - Offsetting Assets and Liabilities (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets and liabilities [Line Items]	'		'
Asset Fair Value	$397.10		$512.30
Liability Fair Value	200.3		346.8
Counterparty netting, Assets	-187.9	[1]	-291.4	[1]
Counterparty netting, Liabilities	-187.9	[1]	-291.4	[1]
Cash collateral netting, Assets	-131.4	[2]	-167.1	[2]
Cash collateral netting, Liabilities	0	[2]	0	[2]
Securities collateral netting, Assets	-19.2	[2]	-3.1	[2]
Securities collateral netting, Liabilities	-7.4	[2]	-35.8	[2]
Net receivables	58.6		50.7
Net payables	5		19.6
Credit contracts	'		'
Offsetting Assets and liabilities [Line Items]	'		'
Notional Amount	384		347.5
Asset Fair Value	6.2		3.6
Liability Fair Value	0		0
Equity contract	'		'
Offsetting Assets and liabilities [Line Items]	'		'
Notional Amount	0		0
Asset Fair Value	0		0
Liability Fair Value	0		0
Foreign exchange contracts	'		'
Offsetting Assets and liabilities [Line Items]	'		'
Notional Amount	225.4		161.6
Asset Fair Value	4.3		0.4
Liability Fair Value	15		18.3
Interest rate contracts	'		'
Offsetting Assets and liabilities [Line Items]	'		'
Notional Amount	17,006.40		19,131.10
Asset Fair Value	386.6		508.3
Liability Fair Value	$185.30		$328.50
[1]	Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements.
[2]	Represents the netting of collateral received and posted on a counterparty basis under credit support agreements.

Derivative_Financial_Instrumen4

Derivative Financial Instruments - Net Realized Gains (Losses) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	$9.50		$4.50		$52.80		$120
Other Net Realized Capital Gains (Losses) | Within fixed maturity investments	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	-3.6	[1]	-4.1	[1]	-20.8	[1]	-4.3	[1]
Other Net Realized Capital Gains (Losses) | Fixed indexed annuities (FIA)	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	16.9	[1]	21.3	[1]	93.3	[1]	109.7	[1]
Other Net Realized Capital Gains (Losses) | Designated as Hedging Instrument | Cash flow hedges | Interest rate contracts	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	0	[2]	0	[2]	0.1	[2]	0	[2]
Other Net Realized Capital Gains (Losses) | Designated as Hedging Instrument | Cash flow hedges | Foreign exchange contracts	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	0	[2],[3]	0	[2],[3]	0	[2],[3]	0	[2],[3]
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Interest rate contracts	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	-8.5	[1]	-5.3	[1]	-86.4	[1]	0.7	[1]
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Foreign exchange contracts	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	-4.1	[1]	-11.7	[1]	7.9	[1]	1.2	[1]
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Equity contract	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	0.7	[1]	0.7	[1]	2.4	[1]	1.8	[1]
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Credit contracts	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	1.8	[1]	3.6	[1]	4.1	[1]	9.8	[1]
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Managed custody guarantees	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	1	[1]	0	[1]	1.1	[1]	1.1	[1]
Interest Credited and Other Benefits to Contract Owners | Reinsurance Agreements	'		'		'		'
Derivatives, Fair Value [Line Items]	'		'		'		'
Net realized gains (losses) on derivatives	$5.30	[4]	$0	[4]	$51.10	[4]	$0	[4]
[1]	Changes in value are included in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations.
[2]	Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. Changes in fair value upon disposal for effective cash flow hedges are amortized through Net investment income and the ineffective portion is recorded in the Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations. For the three and nine months ended SeptemberB 30, 2013 and 2012, ineffective amounts were immaterial.
[3]	Amounts are less than $0.1.
[4]	Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Condensed Consolidated Statements of Operations.

Derivative_Financial_Instrumen5

Derivative Financial Instruments - Credit Default Swaps (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Derivatives, Fair Value [Line Items]	'		'
Securities pledged as collateral	$180.40		$219.70
Asset Fair Value	443.6		566.4
Liability Fair Value	182		469.2
Payables under securities loan agreement, including collateral held	'		'
Derivatives, Fair Value [Line Items]	'		'
Cash collateral held for securities loan agreement	120.9		167
Credit contracts | Not Designated as Hedging Instrument	'		'
Derivatives, Fair Value [Line Items]	'		'
Maximum potential future net exposure on sale of credit default swaps	384		329
Credit contracts | Not Designated as Hedging Instrument | Derivatives	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset Fair Value	6.2	[1]	3.6	[1]
Liability Fair Value	0	[1]	0	[1]
Maturity period of derivative	'5 years		'
Fixed maturities	'		'
Derivatives, Fair Value [Line Items]	'		'
Securities pledged as collateral	20.5		39.5
Over the Counter [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Securities pledged as collateral	$13.90		'
[1]	Open derivative contracts are reported as Derivatives assets or liabilities on the Condensed Consolidated Balance Sheets at fair value.

