Voya Retirement Insurance & Annuity 10-K 27 Mar 15 2014 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2014	Mar. 23, 2015	Jun. 30, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	VOYA RETIREMENT INSURANCE & ANNUITY CO
Entity Central Index Key	837010
Current Fiscal Year End Date	-19
Entity Filer Category	Non-accelerated Filer
Document Type	10-K
Document Period End Date	31-Dec-14
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Amendment Flag	FALSE
Entity Common Stock, Shares Outstanding		55,000
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Public Float			$0

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $19,085.0 as of 2014 and $19,096.7 as of 2013)	$20,655.60	$19,944.40
Fixed maturities, at fair value using the fair value option	725.7	621.3
Equity securities, available-for-sale, at fair value (cost of $107.4 as of 2014 and $119.4 as of 2013)	121.9	134.9
Short-term investments	241.5	15
Mortgage loans on real estate, net of valuation allowance of $1.1 as of 2014 and $1.2 as of 2013	3,513	3,396.10
Policy loans	239.1	242
Limited partnerships/corporations	248.4	180.9
Derivatives	562	464.4
Securities pledged (amortized cost of $224.4 as of 2014 and $137.9 as of 2013)	235.3	140.1
Total investments	26,542.50	25,139.10
Cash and cash equivalents	481.2	378.9
Short-term investments under securities loan agreement, including collateral delivered	325.4	135.8
Accrued investment income	285.2	285
Reinsurance recoverable	1,929.50	2,016.60
Deferred policy acquisition costs, Value of business acquired, and Sale inducements to contract owners	939.1	1,189.70
Notes receivable from affiliate	175	175
Current income tax recoverable	10.1	0
Due from affiliates	60.6	62.9
Property and equipment	74.8	78.4
Other assets	170	114
Assets held in separate accounts	62,808.10	60,104.90
Total assets	93,801.50	89,680.30
Liabilities and Shareholder's Equity
Future policy benefits and contract owner balances	25,129.90	24,589.60
Payable for securities purchased	12.1	13.7
Payables under securities loan agreement, including collateral held	617.1	264.4
Long-term debt	4.9	4.9
Due to affiliates	111.1	121.6
Derivatives	217	216.6
Current income tax payable to Parent	0	74.1
Deferred income taxes	367.5	190.1
Other liabilities	572	347
Liabilities related to separate accounts	62,808.10	60,104.90
Total liabilities	89,839.70	85,926.90
Shareholder's equity:
Common stock (100,000 shares authorized, 55,000 issued and outstanding as of 2014 and 2013; $50 par value per share)	2.8	2.8
Additional paid-in capital	3,583.90	3,953.30
Accumulated other comprehensive income	841.5	495.4
Retained earnings (deficit)	-466.4	-698.1
Total shareholder's equity	3,961.80	3,753.40
Total liabilities and shareholder's equity	$93,801.50	$89,680.30

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets Parenthetical (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Statement of Financial Position [Abstract]
Fixed maturities, amortized cost	$19,085	$19,096.70
Equity securities, cost	107.4	119.4
Mortgage loans on real estate valuation allowance	1.1	1.2
Securities pledged, amortized costs	$224.40	$137.90
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

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Revenues:
Net investment income	$1,389.40	$1,367	$1,348.80
Fee income	784.1	744.3	648.8
Net premiums	88.8	37.3	36
Broker-dealer commission revenue	244.9	242.1	225.5
Net realized capital gains (losses):
Total other-than-temporary impairments	-7.1	-9.4	-14.1
Less: Portion of other-than-temporary impairment losses recognized in Other comprehensive income (loss)	0	-3.5	-3.2
Net other-than-temporary impairments recognized in earnings	-7.1	-5.9	-10.9
Other net realized capital gains (losses)	-132.5	-136.3	70.2
Total net realized capital gains (losses)	-139.6	-142.2	59.3
Other revenue	4.4	-1.8	0
Total revenues	2,372	2,246.70	2,318.40
Benefits and expenses:
Interest credited and other benefits to contract owners/policyholders	927.8	747.1	746.7
Operating expenses	783.9	707.7	696.5
Broker-dealer commission expense	244.9	242.1	225.5
Net amortization of Deferred policy acquisition costs and Value of business acquired	109.2	58.3	131.1
Interest expense	0	1	2
Total benefits and expenses	2,065.80	1,756.20	1,801.80
Income (loss) before income taxes	306.2	490.5	516.6
Income tax expense (benefit)	74.5	207	191.2
Net income (loss)	$231.70	$283.50	$325.40

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Comprehensive Income [Abstract]
Net income (loss)	$231.70	$283.50	$325.40
Other comprehensive income (loss), before tax:
Unrealized gains/losses on securities	531.8	-907.4	408.7
Other-than-temporary impairments	5.1	2.7	10.6
Pension and other post-employment benefits liability	-2.2	-2.2	-2.2
Other comprehensive income (loss), before tax	534.7	-906.9	417.1
Income tax expense (benefit) related to items of other comprehensive income (loss)	188.6	-379.3	141.6
Other comprehensive income (loss), after tax	346.1	-527.6	275.5
Comprehensive income (loss)	$577.80	($244.10)	$600.90

Consolidated_Statements_of_Cha

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)	325.4	0	0	0	325.4
Comprehensive income:
Other comprehensive income (loss), after tax	275.5	0	0	275.5	0
Total comprehensive income (loss)	600.9
Dividends paid and distribution of capital	-340	0	-340	0	0
Employee related benefits	24.2	0	24.2	0	0
Ending 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)	283.5	0	0	0	283.5
Comprehensive income:
Other comprehensive income (loss), after tax	-527.6	0	0	-527.6	0
Total comprehensive income (loss)	-244.1
Dividends paid and distribution of capital	-264	0	-264	0	0
Employee related benefits	0.1	0	0.1	0	0
Ending Balance at Dec. 31, 2013	3,753.40	2.8	3,953.30	495.4	-698.1
Increase (Decrease) in Stockholders' Equity
Net income (loss)	231.7	0	0	0	231.7
Comprehensive income:
Other comprehensive income (loss), after tax	346.1	0	0	346.1	0
Total comprehensive income (loss)	577.8
Dividends paid and distribution of capital	-371	0	-371	0	0
Employee related benefits	1.6	0	1.6	0	0
Ending Balance at Dec. 31, 2014	$3,961.80	$2.80	$3,583.90	$841.50	($466.40)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Cash Flows [Abstract]
Net income (loss)	$231.70	$283.50	$325.40
Adjustments to reconcile net income (loss) to net cash provided by operating activities:
Capitalization of deferred policy acquisition costs, value of business acquired and sales inducements	-77.4	-79.5	-88.1
Net amortization of deferred policy acquisition costs, value of business acquired and sales inducements	110.9	60.1	133.1
Net accretion/amortization of discount/premium	9.6	24.4	20.7
Future policy benefits, claims reserves and interest credited	616.7	559.9	569.9
Deferred income tax expense (benefit)	-11.2	62.3	9.5
Net realized capital (gains) losses	139.6	142.2	-59.3
Depreciation	3.6	3.6	3.5
Change in:
Accrued investment income	-0.2	-12	-12.8
Reinsurance recoverable	87.1	137.1	122.6
Other receivables and asset accruals	-59	-7.3	-44.8
Due to/from affiliates	-8.2	63.4	-77.8
Other payables and accruals	71	-114.9	125
Other, net	-10.6	-18.5	60.9
Net cash provided by operating activities	1,103.60	1,104.30	1,087.80
Proceeds from the sale, maturity, disposal or redemption of:
Fixed maturities	3,071.10	3,618.70	3,868.70
Equity securities, available-for-sale	14.1	0.7	2.4
Mortgage loans on real estate	504.6	270.9	492.2
Limited partnerships/corporations	43.9	35.1	339.4
Acquisition of:
Fixed maturities	-3,300.60	-4,368.60	-5,484.70
Equity securities, available-for-sale	0	-9.2	-0.7
Mortgage loans on real estate	-621.3	-794.2	-991.3
Limited partnerships/corporations	-103.1	-20	-46.1
Derivatives, net	-25.2	-276.6	-36.4
Policy loans, net	2.9	-1.1	5
Short-term investments, net	-226.4	664.9	-463
Loan-Dutch State obligation, net	0	0	416.8
Collateral received (delivered), net	163.1	-38.5	57.1
Purchases of fixed assets, net	0	-0.2	-0.6
Net cash used in investing activities	-476.9	-918.1	-1,841.20
Cash Flows from Financing Activities:
Deposits received for investment contracts	2,355.50	2,723.40	2,884.30
Maturities and withdrawals from investment contracts	-2,580.40	-2,709.30	-2,292.60
Receipts on deposit assets	124.7	87.1	0
Settlements on deposit contracts	-54.9	-7.9	0
Short-term loans to affiliates, net	0	0	648
Excess tax benefits on share-based compensation	1.7	0	0
Dividends paid and return of capital distribution	-371	-264	-340
Net cash (used in) provided by financing activities	-524.4	-170.7	899.7
Net increase in cash and cash equivalents	102.3	15.5	146.3
Cash and cash equivalents, beginning of year	378.9	363.4	217.1
Cash and cash equivalents, end of year	481.2	378.9	363.4
Supplemental cash flow information:
Income taxes paid, net	$168.30	$102.60	$170.10