Fair_Value_Measurements_Fair_V

Fair Value Measurements - Fair Vaue Measurement (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'		'
Equity securities, available-for-sale	$127.30		$142.80
Derivatives	410.7		512.7
Liabilities:	'		'
Derivatives	200.4		346.8
Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	739.4		1,093.40
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	804.7		1,229.30
Assets held in separate accounts	53,274.60		47,916.50
Total assets, fair value	54,922.90		50,365.40
Liabilities:	'		'
Total liabilities, fair value	0.1		0.7
Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	19,739.20		20,140.30
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	0		0
Assets held in separate accounts	5,223.90		5,722.50
Total assets, fair value	25,360.20		26,375.10
Liabilities:	'		'
Total liabilities, fair value	149.2		346.1
Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	240.5		221.5
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	0		0
Assets held in separate accounts	6.4		16.3
Total assets, fair value	283.6		254.8
Liabilities:	'		'
Total liabilities, fair value	32.7		122.4
Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	20,719.10		21,455.20
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	804.7		1,229.30
Assets held in separate accounts	58,504.90		53,655.30
Total assets, fair value	80,566.70		76,995.30
Liabilities:	'		'
Total liabilities, fair value	182		469.2
Interest rate contracts | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Derivatives	13.6		0
Liabilities:	'		'
Derivatives	0		0.7
Interest rate contracts | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Derivatives	386.6		508.3
Liabilities:	'		'
Derivatives	185.3		327.8
Interest rate contracts | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Interest rate contracts | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Derivatives	400.2		508.3
Liabilities:	'		'
Derivatives	185.3		328.5
Foreign exchange contracts | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Foreign exchange contracts | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Derivatives	4.3		0.4
Liabilities:	'		'
Derivatives	15		18.3
Foreign exchange contracts | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Foreign exchange contracts | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Derivatives	4.3		0.4
Liabilities:	'		'
Derivatives	15		18.3
Equity contract | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Derivatives	0		0.4
Liabilities:	'		'
Derivatives	0.1		'
Equity contract | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		'
Equity contract | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		'
Equity contract | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Derivatives	0		0.4
Liabilities:	'		'
Derivatives	0.1		'
Credit contracts | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Credit contracts | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Derivatives	6.2		3.6
Liabilities:	'		'
Derivatives	0		0
Credit contracts | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Derivatives	0		0
Liabilities:	'		'
Derivatives	0		0
Credit contracts | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Derivatives	6.2		3.6
Liabilities:	'		'
Derivatives	0		0
Stabilizer and MCGs | Assets measured on recurring basis | Level 1	'		'
Liabilities:	'		'
Product guarantees	0		0
Stabilizer and MCGs | Assets measured on recurring basis | Level 2	'		'
Liabilities:	'		'
Product guarantees	0		0
Stabilizer and MCGs | Assets measured on recurring basis | Level 3	'		'
Liabilities:	'		'
Product guarantees	11		102
Stabilizer and MCGs | Assets measured on recurring basis | Total	'		'
Liabilities:	'		'
Product guarantees	11		102
FIA | Assets measured on recurring basis | Level 1	'		'
Liabilities:	'		'
Product guarantees	0		0
FIA | Assets measured on recurring basis | Level 2	'		'
Liabilities:	'		'
Product guarantees	0		0
FIA | Assets measured on recurring basis | Level 3	'		'
Liabilities:	'		'
Product guarantees	21.7		20.4
FIA | Assets measured on recurring basis | Total	'		'
Liabilities:	'		'
Product guarantees	21.7		20.4
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 1	'		'
Liabilities:	'		'
Product guarantees	0		0
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 2	'		'
Liabilities:	'		'
Product guarantees	-51.1		0
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 3	'		'
Liabilities:	'		'
Product guarantees	0		0
Embedded derivative on reinsurance | Assets measured on recurring basis | Total	'		'
Liabilities:	'		'
Product guarantees	-51.1		0
Fixed maturities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	20,719.10		21,455.20
U.S. Treasuries	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	800.7		1,146.60
U.S. Treasuries | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	739.4		1,093.40
U.S. Treasuries | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	61.3		53.2
U.S. Treasuries | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
U.S. Treasuries | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	800.7		1,146.60
U.S. government agencies and authorities	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	250.3		397
U.S. government agencies and authorities | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
U.S. government agencies and authorities | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	250.3		397
U.S. government agencies and authorities | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
U.S. government agencies and authorities | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	250.3		397
U.S. corporate, state and municipalities | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
U.S. corporate, state and municipalities | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	10,513.80		10,512.80
U.S. corporate, state and municipalities | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	138.9		154.6
U.S. corporate, state and municipalities | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	10,652.70		10,667.40
Foreign	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	437.6	[1]	496	[1]
Foreign | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0	[1]	0	[1]
Foreign | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	5,689.90	[1]	5,527.40	[1]
Foreign | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	20.4	[1]	24.6	[1]
Foreign | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	5,710.30	[1]	5,552	[1]
Residential mortgage-backed	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,127		2,357.50
Residential mortgage-backed | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Residential mortgage-backed | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,070.10		2,348.40
Residential mortgage-backed | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	56.9		9.1
Residential mortgage-backed | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	2,127		2,357.50
Commercial mortgage-backed	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	679.2		839.1
Commercial mortgage-backed | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Commercial mortgage-backed | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	679.2		839.1
Commercial mortgage-backed | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Commercial mortgage-backed | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	679.2		839.1
Other asset-backed Securities | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	0		0
Other asset-backed Securities | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	474.6		462.4
Other asset-backed Securities | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	24.3		33.2
Other asset-backed Securities | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Fixed maturities, including securities pledged, Fair Value	498.9		495.6
Equity securities	'		'
Assets:	'		'
Equity securities, available-for-sale	127.3		142.8
Equity securities | Assets measured on recurring basis | Level 1	'		'
Assets:	'		'
Equity securities, available-for-sale	90.6		125.8
Equity securities | Assets measured on recurring basis | Level 2	'		'
Assets:	'		'
Equity securities, available-for-sale	0		0
Equity securities | Assets measured on recurring basis | Level 3	'		'
Assets:	'		'
Equity securities, available-for-sale	36.7		17
Equity securities | Assets measured on recurring basis | Total	'		'
Assets:	'		'
Equity securities, available-for-sale	$127.30		$142.80
[1]	Primarily U.S. dollar denominated.