Business_Basis_of_Presentation

Business, Basis of Presentation and Significant Accounting Policies	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Business, Basis of Presentation and Significant Accounting Policies	Business, Basis of Presentation and Significant Accounting Policies
	Business
	Voya Retirement Insurance and Annuity Company ("VRIAC"), which changed its name from ING Life Insurance and Annuity Company on September 1, 2014, is a stock life insurance company domiciled in the State of Connecticut. VRIAC and its wholly owned subsidiaries (collectively, "the Company") provide financial products and services in the United States.  VRIAC is authorized to conduct its insurance business in all states and in the District of Columbia.
	Prior to May 2013, Voya Financial, Inc. (which changed its name from ING U.S., Inc. on April 7, 2014), together with its subsidiaries, including the Company was an indirect, wholly owned subsidiary of ING Groep N.V. ("ING Group" or "ING"), a global financial services holding company based in The Netherlands, with American Depository Shares listed on the New York Stock Exchange. In 2009, ING Group announced the anticipated separation of its global banking and insurance businesses, including the divestiture of Voya Financial, Inc., together with its subsidiaries, including the Company. On April 11, 2013, Voya Financial, Inc. (formerly ING U.S., Inc.) announced plans to rebrand as Voya Financial, Inc. On May 2, 2013, the common stock of Voya Financial, Inc. began trading on the New York Stock Exchange under the symbol "VOYA." On May 7, 2013 and May 31, 2013, Voya Financial, Inc. completed its initial public offering of common stock, including the issuance and sale by Voya Financial, Inc. of 30,769,230 shares of common stock and the sale by ING Insurance International B.V. ("ING International"), an indirect wholly owned subsidiary of ING Group and previously the sole stockholder of Voya Financial, Inc., of 44,201,773 shares of outstanding common stock of Voya Financial, Inc. (collectively, the "IPO"). On September 30, 2013, ING International transferred all of its shares of Voya Financial, Inc. common stock to ING Group.
	On October 29, 2013, ING Group completed a sale of 37,950,000 shares of common stock of Voya Financial, Inc. in a registered public offering ("Secondary Offering"), reducing ING Group's ownership stake in Voya Financial, Inc. to 57%.
	On March 25, 2014, ING Group completed a sale of 30,475,000 shares of common stock of Voya Financial, Inc. in a registered public offering (the "March 2014 Offering"). On March 25, 2014, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 7,255,853 shares of its common stock from ING Group (the "March 2014 Direct Share Repurchase") (the March 2014 Offering and the March 2014 Direct Share Repurchase collectively, the "March 2014 Transactions"). Upon completion of the March 2014 Transactions, ING Group's ownership stake in Voya Financial, Inc. was reduced to approximately 43%.
	On September 8, 2014, ING Group completed a sale of 22,277,993 shares of common stock of Voya Financial, Inc. in a registered public offering (the "September 2014 Offering"). Also on September 8, 2014, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 7,722,007 shares of its common stock from ING Group (the "September 2014 Direct Share Buyback") (the September 2014 Offering and the September 2014 Direct Share Buyback collectively, the "September 2014 Transactions"). Upon completion of the September 2014 Transactions, ING Group's ownership stake in Voya Financial, Inc. was reduced to 32.5%.
	On November 18, 2014, ING Group completed a sale of 30,030,013 shares of common stock of Voya Financial, Inc. in a registered public offering (the "November 2014 Offering"). Also on November 18, 2014, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 4,469,987 shares of its common stock from ING Group (the "November 2014 Direct Share Repurchase") (the November 2014 Offering and the November 2014 Direct Share Repurchase collectively, the "November 2014 Transactions"). Upon completion of the November 2014 Transactions, ING Group's ownership stake in Voya Financial, Inc. was reduced to 19%.
	On March 9, 2015, ING Group completed a sale of 32,018,100 shares of common stock of Voya Financial, Inc. in a registered public offering (the “March 2015 Offering”). Also on March 9, 2015, pursuant to the terms of a share repurchase agreement between ING Group and Voya Financial, Inc., Voya Financial, Inc. acquired 13,599,274 shares of its common stock from ING Group (the “March 2015 Direct Share Buyback”) (the March 2015 Offering and the March 2015 Direct Share Buyback collectively, the “March 2015 Transactions”). Upon completion of the March 2015 Transactions, ING Group has exited its stake in Voya Financial, Inc. common stock. ING Group continues to hold warrants to purchase up to 26,050,846 shares of Voya Financial, Inc. common stock at an exercise price of $48.75, in each case subject to adjustments. As a result of the completion of the March 2015 Transactions, ING Group has satisfied the provisions of its agreement with the European Union regarding the divestment of its U.S. insurance and investment operations, which required ING Group to divest 100% of its ownership interest in Voya Financial, Inc. together with its subsidiaries, including the Company by the end of 2016.
	VRIAC is a direct, wholly owned subsidiary of Voya Holdings Inc. (formerly Lion Connecticut Holdings Inc.) ("Parent"), which is a direct, wholly owned subsidiary of Voya Financial, Inc.
	The Company offers 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 "tax exempt markets") and corporate markets. Additionally, the Company provides pension risk transfer solutions to individual plan sponsors looking to transfer their defined benefit plan obligations to us. 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 retirement savings plan administrative services.
	The Company has one operating segment.
	Basis of Presentation
	The accompanying Consolidated Financial Statements of the Company have been prepared in accordance with accounting principles generally accepted in the United States ("U.S. GAAP").
	The Consolidated Financial Statements include the accounts of VRIAC and its wholly owned subsidiaries, Voya Financial Partners, LLC ("VFP"), which changed its name from ING Financial Advisers, LLC on September 1, 2014, and Directed Services LLC ("DSL"). Intercompany transactions and balances have been eliminated in consolidation.
	Certain reclassifications have been made to prior year financial information to conform to the current year classifications. During 2014, certain changes were made to the Statements of Cash Flows for the year ended December 31, 2013 to reclassify $79.2 from Operating Activities to Financing Activities for reinsurance transactions that use the deposit method of accounting.
	Significant Accounting Policies
	Estimates and Assumptions
	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 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 Company has identified the following accounts and policies as the most significant in that they involve a higher degree of judgment, are subject to a significant degree of variability and/or contain significant accounting estimates:
	Reserves for future policy benefits, deferred policy acquisition costs ("DAC") and value of business acquired ("VOBA"), valuation of investments and derivatives, impairments, income taxes and contingencies
	Fair Value Measurement
	The Company measures the fair value of its financial assets and liabilities based on assumptions used by market participants in pricing the asset or liability, which may include inherent risk, restrictions on the sale or use of an asset or nonperformance risk, which is the risk the Company will not fulfill its obligation. The estimate of fair value is the price that would be received to sell an asset or transfer a liability ("exit price") in an orderly transaction between market participants in the principal market, or the most advantageous market in the absence of a principal market, for that asset or liability. The Company uses a number of valuation sources to determine the fair values of its financial assets and liabilities, including quoted market prices, third-party commercial pricing services, third-party brokers, industry-standard, vendor-provided software that models the value based on market observable inputs and other internal modeling techniques based on projected cash flows.
	Investments
	The accounting policies for the Company's principal investments are as follows:
	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 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 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 Consolidated Statements of Operations.
	Purchases and sales of fixed maturities and equity securities, excluding private placements, are recorded on the trade date. Purchases and sales of private placements and mortgage loans are recorded on the closing date. Investment gains and losses on sales of securities are generally determined on a first-in-first-out basis.
	Interest income on fixed maturities is recorded when earned using an effective yield method, giving effect to amortization of premiums and accretion of discounts. Dividends on equity securities are recorded when declared. Such dividends and interest income are recorded in Net investment income in the Consolidated Statements of Operations.
	Included within fixed maturities are loan-backed securities, including residential mortgage-backed securities ("RMBS"), commercial mortgage-backed securities ("CMBS") and asset-backed securities ("ABS"). Amortization of the premium or discount from the purchase of these securities considers the estimated timing and amount of prepayments of the underlying loans. Actual prepayment experience is periodically reviewed and effective yields are recalculated when differences arise between the prepayments originally anticipated and the actual prepayments received and currently anticipated. Prepayment assumptions for single-class and multi-class mortgage-backed securities ("MBS") and ABS are estimated by management using inputs obtained from third-party specialists, including broker-dealers, and based on management's knowledge of the current market. For prepayment-sensitive securities such as interest-only and principal-only strips, inverse floaters and credit-sensitive MBS and ABS securities, which represent beneficial interests in securitized financial assets that are not of high credit quality or that have been credit impaired, the effective yield is recalculated on a prospective basis. For all other MBS and ABS, the effective yield is recalculated on a retrospective basis.
	Short-term Investments: Short-term investments include investments with remaining maturities of one year or less, but greater than three months, at the time of purchase. These investments are stated at fair value.
	Assets Held in Separate Accounts: Assets held in separate accounts are reported at the fair values of the underlying investments in the separate accounts. The underlying investments include mutual funds, short-term investments, cash and fixed maturities.
	Mortgage Loans on Real Estate: The Company's mortgage loans on real estate are all commercial mortgage loans, which are reported at amortized cost, less impairment write-downs and allowance for losses. If a mortgage loan is determined to be impaired (i.e., when it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan agreement), the carrying value of the mortgage loan is reduced to the lower of either the present value of expected cash flows from the loan, discounted at the loan's original purchase yield, or fair value of the collateral. For those mortgages that are determined to require foreclosure, the carrying value is reduced to the fair value of the underlying collateral, net of estimated costs to obtain and sell at the point of foreclosure. The carrying value of the impaired loans is reduced by establishing a permanent write-down recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. Property obtained from foreclosed mortgage loans is recorded in Other investments on the Consolidated Balance Sheets.
	Mortgage loans are evaluated by the Company's investment professionals, including an appraisal of loan-specific credit quality, property characteristics and market trends. Loan performance is continuously monitored on a loan-specific basis throughout the year. The Company's review includes submitted appraisals, operating statements, rent revenues and annual inspection reports, among other items. This review evaluates whether the properties are performing at a consistent and acceptable level to secure the debt.
	Mortgages are rated for the purpose of quantifying the level of risk. Those loans with higher risk are placed on a watch list and are closely monitored for collateral deficiency or other credit events that may lead to a potential loss of principal or interest. 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 Company records an allowance for probable losses incurred on non-impaired loans on an aggregate basis, rather than specifically identified probable losses incurred by individual loan.
	Policy Loans: Policy loans are carried at an amount equal to the unpaid balance. Interest income on such loans is recorded as earned in Net investment income using the contractually agreed upon interest rate. Generally, interest is capitalized on the policy's anniversary date. Valuation allowances are not established for policy loans, as these loans are collateralized by the cash surrender value of the associated insurance contracts. Any unpaid principal or interest on the loan is deducted from the account value or the death benefit prior to settlement of the policy.
	Limited Partnerships/Corporations: The Company uses the equity method of accounting for investments in limited partnership interests, which consists primarily of private equities and hedge funds. Generally, the Company records its share of earnings using a lag methodology, relying upon the most recent financial information available, generally not to exceed three months. The Company's earnings from limited partnership interests accounted for under the equity method are recorded in Net investment income in the Consolidated Statements of Operations.
	Securities Lending: The Company engages in securities lending whereby certain securities from its portfolio are loaned to other institutions for short periods of time. Initial collateral, primarily cash, is required at a rate of 102% of the market value of the loaned securities. For certain transactions, a lending agent may be used, and the agent may retain some or all of the collateral deposited by the borrower and transfer the remaining collateral to 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.
	Impairments
	The Company evaluates its available-for-sale general account investments quarterly to determine whether there has been an other-than-temporary decline in fair value below the amortized cost basis. Factors considered in this analysis include, but are not limited to, the length of time and the extent to which the fair value has been less than amortized cost, the issuer's financial condition and near-term prospects, future economic conditions and market forecasts, interest rate changes and changes in ratings of the security. An extended and severe unrealized loss position on a fixed maturity may not have any impact on: (a) the ability of the issuer to service all scheduled interest and principal payments and (b) the evaluation of recoverability of all contractual cash flows or the ability to recover an amount at least equal to its amortized cost based on the present value of the expected future cash flows to be collected. In contrast, for certain equity securities, the Company gives greater weight and consideration to a decline in market value and the likelihood such market value decline will recover.
	When assessing the Company's intent to sell a security or if it is more likely than not it will be required to sell a security before recovery of its amortized cost basis, management evaluates facts and circumstances such as, but not limited to, decisions to rebalance the investment portfolio and sales of investments to meet cash flow or capital needs.
	When the Company has determined it has the intent to sell or if it is more likely than not that the Company will be required to sell a security before recovery of its amortized cost basis and the fair value has declined below amortized cost ("intent impairment"), the individual security is written down from amortized cost to fair value, and a corresponding charge is recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations as an other-than-temporary impairment ("OTTI"). If the Company does not intend to sell the security and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, but the Company has determined that there has been an other-than-temporary decline in fair value below the amortized cost basis, the OTTI is bifurcated into the amount representing the present value of the decrease in cash flows expected to be collected ("credit impairment") and the amount related to other factors ("noncredit impairment"). The credit impairment is recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations. The noncredit impairment is recorded in Other comprehensive income (loss).
	The Company uses the following methodology and significant inputs to determine the amount of the OTTI credit loss:
	•	When determining collectability and the period over which the value is expected to recover for U.S. and foreign corporate securities, foreign government securities and state and political subdivision securities, the Company applies the same considerations utilized in its overall impairment evaluation process, which incorporates information regarding the specific security, the industry and geographic area in which the issuer operates and overall macroeconomic conditions. Projected future cash flows are estimated using assumptions derived from the Company's best estimates of likely scenario-based outcomes, after giving consideration to a variety of variables that includes, but is not limited to: general payment terms of the security; the likelihood that the issuer can service the scheduled interest and principal payments; the quality and amount of any credit enhancements; the security's position within the capital structure of the issuer; possible corporate restructurings or asset sales by the issuer; and changes to the rating of the security or the issuer by rating agencies.
	•	Additional considerations are made when assessing the unique features that apply to certain structured securities, such as subprime, Alt-A, non-agency RMBS, CMBS and ABS. These additional factors for structured securities include, but are not limited to: the quality of underlying collateral; expected prepayment speeds; loan-to-value ratios; debt service coverage ratios; current and forecasted loss severity; consideration of the payment terms of the underlying assets backing a particular security; and the payment priority within the tranche structure of the security.
	•	When determining the amount of the credit loss for U.S. and foreign corporate securities, foreign government securities and state and political subdivision securities, the Company considers the estimated fair value as the recovery value when available information does not indicate that another value is more appropriate. When information is identified that indicates a recovery value other than estimated fair value, the Company considers in the determination of recovery value the same considerations utilized in its overall impairment evaluation process, which incorporates available information and the Company's best estimate of scenario-based outcomes regarding the specific security and issuer; possible corporate restructurings or asset sales by the issuer; the quality and amount of any credit enhancements; the security's position within the capital structure of the issuer; fundamentals of the industry and geographic area in which the security issuer operates; and the overall macroeconomic conditions.
	•	The Company performs a discounted cash flow analysis comparing the current amortized cost of a security to the present value of future cash flows expected to be received, including estimated defaults and prepayments. The discount rate is generally the effective interest rate of the fixed maturity prior to impairment.
	In periods subsequent to the recognition of the credit related impairment components of OTTI on a fixed maturity, the Company accounts for the impaired security as if it had been purchased on the measurement date of the impairment. Accordingly, the discount (or reduced premium) based on the new cost basis is accreted into net investment income over the remaining term of the fixed maturity in a prospective manner based on the amount and timing of estimated future cash flows.
	Derivatives
	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.
	The Company enters into interest rate, equity market, credit default and currency contracts, including swaps, futures, forwards, caps, floors and options, to reduce and manage various risks associated with changes in value, yield, price, cash flow or exchange rates of assets or liabilities held or intended to be held, or to assume or reduce credit exposure associated with a referenced asset, index or pool. The Company also utilizes options and futures on equity indices to reduce and manage risks associated with its annuity products. Open derivative contracts are reported as Derivatives assets or liabilities on the Consolidated Balance Sheets at fair value. Changes in the fair value of derivatives are recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations.
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge as either (a) a hedge of the exposure to changes in the estimated fair value of a recognized asset or liability or an identified portion thereof that is attributable to a particular risk ("fair value hedge") or (b) a hedge of a forecasted transaction or of the variability of cash flows that is attributable to interest rate risk to be received or paid related to a recognized asset or liability ("cash flow hedge"). In this documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument's effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and periodically throughout the life of the designated hedging relationship.
	•	Fair Value Hedge:  For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative instrument, as well as the hedged item, to the extent of the risk being hedged, are recognized in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	•	Cash Flow Hedge: For derivative instruments that are designated and qualify as a cash flow hedge, the effective portion of the gain or loss on the derivative instrument is reported as a component of AOCI and reclassified into earnings in the same periods during which the hedged transaction impacts earnings in the same line item associated with the forecasted transaction.  The ineffective portion of the derivative's change in value, if any, along with any of the derivative's change in value that is excluded from the assessment of hedge effectiveness, are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	When hedge accounting is discontinued because it is determined that the derivative is no longer expected to be highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried on the Consolidated Balance Sheets at its estimated fair value, with subsequent changes in estimated fair value recognized currently in Other net realized capital gains (losses). The carrying value of the hedged asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in Other comprehensive income (loss) related to discontinued cash flow hedges are released into the Consolidated Statements of Operations when the Company's earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried on the Consolidated Balance Sheets at its estimated fair value, with changes in estimated fair value recognized currently in Other net realized capital gains (losses). Derivative gains and losses recorded in Other comprehensive income (loss) pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in Other net realized capital gains (losses).
	The Company also has investments in certain fixed maturities and has issued certain annuity products that contain embedded derivatives whose fair value is at least partially determined by levels of or changes in domestic and/or foreign interest rates (short-term or long-term), exchange rates, prepayment rates, equity markets or credit ratings/spreads. Embedded derivatives within fixed maturities are included with the host contract on the Consolidated Balance Sheets and changes in fair value of the embedded derivatives are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. Embedded derivatives within certain annuity products are included in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets and changes in the fair value of the embedded derivatives are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	In addition, the Company has entered into reinsurance agreements, accounted for under the deposit method, that contain embedded derivatives, the fair value of which is based on the change in the fair value of the underlying assets held in trust. The embedded derivatives within the reinsurance agreements are included in Other liabilities on the Consolidated Balance Sheets, and changes in the fair value of the embedded derivatives are recorded in Interest credited and other benefits to contract owners/policyholders in the Consolidated Statements of Operations.
	Cash and Cash Equivalents
	Cash and cash equivalents include cash on hand, amounts due from banks and other highly liquid investments, such as money market instruments and debt instruments with maturities of three months or less at the time of purchase. Cash and cash equivalents are stated at fair value.
	Property and Equipment
Property and equipment are carried at cost, less accumulated depreciation and included in Other assets on the Consolidated Balance Sheets. Expenditures for replacements and major improvements are capitalized; maintenance and repair expenditures are expensed as incurred. Depreciation on property and equipment is provided on a straight-line basis over the estimated useful lives of the assets, with the exception of land and artwork which are not depreciated, as follows:
	Estimated Useful Lives
Buildings	40 years
Furniture and fixtures	5 years
Leasehold improvements	10 years, or the life of the lease, whichever is shorter
Equipment	3 years
Deferred Policy Acquisition Costs and Value of Business Acquired
DAC represents policy acquisition costs that have been capitalized and are subject to amortization and interest. Capitalized costs are incremental, direct costs of contract acquisition and certain costs related directly to successful acquisition activities. Such costs consist principally of commissions, underwriting, sales and contract issuance and processing expenses directly related to the successful acquisition of new and renewal business. Indirect or unsuccessful acquisition costs, maintenance, product development and overhead expenses are charged to expense as incurred. VOBA represents the outstanding value of in-force business acquired and is subject to amortization and interest. The value is based on the present value of estimated net cash flows embedded in the insurance contracts at the time of the acquisition and increased for subsequent deferrable expenses on purchased policies.
Amortization Methodologies
The Company amortizes DAC and VOBA related to fixed and variable deferred annuity contracts over the estimated lives of the contracts in relation to the emergence of estimated gross profits. Assumptions as to mortality, persistency, interest crediting rates, fee income, returns associated with separate account performance, impact of hedge performance, expenses to administer the business and certain economic variables, such as inflation, are based on the Company's experience and overall capital markets. At each valuation date, estimated gross profits are updated with actual gross profits, and the assumptions underlying future estimated gross profits are evaluated for continued reasonableness. Adjustments to estimated gross profits require that amortization rates be revised retroactively to the date of the contract issuance ("unlocking").
Recoverability testing is performed for current issue year products to determine if gross profits are sufficient to cover DAC and VOBA estimated benefits and expenses. In subsequent years, the Company performs testing to assess the recoverability of DAC and VOBA balances on an annual basis, or more frequently if circumstances indicate a potential loss recognition issue exists. If DAC or VOBA are not deemed recoverable from future gross profits, charges will be applied against DAC or VOBA balances before an additional reserve is established.
Internal Replacements
Contract owners may periodically exchange one contract for another, or make modifications to an existing contract. These transactions are identified as internal replacements. Internal replacements that are determined to result in substantially unchanged contracts are accounted for as continuations of the replaced contracts. Any costs associated with the issuance of the new contracts are considered maintenance costs and expensed as incurred. Unamortized DAC and VOBA related to the replaced contracts continue to be deferred and amortized in connection with the new contracts. Internal replacements that are determined to result in contracts that are substantially changed are accounted for as extinguishments of the replaced contracts, and any unamortized DAC and VOBA related to the replaced contracts are written off to Net amortization of deferred policy acquisition costs and value of business acquired in the Consolidated Statements of Operations.
Assumptions
Changes in assumptions can have a significant impact on DAC and VOBA balances, amortization rates and results of operations. Assumptions are management's best estimate of future outcome.
Several assumptions are considered significant in the estimation of gross profits associated with the Company's variable products. One significant assumption is the assumed return associated with the variable account performance. To reflect the volatility in the equity markets, this assumption involves a combination of near-term expectations and long-term assumptions regarding market performance. The overall return on the variable account is dependent on multiple factors, including the relative mix of the underlying sub-accounts among bond funds and equity funds, as well as equity sector weightings. The Company's practice assumes that intermediate-term appreciation in equity markets reverts to the long-term appreciation in equity markets ("reversion to the mean"). The Company monitors market events and only changes the assumption when sustained deviations are expected. This methodology incorporates a 9% long-term equity return assumption, a 14% cap and a five-year look-forward period.
Other significant assumptions used in the estimation of gross profits for products with credited rates include interest spreads and credit losses. Estimated gross profits of variable annuity contracts are sensitive to estimated policyholder behavior assumptions, such as surrender, lapse and annuitization rates.
Future Policy Benefits and Contract Owner Accounts
Future Policy Benefits
The Company establishes and carries actuarially-determined reserves that are calculated to meet its future obligations, including estimates of unpaid claims and claims that the Company believes have been incurred but have not yet been reported as of the balance sheet date. The principal assumptions used to establish liabilities for future policy benefits are based on Company experience and periodically reviewed against industry standards. These assumptions include mortality, morbidity, policy lapse, contract renewal, payment of subsequent premiums or deposits by the contract owner, retirement, investment returns, inflation, benefit utilization and expenses. Changes in, or deviations from, the assumptions used can significantly affect the Company's reserve levels and related results of operations.
Reserves for payout contracts with life contingencies are equal to the present value of expected future payments. Assumptions as to interest rates, mortality and expenses are based on the Company's experience at the period the policy is sold or acquired, including a provision for adverse deviation. Such assumptions generally vary by annuity plan type, year of issue and policy duration. Interest rates used to calculate the present value of future benefits ranged from 1.0% to 6.5%.
Although assumptions are "locked-in" upon the issuance of payout contracts with life contingencies, significant changes in experience or assumptions may require the Company to provide for expected future losses on a product by establishing premium deficiency reserves. Premium deficiency reserves are determined based on best estimate assumptions that exist at the time the premium deficiency reserve is established and do not include a provision for adverse deviation.
Contract Owner Account Balances
Contract owner account balances relate to investment-type contracts and certain annuity product guarantees, as follows:
•	Account balances for fixed annuities and payout contracts without life contingencies are equal to cumulative deposits, less charges and withdrawals, plus credited interest thereon. Credited interest rates vary by product and ranged up to 8.0% for the years 2014, 2013 and 2012. Account balances for group immediate annuities without life contingent payouts are equal to the discounted value of the payment at the implied break-even rate.
•	For fixed-indexed annuity contracts ("FIA"), the aggregate initial liability is equal to the deposit received, plus a bonus, if applicable, and is split into a host component and an embedded derivative component. Thereafter, the host liability accumulates at a set interest rate, and the embedded derivative liability is recognized at fair value.
Product Guarantees and Additional Reserves
The Company calculates additional reserve liabilities for certain variable annuity guaranteed benefits and variable funding products. The Company periodically evaluates its estimates and adjusts the additional liability balance, with a related charge or credit to benefit expense, if actual experience or other evidence suggests that earlier assumptions should be revised. Changes in, or deviations from, the assumptions used can significantly affect the Company's reserve levels and related results of operations.
GMDB:    Reserves for annuity guaranteed minimum death benefits ("GMDB") are determined by estimating the value of expected benefits in excess of the projected account balance and recognizing the excess ratably over the accumulation period based on total expected assessments. Expected experience is based on a range of scenarios. Assumptions used, such as the long-term equity market return, lapse rate and mortality, are consistent with assumptions used in estimating gross profits for purposes of amortizing DAC. The assumptions of investment performance and volatility are consistent with the historical experience of the appropriate underlying equity index, such as the Standard & Poor's ("S&P") 500 Index. Reserves for GMDB are recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets. Changes in reserves for GMDB are reported in Interest credited and other benefits to contract owner/policyholders in the Consolidated Statements of Operations.
FIA: FIAs contain embedded derivatives that are measured at estimated fair value separately from the host contracts. Such embedded derivatives are recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets, with changes in estimated fair value, along with attributed fees collected or payments made, reported in Other net realized capital gains (losses) in the Statements of Operations.
The estimated fair value of the FIA contracts is based on the present value of the excess of interest payments to the contract owners over the growth in the minimum guaranteed contract value. The excess interest payments are determined as the excess of projected index driven benefits over the projected guaranteed benefits. The projection horizon is over the anticipated life of the related contracts, which takes into account best estimate actuarial assumptions, such as partial withdrawals, full surrenders, deaths, annuitizations and maturities.
Stabilizer and MCG: Products with guaranteed credited rates treat the guarantee as an embedded derivative for Stabilizer products and a stand-alone derivative for managed custody guarantee products ("MCG"). These derivatives are measured at estimated fair value and recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets. Changes in estimated fair value, along with attributed fees collected, are reported in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
The estimated fair value of the Stabilizer and MCG contracts is determined based on the present value of projected future claims, minus the present value of future guaranteed premiums. At inception of the contract the Company projects a guaranteed premium to be equal to the present value of the projected future claims. The income associated with the contracts is projected using actuarial and capital market assumptions, including benefits and related contract charges, over the anticipated life of the related contracts. The cash flow estimates are projected under multiple capital market scenarios using observable risk-free rates and other best estimate assumptions.
The liabilities for the FIA and Stabilizer embedded derivatives and the MCG stand-alone derivative include a risk margin to capture uncertainties related to policyholder behavior assumptions. The margin represents additional compensation a market participant would require to assume these risks.
The discount rate used to determine the fair value of the liabilities for FIA and Stabilizer embedded derivatives and the MCG stand-alone derivative includes an adjustment to reflect the risk that these obligations will not be fulfilled ("nonperformance risk").
Separate Accounts
Separate account assets and liabilities generally represent funds maintained to meet specific investment objectives of contract owners or participants who bear the investment risk, subject, in limited cases, to minimum guaranteed rates. Investment income and investment gains and losses generally accrue directly to such contract owners. The assets of each account are legally segregated and are not subject to claims that arise out of any other business of the Company or its affiliates.
Separate account assets supporting variable options under variable annuity contracts are invested, as designated by the contract owner or participant under a contract, in shares of mutual funds that are managed by the Company, or its affiliates, or in other selected mutual funds not managed by the Company, or its affiliates.
The Company reports separately, as assets and liabilities, investments held in the separate accounts and liabilities of separate accounts if:
•	Such separate accounts are legally recognized;
•	Assets supporting the contract liabilities are legally insulated from the Company's general account liabilities;
•	Investments are directed by the contract owner or participant; and
•	All investment performance, net of contract fees and assessments, is passed through to the contract owner.
The Company reports separate account assets that meet the above criteria at fair value on the Consolidated Balance Sheets based on the fair value of the underlying investments. Separate account liabilities equal separate account assets. Investment income and net realized and unrealized capital gains (losses) of the separate accounts, however, are not reflected in the Consolidated Statements of Operations, and the Consolidated Statements of Cash Flows do not reflect investment activity of the separate accounts.
Long-term Debt
Long-term debt is carried at an amount equal to the unpaid principal balance, net of any remaining unamortized discount or premium attributable to issuance. Direct and incremental costs to issue the debt are recorded in Other assets on the Consolidated Balance Sheets and are amortized as a component of Interest expense in the Consolidated Statements of Operations over the life of the debt using the effective interest method of amortization.
Repurchase Agreements
The Company engages in dollar repurchase agreements with MBS ("dollar rolls") and repurchase agreements with other collateral types to increase its return on investments and improve liquidity. Such arrangements meet the requirements to be accounted for as financing arrangements.
The Company enters into dollar roll transactions by selling existing MBS and concurrently entering into an agreement to repurchase similar securities within a short time frame at a lower price. Under repurchase agreements, the Company borrows cash from a counterparty at an agreed upon interest rate for an agreed upon time frame and pledges collateral in the form of securities. At the end of the agreement, the counterparty returns the collateral to the Company, and the Company, in turn, repays the loan amount along with the additional agreed upon interest.
The Company's policy requires that at all times during the term of the dollar roll and repurchase agreements that cash or other collateral types obtained is sufficient to allow the Company to fund substantially all of the cost of purchasing replacement assets. Cash received is invested in Short-term investments, with the offsetting obligation to repay the loan included within Other liabilities on the Consolidated Balance Sheets. The carrying value of the securities pledged in dollar rolls and repurchase agreement transactions and the related repurchase obligation are included in Securities pledged and Short-term debt, respectively, on the Consolidated Balance Sheets.
The primary risk associated with short-term collateralized borrowings is that the counterparty will be unable to perform under the terms of the contract.  The Company's exposure is limited to the excess of the net replacement cost of the securities over the value of the short-term investments.  The Company believes the counterparties to the dollar rolls and repurchase agreements are financially responsible and that the counterparty risk is minimal.
Recognition of Insurance Revenue and Related Benefits
Premiums related to payouts contracts with life contingencies are recognized in Premiums in the Consolidated Statements of Operations when due from the contract owner. When premiums are due over a significantly shorter period than the period over which benefits are provided, any gross premium in excess of the net premium (i.e., the portion of the gross premium required to provide for all expected future benefits and expenses) is deferred and recognized into revenue in a constant relationship to insurance in force. Benefits are recorded in Interest credited and other benefits to contract owners in the Consolidated Statements of Operations when incurred.
Amounts received as payment for investment-type, fixed annuities, payout contracts without life contingencies and FIA contracts are reported as deposits to contract owner account balances. Revenues from these contracts consist primarily of fees assessed against the contract owner account balance for mortality and policy administration charges and are reported in Fee income. Surrender charges are reported in Other revenue. In addition, the Company earns investment income from the investment of contract deposits in the Company's general account portfolio, which is reported in Net investment income in the Consolidated Statements of Operations. Fees assessed that represent compensation to the Company for services to be provided in future periods and certain other fees are deferred and amortized into revenue over the expected life of the related contracts in proportion to estimated gross profits in a manner consistent with DAC for these contracts. Benefits and expenses for these products include claims in excess of related account balances, expenses of contract administration and interest credited to contract owner account balances.
Income Taxes
The Company uses certain assumptions and estimates in determining the income taxes payable or refundable to/from Voya Financial, Inc. for the current year, the deferred income tax liabilities and assets for items recognized differently in its consolidated financial statements from amounts shown on its income tax returns and the federal income tax expense. Determining these amounts requires analysis and interpretation of current tax laws and regulations, including the loss limitation rules associated with change in control. Management exercises considerable judgment in evaluating the amount and timing of recognition of the resulting income tax liabilities and assets. These judgments and estimates are reevaluated on a continual basis as regulatory and business factors change.
The Company's deferred tax assets and liabilities resulting from temporary differences between financial reporting and tax bases of assets and liabilities are measured at the balance sheet date using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse.
Deferred tax assets represent the tax benefit of future deductible temporary differences and operating loss and tax credit carryforwards. The Company evaluates and tests the recoverability of its deferred tax assets. Deferred tax assets are reduced by a valuation allowance if, based on the weight of evidence, it is more likely than not that some portion, or all, of the deferred tax assets will not be realized. Considerable judgment and the use of estimates are required in determining whether a valuation allowance is necessary and, if so, the amount of such valuation allowance. In evaluating the need for a valuation allowance, the Company considers many factors, including:
•	The nature, frequency and severity of book income or losses in recent years;
•	The nature and character of the deferred tax assets and liabilities;
•	The recent cumulative book income (loss) position after adjustment for permanent differences;
•	Taxable income in prior carryback years;
•	Projected future taxable income, exclusive of reversing temporary differences and carryforwards;
•	Projected future reversals of existing temporary differences;
•	The length of time carryforwards can be utilized;
•	Prudent and feasible tax planning strategies the Company would employ to avoid a tax benefit from expiring unused; and
•	Tax rules that would impact the utilization of the deferred tax assets.
In establishing unrecognized tax benefits, the Company determines whether a tax position is more likely than not to be sustained under examination by the appropriate taxing authority. The Company also considers positions that have been reviewed and agreed to as part of an examination by the appropriate taxing authority. Tax positions that do not meet the more likely than not standard are not recognized in the Consolidated Financial Statements. Tax positions that meet this standard are recognized in the Consolidated Financial Statements. The Company measures the tax position as the largest amount of benefit that is greater than 50% likely of being realized upon ultimate resolution with the tax authority that has full knowledge of all relevant information.
Certain changes or future events, such as changes in tax legislation, completion of tax audits, planning opportunities and expectations about future outcome could have an impact on the Company's estimates of valuation allowances, deferred taxes, tax provisions and effective tax rates.
Reinsurance
The Company utilizes reinsurance agreements in most aspects of its insurance business to reduce its exposure to large losses. Such reinsurance permits recovery of a portion of losses from reinsurers, although it does not discharge the primary liability of the Company as direct insurer of the risks reinsured.
For each of its reinsurance agreements, the Company determines whether the agreement provides indemnification against loss or liability relating to insurance risk. The Company reviews all contractual features, particularly those that may limit the amount of insurance risk to which the reinsurer is subject or features that delay the timely reimbursement of claims. The assumptions used to account for long-duration reinsurance agreements are consistent with those used for the underlying contracts. Ceded Future policy benefits and contract owner account balances are reported gross on the Consolidated Balance Sheets.
Long-duration: For reinsurance of long-duration contracts that transfer significant insurance risk, the difference, if any, between the amounts paid and benefits received related to the underlying contracts is included in the expected net cost of reinsurance, which is recorded as a component of the reinsurance asset or liability. Any difference between actual and expected net cost of reinsurance is recognized in the current period and included as a component of profits used to amortize DAC.
If the Company determines that a reinsurance agreement does not expose the reinsurer to a reasonable possibility of a significant loss from insurance risk, the Company records the agreement using the deposit method of accounting. Deposits received are included in Other liabilities, and deposits made are included in Other assets on the Consolidated Balance Sheets. Interest is recorded as Other revenues or Other expenses in the Consolidated Statements of Operations, as appropriate. Periodically, the Company evaluates the adequacy of the expected payments or recoveries and adjusts the deposit asset or liability through Other revenues or Other expenses, as appropriate.
Accounting for reinsurance requires extensive use of assumptions and estimates, particularly related to the future performance of the underlying business and the potential impact of counterparty credit risks. The Company periodically reviews actual and anticipated experience compared to the assumptions used to establish assets and liabilities relating to ceded and assumed reinsurance. The Company also evaluates the financial strength of potential reinsurers and continually monitors the financial condition of reinsurers.
Only those reinsurance recoverable balances deemed probable of recovery are reflected as assets on the Company's Consolidated Balance Sheets and are stated net of allowances for uncollectible reinsurance. Amounts currently recoverable and payable under reinsurance agreements are included in Reinsurance recoverable and Other liabilities, respectively. Such assets and liabilities relating to reinsurance agreements with the same reinsurer are recorded net on the Consolidated Balance Sheets if a right of offset exists within the reinsurance agreement. Premiums, Fee income and Interest credited and other benefits to contract owners/policyholders are reported net of reinsurance ceded. Amounts received from reinsurers for policy administration are reported in Other revenue.
The Company utilizes reinsurance agreements, accounted for under the deposit method, to manage reserve and capital requirements in connection with a portion of its deferred annuities business. The agreements contain embedded derivatives whose carrying value is estimated based on the change in the fair value of the assets supporting the funds withheld under the agreements.
The Company currently has a significant concentration of ceded reinsurance with a subsidiary of Lincoln National Corporation ("Lincoln") arising from the disposition of its individual life insurance business.
Contingencies
A loss contingency is an existing condition, situation or set of circumstances involving uncertainty as to possible loss that will ultimately be resolved when one or more future events occur or fail to occur. Examples of loss contingencies include pending or threatened adverse litigation, threat of expropriation of assets and actual or possible claims and assessments. Amounts related to loss contingencies are accrued and recorded in Other liabilities on the Consolidated Balance Sheets if it is probable that a loss has been incurred and the amount can be reasonably estimated, based on the Company's best estimate of the ultimate outcome. If determined to meet the criteria for a reserve, the Company also evaluates whether there are external legal or other costs directly associated with the resolution of the matter and accrues such costs if estimable.
Adoption of New Pronouncements
Presentation of Unrecognized Tax Benefits
In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-11, "Income Taxes (Accounting Standards Codification ("ASC") Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists" ("ASU 2013-11"), which clarifies that:
•	An unrecognized tax benefit should be presented as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss or a tax credit carryforward, except,
•	An unrecognized tax benefit should be presented as a liability and not be combined with a deferred tax asset (i) to the extent a net operating loss carryforward, a similar tax loss or a tax credit carryforward is not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or (ii) the tax law does not require the entity to use, or the entity does not intend to use, the deferred tax asset for such a purpose.
•	The assessment of whether a deferred tax asset is available is based on the unrecognized tax benefit and deferred tax asset that exist at the reporting date and should be made presuming disallowance of the tax position at the reporting date.
The provisions of ASU 2013-11 were adopted prospectively by the Company on January 1, 2014 to unrecognized tax benefits existing on that date. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the guidance is consistent with that previously applied.
Joint and Several Liability Arrangements
In February 2013, the FASB issued ASU 2013-04, "Liabilities (ASC Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date" ("ASU 2013-04"), which requires an entity to measure obligations resulting from joint and several liable arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount it expects to pay on behalf of its co-obligors. ASU 2013-04 also requires an entity to disclose the nature and amount of the obligation, as well as other information about those obligations.
The provisions of ASU 2013-04 were adopted by the Company on January 1, 2014. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the Company did not have any fixed obligations under joint and several liable arrangements during 2014.
Fees Paid to the Federal Government by Health Insurers
In July 2011, the FASB issued ASU 2011-06, "Other Expenses (ASC Topic 720): Fees Paid to the Federal Government by Health Insurers" ("ASU 2011-06"), which specifies how health insurers should recognize and classify the annual fee imposed by the Patient Protection and Affordable Care Act as amended by the Health Care Education Reconciliation Act (the "Acts"). The liability for the fee should be estimated and recorded in full at the time the entity provides qualifying health insurance in the year in which the fee is payable, with a corresponding deferred cost that is amortized to expense.
The provisions of ASU 2011-06 were adopted by the Company on January 1, 2014, when the fee initially became effective. The adoption of ASU 2011-06 had no effect on the Company's financial condition, results of operations or cash flows, as the Company does not sell qualifying health insurance and, thus, is not subject to the fee.
Future Adoption of Accounting Pronouncements
Consolidations
In February 2015, the FASB issued ASU 2015-02, “Consolidation (ASC Topic 810): Amendments to the Consolidation Analysis” (“ASU 2015-02”), which:
•	Modifies the evaluation of whether limited partnerships and similar entities are Variable Interest Entities("VIEs") or Voting Interest Entities ( "VOEs"), including the requirement to consider the rights of all equity holders at risk to determine if they have the power to direct the entity's most significant activities.
•	Eliminates the presumption that a general partner should consolidate a limited partnership. Limited partnerships and similar entities will be VIEs unless the limited partners hold substantive kick-out rights in the participating rights.
•	Affects the consolidation analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships.
•	Provides a new scope exception for registered money market funds and similar unregistered money market funds, and ends the deferral granted to investment companies from applying the VIE guidance.
The provisions of ASU 2015-02 are effective for annual periods, and for interim periods within those annual periods, beginning after December 15, 2015, with early adoption permitted, using either a retrospective or modified retrospective approach. The Company does not expect ASU 2015-02 to have an impact.
Going Concern
In August 2014, the FASB issued ASU 2014-15, "Presentation of Financial Statements-Going Concern (ASC Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern" ("ASU 2014-15"), which requires management to evaluate whether there are conditions or events, considered in the aggregate, that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. The provisions of ASU 2014-15 will not affect a company's financial condition, results of operation, or cash flows, but require disclosure if management determines there is substantial doubt, including management’s plans to alleviate or mitigate the conditions or events that raise substantial doubt.
The provisions of ASU 2014-15 are effective for annual periods ending after December 15, 2016, and annual and interim periods thereafter. The Company does not expect ASU 2014-15 to have an impact.
Repurchase Agreements
In June 2014, the FASB issued ASU 2014-11, "Transfers and Servicing (ASC Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures" ("ASU 2014-11"), which (1) changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and (2) requires separate accounting for a transfer of a financial asset executed with a repurchase agreement with the same counterparty. This will result in secured borrowing accounting for the repurchase agreement. The amendments also require additional disclosures for certain transactions accounted for as a sale and for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings.
The provisions of ASU 2014-11 are effective for the first interim or annual period beginning after December 15, 2014, with the exception of disclosure amendments for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings, which are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. The Company does not expect ASU 2014-11 to have an impact on its financial condition or results of operations, as the Company has not historically met the requirements for sale accounting treatment for such secured borrowing arrangements. The Company is currently in the process of determining the impact of adoption of the disclosure provisions of ASU 2014-11.
Revenue from Contracts with Customers
In May 2014, the FASB issued ASU 2014-09, "Revenue from Contracts with Customers (ASC Topic 606)" ("ASU 2014-09"), which requires an entity to recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. Revenue is recognized when, or as, the entity satisfies a performance obligation under the contract. The standard also requires disclosures regarding the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers.
The provisions of ASU 2014-09 are effective retrospectively for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-09.
Discontinued Operations and Disposals
In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (ASC Topic 205) and Property, Plant, and Equipment (ASC Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity" ("ASU 2014-08"), which requires the disposal of a component of an entity to be reported in discontinued operations if the disposal represents a strategic shift that has, or will have, a major effect on the entity's operations and financial results. The component should be reported in discontinued operations when it meets the criteria to be classified as held for sale, is disposed of by sale or is disposed of other than by sale.
The amendments also require additional disclosures about discontinued operations, including disclosures about an entity’s significant continuing involvement with a discontinued operation and disclosures for a disposal of an individually significant component of an entity that does not qualify for discontinued operations.
The provisions of ASU 2014-08 are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after December 15, 2015. The amendments should be applied prospectively to disposals and classifications as held for sale that occur within those periods. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-08.