Fair_Value_Measurements_Level_

Fair Value Measurements - Level 3 Financial Instruments (Details) (Assets measured on recurring basis, Level 3, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Separate Accounts	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Equity securities, available-for-sale, beginning balance	$19.90	$8.70	$16.30	$16.10
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0.3	0	0.7
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0	0	0
Purchases	0.7	0.1	8	0.1
Issuances	0	0	0	0
Sales	-0.2	-2	-10.1	-10
Settlements	0	0	0	0
Transfers in to Level 3	0	1.4	2.2	1.6
Transfers out of Level 3	-14	0	-10	0
Fair Value, Equity securities, available-for-sale, ending balance	6.4	8.5	6.4	8.5
Change in Unrealized Gains (Losses) Included in Earnings	0	0.2	0.1	0.9
Stabilizer (Investment Only) and MCG Contracts	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Fair Value, Derivatives, beginning balance	-28	-133	-102	-221
Total Realized/Unrealized Gains (Losses) Included in Net Income	18.5	21.2	95.7	112
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0	0	0
Purchases	-1.5	-1.2	-4.7	-4
Issues	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers in to Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Fair Value, Derivatives, ending balance	-11	-113	-11	-113
Change in Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Embedded Derivative Fixed Indexed Annuity [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Fair Value, Derivatives, beginning balance	-21.1	-17.6	-20.4	-16.3
Total Realized/Unrealized Gains (Losses) Included in Net Income	-0.6	0.1	-1.3	-1.2
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0	0	0
Purchases	0	0	0	0
Issues	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers in to Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Fair Value, Derivatives, ending balance	-21.7	-17.5	-21.7	-17.5
Change in Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Derivatives, net	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Fair Value, Derivatives, beginning balance	0	0	0	-12.7
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0	0	-1.7
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0	0	0
Purchases	0	0	0	0
Issues	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	14.4
Transfers in to Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Fair Value, Derivatives, ending balance	0	0	0	0
Change in Unrealized Gains (Losses) Included in Earnings	0	0	0	0
U.S. corporate, state and municipalities	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Fixed maturities, including securities pledged, beginning balance	139.9	151.6	154.6	129.1
Total Realized/Unrealized Gains (Losses) Included in Net Income	-0.1	0	-0.3	-0.2
Total Realized/Unrealized Gains (Losses) Included in OCI	-0.1	2	-1	-1.2
Purchases	0	0	0	7.2
Issuances	0	0	0	0
Sales	0	0	-6	0
Settlements	-0.8	-0.9	-3.2	-7.2
Transfers in to Level 3	0	4.1	17.6	32.7
Transfers out of Level 3	0	0	-22.8	-3.6
Fair Value, Fixed maturities, including securities pledged, ending balance	138.9	156.8	138.9	156.8
Change in Unrealized Gains (Losses) Included in Earnings	-0.1	0	-0.3	-0.2
Foreign securities government	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Fixed maturities, including securities pledged, beginning balance	18.7	19.4	24.6	51.1
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0	0	0.9
Total Realized/Unrealized Gains (Losses) Included in OCI	1	-3.6	1	-4
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	-1.9	-5.7
Settlements	-4	-2.5	-10.6	-2.5
Transfers in to Level 3	4.7	21.5	7.3	20.7
Transfers out of Level 3	0	0	0	-25.7
Fair Value, Fixed maturities, including securities pledged, ending balance	20.4	34.8	20.4	34.8
Change in Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Residential mortgage-backed	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Fixed maturities, including securities pledged, beginning balance	30.8	6	9.1	41
Total Realized/Unrealized Gains (Losses) Included in Net Income	-0.3	-0.1	-1	0.7
Total Realized/Unrealized Gains (Losses) Included in OCI	0.2	-0.5	0.1	1.3
Purchases	27	0	49.4	0
Issuances	0	0	0	0
Sales	0	0	0	-6
Settlements	0	-0.1	0	-0.1
Transfers in to Level 3	0	1.3	0	0
Transfers out of Level 3	-0.8	0	-0.7	-30.3
Fair Value, Fixed maturities, including securities pledged, ending balance	56.9	6.6	56.9	6.6
Change in Unrealized Gains (Losses) Included in Earnings	-0.3	-0.1	-1	-0.3
Other asset-backed Securities	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Fixed maturities, including securities pledged, beginning balance	24.7	30.1	33.2	27.7
Total Realized/Unrealized Gains (Losses) Included in Net Income	0.3	0.4	1.9	0.8
Total Realized/Unrealized Gains (Losses) Included in OCI	-0.2	1.3	-0.5	1.8
Purchases	0	10	0	10
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	-0.5	-0.4	-10.3	-1.6
Transfers in to Level 3	0	1.2	0	3.9
Transfers out of Level 3	0	0	0	0
Fair Value, Fixed maturities, including securities pledged, ending balance	24.3	42.6	24.3	42.6
Change in Unrealized Gains (Losses) Included in Earnings	0.3	0.4	0.7	0.8
Fixed maturities, available-for-sale, including securities pledged	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Fixed maturities, including securities pledged, beginning balance	214.1	207.1	221.5	248.9
Total Realized/Unrealized Gains (Losses) Included in Net Income	-0.1	0.3	0.6	2.2
Total Realized/Unrealized Gains (Losses) Included in OCI	0.9	-0.8	-0.4	-2.1
Purchases	27	10	49.4	17.2
Issuances	0	0	0	0
Sales	0	0	-7.9	-11.7
Settlements	-5.3	-3.9	-24.1	-11.4
Transfers in to Level 3	4.7	28.1	24.9	57.3
Transfers out of Level 3	-0.8	0	-23.5	-59.6
Fair Value, Fixed maturities, including securities pledged, ending balance	240.5	240.8	240.5	240.8
Change in Unrealized Gains (Losses) Included in Earnings	-0.1	0.3	-0.6	0.3
Equity securities	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Fair Value, Equity securities, available-for-sale, beginning balance	36.9	18.5	17	19
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	-0.2	-0.1	-0.2
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0	2.3	-0.1
Purchases	0	0	0	0.7
Issuances	0	0	0	0
Sales	0	-1.3	0	-2.4
Settlements	0	0	0	0
Transfers in to Level 3	0	0	34.5	0
Transfers out of Level 3	-0.2	0	-17	0
Fair Value, Equity securities, available-for-sale, ending balance	36.7	17	36.7	17
Change in Unrealized Gains (Losses) Included in Earnings	$0	$0	$0	$0

Fair_Value_Measurements_Signif

Fair Value Measurements - Significant Unobservable Inputs (Details)	9 Months Ended		12 Months Ended
	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Actuarial Assumptions, Lapses, threshold percentage	85.00%		85.00%
Actuarial Assumptions, Policyholder Deposits, threshold percentage	85.00%		85.00%
Fixed indexed annuities (FIA) | Investment contract | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Nonperformance risk	0.23%	[1]	0.10%	[1]
Actuarial Assumptions, Lapses	0.00%	[1],[2]	0.00%	[1],[2]
Fixed indexed annuities (FIA) | Investment contract | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Nonperformance risk	1.30%	[1]	1.30%	[1]
Actuarial Assumptions, Lapses	10.00%	[1],[2]	10.00%	[1],[2]
Stabilizer / MCG	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Percentage of Plans	100.00%		100.00%
Stabilizer / MCG | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Interest rate implied volatility	0.02%	[1]	0.01%	[1]
Nonperformance risk	0.23%	[1]	0.10%	[1]
Actuarial Assumptions, Lapses	0.00%	[1],[3]	0.00%	[1],[4]
Actuarial Assumptions, Policyholder Deposits	0.00%	[1],[3],[5]	0.00%	[1],[4],[5]
Actuarial Assumptions, Lapses under percent threshold	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	[1],[3]	0.00%
Stabilizer / MCG | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Interest rate implied volatility	8.00%	[1]	7.60%	[1]
Nonperformance risk	1.30%	[1]	1.30%	[1]
Actuarial Assumptions, Lapses	55.00%	[1],[3]	55.00%	[1],[4]
Actuarial Assumptions, Policyholder Deposits	60.00%	[1],[3],[5]	60.00%	[1],[4],[5]
Actuarial Assumptions, Lapses under percent threshold	25.00%	[1],[3]	25.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	30.00%	[1],[3]	30.00%
Stabilizer (Investment Only) and MCG Contracts	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Percentage of Plans	87.00%		87.00%
Stabilizer (Investment Only) and MCG Contracts | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Actuarial Assumptions, Lapses	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Lapses under percent threshold	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	[1],[3]	0.00%
Stabilizer (Investment Only) and MCG Contracts | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Actuarial Assumptions, Lapses	30.00%	[1],[3]	30.00%
Actuarial Assumptions, Policyholder Deposits	55.00%	[1],[3]	55.00%
Actuarial Assumptions, Lapses under percent threshold	15.00%	[1],[3]	15.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	15.00%	[1],[3]	20.00%
Stabilizer with Recordkeeping Agreements	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Percentage of Plans	13.00%		13.00%
Stabilizer with Recordkeeping Agreements | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Minimum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Actuarial Assumptions, Lapses	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Lapses under percent threshold	0.00%	[1],[3]	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	[1],[3]	0.00%
Stabilizer with Recordkeeping Agreements | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Maximum	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Actuarial Assumptions, Lapses	55.00%	[1],[3]	55.00%
Actuarial Assumptions, Policyholder Deposits	60.00%	[1],[3]	60.00%
Actuarial Assumptions, Lapses under percent threshold	25.00%	[1],[3]	25.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	30.00%	[1],[3]	30.00%
[1]	Represents the range of reasonable assumptions that management has used in its fair value calculations.
[2]	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. The Company makes dynamic adjustments to lower the lapse rates for contracts that are more "in the money."
[3]	Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:B Percentage of PlansB Overall Range of Lapse RatesB Range of Lapse Rates for 85% of PlansB Overall Range of Policyholder DepositsB Range of Policyholder Deposits for 85% of PlansStabilizer (Investment Only) and MCG Contracts87%B 0-30%B 0-15%B 0-55%B 0-15%Stabilizer with Recordkeeping Agreements13%B 0-55%B 0-25%B 0-60%B 0-30%Aggregate of all plans100%B 0-55%B 0-25%B 0-60%B 0-30%
[4]	Stabilizer contracts with recordkeeping agreements have different range of lapse and policyholder deposit assumptions from Stabilizer (Investment only) and MCG contracts as shown below:B Percentage of PlansB Overall Range of Lapse RatesB Range of Lapse Rates for 85% of PlansB Overall Range of Policyholder DepositsB Range of Policyholder Deposits for 85% of PlansStabilizer (Investment Only) and MCG Contracts87%B 0-30%B 0-15%B 0-55%B 0-20%Stabilizer with Recordkeeping Agreements13%B 0-55%B 0-25%B 0-60%B 0-30%Aggregate of all plans100%B 0-55%B 0-25%B 0-60%B 0-30%
[5]	Measured as a percentage of assets under management or assets under administration.