Investments

Investments	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Investments	Investments
	Fixed Maturities and Equity Securities
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2014:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair				OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	649			$	124.1			$	—			$	—			$	773.1			$	—
	U.S. Government agencies and authorities	45.7				0.9				—				—				46.6				—
	State, municipalities and political subdivisions	259				18.3				0.1				—				277.2				—
	U.S. corporate securities	10,366.70				902.4				49.1				—				11,220.00				1.5
	Foreign securities:(1)
	Government	346.5				23.8				5.5				—				364.8				—
	Other	5,138.90				324.7				50.5				—				5,413.10				—
	Total foreign securities	5,485.40				348.5				56				—				5,777.90				—
	Residential mortgage-backed securities:
	Agency	1,613.50				125.4				3.6				15.7				1,751.00				0.2
	Non-Agency	227.9				54.6				2.2				12.1				292.4				8.7
	Total Residential mortgage-backed securities	1,841.40				180				5.8				27.8				2,043.40				8.9
	Commercial mortgage-backed securities	998.9				79.2				0.1				—				1,078.00				6.7
	Other asset-backed securities	389				13.1				1.7				—				400.4				2.6
	Total fixed maturities, including securities pledged	20,035.10				1,666.50				112.8				27.8				21,616.60				19.7
	Less: Securities pledged	224.4				17.8				6.9				—				235.3				—
	Total fixed maturities	19,810.70				1,648.70				105.9				27.8				21,381.30				19.7
	Equity securities	107.4				14.5				—				—				121.9				—
	Total fixed maturities and equity securities investments	$	19,918.10			$	1,663.20			$	105.9			$	27.8			$	21,503.20			$	19.7
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income (loss).
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair				OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	636.5			$	36.5			$	2.9			$	—			$	670.1			$	—
	U.S. Government agencies and authorities	237.1				5				—				—				242.1				—
	State, municipalities and political subdivisions	77.2				5.9				0.1				—				83				—
	U.S. corporate securities	10,326.00				581				238.8				—				10,668.20				1.9
	Foreign securities:(1)
	Government	422.9				25.2				16.5				—				431.6				—
	Other	5,149.60				272.9				83.5				—				5,339.00				—
	Total foreign securities	5,572.50				298.1				100				—				5,770.60				—
	Residential mortgage-backed securities:
	Agency	1,638.20				121.9				17.9				16.9				1,759.10				0.2
	Non-Agency	278.1				55.2				4.8				12.1				340.6				15.1
	Total Residential mortgage-backed securities	1,916.30				177.1				22.7				29				2,099.70				15.3
	Commercial mortgage-backed securities	624.5				68.1				0.9				—				691.7				4.4
	Other asset-backed securities	465.8				18				3.4				—				480.4				3.2
	Total fixed maturities, including securities pledged	19,855.90				1,189.70				368.8				29				20,705.80				24.8
	Less: Securities pledged	137.9				5.9				3.7				—				140.1				—
	Total fixed maturities	19,718.00				1,183.80				365.1				29				20,565.70				24.8
	Equity securities	119.4				15.8				0.3				—				134.9				—
	Total fixed maturities and equity securities investments	$	19,837.40			$	1,199.60			$	365.4			$	29			$	20,700.60			$	24.8
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income (loss).
	The amortized cost and fair value of fixed maturities, including securities pledged, as of December 31, 2014, are shown below by contractual maturity. Actual maturities may differ from contractual maturities as securities may be restructured, called or prepaid. MBS and Other 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	$	679.2			$	688.6
	After one year through five years	4,052.10				4,288.70
After five years through ten years	5,809.90				6,096.70
After ten years	6,264.60				7,020.80
Mortgage-backed securities	2,840.30				3,121.40
Other asset-backed securities	389				400.4
Fixed maturities, including securities pledged	$	20,035.10			$	21,616.60
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 December 31, 2014 and 2013, the Company did not have any investments in a single issuer, other than obligations of the U.S. Government and government agencies with a carrying value in excess of 10% of the Company's 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
December 31, 2014
Communications	$	1,226.10			$	136.8			$	2.4			$	1,360.50
Financial	2,310.50				221.4				1.6				2,530.30
Industrial and other companies	8,962.60				569.4				90				9,442.00
Utilities	2,555.70				259.2				4.3				2,810.60
Transportation	450.7				40.3				1.3				489.7
Total	$	15,505.60			$	1,227.10			$	99.6			$	16,633.10
December 31, 2013
Communications	$	1,315.90			$	81.5			$	36.8			$	1,360.60
Financial	2,114.70				166.9				20.2				2,261.40
Industrial and other companies	8,878.50				423.5				213.1				9,088.90
Utilities	2,726.50				159.5				42.3				2,843.70
Transportation	440				22.5				9.9				452.6
Total	$	15,475.60			$	853.9			$	322.3			$	16,007.20
Fixed Maturities and Equity Securities
The Company's fixed maturities and equity securities are currently designated as available-for-sale, except those accounted for using the FVO. Available-for-sale securities are reported at fair value and unrealized capital gains (losses) on these securities are recorded directly in 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 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 Consolidated Statements of Operations. Certain 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 Consolidated Statements of Operations.
The Company invests in various categories of CMOs, including CMOs that are not agency-backed, that are subject to different degrees of risk from changes in interest rates and defaults. The principal risks inherent in holding CMOs are prepayment and extension risks related to significant decreases and increases in interest rates resulting in the prepayment of principal from the underlying mortgages, either earlier or later than originally anticipated. As of December 31, 2014 and 2013, approximately 57.3% and 50.4%, respectively, of the Company's CMO holdings, such as interest-only or principal-only strips, were invested in those types of CMOs that are subject to more prepayment and extension risk than traditional CMOs.
Repurchase Agreements
As of December 31, 2014 and 2013, the Company did not have any securities pledged in dollar rolls, repurchase agreement transactions or reverse repurchase agreements.
Securities Lending
As of December 31, 2014 and 2013, the fair value of loaned securities was $174.9 and $97.6, respectively, and is included in Securities pledged on the Consolidated Balance Sheets. As of December 31, 2014 and 2013, collateral retained by the lending agent and invested in liquid assets on the Company's behalf was $182.0 and $102.7, respectively, and recorded in Short-term investments under securities loan agreements, including collateral delivered on the Consolidated Balance Sheets. As of December 31, 2014 and 2013, liabilities to return collateral of $182.0 and $102.7, respectively, were included in Payables under securities loan agreements, including collateral held, on the Consolidated Balance Sheets.
Variable Interest Entities
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 did not provide any 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 $0.7 and $1.0 as of December 31, 2014 and 2013, respectively, is included in Limited partnerships/corporations on the Consolidated Balance Sheets. Income and losses recognized on these investments are reported in Net investment income in the Consolidated Statements of Operations.
On June 4, 2012, the Company entered into an agreement to sell certain general account private equity limited partnership investment interest holdings with a carrying value of $331.9 as of March 31, 2012. These assets were sold to a group of private equity funds that are managed by Pomona Management LLC, an affiliate of the Company. The transaction resulted in a net pre-tax loss of $38.7 in the second quarter of 2012 reported in Net investment income on the Consolidated Statements of Operations. The transaction closed in two tranches with the first tranche closed on June 29, 2012 and the second tranche closed on October 29, 2012. Consideration received included $23.0 of promissory notes which were due in two equal installments at December 31, 2013 and 2014. In connection with these promissory notes, Voya Financial, Inc. unconditionally guaranteed payments of the notes in the event of any default of payments due. No additional loss was incurred on the second tranche since the fair value of the alternative investments was reduced to the agreed-upon sales price as of June 30, 2012.
Securitizations
The Company invests in various tranches of securitization entities, including RMBS, 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 Business, Basis of Presentation and Significant Accounting Policies Note to these 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 for which changes in fair value are reflected in Other net realized gains (losses) in the 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 December 31, 2014:
	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
2014
U.S. Treasuries	$	12.4			$	—		*	$	—			$	—			$	—			$	—	$	12.4	$	—	*
U.S. Government, agencies and authorities	2.3				—			*	—				—				—				—		2.3		—		*
U.S. corporate, state and municipalities	794.6				20.1				34.8				1.5				712.8				27.6		1,542.20		49.2
Foreign	671				35.7				9.7				0.2				350.2				20.1		1,030.90		56
Residential mortgage-backed	94.5				0.7				25.2				0.6				163.1				4.5		282.8		5.8
Commercial mortgage-backed	59.1				0.1				—				—				—				—		59.1		0.1
Other asset-backed	27				0.1				—				—				18.4				1.6		45.4		1.7
Total	$	1,660.90			$	56.7			$	69.7			$	2.3			$	1,244.50			$	53.8	$	2,975.10	$	112.8
*Less than $0.1.
Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of December 31, 2013:
	Six Months or Less								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
2013
U.S. Treasuries	$	124.4			$	2.1			$	34.2			$	0.8			$	—			$	—	$	158.6	$	2.9
U.S. Government, agencies and authorities	—				—				—				—				—				—		—		—
U.S. corporate, state and municipalities	1,002.80				22.9				2,413.20				183.8				236.9				32.2		3,652.90		238.9
Foreign	448.8				5.7				1,063.90				86.4				76.2				7.9		1,588.90		100
Residential mortgage-backed	262.3				2.9				212.9				12				105.8				7.8		581		22.7
Commercial mortgage-backed	77.9				0.9				—				—				—				—		77.9		0.9
Other asset-backed	38.9				0.2				30.3				0.2				26				3		95.2		3.4
Total	$	1,955.10			$	34.7			$	3,754.50			$	283.2			$	444.9			$	50.9	$	6,154.50	$	368.8
Of the unrealized capital losses aged more than twelve months, the average market value of the related fixed maturities was 95.9% and 89.7% of the average book value as of December 31, 2014 and 2013, respectively.
Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, for instances in which fair value declined below amortized cost by greater than or less than 20% for consecutive months as indicated in the tables below, were as follows as of the dates indicated:
	Amortized Cost								Unrealized Capital Losses								Number of Securities
	< 20%				> 20%				< 20%				> 20%				< 20%			> 20%
December 31, 2014
Six months or less below amortized cost	$	1,690.40			$	59.7			$	50.5			$	13.2			341			13
More than six months and twelve months or less below amortized cost	115.1				—				6.7				—				34			—
More than twelve months below amortized cost	1,220.50				2.2				41.8				0.6				223			2
Total	$	3,026.00			$	61.9			$	99			$	13.8			598			15
December 31, 2013
Six months or less below amortized cost	$	2,054.40			$	24.1			$	45.3			$	5.3			322			7
More than six months and twelve months or less below amortized cost	3,991.40				23.5				272.6				5.8				502			3
More than twelve months below amortized cost	420.4				9.5				37.3				2.5				137			8
Total	$	6,466.20			$	57.1			$	355.2			$	13.6			961			18
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%
December 31, 2014
U.S. Treasuries	$	12.4			$	—			$	—		*	$	—			1			—
U.S. Government, agencies and authorities	2.3				—				—			*	—				1			—
U.S. corporate, state and municipalities	1,566.30				25.1				43.5				5.7				262			5
Foreign	1,052.30				34.6				48.5				7.5				185			6
Residential mortgage-backed	288.6				—			*	5.8				—			*	124			2
Commercial mortgage-backed	59.2				—				0.1				—				11			—
Other asset-backed	44.9				2.2				1.1				0.6				14			2
Total	$	3,026.00			$	61.9			$	99			$	13.8			598			15
*Less than $0.1.
December 31, 2013
U.S. Treasuries	$	161.5			$	—			$	2.9			$	—			4			—
U.S. Government, agencies and authorities	—				—				—				—				—			—
U.S. corporate, state and municipalities	3,869.00				22.8				233.2				5.7				519			2
Foreign	1,665.80				23.1				95				5				239			5
Residential mortgage-backed	596.9				6.8				21				1.7				162			7
Commercial mortgage-backed	78.8				—				0.9				—				12			—
Other asset-backed	94.2				4.4				2.2				1.2				25			4
Total	$	6,466.20			$	57.1			$	355.2			$	13.6			961			18
Investments with fair values less than amortized cost are included in the Company's other-than-temporary impairments analysis. Impairments were recognized as disclosed in the "Evaluating Securities for Other-Than-Temporary Impairments" section below. The Company evaluates non-agency RMBS and ABS for "other-than-temporary impairments" each quarter based on actual and projected cash flows after considering the quality and updated loan-to-value ratios reflecting current home prices of underlying collateral, forecasted loss severity, the payment priority within the tranche structure of the security and amount of any credit enhancements. The Company's assessment of current levels of cash flows compared to estimated cash flows at the time the securities were acquired indicates the amount and the pace of projected cash flows from the underlying collateral has generally been lower and slower, respectively. However, since cash flows are typically projected at a trust level, the impairment review incorporates the security's position within the trust structure as well as credit enhancement remaining in the trust to determine whether an impairment is warranted. Therefore, while lower and slower cash flows will impact the trust, the effect on a particular security within the trust will be dependent upon the trust structure. Where the assessment continues to project full recovery of principal and interest on schedule, the Company has not recorded an impairment. Unrealized losses on below investment grade securities are principally related to RMBS (primarily Alt-A RMBS) and ABS (primarily subprime RMBS) largely due to economic and market uncertainties including concerns over unemployment levels, lower interest rate environment on floating rate securities requiring higher risk premiums since purchase and valuations on residential real estate supporting non-agency RMBS. Based on this analysis, the Company determined that the remaining investments in an unrealized loss position were not other-than-temporarily impaired and therefore no further other-than-temporary impairment was necessary.
Troubled Debt Restructuring
The Company invests in high quality, well performing portfolios of commercial mortgage loans and private placements. Under certain circumstances, modifications are granted to these contracts. Each modification is evaluated as to whether a troubled debt restructuring has occurred. A modification is a troubled debt restructuring when the borrower is in financial difficulty and the creditor makes concessions. Generally, the types of concessions may include reducing the face amount or maturity amount of the debt as originally stated, reducing the contractual interest rate, extending the maturity date at an interest rate lower than current market interest rates and/or reducing accrued interest. The Company considers the amount, timing and extent of the concession granted in determining any impairment or changes in the specific valuation allowance recorded in connection with the troubled debt restructuring. A valuation allowance may have been recorded prior to the quarter when the loan is modified in a troubled debt restructuring. Accordingly, the carrying value (net of the specific valuation allowance) before and after modification through a troubled debt restructuring may not change significantly, or may increase if the expected recovery is higher than the pre-modification recovery assessment. For the year ended December 31, 2014, the Company had no new troubled debt restructurings for private placement or commercial mortgage loans. For the year ended December 31, 2013, the Company had no new private placement troubled debt restructuring and had 20 new commercial mortgage loan troubled debt restructurings with a 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 December 31, 2014, these loans have repaid $12.1 in principal.
As of December 31, 2014 and 2013, the Company did not have any commercial mortgage loans or private placements modified in a troubled debt restructuring with a subsequent payment default.
Mortgage Loans on Real Estate
The Company's mortgage loans on real estate are all commercial mortgage loans held for investment, which are reported at amortized cost, less impairment write-downs and allowance for losses. The Company diversifies its commercial mortgage loan portfolio by geographic region and property type to reduce concentration risk. The Company manages risk when originating commercial mortgage loans by generally lending only up to 75% of the estimated fair value of the underlying real estate. Subsequently, the Company continuously evaluates mortgage loans based on relevant current information including a review of loan-specific credit quality, property characteristics and market trends. Loan performance is monitored on a loan specific basis through the review of submitted appraisals, operating statements, rent revenues and annual inspection reports, among other items. This review ensures properties are performing at a consistent and acceptable level to secure the debt. The components to evaluate debt service coverage are received and reviewed at least annually to determine the level of risk.
The following table summarizes the Company's investment in mortgage loans as of the dates indicated:
	December 31, 2014				December 31, 2013
Commercial mortgage loans	$	3,514.10			$	3,397.30
Collective valuation allowance	(1.1		)		(1.2		)
Total net commercial mortgage loans	$	3,513.00			$	3,396.10
There were no impairments taken on the mortgage loan portfolio for the years ended December 31, 2014 and 2013.
The following table summarizes the activity in the allowance for losses for all commercial mortgage loans for the periods indicated:
	December 31, 2014				December 31, 2013
Collective valuation allowance for losses, balance at January 1	$	1.2			$	1.3
Addition to (reduction of) allowance for losses	(0.1		)		(0.1		)
Collective valuation allowance for losses, end of period	$	1.1			$	1.2
The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
	December 31, 2014				December 31, 2013
Impaired loans without allowances for losses	$	32.4			$	42.9
Less: Allowances for losses on impaired loans	—				—
Impaired loans, net	$	32.4			$	42.9
Unpaid principal balance of impaired loans	$	33.9			$	44.4
As of December 31, 2014 and 2013 the Company did not have any impaired loans with allowances for losses.
The following table presents information on restructured loans as of the dates indicated:
	December 31, 2014				December 31, 2013
Troubled debt restructured loans	$	27.3			$	37.5
The Company defines delinquent mortgage loans consistent with industry practice as 60 days past due. The Company’s policy is to recognize interest income until a loan becomes 90 days delinquent or foreclosure proceedings are commenced, at which point interest accrual is discontinued. Interest accrual is not resumed until the loan is brought current.
There were no mortgage loans in the Company's portfolio in process of foreclosure as of December 31, 2014 and 2013. There were no loans 90 days or more past due or loans in arrears with respect to principal and interest as of December 31, 2014 and 2013.
The following table presents information on the average investment during the period in impaired loans and interest income recognized on impaired and troubled debt restructured loans for the periods indicated:
	Year Ended December 31,
	2014				2013				2012
Impaired loans, average investment during the period (amortized cost)(1)	$	37.6			$	24.2			$	5.7
Interest income recognized on impaired loans, on an accrual basis(1)	2.2				1.4				0.4
Interest income recognized on impaired loans, on a cash basis(1)	2.1				1.4				0.4
Interest income recognized on troubled debt restructured loans, on an accrual basis	1.8				1				—
(1) Includes amounts for Troubled debt restructured loans.
Loan-to-value ("LTV") and debt service coverage ("DSC") ratios are measures commonly used to assess the risk and quality of mortgage loans. The LTV ratio, calculated at time of origination, is expressed as a percentage of the amount of the loan relative to the value of the underlying property. A LTV ratio in excess of 100% indicates the unpaid loan amount exceeds the underlying collateral. The DSC ratio, based upon the most recently received financial statements, is expressed as a percentage of the amount of a property's net income to its debt service payments. A DSC ratio of less than 1.0 indicates that 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:
	December 31, 2014 (1)				December 31, 2013 (1)
Loan-to-Value Ratio:
0% - 50%	$	411			$	495.7
>50% - 60%	824.1				894.5
>60% - 70%	2,107.90				1,879.50
>70% - 80%	159.7				114.9
>80% and above	11.4				12.7
Total Commercial mortgage loans	$	3,514.10			$	3,397.30
(1) Balances do not include collective valuation allowance for losses.
The following table presents the DSC ratios as of the dates indicated:
	December 31, 2014 (1)				December 31, 2013 (1)
Debt Service Coverage Ratio:
Greater than 1.5x	$	2,600.10			$	2,388.50
>1.25x - 1.5x	520				542.4
>1.0x - 1.25x	258.7				275.8
Less than 1.0x	131.3				190.5
Commercial mortgage loans secured by land or construction loans	4				0.1
Total Commercial mortgage loans	$	3,514.10			$	3,397.30
(1) Balances do not include collective valuation allowance for losses.
Properties collateralizing mortgage loans are geographically dispersed throughout the United States, as well as diversified by property type, as reflected in the following tables as of the dates indicated:
	December 31, 2014 (1)							December 31, 2013 (1)
	Gross				% of			Gross				% of
	Carrying Value				Total			Carrying Value				Total
Commercial Mortgage Loans by U.S. Region:
Pacific	$	802.6			22.8	%		$	752.8			22.3	%
South Atlantic	746.5				21.2	%		707.8				20.8	%
West South Central	448.4				12.8	%		467.1				13.7	%
Middle Atlantic	505.8				14.4	%		411.4				12.1	%
East North Central	355.3				10.1	%		383.1				11.3	%
Mountain	274				7.8	%		263.9				7.8	%
West North Central	219.6				6.3	%		224.9				6.6	%
New England	74.8				2.1	%		116.7				3.4	%
East South Central	87.1				2.5	%		69.6				2	%
Total Commercial mortgage loans	$	3,514.10			100	%		$	3,397.30			100	%
(1) Balances do not include collective valuation allowance for losses.
	December 31, 2014 (1)							December 31, 2013 (1)
	Gross				% of			Gross				% of
	Carrying Value				Total			Carrying Value				Total
Commercial Mortgage Loans by Property Type:
Retail	$	1,236.40			35.2	%		$	1,082.10			31.9	%
Industrial	796.8				22.7	%		972.6				28.6	%
Office	443.1				12.6	%		462.1				13.6	%
Apartments	550.6				15.7	%		445.2				13.1	%
Hotel/Motel	149.7				4.2	%		182.8				5.4	%
Mixed Use	142.8				4.1	%		70.9				2.1	%
Other	194.7				5.5	%		181.6				5.3	%
Total Commercial mortgage loans	$	3,514.10			100	%		$	3,397.30			100	%
(1) Balances do not include collective valuation allowance for losses.
The following table sets forth the breakdown of mortgages by year of origination as of the dates indicated:
	December 31, 2014 (1)				December 31, 2013 (1)
Year of Origination:
2014	$	580			$	—
2013	758.8				785.2
2012	854.5				908.1
2011	674.4				792.8
2010	66				121.1
2009	39				68.4
2008 and prior	541.4				721.7
Total Commercial mortgage loans	$	3,514.10			$	3,397.30
(1) Balances do not include collective valuation allowance for losses.
Evaluating Securities for Other-Than-Temporary Impairments
The Company performs a regular evaluation, on a security-by-security basis, of its available-for-sale securities holdings, including fixed maturity securities and equity securities in accordance with its impairment policy in order to evaluate whether such investments are other-than-temporarily impaired.
The following table identifies the Company's credit-related and intent-related impairments included in the Consolidated Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
	Year Ended December 31,
	2014							2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	1.7			3			$	—			—			$	2.9			3
Foreign(1)	3.7				7			1.8				1			0.8				3
Residential mortgage-backed	1.6				26			3.4				35			6				33
Commercial mortgage-backed	0.1				2			0.3				3			—				—
Other asset-backed	—			*	1			0.3				2			1.2				4
Equity	—				—			0.1				1			—				—
Total	$	7.1			39			$	5.9			42			$	10.9			43
* Less than $0.1.
(1) Primarily U.S. dollar denominated.
The above tables include $1.6, $4.8 and $9.1 of write-downs related to credit impairments for the years ended December 31, 2014, 2013 and 2012, respectively, in Other-than-temporary impairments, which are recognized in the Consolidated Statements of Operations. The remaining $5.5, $1.1 and $1.8 in write-downs for the years ended December 31, 2014, 2013 and 2012, respectively, are related to intent impairments.
The following table summarizes these intent impairments, which are also recognized in earnings, by type for the periods indicated:
	Year Ended December 31,
	2014							2013							2012
	Impairment				No. of Securities			Impairment				No. of Securities			Impairment				No. of Securities
U.S. corporate	$	1.6			3			$	—			—			$	0.2			1
Foreign(1)	3.7				7			—				—			0.8				3
Residential mortgage-backed	0.1				3			0.8				6			0.7				3
Commercial mortgage-backed	0.1				2			0.3				3			—				—
Other asset-backed	—				—			—				—			0.1				1
Equity	—				—			—				—			—				—
Total	$	5.5			15			$	1.1			9			$	1.8			8
(1) Primarily U.S. dollar denominated.
The Company may sell securities during the period in which fair value has declined below amortized cost for fixed maturities or cost for equity securities. In certain situations, new factors, including changes in the business environment, can change the Company's previous intent to continue holding a security. Accordingly, these factors may lead the Company to record additional intent related capital losses.
The following table identifies 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:
	Year Ended December 31,
	2014				2013				2012
Balance at January 1	$	28			$	28.4			$	27.8
Additional credit impairments:
On securities not previously impaired	0.7				1.1				1.5
On securities previously impaired	0.9				1.8				3.7
Reductions:
Securities sold, matured, prepaid or paid down	6.6				3.3				4.6
Increase in cash flows	0.6				—				—
Balance at December 31	$	22.4			$	28			$	28.4
Net Investment Income
The following table summarizes Net investment income for the periods indicated:
	Year Ended December 31,
	2014				2013				2012
Fixed maturities	$	1,216.30			$	1,199.40			$	1,222.50
Equity securities, available-for-sale	7.1				2.8				7.5
Mortgage loans on real estate	172.7				157.1				143.5
Policy loans	13.3				13.1				13.2
Short-term investments and cash equivalents	0.5				0.9				1.4
Other	30.6				42.6				6.8
Gross investment income	1,440.50				1,415.90				1,394.90
Less: investment expenses	51.1				48.9				46.1
Net investment income	$	1,389.40			$	1,367.00			$	1,348.80
As of December 31, 2014 and 2013, the Company did not have any investments in fixed maturities that did not produce net investment income. Fixed maturities are moved to a non-accrual status when the investment defaults.
Interest income on fixed maturities is recorded when earned using an effective yield method, giving effect to amortization of premiums and accretion of discounts. Such interest income is recorded in Net investment income in the Consolidated Statements of Operations.
Net Realized Capital Gains (Losses)
Net realized capital gains (losses) comprise 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 FIFO methodology.
Net realized capital gains (losses) were as follows for the periods indicated:
	Year Ended December 31,
	2014				2013				2012
Fixed maturities, available-for-sale, including securities pledged	$	(14.7	)		$	0.3			$	67.5
Fixed maturities, at fair value option	(74.6		)		(151.5		)		(124.2		)
Equity securities, available-for-sale	1.3				0.1				(0.2		)
Derivatives	50.6				(72.1		)		1.3
Embedded derivatives - fixed maturities	(1.2		)		(24.7		)		(5.5		)
Embedded derivatives - product guarantees	(101.2		)		105.5				120.4
Other investments	0.2				0.2				—
Net realized capital gains (losses)	$	(139.6	)		$	(142.2	)		$	59.3
After-tax net realized capital gains (losses)	$	(90.7	)		$	(160.0	)		$	38.5
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:
	Year Ended December 31,
	2014				2013				2012
Proceeds on sales	$	1,616.30			$	1,830.00			$	2,887.10
Gross gains	24.4				23.8				88.7
Gross losses	35.2				22.1				12.7

Derivative_Financial_Instrumen

Derivative Financial Instruments	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Derivative Financial Instruments
	The Company enters into the following types of derivatives:
	Interest rate 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 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: The Company 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 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 margins 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. 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 variable fixed income portfolios 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 coinsurance with funds withheld arrangements, which contain embedded derivatives.
	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:
		December 31, 2014									December 31, 2013
		Notional			Asset			Liability			Notional		Asset			Liability
		Amount			Fair Value			Fair Value			Amount		Fair Value			Fair Value
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	513.3		$	104.4		$	—		$	763.3	$	81		$	0.2
	Foreign exchange contracts	51.2			7.7			—			51.2		2.2			0.6
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts	27,632.90			432.8			209.2			21,442.70		367.6			206.2
	Foreign exchange contracts	130.1			10.6			7.7			145.9		5.5			9.6
	Equity contracts	14			—			0.1			9.1		—		*	—
	Credit contracts	384			6.5			—			384		8.1			—
	Embedded derivatives:
	Within fixed maturity investments	N/A			27.8			—			N/A		29			—
	Within annuity products	N/A			—			129.2			N/A		—			23.1
	Within reinsurance agreements	N/A			—			(13.0		)	N/A		—			(54.0		)
	Total				$	589.8		$	333.2				$	493.4		$	185.7
	* Less than $0.1.
	-1	Open derivative contracts are reported as Derivatives assets or liabilities on the Consolidated Balance Sheets at fair value.
	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.
	Based on the notional amounts, a substantial portion of the Company’s derivative positions was not designated or did not qualify for hedge accounting as part of a hedging relationship as of December 31, 2014 and 2013. The Company utilizes derivative contracts mainly to hedge exposure to variability in cash flows, interest rate risk, credit risk, foreign exchange risk and equity market risk. The majority of derivatives used by the Company are designated as product hedges, which hedge the exposure arising from insurance liabilities or guarantees embedded in the contracts the Company offers through various product lines. These derivatives do not qualify for hedge accounting as they do not meet the criteria of being “highly effective” as outlined in ASC Topic 815, but do provide an economic hedge, which is in line with the Company’s risk management objectives. The Company also uses derivatives contracts to hedge its exposure to various risks associated with the investment portfolio. The Company does not seek hedge accounting treatment for certain of these derivatives as they generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules outlined in ASC Topic 815. The Company also uses credit default swaps coupled with other investments in order to produce the investment characteristics of otherwise permissible investments that do not qualify as effective accounting hedges under ASC Topic 815.
	Although the Company has not elected to net its derivative exposures, the notional amounts and fair values of Over-The-Counter ("OTC") and cleared derivatives excluding exchange traded contracts and forward contracts (To Be Announced mortgage-backed securities) are presented in the tables below as of the dates indicated:
		December 31, 2014
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	384		$	6.5		$	—
	Foreign exchange contracts	181.3			18.3			7.7
	Interest rate contracts	28,146.20			537.2			209.2
					$	562		$	216.9
	Counterparty netting(1)				$	(216.2	)	$	(216.2	)
	Cash collateral netting(1)				(291.5		)	—
	Securities collateral netting(1)				(6.6		)	—
	Net receivables/payables				$	47.7		$	0.7
	(1)Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting agreements.
		December 31, 2013
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	384		$	8.1		$	—
	Foreign exchange contracts	197.1			7.7			10.2
	Interest rate contracts	22,206.00			448.6			206.4
					$	464.4		$	216.6
	Counterparty netting(1)				$	(201.3	)	$	(201.3	)
	Cash collateral netting(1)				(134.0		)	(5.4		)
	Securities collateral netting(1)				(15.9		)	(4.8		)
	Net receivables/payables				$	113.2		$	5.1
	(1)Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting agreements.
	Collateral
	Under the terms of the OTC Derivative International Swaps and Derivatives Association, Inc. ("ISDA") agreements, the Company may receive from, or deliver to, counterparties collateral to assure that terms of the ISDA agreements will be met with regard to the Credit Support Annex ("CSA"). The terms of the CSA call for the Company to pay interest on any cash received equal to the Federal Funds rate. To the extent cash collateral is received and delivered, it is included in Payables under securities loan agreements, including collateral held and Short-term investments under securities loan agreements, including collateral delivered, respectively, on the 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 Consolidated Balance Sheets. As of December 31, 2014, the Company held $161.5 and $130.2 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. As of December 31, 2013, the Company held $127.4 and $1.2 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. In addition, as of December 31, 2014, the Company delivered $60.4 of securities and held $6.6 of securities as collateral. As of December 31, 2013, the Company delivered $42.5 of securities and held $16.3 of securities as collateral.
	Net realized gains (losses) on derivatives were as follows for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Derivatives: Qualifying for hedge accounting(1)
Cash flow hedges:
Interest rate contracts	$	0.2		$	0.2		$	—
Foreign exchange contracts	0.5			0.1			—
Derivatives: Non-qualifying for hedge accounting(2)
Interest rate contracts	41			(92.8		)	(18.9		)
Foreign exchange contracts	4.8			10			6.9
Equity contracts	1.8			3.4			2
Credit contracts	2.3			7			11.3
Managed custody guarantees	0.2			0.2			1.1
Embedded derivatives:
Within fixed maturity investments(2)	(1.2		)	(24.7		)	(5.5		)
Within annuity products(2)	(101.4		)	105.3			119.3
Within reinsurance agreements(3)	(41.0		)	54			—
Total	$	(92.8	)	$	62.7		$	116.2
(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses). Changes in fair value upon disposal for effective cash flow hedges are amortized through Net investment income and the ineffective portion is recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. For the years ended December 31, 2014, 2013 and 2012, ineffective amounts were immaterial.
(2) Changes in value are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Consolidated Statements of Operations.
Credit Default Swaps
The Company has entered into various credit default swaps. When credit default swaps are sold, the Company assumes credit exposure to certain assets that it does not own. Credit default swaps may also be purchased to reduce credit exposure in the Company’s portfolio. Credit default swaps involve a transfer of credit risk from one party to another in exchange for periodic payments. As of December 31, 2014, the fair value of credit default swaps of $6.5 were included in Derivatives assets and there were no credit default swaps included in Derivatives liabilities on the Consolidated Balance Sheets. As of December 31, 2013, the fair value of credit default swaps of $8.1 were included in Derivatives assets and there were no credit default swaps included in Derivatives liabilities on the Consolidated Balance Sheets. As of December 31, 2014 and 2013, the maximum potential future exposure to the Company was $384.0 on credit default swaps. These instruments are typically written for a maturity period of five years and contain no recourse provisions. If the Company's current debt and claims paying ratings were downgraded in the future, the terms in the Company's derivative agreements may be triggered, which could negatively impact overall liquidity.