Fair_Value_Measurements_Other_

Fair Value Measurements - Other Financial Instruments (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Investments	$20,666		$21,378.30
Derivative assets	410.7		512.7
Derivatives liabilities	200.4		346.8
Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Limited partnerships/corporations	184.5		179.6
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	804.7		1,229.30
Derivative assets	410.7		512.7
Notes receivable from affiliates	175		175
Assets held in separate accounts	58,504.90		53,655.30
Derivatives liabilities	200.4		346.8
Long-term debt, fair value	4.9		4.9
Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Limited partnerships/corporations	184.5		179.6
Cash and cash equivalents, short-term investments and short-term investments under securirites loan agreement	804.7		1,229.30
Derivative assets	410.7		512.7
Notes receivable from affiliates	185.1		194.3
Assets held in separate accounts	58,504.90		53,655.30
Derivatives liabilities	200.4		346.8
Long-term debt, fair value	4.9		4.9
Funding agreements without fixed maturities and deferred annuities(1) | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	20,711.60	[1]	20,263.40	[1]
Funding agreements without fixed maturities and deferred annuities(1) | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	23,851.30	[1]	25,156.50	[1]
Supplementary contracts, immediate annuities and other | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	638.4		680
Supplementary contracts, immediate annuities and other | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	729.3		837.3
FIA | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	21.7		20.4
FIA | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	21.7		20.4
Stabilizer and MCGs | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	11		102
Stabilizer and MCGs | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Liabilities	11		102
Mortgage loans on real estate | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Loans	3,282.80		2,872.70
Mortgage loans on real estate | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Loans	3,295.70		2,946.90
Policy loans | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Loans	242.1		240.9
Policy loans | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Loans	242.1		240.9
Fixed maturities, available-for-sale, including securities pledged | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Investments	20,719.10		21,455.20
Fixed maturities, available-for-sale, including securities pledged | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Investments	20,719.10		21,455.20
Equity securities, available-for-sale | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Investments	127.3		142.8
Equity securities, available-for-sale | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Investments	127.3		142.8
Reinsurance Agreements | Carrying Value	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives liabilities	-51.1		0
Reinsurance Agreements | Total	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Derivatives liabilities	($51.10)		$0
[1]	Certain amounts included in Funding agreements without fixed maturities and deferred annuities are also reflected within the Annuity product guarantees section of the table above.

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, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Movement Analysis of Deferred Policy Acquisition Costs [Roll Forward]	'	'	'	'
Beginning balance	'	'	$296.50	$334.90
Deferrals of commissions and expenses	'	'	52.4	55.5
Amortization:	'	'	'	'
Amortization	'	'	-45.2	-59.6
Interest accrued	'	'	25.1	22.9
Net amortization included in the Consolidated Statements of Operations	'	'	-20.1	-36.7
Change in unrealized capital gains/losses on available-for-sale securities	'	'	136.8	-76.7
Ending balance	465.6	277	465.6	277
Movement Analysis Of Value of Business Acquired VOBA [Roll Forward]	'	'	'	'
Beginning balance	'	'	381.4	593.6
Deferrals of commissions and expenses	'	'	5.6	6
Amortization	'	'	-57.2	-128.4
Interest accrued	'	'	45.6	46.6
Net amortization included in the Condensed Consolidated Statements of Operations	'	'	-11.6	-81.8
Change in unrealized capital gains/losses on availabe-for-sale securities	'	'	310.2	-153.9
Ending balance	685.6	363.9	685.6	363.9
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]	'	'	'	'
Beginning balance	'	'	677.9	928.5
Deferrals of commissions and expenses	'	'	58	61.5
Amortization	'	'	-102.4	-188
Interest accrued	'	'	70.7	69.5
Net amortization of deferred policy acquisition costs and value of business acquired	15.2	-13.5	-31.7	-118.5
Change in unrealized capital gains/losses on availabe-for-sale securities	'	'	447	-230.6
Ending balance	$1,151.20	$640.90	$1,151.20	$640.90
Minimum	'	'	'	'
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]	'	'	'	'
Deferred Policy Acquisition Costs, Interest accrued percentage	'	'	0.00%	0.00%
Value of Business Acquired (VOBA), Interest accrued percentage	'	'	1.00%	5.00%
Maximum	'	'	'	'
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]	'	'	'	'
Deferred Policy Acquisition Costs, Interest accrued percentage	'	'	7.00%	7.00%
Value of Business Acquired (VOBA), Interest accrued percentage	'	'	7.00%	7.00%

Capital_Contributions_and_Divi1

Capital Contributions and Dividends (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Dividends Payable [Line Items]	'	'
Capital contribution from parent	'	$0
Capital contributions to parent	-174	-340
Lion	'	'
Dividends Payable [Line Items]	'	'
Extraordinary dividend paid	-174	'
Capital contributions to parent	'	($340)