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value Measurements	Fair Value Measurements
	Fair Value Measurement
	The Company categorizes its financial instruments into a three-level hierarchy based on the priority of the inputs to the valuation technique, pursuant to ASU 2011-04, "Fair Value Measurements (ASC Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP" ("ASU 2011-04"). The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). 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. Financial assets and liabilities recorded at fair value on the Consolidated Balance Sheets are categorized as follows:
	•	Level 1 - Unadjusted quoted prices for identical assets or liabilities in an active market. The Company defines an active market as a market in which transactions take place with sufficient frequency and volume to provide pricing information on an ongoing basis.
	•	Level 2 - Quoted prices in markets that are not active or valuation techniques that require inputs that are observable either directly or indirectly for substantially the full term of the asset or liability. Level 2 inputs include the following:
	a) Quoted prices for similar assets or liabilities in active markets;
	b) Quoted prices for identical or similar assets or liabilities in non-active markets;
	c) Inputs other than quoted market prices that are observable; and
	d) Inputs that are derived principally from or corroborated by observable market data through correlation or other means.
	•	Level 3 - Prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement. 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.
	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 December 31, 2014:
		Level 1				Level 2				Level 3				Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	712.9			$	60.2			$	—			$	773.1
	U.S. Government agencies and authorities	—				46.6				—				46.6
	U.S. corporate, state and municipalities	—				11,122.40				374.8				11,497.20
	Foreign(1)	—				5,612.20				165.7				5,777.90
	Residential mortgage-backed securities	—				2,026.10				17.3				2,043.40
	Commercial mortgage-backed securities	—				1,059.00				19				1,078.00
	Other asset-backed securities	—				398				2.4				400.4
	Total fixed maturities, including securities pledged	712.9				20,324.50				579.2				21,616.60
	Equity securities, available-for-sale	85.3				—				36.6				121.9
	Derivatives:
	Interest rate contracts	—				537.2				—				537.2
	Foreign exchange contracts	—				18.3				—				18.3
	Credit contracts	—				6.5				—				6.5
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,046.60				—				1.5				1,048.10
	Assets held in separate accounts	57,492.60				5,313.10				2.4				62,808.10
	Total assets	$	59,337.40			$	26,199.60			$	619.7			$	86,156.70
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	26.3			$	26.3
	Stabilizer and MCGs	—				—				102.9				102.9
	Other derivatives:
	Interest rate contracts	—				209.2				—				209.2
	Foreign exchange contracts	—				7.7				—				7.7
	Equity contracts	0.1				—				—				0.1
	Embedded derivative on reinsurance	—				(13.0		)		—				(13.0		)
	Total liabilities	$	0.1			$	203.9			$	129.2			$	333.2
	(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, 2013:
		Level 1				Level 2				Level 3				Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	618.8			$	51.3			$	—			$	670.1
	U.S. Government agencies and authorities	—				237				5.1				242.1
	U.S. corporate, state and municipalities	—				10,605.90				145.3				10,751.20
	Foreign(1)	—				5,727.80				42.8				5,770.60
	Residential mortgage-backed securities	—				2,076.00				23.7				2,099.70
	Commercial mortgage-backed securities	—				691.7				—				691.7
	Other asset-backed securities	—				462.7				17.7				480.4
	Total fixed maturities, including securities pledged	618.8				19,852.40				234.6				20,705.80
	Equity securities, available-for-sale	99				—				35.9				134.9
	Derivatives:
	Interest rate contracts	—				448.6				—				448.6
	Foreign exchange contracts	—				7.7				—				7.7
	Credit contracts	—				8.1				—				8.1
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	529.7				—				—				529.7
	Assets held in separate accounts	54,715.30				5,376.50				13.1				60,104.90
	Total assets	$	55,962.80			$	25,693.30			$	283.6			$	81,939.70
	Liabilities:
Derivatives:
Annuity product guarantees:
FIA	$	—			$	—			$	23.1			$	23.1
Stabilizer and MCGs	—				—				—				—
Other derivatives:
Interest rate contracts	—				206.4				—				206.4
Foreign exchange contracts	—				10.2				—				10.2
Equity contracts	—				—				—				—
Embedded derivative on reinsurance	—				(54.0		)		—				(54.0		)
Total liabilities	$	—			$	162.6			$	23.1			$	185.7
(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 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.
The following valuation methods and assumptions were used by the Company in estimating the reported values for the investments and derivatives described below:
Fixed maturities: The fair values for the actively traded marketable bonds are determined based upon the quoted market prices and are classified as Level 1 assets.  Assets in this category would primarily include certain U.S. Treasury securities. The fair values for marketable bonds without an active market are obtained through several commercial pricing services which provide the estimated fair values and are classified as Level 2 assets. These services incorporate a variety of market observable information in their valuation techniques, including benchmark yields, broker-dealer quotes, credit quality, issuer spreads, bids, offers and other reference data. This category includes U.S. and foreign corporate bonds, ABS, U.S. agency and government guaranteed securities, CMBS and RMBS, including certain CMO assets.
Generally, the Company does not obtain more than one vendor price from pricing services per instrument. The Company uses a hierarchy process in which prices are obtained from a primary vendor and, if that vendor is unable to provide the price, the next vendor in the hierarchy is contacted until a price is obtained or it is determined that a price cannot be obtained from a commercial pricing service. When a price cannot be obtained from a commercial pricing service, independent broker quotes are solicited.  Securities priced using independent broker quotes are classified as Level 3.
Broker quotes and prices obtained from pricing services are reviewed and validated through an internal valuation committee price variance review, comparisons to internal pricing models, back testing to recent trades or monitoring of trading volumes. As of December 31, 2014, $537.1 and $16.4 billion of a total fair value of $21.6 billion in fixed maturities, including securities pledged, were valued using unadjusted broker quotes and unadjusted prices obtained from pricing services, respectively and verified through the review process. The remaining balance in fixed maturities consisted primarily of privately placed bonds valued using a matrix-based pricing. As of December 31, 2013, $190.5 and $15.9 billion of a total fair value of $20.7 billion in fixed maturities, including securities pledged, were valued using unadjusted broker quotes and unadjusted prices obtained from pricing services, respectively, and verified through the review process. The remaining balance in fixed maturities consisted primarily of privately placed bonds valued using a matrix-based pricing.
All prices and broker quotes obtained go through the review process described above including valuations for which only one broker quote is obtained.  After review, for those instruments where the price is determined to be appropriate, the unadjusted price provided is used for financial statement valuation. If it is determined that the price is questionable, another price may be requested from a different vendor. The internal valuation committee then reviews all prices for the instrument again, along with information from the review, to determine which price best represents "exit price" for the instrument.
Fair values of privately placed bonds are determined primarily using a matrix-based pricing model and are generally classified as Level 2 assets.  The model considers the current level of risk-free interest rates, current corporate spreads, the credit quality of the issuer and cash flow characteristics of the security.  Also considered are factors such as the net worth of the borrower, the value of collateral, the capital structure of the borrower, the presence of guarantees and the Company's evaluation of the borrower's ability to compete in its relevant market.  Using this data, the model generates estimated market values which the Company considers reflective of the fair value of each privately placed bond.
Equity securities, available-for-sale: Fair values of publicly traded equity securities are based upon quoted market price and are classified as Level 1 assets. Other equity securities, typically private equities or equity securities not traded on an exchange, are valued by other sources such as analytics or brokers and are classified as Level 2 or Level 3 assets.
Derivatives: Derivatives are carried at fair value, which is determined using the Company's derivative accounting system in conjunction with observable key financial data from third party sources, such as yield curves, exchange rates, S&P 500 Index prices, London Interbank Offered Rates ("LIBOR") and Overnight Index Swap ("OIS") rates. In June 2012, the Company began using OIS rather than LIBOR for valuations of collateralized interest rate derivatives, which are obtained from third-party sources. For those derivatives that are unable to be valued by the accounting system, the Company typically utilizes values established by third-party brokers. Counterparty credit risk is considered and incorporated in the Company's valuation process through counterparty credit rating requirements and monitoring of overall exposure.  It is the Company's policy to transact only with investment grade counterparties with a credit rating of A- or better. The Company's nonperformance risk is also considered and incorporated in the Company's valuation process. Valuations for the Company's futures and interest rate forward contracts are based on unadjusted quoted prices from an active exchange and, therefore, are classified as Level 1. The Company also has certain credit default swaps and options that are priced using models that primarily use market observable inputs, but contain inputs that are not observable to market participants, which have been classified as Level 3.  However, all other derivative instruments, including those priced by third-party vendors, are valued based on market observable inputs and are classified as Level 2.
Cash and cash equivalents, Short-term investments and Short-term investments under securities loan agreement: The carrying amounts for cash reflect the assets' fair values. The fair values for cash equivalents and most short-term investments are determined based on quoted market prices. These assets are classified as Level 1. Other short-term investments are valued and classified in the fair value hierarchy consistent with the policies described herein, depending on investment type.
Assets held in separate accounts: Assets held in separate accounts are reported at the quoted fair values of the underlying investments in the separate accounts.  The underlying investments include mutual funds, short-term investments and cash, the valuations of which are based upon a quoted market price and are included in Level 1.  Fixed maturity valuations are obtained from third-party commercial pricing services and brokers and are classified in the fair value hierarchy consistent with the policy described above for fixed maturities.
Product guarantees: The Company records an embedded derivative liability for its FIA contracts for interest payments to contract holders above the minimum guaranteed contract value. The guarantee is treated as an embedded derivative and is required to be accounted for separately from the host contract. The fair value of the obligation is calculated based on actuarial and capital market assumptions related to the projected cash flows, including benefits and related contract charges, over the anticipated life of the related contracts. The cash flow estimates are produced by market implied assumptions. These derivatives are classified as Level 3 liabilities in the fair value hierarchy.
The Company records reserves for Stabilizer and MCG contracts containing guaranteed credited rates. The guarantee is treated as an embedded derivative or a stand-alone derivative (depending on the underlying product) and is required to be reported at fair value. The estimated fair value is determined based on the present value of projected future claims, minus the present value of future guaranteed premiums. At inception of the contract, the Company projects a guaranteed premium to be equal to the present value of the projected future claims. The income associated with the contracts is projected using relevant actuarial and capital market assumptions, including benefits and related contract charges, over the anticipated life of the related contracts. The cash flow estimates are produced by using stochastic techniques under a variety of risk neutral scenarios and other market implied assumptions. These derivatives are classified as Level 3 liabilities.
The discount rate used to determine the fair value of the embedded derivatives and stand-alone derivative associated with the Company's product guarantees includes an adjustment for nonperformance risk. The nonperformance risk adjustment incorporates a blend of observable, similarly rated peer holding company credit default swap spreads, adjusted to reflect the credit quality of the Company, the issuer of the guarantee, as well as an adjustment to reflect the priority of policyholder claims.
The Company's valuation actuaries are responsible for the policies and procedures for valuing the embedded derivatives, reflecting the capital markets and actuarial valuation inputs and nonperformance risk in the estimate of the fair value of the embedded derivatives. The actuarial and capital market assumptions for each liability are approved by each product's Chief Risk Officer ("CRO"), including an independent annual review by the CRO. Models used to value the embedded derivatives must comply with the Company's governance policies.
Quarterly, an attribution analysis is performed to quantify changes in fair value measurements and a sensitivity analysis is used to analyze the changes. The changes in fair value measurements are also compared to corresponding movements in the hedge target to assess the validity of the attributions. The results of the attribution analysis are reviewed by the valuation actuaries, responsible CFOs, Controllers, CROs and/or others as nominated by management.
Embedded derivatives on reinsurance: The carrying value of the embedded derivatives is estimated based upon the change in the fair value of the assets supporting the funds withheld payable under reinsurance agreements, accounted for under the deposit method. As the fair value of the assets held in trust is based on a quoted market price (Level 1), the fair value of the embedded derivatives is based on market observable inputs and is classified as Level 2.
Transfers in and out of Level 1 and 2
There were no securities transferred between Level 1 and Level 2 for the years ended December 31, 2014 and 2013. The Company's policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
Level 3 Financial Instruments
The fair values of certain assets and liabilities are determined using prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement (i.e., Level 3 as defined by ASC Topic 820), including but not limited to liquidity spreads for investments within markets deemed not currently active. These valuations, whether derived internally or obtained from a third party, use critical assumptions that are not widely available to estimate market participant expectations in valuing the asset or liability. In addition, the Company has determined, for certain financial instruments, an active market is such a significant input to determine fair value that the presence of an inactive market may lead to classification in Level 3. In light of the methodologies employed to obtain the fair values of financial assets and liabilities classified as Level 3, additional information is presented below.
The following table summarizes the change in fair value of the Company's Level 3 assets and liabilities and transfers in and out of Level 3 for the year ended December 31, 2014:
	Fair Value				Total								Purchases				Issuances			Sales				Settlements				Transfers in to Level 3(3)			Transfers out of Level 3(3)				Fair Value			Change in Unrealized Gains (Losses) Included in Earnings(4)
	as of				Realized/Unrealized																														as of
	1-Jan				Gains (Losses) Included in:																														31-Dec
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	5.1			$	—			$	—			$	—			$	—		$	—			$	—			$	—		$	(5.1	)		$	—		$	—
U.S. corporate, state and municipalities	145.3				—			*	(1.7		)		100.2				—			—				(20.4		)		151.4			—				374.8			—			*
Foreign(1)	42.8				0.1				(2.0		)		56.3				—			—				(1.2		)		83			(13.3		)		165.7			0.1
Residential mortgage-backed securities	23.7				(1.1		)		0.2				7				—			—				—			*	—		*	(12.5		)		17.3			(1.1		)
Commercial mortgage-backed securities	—				—			*	—			*	19				—			—				—				—			—				19			—			*
Other asset-backed securities	17.7				1.2				(0.9		)		—				—			—				(10.1		)		—			(5.5		)		2.4			—			*
Total fixed maturities, including securities pledged	234.6				0.2				(4.4		)		182.5				—			—				(31.7		)		234.4			(36.4		)		579.2			(1.0		)
Equity securities, available-for-sale	35.9				—				0.7				—				—			—				—				—			—				36.6			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(2)	—				(98.2		)		—				—				(4.7		)	—				—				—			—				(102.9		)	—
FIA(2)	(23.1		)		(3.0		)		—				—				(0.2		)	—				—				—			—				(26.3		)	—
Cash and cash equivalents, short-term investments, and short-term investments under securities loan agreement	—				—				—				1.5				—			—				—				—			—				1.5			—
Assets held in separate accounts(5)	13.1				0.1				—				1.3				—			(4.4		)		—				0.2			(7.9		)		2.4			(0.1		)
* Less than $0.1.
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of December 31, amounts are included in Net investment income and Total net realized capital gains (losses) in the Consolidated Statements of Operations.
(5) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company.
The following table summarizes the change in fair value of the Company's Level 3 assets and liabilities and transfers in and out of Level 3 for the year ended December 31, 2013:
	Fair Value				Total								Purchases				Issuances			Sales				Settlements				Transfers in to Level 3(3)			Transfers out of Level 3(3)				Fair Value			Change in Unrealized Gains (Losses) Included in Earnings(4)
	as of				Realized/Unrealized																														as of
	1-Jan				Gains (Losses) Included in:																														31-Dec
					Net Income				OCI
Fixed maturities, including securities pledged:
U.S. Government agencies and authorities	$	—			$	—			$	—			$	5.1			$	—		$	—			$	—			$	—		$	—			$	5.1		$	—
U.S. corporate, state and municipalities	154.6				(0.3		)		0.4				—			*	—			(6.0		)		(4.3		)		0.9			—				145.3			(0.3		)
Foreign(1)	24.6				—			*	1.3				22.2				—			(1.9		)		(10.7		)		7.3			—			*	42.8			—			*
Residential mortgage-backed securities	9.1				(2.0		)		(0.3		)		17.5				—			—				—				—			(0.6		)		23.7			(2.0		)
Commercial mortgage-backed securities	—				—				—				—				—			—				—				—			—				—			—
Other asset-backed securities	33.2				2.3				(0.7		)		—				—			(2.8		)		(9.9		)		—			(4.4		)		17.7			0.9
Total fixed maturities, including securities pledged	221.5				—			*	0.7				44.8				—			(10.7		)		(24.9		)		8.2			(5.0		)		234.6			(1.4		)
Equity securities, available-for-sale	17				(0.3		)		1.4				—				—			—			*	—			*	34.5			(16.7		)		35.9			—
Derivatives:
Product guarantees:
Stabilizer and MCGs(2)	(102.0		)		108.2				—				(6.2		)		—			—				—				—			—				—			—
FIA(2)	(20.4		)		(2.7		)		—				—				—			—				—				—			—				(23.1		)	—
Cash and cash equivalents, short-term investments, and short-term investments under securities loan agreement	—				—				—				—				—			—				—				—			—				—			—
Assets held in separate accounts(5)	16.3				0.1				—				16				—			(11.6		)		—				2.2			(9.9		)		13.1			—
* Less than $0.1.
(1) Primarily U.S. dollar denominated.
(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
(4) For financial instruments still held as of December 31, amounts are included in Net investment income and Total net realized capital gains (losses) in the Consolidated Statements of Operations.
(5) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company.
For the years ended December 31, 2014 and 2013, the transfers in and out of Level 3 for fixed maturities and equity securities, as well as separate accounts, 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 policyholder behavior assumptions, such as lapses and partial withdrawals. 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 and 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 Company experience may be limited on certain products.
The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2014:
		Range(1)
Unobservable Input		FIA			Stabilizer / MCG
Interest rate implied volatility		—			0.2% to 7.6%
Nonperformance risk		0.13% to 1.1%			0.13% to 1.1%
Actuarial Assumptions:
Partial Withdrawals		0.4% to 3.2%			—
Lapses		0% to 45%		(2)	0% to 50%		(3)
Policyholder Deposits(4)		—			0% to 65%		(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.
(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%		0-45%		0-15%
Stabilizer with Recordkeeping Agreements	13	%		0-50%		0-25%		0-65%		0-25%
Aggregate of all plans	100	%		0-50%		0-25%		0-65%		0-25%
(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, 2013:
		Range(1)
Unobservable Input		FIA			Stabilizer / MCG
Interest rate implied volatility		—			0.2% to 8.0%
Nonperformance risk		-0.1% to 0.79%			-0.1% to 0.79%
Actuarial Assumptions:
Partial Withdrawals		0% to 2%			—
Lapses		0% to 48%		(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.
(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	88	%		0-30%		0-15%		0-55%		0-15%
Stabilizer with Recordkeeping Agreements	12	%		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:
	December 31, 2014								December 31, 2013
	Carrying				Fair				Carrying				Fair
	Value				Value				Value				Value
Assets:
Fixed maturities, including securities pledged	$	21,616.60			$	21,616.60			$	20,705.80			$	20,705.80
Equity securities, available-for-sale	121.9				121.9				134.9				134.9
Mortgage loans on real estate	3,513.00				3,680.60				3,396.10				3,403.90
Policy loans	239.1				239.1				242				242
Limited partnerships/corporations	248.4				248.4				180.9				180.9
Cash, cash equivalents, short-term investments and short-term investments under securities loan agreements	1,048.10				1,048.10				529.7				529.7
Derivatives	562				562				464.4				464.4
Notes receivable from affiliates	175				216.7				175				186.4
Assets held in separate accounts	62,808.10				62,808.10				60,104.90				60,104.90
Liabilities:
Investment contract liabilities:
Funding agreements without fixed maturities and deferred annuities(1)	21,503.30				26,023.30				21,010.80				24,379.60
Supplementary contracts, immediate annuities and other	442.4				546.3				487.2				578.5
Derivatives:
Annuity product guarantees:
FIA	26.3				26.3				23.1				23.1
Stabilizer and MCGs	102.9				102.9				—				—
Other derivatives	217				217				216.6				216.6
Long-term debt	4.9				4.9				4.9				4.9
Embedded derivatives on reinsurance	(13.0		)		(13.0		)		(54.0		)		(54.0		)
(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.
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 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 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 is 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 long-term debt is based upon discounted future cash flows using a discount rate approximating the current market rate, incorporating nonperformance risk. Long-term debt 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	12 Months Ended
	Dec. 31, 2014
Deferred Policy Acquisition Costs and Value of Business Acquired [Abstract]
Deferred Policy Acquisition Costs and Value of Business Acquired	Deferred Policy Acquisition Costs and Value of Business Acquired
	Activity within DAC and VOBA was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2012	$	334.9		$	593.6		$	928.5
	Deferrals of commissions and expenses	79.1			8.1			87.2
	Amortization:
	Amortization	(72.1		)	(152.6		)	(224.7		)
	Interest accrued(1)	31.1			62.5			93.6
	Net amortization included in the Consolidated Statements of Operations	(41.0		)	(90.1		)	(131.1		)
	Change in unrealized capital gains/losses on available-for-sale securities	(76.5		)	(130.2		)	(206.7		)
	Balance at December 31, 2012	296.5			381.4			677.9
	Deferrals of commissions and expenses	71.3			7.2			78.5
	Amortization:
	Amortization	(69.7		)	(83.6		)	(153.3		)
	Interest accrued(1)	34			61			95
	Net amortization included in the Consolidated Statements of Operations	(35.7		)	(22.6		)	(58.3		)
	Change in unrealized capital gains/losses on available-for-sale securities	144.1			330.6			474.7
	Balance at December 31, 2013	476.2			696.6			1,172.80
	Deferrals of commissions and expenses	69.8			6.9			76.7
	Amortization:
	Amortization	(91.0		)	(113.3		)	(204.3		)
	Interest accrued(1)	35.9			59.2			95.1
	Net amortization included in the Consolidated Statements of Operations	(55.1		)	(54.1		)	(109.2		)
	Change in unrealized capital gains/losses on available-for-sale securities	(94.4		)	(122.6		)	(217.0		)
	Balance at December 31, 2014	$	396.5		$	526.8		$	923.3
	(1)	Interest accrued at the following rates for VOBA: 5.5% to 7.0% during 2014, 1.0% to 7.0% during 2013 and 5.0% to 7.0% during 2012.
	The estimated amount of VOBA amortization expense, net of interest, is presented in the following table. Actual amortization incurred during these years may vary as assumptions are modified to incorporate actual results and/or changes in best estimates of future results.
	Year		Amount
	2015		$	59.8
	2016		44.8
	2017		39
	2018		34.2
	2019		31.3

Guaranteed_Benefit_Features

Guaranteed Benefit Features	12 Months Ended
	Dec. 31, 2014
Insurance [Abstract]
Guaranteed Benefit Features	Guaranteed Benefit Features
	The Company calculates an additional liability for certain GMDBs and other minimum guarantees in order to recognize the expected value of these benefits in excess of the projected account balance over the accumulation period based on total expected assessments.
	The Company regularly evaluates estimates used to adjust the additional liability balance, with a related charge or credit to benefit expense, if actual experience or other evidence suggests that earlier assumptions should be revised.
	As of December 31, 2014, the account value for the separate account contracts with guaranteed minimum benefits was $39.0 billion. The additional liability recognized related to minimum guarantees was $111.5. As of December 31, 2013, the account value for the separate account contracts with guaranteed minimum benefits was $38.0 billion. The additional liability recognized related to minimum guarantees was $7.1.
	The aggregate fair value of fixed income securities and equity securities, including mutual funds, supporting separate accounts with additional insurance benefits and minimum investment return guarantees as of December 31, 2014 and 2013 was $9.3 billion and $9.2 billion, respectively.

Reinsurance

Reinsurance	12 Months Ended
	Dec. 31, 2014
Insurance [Abstract]
Reinsurance	Reinsurance
	At December 31, 2014, the Company had reinsurance treaties with 6 unaffiliated reinsurers covering a significant portion of the mortality risks and guaranteed death benefits under its variable contracts. As of December 31, 2014, the Company had agreements with two of its affiliates, Langhorne I, LLC, and Security Life of Denver International ("SLDI"), which are accounted for under the deposit method of accounting, for which the deposit receivable was $93.9 and $39.7 at December 31, 2014 and 2013, respectively. Refer to the Related Party Transactions Note for further detail.
	On October 1, 1998, the Company disposed of its individual life insurance business under an indemnity reinsurance arrangement with a subsidiary of Lincoln for $1.0 billion in cash.  Under the agreement, the Lincoln subsidiary contractually assumed from the Company certain policyholder liabilities and obligations, although the Company remains obligated to contract owners.  The Lincoln subsidiary established a trust to secure its obligations to the Company under the reinsurance agreement.
	The Company assumed $25.0 of premium revenue from Aetna Life for the purchase and administration of a life contingent single premium variable payout annuity contract. In addition, the Company is also responsible for administering fixed annuity payments that are made to annuitants receiving variable payments. Reserves of $9.7 and $10.1 were maintained for this contract as of December 31, 2014 and 2013, respectively.
	Reinsurance recoverable was comprised of the following as of the dates indicated:
		December 31,
		2014			2013
	Claims recoverable from reinsurers	$	1,927.80		$	2,016.70
	Reinsured amounts due to reinsurers	1.6			(0.4		)
	Other	0.1			0.3
	Total	$	1,929.50		$	2,016.60
	The following table summarizes the effect of reinsurance on Premiums for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Premiums:
	Direct premiums	$	88.9		$	37.4		$	36.2
	Reinsurance assumed	0.1			0.1			—
	Reinsurance ceded	(0.2		)	(0.2		)	(0.2		)
	Net premiums	$	88.8		$	37.3		$	36

Capital_Contributions_and_Divi

Capital Contributions and Dividends	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Capital Contributions and Dividends	Capital Contributions, Dividends and Statutory Information
	Connecticut insurance law imposes restrictions on a Connecticut insurance company's ability to pay dividends to its parent. These restrictions are based in part on the prior year's statutory income and surplus. In general, dividends up to specified levels are considered ordinary and may be paid without prior approval. Dividends in larger amounts, or extraordinary dividends, are subject to approval by the Connecticut Insurance Commissioner.
	Under Connecticut insurance law, an extraordinary dividend or distribution is defined as a dividend or distribution that, together with other dividends or distributions made within the preceding twelve months, exceeds the greater of (1) ten percent (10.0%) of VRIAC's earned statutory surplus at the prior year end or (2) VRIAC's prior year statutory net gain from operations. Connecticut law also prohibits a Connecticut insurer from declaring or paying a dividend except out of its earned surplus unless prior insurance regulatory approval is obtained.
	During the year ended December 31, 2014, VRIAC declared ordinary dividends to its Parent in the aggregate amount of $371.0, $281.0 of which was paid on May 19, 2014 and $90.0 which was paid on December 22, 2014. During the year ended December 31, 2013, following receipt of required approval from its domiciliary state insurance regulator and consummation of the IPO of Voya Financial, Inc., VRIAC paid an extraordinary dividend in the amount of $174.0 to its Parent. In addition, on December 9, 2013, VRIAC paid an ordinary dividend of $90.0 to its Parent. On December 9, 2014 and December 16, 2013, VFP paid a $95.0 and $60.0 dividend, respectively, to VRIAC, its parent. On October 3, 2014, DSL paid a $30.0 dividend to VRIAC, its parent. During the year ended December 31, 2013, DSL did not pay any dividend to VRIAC.
	During the years ended December 31, 2014 and 2013, VRIAC did not receive any capital contributions from its Parent.
	The Company is subject to minimum risk-based capital ("RBC") requirements established by the Department. The formulas for determining the amount of RBC specify various weighting factors that are applied to financial balances or various levels of activity based on the perceived degree of risk. Regulatory compliance is determined by a ratio of total adjusted capital ("TAC"), as defined by the National Association of Insurance Commissioners ("NAIC"), to authorized control level RBC, as defined by the NAIC. The Company exceeded the minimum RBC requirements that would require any regulatory or corrective action for all periods presented herein.
	The Company is required to prepare statutory financial statements in accordance with statutory accounting practices prescribed or permitted by the Department. Such statutory accounting practices primarily differ from U.S. GAAP by charging policy acquisition costs to expense as incurred, establishing future policy benefit liabilities and contract owner account balances using different actuarial assumptions as well as valuing investments and certain assets and accounting for deferred taxes on a different basis. Certain assets that are not admitted under statutory accounting principles are charged directly to surplus. Depending on the regulations of the Department, the entire amount or a portion of an insurance company's asset balance can be non-admitted depending on specific rules regarding admissibility. The most significant non-admitted assets of the Company are typically deferred tax assets.
	Statutory net income (loss) was $321.7, $175.2 and $261.6, for the years ended December 31, 2014, 2013 and 2012, respectively. Statutory capital and surplus was $2.0 billion as of December 31, 2014 and 2013, respectively.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Accumulated Other Comprehensive Income (Loss)	Accumulated Other Comprehensive Income (Loss)
	Shareholder's equity included the following components of AOCI as of the dates indicated.
		December 31,
		2014				2013				2012
	Fixed maturities, net of OTTI	$	1,553.70			$	820.9			$	2,190.90
	Equity securities, available-for-sale	14.5				15.5				13.5
	Derivatives	202.6				133				215.2
	DAC/VOBA and sales inducements adjustments on available-for-sale securities	(552.4		)		(335.3		)		(810.6		)
	Premium deficiency reserve adjustment	(129.8		)		(82.4		)		(152.6		)
	Unrealized capital gains (losses), before tax	1,088.60				551.7				1,456.40
	Deferred income tax asset (liability)	(255.5		)		(66.1		)		(444.6		)
	Unrealized capital gains (losses), after tax	833.1				485.6				1,011.80
	Pension and other postretirement benefits liability, net of tax	8.4				9.8				11.2
	AOCI	$	841.5			$	495.4			$	1,023.00
	Changes in AOCI, including the reclassification adjustments recognized in the Consolidated Statements of Operations were as follows for the periods indicated:
		Year Ended December 31, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	713			$	(251.0	)		$	462
	Equity securities	(1.3		)		0.5				(0.8		)
	OTTI	5.1				(1.8		)		3.3
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	15				(5.3		)		9.7
	DAC/VOBA and sales inducements	(217.1		)	(1)	76				(141.1		)
	Premium deficiency reserve adjustment	(47.4		)		16.6				(30.8		)
	Change in unrealized gains/losses on available-for-sale securities	467.3				(165.0		)		302.3
	Derivatives:
	Derivatives	77			(2)	(27.0		)		50
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	(7.4		)		2.6				(4.8		)
	Change in unrealized gains/losses on derivatives	69.6				(24.4		)		45.2
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.8				(1.4		)
	Change in pension and other postretirement benefits liability	(2.2		)		0.8				(1.4		)
	Change in Other comprehensive income (loss)	$	534.7			$	(188.6	)		$	346.1
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
	(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.
		Year Ended December 31, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(1,372.1	)		$	542.1		(4)	$	(830.0	)
	Equity securities	2				(0.7		)		1.3
	OTTI	2.7				(0.9		)		1.8
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	(0.6		)		0.2				(0.4		)
	DAC/VOBA and sales inducements	475.3			(1)	(166.4		)		308.9
	Premium deficiency reserve adjustment	70.2				(24.6		)		45.6
	Change in unrealized gains/losses on available-for-sale securities	(822.5		)		349.7				(472.8		)
	Derivatives:
	Derivatives	(79.5		)	(2)	27.9				(51.6		)
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	(2.7		)		0.9				(1.8		)
	Change in unrealized gains/losses on derivatives	(82.2		)		28.8				(53.4		)
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.8				(1.4		)
	Change in pension and other postretirement benefits liability	(2.2		)		0.8				(1.4		)
	Change in Other comprehensive income (loss)	$	(906.9	)		$	379.3			$	(527.6	)
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
	(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.
	(4) Amount includes $67.6 valuation allowance. See the Income Taxes Note to these Consolidated Financial Statements for additional information.
		Year Ended December 31, 2012
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	727.7			$	(250.3	)		$	477.4
	Equity securities	0.4				(0.1		)		0.3
	OTTI	10.6				(3.7		)		6.9
Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	(66.1		)		23.1				(43.0		)
DAC/VOBA and sales inducements	(207.0		)	(1)	72.5				(134.5		)
Premium deficiency reserve adjustment	(87.8		)		30.7				(57.1		)
Change in unrealized gains/losses on available-for-sale securities	377.8				(127.8		)		250
Derivatives:
Derivatives	41.5			(2)	(14.5		)		27
Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	—				—				—
Change in unrealized gains/losses on derivatives	41.5				(14.5		)		27
Pension and other postretirement benefits liability:
Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.7				(1.5		)
Change in pension and other postretirement benefits liability	(2.2		)		0.7				(1.5		)
Change in Other comprehensive income (loss)	$	417.1			$	(141.6	)		$	275.5
(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes
	Income tax expense (benefit) consisted of the following for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Current tax expense (benefit):
	Federal	$	85.7		$	144.6		$	200.9
	Total current tax expense (benefit)	85.7			144.6			200.9
	Deferred tax expense (benefit):
	Federal	(11.2		)	62.4			(9.7		)
	Total deferred tax expense (benefit)	(11.2		)	62.4			(9.7		)
	Total income tax expense (benefit)	$	74.5		$	207		$	191.2
	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:
		Year Ended December 31,
		2014			2013			2012
	Income (loss) before income taxes	$	306.2		$	490.5		$	516.6
	Tax rate	35		%	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	107.2			171.7			180.8
	Tax effect of:
	Dividends received deduction	(30.7		)	(26.6		)	(18.6		)
	Valuation allowance	(0.4		)	67.6			—
	Audit settlements	(0.1		)	(0.3		)	(0.3		)
	Prior year tax	—			—			28.1
	Tax Credit	0.4			—			—
	Other	(1.9		)	(5.4		)	1.2
	Income tax expense (benefit)	$	74.5		$	207		$	191.2
	Temporary Differences
	The tax effects of temporary differences that give rise to deferred tax assets and deferred tax liabilities as of the dates indicated, are presented below.
		December 31,
		2014			2013
	Deferred tax assets
	Insurance reserves	$	219.1		$	166.7
	Investments	190.8			231.8
	Compensation and benefit	83.1			103.1
	Other assets	7.4			—
	Total gross assets before valuation allowance	500.4			501.6
	Less: Valuation allowance	10.7			11.1
	Assets, net of valuation allowance	489.7			490.5
	Deferred tax liabilities
	Net unrealized investment (gains) losses	(573.0		)	(310.5		)
	Deferred policy acquisition costs	(284.2		)	(367.9		)
	Other liabilities	—			(2.2		)
	Total gross liabilities	(857.2		)	(680.6		)
	Net deferred income tax asset (liability)	$	(367.5	)	$	(190.1	)
	Valuation allowances are provided when it is considered unlikely that deferred tax assets will be realized. As of December 31, 2014 and December 31, 2013, the Company had total valuation allowances of approximately $10.7 and $11.1, respectively. As of December 31, 2014 and December 31, 2013, $130.0 and $130.4, respectively, of these valuation allowances were allocated to continuing operations, and $(119.3) as of the end of each period were allocated to Other comprehensive income related to realized and unrealized capital losses.
	For the year ended December 31, 2014, 2013 and 2012 the increases (decreases) in the valuation allowances were $(0.4), $0.0 and $0.0, respectively. In 2014, 2013 and 2012 there were increases (decreases) of $(0.4), $67.6, and $0.0, respectively, in the valuation allowances that were allocated to operations. In 2014, 2013 and 2012 there were increases (decreases) of $0.0, $(67.6), and $0.0, respectively, that were allocated to Other comprehensive income.
	Tax Sharing Agreement
	The Company had a receivable from Voya Financial, Inc. of $10.1 as of December 31, 2014 and a payable to Voya Financial, Inc. of $74.1 as of December 31, 2013, for federal income taxes under the intercompany tax sharing agreement.
	The results of the Company's operations are included in the consolidated tax return of Voya Financial, Inc. Generally, the Company's 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 Topic 740) as if the Company were a separate taxpayer rather than a member of Voya Financial, Inc.'s consolidated income tax return group with the exception of any net operating loss carryforwards and capital loss carryforwards, which are recorded pursuant to the tax sharing agreement. Under the tax sharing agreement, Voya Financial, Inc., will pay the Company for the tax benefits of ordinary and capital losses only in the event that the consolidated tax group actually uses the tax benefit of losses generated.
	Unrecognized Tax Benefits
	The Company had no unrecognized tax benefits as of December 31, 2014 and 2013.
	Interest and Penalties
	The Company recognizes accrued interest and penalties related to unrecognized tax benefits in Current income taxes and Income tax expense on the Consolidated Balance Sheets and the Consolidated Statements of Operations, respectively. The Company had no accrued interest as of December 31, 2014 and 2013.
	Tax Regulatory Matters
	During April 2014, the Internal Revenue Service ("IRS") completed its examination of Voya Financial, Inc.'s consolidated return (including the Company) through tax year 2012. The 2012 audit settlement did not have a material impact on the Company. Voya Financial, Inc. (including the Company) is currently under audit by the IRS, and it is expected that the examination of tax year 2013 will be finalized within the next twelve months. Voya Financial, Inc. and the IRS have agreed to participate in the Compliance Assurance Process for the tax years 2013 through 2015.