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) - Components of AOCI (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012
In Millions, unless otherwise specified
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Derivatives	$148.80	'	$221
DAC/VOBA and sales inducements adjustment on available-for-sale securities	-363.1	'	-834.6
Premium deficiency reserve adjustment	-89.7	'	-117
Unrealized capital gains (losses), before tax	597.5	'	1,503
Deferred income tax asset (liability)	-118.6	'	-460.4
Unrealized capital gains (losses), after tax	478.9	'	1,042.60
Pension and other post-employment benefits liability, net of tax	10.2	'	11.6
AOCI	489.1	1,023	1,054.20
Fixed maturities	'	'	'
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Fixed maturities, net of OTTI	885.4	'	2,221.30
Equity securities	'	'	'
Components Of Accumulated Other Comprehensive Income Loss [Line Items]	'	'	'
Equity securities, available-for-sale	$16.10	'	$12.30

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Loss) - Changes in AOCI, including Reclassification Adjustments (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Available-for-sale securities, Before-Tax Amount:	'	'	'		'
Net unrealized gains/losses on Other	'	'	$0	[1]	$0	[1]
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	'	'	8.4		58.6
DAC/VOBA and sales inducements	'	'	447.5	[2]	-231	[2]
Premium deficiency reserve adjustment	'	'	62.9		-52.2
Net realized gains/losses on available-for-sale securities	'	'	-792.5		418.7
Available-for-sale securities, Income Tax:	'	'	'		'
Net unrealized gains/losses on Other	'	'	0	[1]	0	[1]
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	'	'	-2.9		-19.9
DAC/VOBA and sales inducements	'	'	-156.6		85.5
Premium deficiency reserve adjustment	'	'	-22		17.7
Net realized gains/losses on available-for-sale securities	'	'	302.9		-142.1
Available-for-sale securities, After-Tax Amount:	'	'	'		'
Net unrealized gains/losses on Other	'	'	0	[1]	0	[1]
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	'	'	5.5		38.7
DAC/VOBA and sales inducements	'	'	290.9		-145.5
Premium deficiency reserve adjustment	'	'	40.9		-34.5
Net realized gains/losses on available-for-sale securities	'	'	-489.6		276.6
Derivatives, Before-Tax Amount:	'	'	'		'
Net unrealized capital gains/losses arising during the period, Before-Tax Amount	'	'	-68	[3]	47.3	[3]
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	'	'	1.6		0
Net unrealized gains/losses on derivatives	'	'	-66.4		47.3
Derivatives, Income Tax:	'	'	'		'
Net unrealized capital gains/losses arising during the period, Income Tax	'	'	23.8		-16.1
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	'	'	-0.6		0
Net unrealized gains/losses on derivatives	'	'	23.2		-16.1
Derivatives, After-Tax Amount:	'	'	'		'
Net unrealized capital gains/losses arising during the period, After-Tax Amount	'	'	-44.2		31.2
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	'	'	1		0
Net unrealized gains/losses on derivatives	'	'	-43.2		31.2
OTTI:	'	'	'		'
Other-than-temporary impairments	2	7	3.4		10.6
Change in OTTI, Income Tax	'	'	-1.2		-3.7
Change in OTTI, After-Tax Amount	'	'	2.2		6.9
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	'	'	-1.7	[4]	-1.7	[4]
Net pension and other post-employment benefit liability	-0.7	-0.6	-1.7		-1.7