Benefit_Plans

Benefit Plans	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Benefit Plans	Benefit Plans
	Defined Benefit Plan
	Voya Services Company (formerly ING North America Insurance Corporation) sponsors the Voya Retirement Plan (the "Retirement Plan"). Substantially all employees of Voya Services Company and its affiliates (excluding certain employees) are eligible to participate, including the Company's employees other than Company agents.
	Effective September 8, 2014, a plan amendment was approved changing the Plan's name from the ING U.S. Retirement Plan to the Voya Retirement Plan. The Retirement Plan is a tax qualified defined benefit plan, the benefits of which are guaranteed (within certain specified legal limits) by the Pension Benefit Guaranty Corporation (“PBGC”). Beginning January 1, 2012, the Retirement Plan adopted a cash balance pension formula instead of a final average pay ("FAP") formula, allowing all eligible employees to participate in the Retirement Plan. Participants will earn an annual credit equal to 4% of eligible compensation. Interest is credited monthly based on a 30-year U.S. Treasury securities bond rate published by the Internal Revenue Service in the preceding August of each year. The accrued vested cash pension balance benefit is portable; participants can take it if they leave the Company. For participants in the Retirement Plan as of December 31, 2011, there was a two-year transition period from the Retirement Plan’s current FAP formula to the cash balance pension formula which ended December 31, 2013.
	The costs allocated to the Company for its employees' participation in the Retirement Plan were $6.2, $6.5 and $19.1 for the years ended December 31, 2014, 2013 and 2012, respectively, and are included in Operating expenses in the Consolidated Statements of Operations.
	Defined Contribution Plan
	Voya Services Company sponsors the Voya Savings Plan and ESOP (the "Savings Plan"). Substantially all employees of Voya Services Company and its affiliates (excluding certain employees, including but not limited to Career Agents) are eligible to participate, including the Company's employees other than Company agents. Career Agents are certain, full-time insurance salespeople who have entered into a career agent agreement with the Company and certain other individuals who meet specified eligibility criteria.  The Savings Plan is a tax-qualified defined contribution retirement plan, which includes an employee stock ownership plan ("ESOP") component. The Savings Plan is a tax qualified defined contribution and stock bonus plan, which includes an employee stock ownership plan component. Savings Plan benefits are not guaranteed by the PBGC. The Savings Plan allows eligible participants to defer into the Savings Plan a specified percentage of eligible compensation on a pre-tax basis. Voya Services Company matches such pre-tax contributions, up to a maximum of 6.0% of eligible compensation. Matching contributions are subject to a 4-year graded vesting schedule. Contributions made to the Savings Plan are subject to certain limits imposed by applicable law. The cost allocated to the Company for the Savings Plan were $10.6, $10.8 and $9.7, for the years ended December 31, 2014, 2013 and 2012, respectively, and are included in Operating expenses in the Consolidated Statements of Operations.
	Non-Qualified Retirement Plans
	The Company, in conjunction with Voya Services Company, offers certain eligible employees (other than Career Agents) a Supplemental Executive Retirement Plan and an Excess Plan (collectively, the "SERPs"). Benefit accruals under Aetna Financial Services SERPs ceased, effective as of December 31, 2001 and participants began accruing benefits under Voya Services SERPs.  Benefits under the SERPs are determined based on an eligible employee's years of service and average annual compensation for the highest five years during the last ten years of employment.
	Effective January 1, 2012, the Supplemental Executive Retirement Plan was amended to coordinate with the amendment of the Retirement Plan from its current final average pay formula to a cash balance formula.
	The Company, in conjunction with Voya Services Company, sponsors the Pension Plan for Certain Producers of Voya Retirement Insurance and Annuity Company (formerly the ING Life Insurance and Annuity Company) (the "Agents Non-Qualified Plan"). This plan covers certain full-time insurance salespeople who have entered into a career agent agreement with the Company and certain other individuals who meet the eligibility criteria specified in the plan ("Career Agents"). The Agents Non-Qualified Plan was frozen effective January 1, 2002. In connection with the termination, all benefit accruals ceased and all accrued benefits were frozen.
	The SERPs and Agents Non-Qualified Plan, are non-qualified defined benefit pension plans, which means all the SERPs benefits are payable from the general assets of the Company and Agents Non-Qualified Plan benefits are payable from the general assets of the Company and Voya Services Company. These non-qualified defined benefit pension plans are not guaranteed by the PBGC.
	Obligations and Funded Status
	The following table summarizes the benefit obligations for the SERPs and Agents Non-Qualified Plan as of December 31, 2014 and 2013:
		Year Ended December 31,
		2014				2013
	Change in benefit obligation:
	Benefit obligation, January 1	$	84.1			$	97.2
	Interest cost	4				3.8
	Benefits paid	(4.8		)		(7.8		)
	Actuarial (gains) losses on obligation	13.3				(9.1		)
	Benefit obligation, December 31	$	96.6			$	84.1
	Amounts recognized on the Consolidated Balance Sheets in Other liabilities and in AOCI were as follows as of December 31, 2014 and 2013:
		December 31,
		2014				2013
	Accrued benefit cost	$	(96.6	)		$	(84.1	)
	Accumulated other comprehensive income (loss):
	Prior service cost (credit)	(4.9		)		(6.1		)
	Net amount recognized	$	(101.5	)		$	(90.2	)
	Assumptions
	The weighted-average assumptions used in the measurement of the December 31, 2014 and 2013 benefit obligation for the SERPs and Agents Non-Qualified Plan, were as follows:
		2014			2013
	Discount rate	4.36	%		4.95	%
	Rate of compensation increase	4	%		4	%
	In determining the discount rate assumption, the Company utilizes current market information provided by its plan actuaries, including a discounted cash flow analysis of the Company's pension obligation and general movements in the current market environment. The discount rate modeling process involves selecting a portfolio of high quality, noncallable bonds that will match the cash flows of the Retirement Plan. Based upon all available information, it was determined that 4.36% was the appropriate discount rate as of December 31, 2014, to calculate the Company's accrued benefit liability.
	The weighted-average assumptions used in calculating the net pension cost were as follows:
		2014			2013			2012
	Discount rate	4.95	%		4.05	%		4.75	%
	Rate of compensation increase	4	%		4	%		4	%
	Since the benefit plans of the Company are unfunded, an assumption for return on plan assets is not required.
	Net Periodic Benefit Costs
	Net periodic benefit costs for the SERPs and Agents Non-Qualified Plan were as follows for the years ended December 31, 2014, 2013 and 2012:
		Year Ended December 31,
		2014				2013				2012
	Interest cost	$	4			$	3.8			$	4.4
	Net (gain) loss recognition	13.3				(9.1		)		3.4
	Amortization of prior service cost (credit)	(1.2		)		(1.2		)		(1.2		)
	Net periodic (benefit) cost	$	16.1			$	(6.5	)		$	6.6
	Cash Flows
	In 2015, the Company is expected to contribute $5.5 to the SERPs and Agents Non-Qualified Plan.  Future expected benefit payments related to the SERPs and Agents Non-Qualified Plan, for the years ended December 31, 2015 through 2019 and thereafter through 2024, are estimated to be $5.5, $5.5, $5.6, $5.7, $5.6 and $28.9, respectively.
	Share Based Compensation Plans
	Certain employees of the Company participate in the 2013 and 2014 Omnibus Employee Incentive Plans ("the Omnibus Plans") sponsored by Voya Financial, Inc., with respect to awards granted in 2013 and 2014. Certain employees also participate in various ING Group share-based compensation plans with respect to awards granted prior to 2013. Upon closing of the IPO, certain awards granted by ING Group that, upon vesting, would have been issuable in the form of American Depository Receipts ("ADRs") of ING Group were converted into performance shares or restricted stock units ("RSUs") under the Omnibus Plans that upon vesting, will be issuable in Voya Financial, Inc. common stock.
	The Company was allocated compensation expense from ING Group and Voya Financial, Inc. of $25.1, $17.0 and $11.0 for the years ended December 31, 2014, 2013 and 2012, respectively.
	The Company recognized tax benefits of $8.6, $6.0 and $3.9 in 2014, 2013 and 2012, respectively. Excess tax benefits are recognized in Additional paid-in capital and are accounted for in a single pool available to all share-based compensation awards. Excess tax benefits in Additional paid-in capital are not recognized until the benefits result in a reduction in taxes payable. The Company uses tax law ordering when determining when excess tax benefits have been realized.
	In addition, the Company, in conjunction with Voya Services Company, sponsors the following benefit plans:
	•	The Voya 401(k) Plan for VRIAC Agents, which allows participants to defer a specified percentage of eligible compensation on a pre-tax basis. Effective January 1, 2006, the Company match equals 60% of a participant's pre-tax deferral contribution, with a maximum of 6% of the participant's eligible pay. A request for a determination letter on the qualified status of the Voya 401(k) Plan for VRIAC Agents was filed with the IRS on January 1, 2008. A favorable determination letter was received dated January 5, 2011.
	•	The Producers' Incentive Savings Plan, which allows participants to defer up to a specified portion of their eligible compensation on a pre-tax basis. The Company matches such pre-tax contributions at specified amounts.
	•	The Producers' Deferred Compensation Plan, which allows participants to defer up to a specified portion of their eligible compensation on a pre-tax basis.
	•	Certain health care and life insurance benefits for retired employees and their eligible dependents. The postretirement health care plan is contributory, with retiree contribution levels adjusted annually and the Company subsidizes a portion of the monthly per-participant premium. Beginning August 1, 2009, the Company moved from self-insuring these costs and began to use a private-fee-for-service Medicare Advantage program for post-Medicare eligible retired participants. In addition, effective October 1, 2009, the Company no longer subsidizes medical premium costs for early retirees. This change does not impact any participant currently retired and receiving coverage under the plan or any employee who is eligible for coverage under the plan and whose employment ended before October 1, 2009. The Company continues to offer access to medical coverage until retirees become eligible for Medicare. The life insurance plan provides a flat amount of noncontributory coverage and optional contributory coverage.
	•	The Voya Financial, Inc. Supplemental Executive Retirement Plan, which is a non-qualified defined benefit restoration pension plan.
	•	The Voya Financial, Inc. Deferred Compensation Savings Plan, which is a non-qualified deferred compensation plan that includes a 401(k) excess component.
	The benefit charges allocated to the Company related to these plans for the years ended December 31, 2014, 2013 and 2012, were $12.8, $11.3 and $11.9, respectively.

Financing_Agreements

Financing Agreements	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Financing Agreements	Financing Agreements
	Windsor Property Loan
	On June 16, 2007, the State of Connecticut acting by the Department of Economic and Community Development ("DECD") loaned VRIAC $9.9 (the "DECD Loan") in connection with the development of the corporate office facility located at One Orange Way, Windsor, Connecticut that serves as the principal executive offices of the Company (the "Windsor Property"). The loan has a term of twenty years and bears an annual interest rate of 1.0%. As long as no defaults have occurred under the loan, no payments of principal or interest are due for the initial ten years of the loan. For the second ten years of the DECD Loan term, VRIAC is obligated to make monthly payments of principal and interest.
	The DECD Loan provided for loan forgiveness during the first five years of the term at varying amounts up to $5.0 if VRIAC and its affiliates met certain employment thresholds at the Windsor Property during that period. On December 1, 2008, the DECD determined that the Company had met the employment thresholds for loan forgiveness and, accordingly, forgave $5.0 of the DECD Loan to VRIAC in accordance with the terms of the DECD Loan. The DECD Loan provides additional loan forgiveness at varying amounts up to $4.9 if VRIAC and its Voya affiliates meet certain employment thresholds at the Windsor Property during years five through ten of the loan. VRIAC's obligations under the DECD Loan are secured by an unlimited recourse guaranty from its affiliate, Voya Services Company. In November 2012, VRIAC provided a letter of credit to the DECD in the amount of $10.6 as security for its repayment obligations with respect to the loan.
	At December 31, 2014 and 2013, the amount of the loan outstanding was $4.9, which was reflected in Long-term debt on the Consolidated Balance Sheets.

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Commitments and Contingencies
	Leases
	All of the Company's expenses for leased and subleased office properties are paid for by an affiliate and allocated back to the Company, as all remaining operating leases were executed by Voya Services Company as of December 31, 2008, which resulted in the Company no longer being party to any operating leases. For the years ended December 31, 2014, 2013 and 2012, rent expense for leases was $3.8, $4.0 and $4.9, respectively.
	Commitments
	Through the normal course of investment operations, the Company commits to either purchase or sell securities, 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 December 31, 2014 and 2013, the Company had off-balance sheet commitments to purchase investments equal to their fair value of $334.0 and $466.8, 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, letter of credit ("LOC") and derivative transactions as described further in this note. The components of the fair value of the restricted assets were as follows as of the dates indicated:
		December 31,
		2014		2013
	Other fixed maturities-state deposits	$	13.5	$	13.1
	Securities pledged(1)	235.3		140.1
	Total restricted assets	$	248.8	$	153.2
	(1) Includes the fair value of loaned securities of $174.9 and $97.6 as of December 31, 2014 and 2013, respectively, which is included in Securities pledged on the Consolidated Balance Sheets. In addition, as of December 31, 2014 and 2013, the Company delivered securities as collateral of $60.4 and $42.5, respectively, which was included in Securities pledged on the 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 December 31, 2014, the Company estimates the aggregate range of reasonably possible losses, in excess of any amounts accrued for these matters, as of such date, is not material to the Company.
	For other matters, the Company is currently not able to estimate the reasonably possible loss or range of loss. The Company is often unable to estimate the possible loss or range of loss until developments in such matters have provided sufficient information to support an assessment of the range of possible loss, such as quantification of a damage demand from plaintiffs, discovery from plaintiffs and other parties, investigation of factual allegations, rulings by a court on motions or appeals, analysis by experts and the progress of settlement discussions. On a quarterly and annual basis, the Company reviews relevant information with respect to litigation and regulatory contingencies and updates the Company's accruals, disclosures and reasonably possible losses or ranges of loss based on such reviews.
	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 VRIAC 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. On April 11, 2014, the parties submitted to the court a motion for preliminary approval of a class-wide settlement agreement under which VRIAC, without admitting liability, would make a payment to the class of approximately $15.0 and adopt certain changes in its disclosure practices. Final court approval which was required for the settlement to become effective, was received on September 25, 2014.

Related_Party_Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2014
Related Party Transactions [Abstract]
Related Party Transactions	Related Party Transactions
	Operating Agreements
	VRIAC has certain agreements whereby it generates revenues and incurs expenses with affiliated entities. The agreements are as follows:
	•	Investment Advisory agreement with Voya Investment Management LLC ("VIM") (formerly ING Investment Management LLC), an affiliate, in which VIM provides asset management, administrative and accounting services for VRIAC's general account. VRIAC incurs a fee, which is paid quarterly, based on the value of the assets under management. For the years ended December 31, 2014, 2013 and 2012, expenses were incurred in the amounts of $30.3, $27.7 and $27.0, respectively.
	•	Services agreement with Voya Services Company for administrative, management, financial and information technology services, dated January 1, 2001 and amended effective January 1, 2002. For the years ended December 31, 2014, 2013 and 2012, expenses were incurred in the amounts of $197.7, $187.1 and $183.5, respectively.
	•	Services agreement between VRIAC and its U.S. insurance company affiliates for administrative, management, financial and information technology services, dated January 1, 2001 and amended effective January 1, 2002 and December 31, 2007. For the years ended December 31, 2014, 2013 and 2012, net expenses related to the agreement were incurred in the amount of $26.9, $22.6 and $30.8, respectively.
	•	Service agreement with Voya Institutional Plan Services, LLC ("VIPS") (formerly ING Institutional Plan Services, LLC) effective November 30, 2008 pursuant to which VIPS provides record-keeper services to certain benefit plan clients of VRIAC. For the years ended December 31, 2014, 2013 and 2012, VRIAC's net earnings related to the agreement were in the amount of $8.1, $8.2 and $7.1, respectively.
	•	Intercompany agreement with VIM pursuant to which VIM agreed, effective January 1, 2010, to pay the Company, on a monthly basis, a portion of the revenues VIM earns as investment adviser to certain U.S. registered investment companies that are investment options under certain of the Company's variable insurance products. For the years ended December 31, 2014, 2013 and 2012, revenue under the VIM intercompany agreement was $31.9, $30.5 and $26.2, respectively.
	Management and service contracts and all cost sharing arrangements with other affiliated companies are allocated in accordance with the Company's expense and cost allocation methods. Revenues and expenses recorded as a result of transactions and agreements with affiliates may not be the same as those incurred if the Company was not a wholly owned subsidiary of its Parent.
	DSL has certain agreements whereby it generates revenues and expenses with affiliated entities, as follows:
	•	Underwriting and distribution agreements with Voya Insurance and Annuity Company ("VIAC") (formerly ING USA Annuity and Life Insurance Company ("ING USA")) and ReliaStar Life Insurance Company of New York ("RLNY"), affiliated companies as well as VRIAC, whereby DSL serves as the principal underwriter for variable insurance products and provides wholesale distribution services for mutual fund custodial products. In addition, DSL is authorized to enter into agreements with broker-dealers to distribute the variable insurance products and appoint representatives of the broker-dealers as agents. For the years ended December 31, 2014, 2013 and 2012, commissions were collected in the amount of $244.9, $242.1 and $225.5, respectively. Such commissions are, in turn, paid to broker-dealers.
	•	Intercompany agreements with each of VIAC, VRIAC, VIPS, ReliaStar Life Insurance Company and Security Life of Denver Insurance Company (individually, the "Contracting Party") pursuant to which DSL agreed, effective January 1, 2010, to pay the Contracting Party, on a monthly basis, a portion of the revenues DSL earns as investment adviser to certain U.S. registered investment companies that are either investment option under certain variable insurance products of the Contracting Party or are purchased for certain customers of the Contracting Party. For the years ended December 31, 2014, 2013 and 2012, expenses were incurred under these intercompany agreements in the aggregate amount of $231.5, $230.5 and $212.3, respectively.
	•	Service agreement with RLNY whereby DSL receives managerial and supervisory services and incurs a fee. For the years ended December 31, 2014, 2013 and 2012, expenses were incurred under this service agreement in the amount of $3.3, $3.4 and $3.2, respectively.
	•	Administrative and advisory services agreements with Voya Investments, LLC (formerly ING Investments, LLC) and VIM, affiliated companies, in which DSL receives certain services for a fee. The fee for these services is calculated as a percentage of average assets of Voya Investors Trust (formerly ING Investors Trust). For the years ended December 31, 2014, 2013 and 2012, expenses were incurred in the amounts of $45.5, $34.0 and $27.0, respectively.
	Reinsurance Agreements
	The Company has entered into the following agreements that were accounted for under the deposit method with two of its affiliates. As of December 31, 2014 and 2013, the Company had deposit assets of $93.9 and $39.7, respectively, and deposit liabilities of $201.1 and $83.5, respectively related to these agreements. Deposit assets and liabilities are included in Other assets and Other liabilities, respectively, on the Consolidated Balance Sheets.
	Effective January 1, 2014, VRIAC entered into a coinsurance agreement with Langhorne I, LLC, a newly formed affiliated captive reinsurance company to manage reserve and capital requirements in connection with a portion of our Stabilizer and Managed Custody Guarantee business.
	Effective, December 31, 2012, the Company entered into an automatic reinsurance agreement with its affiliate, SLDI to manage the reserve and capital requirements in connection with a portion of its deferred annuities business. Under the terms of the agreement, the Company will reinsure to SLDI, on an indemnity reinsurance basis, a quota share of its liabilities on the certain contracts. The quota share percentage with respect to the contracts that are delivered or issued for delivery in the State of New York will be 90% and the quota share percentage with respect to the contracts that are delivered or issued for delivery outside of the State of New York will be 100%.
	Investment Advisory and Other Fees
	Effective January 1, 2007, VRIAC's investment advisory agreement to serve as investment advisor to certain variable funds offered in Company products (collectively, the "Company Funds"), was assigned to DSL. VRIAC is also compensated by the separate accounts for bearing mortality and expense risks pertaining to variable life and annuity contracts. Under the insurance and annuity contracts, the separate accounts pay VRIAC daily fees that, on an annual basis are, depending on the product, up to 3.4% of their average daily net assets. The total amount of compensation and fees received by the Company from the Company Funds and separate accounts totaled $210.4, $152.4 and $135.0 (excludes fees paid to Voya Investment Management Co. LLC (formerly ING Investment Management Co. LLC)) in 2014, 2013 and 2012, respectively.
	DSL has been retained by Voya Investors Trust, an affiliate, pursuant to a management agreement to provide advisory, management, administrative and other services to Voya Investors Trust. Under the management agreement, DSL provides or arranges for the provision of all services necessary for the ordinary operations of Voya Investors Trust. DSL earns a monthly fee based on a percentage of average daily net assets of Voya Investors Trust. DSL has entered into an administrative services subcontract with Voya Funds Services, LLC (formerly ING Funds Services, LLC), an affiliate, pursuant to which Voya Funds Services, LLC, provides certain management, administrative and other services to Voya Investors Trust and is compensated a portion of the fees received by DSL under the management agreement. In addition to being the investment advisor of the Trust, DSL is the investment advisor of Voya Partners, Inc. (formerly ING Partners, Inc.), an affiliate. DSL and Voya Partners, Inc. have an investment advisory agreement, whereby DSL has overall responsibility to provide portfolio management services for Voya Partners, Inc. Voya Partners, Inc. pays DSL a monthly fee which is based on a percentage of average daily net assets. For the years ended December 31, 2014, 2013 and 2012, revenue received by DSL under these agreements (exclusive of fees paid to affiliates) was $414.3, $418.2 and $370.6, respectively. At December 31, 2014 and 2013, DSL had $33.0 and $36.5, respectively, receivable from Voya Investors Trust under the management agreement.
	Financing Agreements
	Reciprocal Loan Agreement
	The Company maintains a reciprocal loan agreement with Voya Financial, Inc., an affiliate, to facilitate the handling of unanticipated short-term cash requirements that arise in the ordinary course of business. Under this agreement, which became effective in June 2001 and expires on April 1, 2016, either party can borrow from the other up to 3.0% of the Company's statutory admitted assets as of the preceding December 31. For the year ended December 31, 2014, interest on any borrowing by either the Company or Voya Financial, Inc. was charged at a rate based on the prevailing market rate for similar third-party borrowings or securities. During the years ended December 31, 2013 and 2012, interest on any Company borrowing was charged at the rate of Voya Financial, Inc.'s cost of funds for the interest period, plus 0.15%.  During the years ended December 31, 2013 and 2012, interest on any Voya Financial, Inc. borrowing was charged at a rate based on the prevailing interest rate of U.S. commercial paper available for purchase with a similar duration.
	Under this agreement, the Company incurred immaterial interest expense for the year ended December 31, 2014. The Company did not incur any interest expense for the years ended December 31, 2013 and 2012. The Company earned interest income of $0.4, $0.0 and $0.5 for the years ended December 31, 2014, 2013 and 2012, respectively. Interest expense and income are included in Interest expense and Net investment income, respectively, in the Consolidated Statements of Operations.  As of December 31, 2014 and 2013, the Company did not have any outstanding receivable/payable with Voya Financial, Inc. under the reciprocal loan agreement.
	During the second quarter of 2012, Voya Financial, Inc. repaid the then outstanding receivable due under the reciprocal loan agreement from the proceeds of its $5.0 billion Senior Unsecured Credit Facility which was entered into on April 20, 2012. The Company and Voya Financial, Inc. continue to maintain the reciprocal loan agreement, and future borrowings by either party will be subject to the reciprocal loan terms summarized above.
	Note with Affiliate
	On December 29, 2004, VIAC issued a surplus note in the principal amount of $175.0 (the "Note") scheduled to mature on December 29, 2034, to VRIAC. The Note bears interest at a rate of 6.26% per year. Interest is scheduled to be paid semi-annually in arrears on June 29 and December 29 of each year, commencing on June 29, 2005. Interest income was $11.1 for the years ended December 31, 2014, 2013 and 2012.