Other comprehensive income (loss), before tax	-51.6	260.3	-860.6		464.3
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	'	'	0.6		0.6
Net pension and other post-employment benefit liability	'	'	0.6		0.6
Other comprehensive income (loss)	-45.7	98.2	-326.7		157.6
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	'	'	-1.1		-1.1
Net pension and other post-employment benefit liability	'	'	1.1		1.1
Other comprehensive income (loss), after tax	-5.9	162.1	-533.9		306.7
Fixed maturities	'	'	'		'
Available-for-sale securities, Before-Tax Amount:	'	'	'		'
Net unrealized gains/losses on securities	'	'	-1,317.30		633.5
Available-for-sale securities, Income Tax:	'	'	'		'
Net unrealized gains/losses on securities	'	'	486.5	[5]	-222
Available-for-sale securities, After-Tax Amount:	'	'	'		'
Net unrealized gains/losses on securities	'	'	-830.8		411.5
Fixed maturities | Deferred Tax Asset Valuation Allowance	'	'	'		'
Available-for-sale securities, Income Tax:	'	'	'		'
Net unrealized gains/losses on securities	'	'	-30.5		'
Equity securities	'	'	'		'
Available-for-sale securities, Before-Tax Amount:	'	'	'		'
Net unrealized gains/losses on securities	'	'	2.6		-0.8
Available-for-sale securities, Income Tax:	'	'	'		'
Net unrealized gains/losses on securities	'	'	-0.9		0.3
Available-for-sale securities, After-Tax Amount:	'	'	'		'
Net unrealized gains/losses on securities	'	'	$1.70		($0.50)
[1]	Less than $0.1.
[2]	See Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Condensed Consolidated Financial Statements for additional information.
[3]	See Derivative Financial Instruments Note to these Condensed Consolidated Financial Statements for additional information.
[4]	Amount reported in Net periodic pension cost which is reported in Operating expenses.See Benefit Plans Note in the Company's 2012 Annual Report on Form 10-K for additional information.
[5]	Amount includes $30.5 valuation allowance. See Income Taxes Note to these Condensed Consolidated 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, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'	'	'
Income (loss) before income taxes	$133.30	$126.70	$353	$403.40	'
Tax rate	35.00%	35.00%	35.00%	35.00%	'
Income tax expense (benefit) at federal statutory rate	46.7	44.3	123.6	141.2	'
Dividends received deduction	-9	-1.2	-20.6	-13.3	'
Valuation allowance	28.6	-10	30.5	0	'
IRS audit adjustment	0	0	-0.3	-0.3	'
Other	-0.6	0.3	0.2	0.6	'
Income tax expense (benefit)	65.7	33.4	133.4	128.2	'
Increase (decrease) in valuation allowance	0	0	0	0	'
Tax valuation allowance allocated to Net income (loss)	'	'	'	'	'
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'	'	'
Valuation allowance, deferred tax assets	93.3	'	93.3	'	62.8
Increase (decrease) in valuation allowance	28.6	-10	30.5	0	'
Tax valuation allowance allocated to Other comprehensive income	'	'	'	'	'
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'	'	'
Valuation allowance, deferred tax assets	-82.2	'	-82.2	'	-51.7
Increase (decrease) in valuation allowance	-28.6	10	-30.5	0	'
Operating loss carryforwards | Foreign tax credits	'	'	'	'	'
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'	'	'
Valuation allowance, deferred tax assets	$11.10	'	$11.10	'	$11.10

Financing_Agreements_Details

Financing Agreements (Details) (ING U.S. Inc., Reciprocal Loan Agreement, USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
ING U.S. Inc. | Reciprocal Loan Agreement	'	'	'	'	'
Short-term Debt [Line Items]	'	'	'	'	'
Maximum percentage allowed to be borrowed by each party under reciprocal loan agreement	3.00%	'	3.00%	'	'
Interest expense	$0	$0	$0	$0	'
Interest income	0	0	0	500,000	'
Receivable/payable due from/to related party	$0	'	$0	'	$0

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	Sep. 30, 2013	Sep. 26, 2012	Feb. 22, 2011	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified		Healthcare Strategies, Inc., Plan [Member]	Healthcare Strategies, Inc., Plan [Member]	Investment purchase commitment	Investment purchase commitment
		plantiff	plantiff
Loss Contingencies [Line Items]	'	'	'	'	'
Off-balance sheet commitment to purchase investments	'	'	'	$397.70	$314.90
Possible losses in excess of amounts accrued	$30	'	'	'	'
Sponsors of retirement plan alleging violation	'	'	2	'	'
Number of plantiffs	'	15,000	'	'	'

Commitments_and_Contingencies_2

Commitments and Contingencies (Restricted Assets) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Loss Contingencies [Line Items]	'		'
Other fixed maturities-state deposits	$13.10		$13.40
Securities pledged	180.4	[1]	219.7	[1]
Total restricted assets	193.5		233.1
Fair value of loaned securities	159.9		180.2
Securities pledged as collateral	180.4		219.7
Fixed maturities	'		'
Loss Contingencies [Line Items]	'		'
Securities pledged as collateral	$20.50		$39.50
[1]	Includes the fair value of loaned securities of $159.9 and $180.2 as of SeptemberB 30, 2013 and DecemberB 31, 2012, respectively, which is included in Securities pledged on the Condensed Consolidated Balance Sheets. In addition, as of SeptemberB 30, 2013 and DecemberB 31, 2012, the Company delivered securities as collateral of $20.5 and $39.5, respectively, which was included in Securities pledged on the Condensed Consolidated Balance Sheets.