Schedule_I_Summary_of_Investme

Schedule I. Summary of Investments	12 Months Ended
	Dec. 31, 2014
Summary of Investments, Other than Investments in Related Parties [Abstract]
Schedule I Summary of Investments - Other Than Investments in Affiliates	(A wholly owned subsidiary of Voya Holdings Inc.)
	Schedule I
	Summary of Investments – Other than Investments in Affiliates
	As of December 31, 2014
	(In millions)
	Type of Investments	Cost		Fair Value		Amount Shown on Consolidated Balance Sheets
	Fixed maturities
	U.S. Treasuries	$	649	$	773.1	$	773.1
	U.S. Government agencies and authorities	45.7		46.6		46.6
	State, municipalities and political subdivisions	259		277.2		277.2
	U.S. corporate securities	10,366.70		11,220.00		11,220.00
	Foreign securities(1)	5,485.40		5,777.90		5,777.90
	Residential mortgage-backed securities	1,841.40		2,043.40		2,043.40
	Commercial mortgage-backed securities	998.9		1,078.00		1,078.00
	Other asset-backed securities	389		400.4		400.4
	Total fixed maturities, including securities pledged to creditors	20,035.10		21,616.60		21,616.60
	Equity securities, available-for-sale	107.4		121.9		121.9
	Mortgage loans on real estate	3,513.00		3,680.60		3,513.00
	Policy loans	239.1		239.1		239.1
	Short-term investments	241.5		241.5		241.5
	Limited partnerships/corporations	248.4		248.4		248.4
	Derivatives	169.8		562		562
	Total investments	$	24,554.30	$	26,710.10	$	26,542.50
	(1) The term "foreign" includes foreign governments, foreign political subdivisions, foreign public utilities and all other bonds of foreign issuers. Substantially all of the Company's foreign securities are denominated in U.S. dollars.

Schedule_IV_Reinsurance_Inform

Schedule IV - Reinsurance Information	12 Months Ended
	Dec. 31, 2014
Supplemental Schedule of Reinsurance Premiums for Insurance Companies [Abstract]
Schedule IV - Reinsurance Information	Company and Subsidiaries
	(A wholly owned subsidiary of Voya Holdings Inc.)
	Schedule IV
	Reinsurance
	Years Ended December 31, 2014, 2013 and 2012
	(In millions)
		Gross		Ceded		Assumed		Net			Percentage
											of Assumed to Net
	Year Ended December 31, 2014
	Life insurance in force	$	12,883.10	$	13,235.90	$	352.8	$	—		NM*
	Premiums:
	Accident and health insurance	0.1		0.2		—		(0.1		)
	Annuities	88.8		—		0.1		88.9
	Total premiums	$	88.9	$	0.2	$	0.1	$	88.8
	Year Ended December 31, 2013
	Life insurance in force	$	13,738.10	$	14,120.40	$	382.3	$	—		NM*
	Premiums:
	Accident and health insurance	0.2		0.2		—		—
	Annuities	37.2		—		0.1		37.3
	Total premiums	$	37.4	$	0.2	$	0.1	$	37.3
	Year Ended December 31, 2012
	Life insurance in force	$	14,684.50	$	15,109.50	$	425	$	—		NM*
	Premiums:
	Accident and health insurance	0.2		0.2		—		—
	Annuities	36		—		—		36
	Total premiums	$	36.2	$	0.2	$	—	$	36
	* Not meaningful.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation
	The accompanying Consolidated Financial Statements of the Company have been prepared in accordance with accounting principles generally accepted in the United States ("U.S. GAAP").
	The Consolidated Financial Statements include the accounts of VRIAC and its wholly owned subsidiaries, Voya Financial Partners, LLC ("VFP"), which changed its name from ING Financial Advisers, LLC on September 1, 2014, and Directed Services LLC ("DSL"). Intercompany transactions and balances have been eliminated in consolidation.
	Certain reclassifications have been made to prior year financial information to conform to the current year classifications. During 2014, certain changes were made to the Statements of Cash Flows for the year ended December 31, 2013 to reclassify $79.2 from Operating Activities to Financing Activities for reinsurance transactions that use the deposit method of accounting.
Use of Estimates	Significant Accounting Policies
	Estimates and Assumptions
	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 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 Company has identified the following accounts and policies as the most significant in that they involve a higher degree of judgment, are subject to a significant degree of variability and/or contain significant accounting estimates:
	Reserves for future policy benefits, deferred policy acquisition costs ("DAC") and value of business acquired ("VOBA"), valuation of investments and derivatives, impairments, income taxes and contingencies
Fair Value Measurement	Fair Value Measurement
	The Company measures the fair value of its financial assets and liabilities based on assumptions used by market participants in pricing the asset or liability, which may include inherent risk, restrictions on the sale or use of an asset or nonperformance risk, which is the risk the Company will not fulfill its obligation. The estimate of fair value is the price that would be received to sell an asset or transfer a liability ("exit price") in an orderly transaction between market participants in the principal market, or the most advantageous market in the absence of a principal market, for that asset or liability. The Company uses a number of valuation sources to determine the fair values of its financial assets and liabilities, including quoted market prices, third-party commercial pricing services, third-party brokers, industry-standard, vendor-provided software that models the value based on market observable inputs and other internal modeling techniques based on projected cash flows.
Investments	Investments
	The accounting policies for the Company's principal investments are as follows:
	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 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 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 Consolidated Statements of Operations.
	Purchases and sales of fixed maturities and equity securities, excluding private placements, are recorded on the trade date. Purchases and sales of private placements and mortgage loans are recorded on the closing date. Investment gains and losses on sales of securities are generally determined on a first-in-first-out basis.
	Interest income on fixed maturities is recorded when earned using an effective yield method, giving effect to amortization of premiums and accretion of discounts. Dividends on equity securities are recorded when declared. Such dividends and interest income are recorded in Net investment income in the Consolidated Statements of Operations.
	Included within fixed maturities are loan-backed securities, including residential mortgage-backed securities ("RMBS"), commercial mortgage-backed securities ("CMBS") and asset-backed securities ("ABS"). Amortization of the premium or discount from the purchase of these securities considers the estimated timing and amount of prepayments of the underlying loans. Actual prepayment experience is periodically reviewed and effective yields are recalculated when differences arise between the prepayments originally anticipated and the actual prepayments received and currently anticipated. Prepayment assumptions for single-class and multi-class mortgage-backed securities ("MBS") and ABS are estimated by management using inputs obtained from third-party specialists, including broker-dealers, and based on management's knowledge of the current market. For prepayment-sensitive securities such as interest-only and principal-only strips, inverse floaters and credit-sensitive MBS and ABS securities, which represent beneficial interests in securitized financial assets that are not of high credit quality or that have been credit impaired, the effective yield is recalculated on a prospective basis. For all other MBS and ABS, the effective yield is recalculated on a retrospective basis.
	Short-term Investments: Short-term investments include investments with remaining maturities of one year or less, but greater than three months, at the time of purchase. These investments are stated at fair value.
	Assets Held in Separate Accounts: Assets held in separate accounts are reported at the fair values of the underlying investments in the separate accounts. The underlying investments include mutual funds, short-term investments, cash and fixed maturities.
	Mortgage Loans on Real Estate: The Company's mortgage loans on real estate are all commercial mortgage loans, which are reported at amortized cost, less impairment write-downs and allowance for losses. If a mortgage loan is determined to be impaired (i.e., when it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan agreement), the carrying value of the mortgage loan is reduced to the lower of either the present value of expected cash flows from the loan, discounted at the loan's original purchase yield, or fair value of the collateral. For those mortgages that are determined to require foreclosure, the carrying value is reduced to the fair value of the underlying collateral, net of estimated costs to obtain and sell at the point of foreclosure. The carrying value of the impaired loans is reduced by establishing a permanent write-down recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. Property obtained from foreclosed mortgage loans is recorded in Other investments on the Consolidated Balance Sheets.
	Mortgage loans are evaluated by the Company's investment professionals, including an appraisal of loan-specific credit quality, property characteristics and market trends. Loan performance is continuously monitored on a loan-specific basis throughout the year. The Company's review includes submitted appraisals, operating statements, rent revenues and annual inspection reports, among other items. This review evaluates whether the properties are performing at a consistent and acceptable level to secure the debt.
	Mortgages are rated for the purpose of quantifying the level of risk. Those loans with higher risk are placed on a watch list and are closely monitored for collateral deficiency or other credit events that may lead to a potential loss of principal or interest. 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 Company records an allowance for probable losses incurred on non-impaired loans on an aggregate basis, rather than specifically identified probable losses incurred by individual loan.
	Policy Loans: Policy loans are carried at an amount equal to the unpaid balance. Interest income on such loans is recorded as earned in Net investment income using the contractually agreed upon interest rate. Generally, interest is capitalized on the policy's anniversary date. Valuation allowances are not established for policy loans, as these loans are collateralized by the cash surrender value of the associated insurance contracts. Any unpaid principal or interest on the loan is deducted from the account value or the death benefit prior to settlement of the policy.
	Limited Partnerships/Corporations: The Company uses the equity method of accounting for investments in limited partnership interests, which consists primarily of private equities and hedge funds. Generally, the Company records its share of earnings using a lag methodology, relying upon the most recent financial information available, generally not to exceed three months. The Company's earnings from limited partnership interests accounted for under the equity method are recorded in Net investment income in the Consolidated Statements of Operations.
	Securities Lending: The Company engages in securities lending whereby certain securities from its portfolio are loaned to other institutions for short periods of time. Initial collateral, primarily cash, is required at a rate of 102% of the market value of the loaned securities. For certain transactions, a lending agent may be used, and the agent may retain some or all of the collateral deposited by the borrower and transfer the remaining collateral to 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.
	Impairments
	The Company evaluates its available-for-sale general account investments quarterly to determine whether there has been an other-than-temporary decline in fair value below the amortized cost basis. Factors considered in this analysis include, but are not limited to, the length of time and the extent to which the fair value has been less than amortized cost, the issuer's financial condition and near-term prospects, future economic conditions and market forecasts, interest rate changes and changes in ratings of the security. An extended and severe unrealized loss position on a fixed maturity may not have any impact on: (a) the ability of the issuer to service all scheduled interest and principal payments and (b) the evaluation of recoverability of all contractual cash flows or the ability to recover an amount at least equal to its amortized cost based on the present value of the expected future cash flows to be collected. In contrast, for certain equity securities, the Company gives greater weight and consideration to a decline in market value and the likelihood such market value decline will recover.
	When assessing the Company's intent to sell a security or if it is more likely than not it will be required to sell a security before recovery of its amortized cost basis, management evaluates facts and circumstances such as, but not limited to, decisions to rebalance the investment portfolio and sales of investments to meet cash flow or capital needs.
	When the Company has determined it has the intent to sell or if it is more likely than not that the Company will be required to sell a security before recovery of its amortized cost basis and the fair value has declined below amortized cost ("intent impairment"), the individual security is written down from amortized cost to fair value, and a corresponding charge is recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations as an other-than-temporary impairment ("OTTI"). If the Company does not intend to sell the security and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, but the Company has determined that there has been an other-than-temporary decline in fair value below the amortized cost basis, the OTTI is bifurcated into the amount representing the present value of the decrease in cash flows expected to be collected ("credit impairment") and the amount related to other factors ("noncredit impairment"). The credit impairment is recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations. The noncredit impairment is recorded in Other comprehensive income (loss).
	The Company uses the following methodology and significant inputs to determine the amount of the OTTI credit loss:
	•	When determining collectability and the period over which the value is expected to recover for U.S. and foreign corporate securities, foreign government securities and state and political subdivision securities, the Company applies the same considerations utilized in its overall impairment evaluation process, which incorporates information regarding the specific security, the industry and geographic area in which the issuer operates and overall macroeconomic conditions. Projected future cash flows are estimated using assumptions derived from the Company's best estimates of likely scenario-based outcomes, after giving consideration to a variety of variables that includes, but is not limited to: general payment terms of the security; the likelihood that the issuer can service the scheduled interest and principal payments; the quality and amount of any credit enhancements; the security's position within the capital structure of the issuer; possible corporate restructurings or asset sales by the issuer; and changes to the rating of the security or the issuer by rating agencies.
	•	Additional considerations are made when assessing the unique features that apply to certain structured securities, such as subprime, Alt-A, non-agency RMBS, CMBS and ABS. These additional factors for structured securities include, but are not limited to: the quality of underlying collateral; expected prepayment speeds; loan-to-value ratios; debt service coverage ratios; current and forecasted loss severity; consideration of the payment terms of the underlying assets backing a particular security; and the payment priority within the tranche structure of the security.
	•	When determining the amount of the credit loss for U.S. and foreign corporate securities, foreign government securities and state and political subdivision securities, the Company considers the estimated fair value as the recovery value when available information does not indicate that another value is more appropriate. When information is identified that indicates a recovery value other than estimated fair value, the Company considers in the determination of recovery value the same considerations utilized in its overall impairment evaluation process, which incorporates available information and the Company's best estimate of scenario-based outcomes regarding the specific security and issuer; possible corporate restructurings or asset sales by the issuer; the quality and amount of any credit enhancements; the security's position within the capital structure of the issuer; fundamentals of the industry and geographic area in which the security issuer operates; and the overall macroeconomic conditions.
	•	The Company performs a discounted cash flow analysis comparing the current amortized cost of a security to the present value of future cash flows expected to be received, including estimated defaults and prepayments. The discount rate is generally the effective interest rate of the fixed maturity prior to impairment.
	In periods subsequent to the recognition of the credit related impairment components of OTTI on a fixed maturity, the Company accounts for the impaired security as if it had been purchased on the measurement date of the impairment. Accordingly, the discount (or reduced premium) based on the new cost basis is accreted into net investment income over the remaining term of the fixed maturity in a prospective manner based on the amount and timing of estimated future cash flows.
Derivatives	Derivatives
	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.
	The Company enters into interest rate, equity market, credit default and currency contracts, including swaps, futures, forwards, caps, floors and options, to reduce and manage various risks associated with changes in value, yield, price, cash flow or exchange rates of assets or liabilities held or intended to be held, or to assume or reduce credit exposure associated with a referenced asset, index or pool. The Company also utilizes options and futures on equity indices to reduce and manage risks associated with its annuity products. Open derivative contracts are reported as Derivatives assets or liabilities on the Consolidated Balance Sheets at fair value. Changes in the fair value of derivatives are recorded in Net realized capital gains (losses) in the Consolidated Statements of Operations.
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge as either (a) a hedge of the exposure to changes in the estimated fair value of a recognized asset or liability or an identified portion thereof that is attributable to a particular risk ("fair value hedge") or (b) a hedge of a forecasted transaction or of the variability of cash flows that is attributable to interest rate risk to be received or paid related to a recognized asset or liability ("cash flow hedge"). In this documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument's effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and periodically throughout the life of the designated hedging relationship.
	•	Fair Value Hedge:  For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative instrument, as well as the hedged item, to the extent of the risk being hedged, are recognized in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	•	Cash Flow Hedge: For derivative instruments that are designated and qualify as a cash flow hedge, the effective portion of the gain or loss on the derivative instrument is reported as a component of AOCI and reclassified into earnings in the same periods during which the hedged transaction impacts earnings in the same line item associated with the forecasted transaction.  The ineffective portion of the derivative's change in value, if any, along with any of the derivative's change in value that is excluded from the assessment of hedge effectiveness, are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	When hedge accounting is discontinued because it is determined that the derivative is no longer expected to be highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried on the Consolidated Balance Sheets at its estimated fair value, with subsequent changes in estimated fair value recognized currently in Other net realized capital gains (losses). The carrying value of the hedged asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in Other comprehensive income (loss) related to discontinued cash flow hedges are released into the Consolidated Statements of Operations when the Company's earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried on the Consolidated Balance Sheets at its estimated fair value, with changes in estimated fair value recognized currently in Other net realized capital gains (losses). Derivative gains and losses recorded in Other comprehensive income (loss) pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in Other net realized capital gains (losses).
	The Company also has investments in certain fixed maturities and has issued certain annuity products that contain embedded derivatives whose fair value is at least partially determined by levels of or changes in domestic and/or foreign interest rates (short-term or long-term), exchange rates, prepayment rates, equity markets or credit ratings/spreads. Embedded derivatives within fixed maturities are included with the host contract on the Consolidated Balance Sheets and changes in fair value of the embedded derivatives are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. Embedded derivatives within certain annuity products are included in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets and changes in the fair value of the embedded derivatives are recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	In addition, the Company has entered into reinsurance agreements, accounted for under the deposit method, that contain embedded derivatives, the fair value of which is based on the change in the fair value of the underlying assets held in trust. The embedded derivatives within the reinsurance agreements are included in Other liabilities on the Consolidated Balance Sheets, and changes in the fair value of the embedded derivatives are recorded in Interest credited and other benefits to contract owners/policyholders in the Consolidated Statements of Operations.
	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.
	Based on the notional amounts, a substantial portion of the Company’s derivative positions was not designated or did not qualify for hedge accounting as part of a hedging relationship as of December 31, 2014 and 2013. The Company utilizes derivative contracts mainly to hedge exposure to variability in cash flows, interest rate risk, credit risk, foreign exchange risk and equity market risk. The majority of derivatives used by the Company are designated as product hedges, which hedge the exposure arising from insurance liabilities or guarantees embedded in the contracts the Company offers through various product lines. These derivatives do not qualify for hedge accounting as they do not meet the criteria of being “highly effective” as outlined in ASC Topic 815, but do provide an economic hedge, which is in line with the Company’s risk management objectives. The Company also uses derivatives contracts to hedge its exposure to various risks associated with the investment portfolio. The Company does not seek hedge accounting treatment for certain of these derivatives as they generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules outlined in ASC Topic 815. The Company also uses credit default swaps coupled with other investments in order to produce the investment characteristics of otherwise permissible investments that do not qualify as effective accounting hedges under ASC Topic 815.
	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 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: The Company 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 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 margins 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. 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 variable fixed income portfolios 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 coinsurance with funds withheld arrangements, which contain embedded derivatives.
	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.
Cash and Cash Equivalents	Cash and Cash Equivalents
	Cash and cash equivalents include cash on hand, amounts due from banks and other highly liquid investments, such as money market instruments and debt instruments with maturities of three months or less at the time of purchase. Cash and cash equivalents are stated at fair value.
Property, Plant and Equipment	Property and Equipment
	Property and equipment are carried at cost, less accumulated depreciation and included in Other assets on the Consolidated Balance Sheets. Expenditures for replacements and major improvements are capitalized; maintenance and repair expenditures are expensed as incurred. Depreciation on property and equipment is provided on a straight-line basis over the estimated useful lives of the assets, with the exception of land and artwork which are not depreciated, as follows:
		Estimated Useful Lives
	Buildings	40 years
	Furniture and fixtures	5 years
	Leasehold improvements	10 years, or the life of the lease, whichever is shorter
	Equipment	3 years
Deferred Policy Acquisition Costs	Deferred Policy Acquisition Costs and Value of Business Acquired
	DAC represents policy acquisition costs that have been capitalized and are subject to amortization and interest. Capitalized costs are incremental, direct costs of contract acquisition and certain costs related directly to successful acquisition activities. Such costs consist principally of commissions, underwriting, sales and contract issuance and processing expenses directly related to the successful acquisition of new and renewal business. Indirect or unsuccessful acquisition costs, maintenance, product development and overhead expenses are charged to expense as incurred. VOBA represents the outstanding value of in-force business acquired and is subject to amortization and interest. The value is based on the present value of estimated net cash flows embedded in the insurance contracts at the time of the acquisition and increased for subsequent deferrable expenses on purchased policies.
	Amortization Methodologies
	The Company amortizes DAC and VOBA related to fixed and variable deferred annuity contracts over the estimated lives of the contracts in relation to the emergence of estimated gross profits. Assumptions as to mortality, persistency, interest crediting rates, fee income, returns associated with separate account performance, impact of hedge performance, expenses to administer the business and certain economic variables, such as inflation, are based on the Company's experience and overall capital markets. At each valuation date, estimated gross profits are updated with actual gross profits, and the assumptions underlying future estimated gross profits are evaluated for continued reasonableness. Adjustments to estimated gross profits require that amortization rates be revised retroactively to the date of the contract issuance ("unlocking").
	Recoverability testing is performed for current issue year products to determine if gross profits are sufficient to cover DAC and VOBA estimated benefits and expenses. In subsequent years, the Company performs testing to assess the recoverability of DAC and VOBA balances on an annual basis, or more frequently if circumstances indicate a potential loss recognition issue exists. If DAC or VOBA are not deemed recoverable from future gross profits, charges will be applied against DAC or VOBA balances before an additional reserve is established.
	Internal Replacements
	Contract owners may periodically exchange one contract for another, or make modifications to an existing contract. These transactions are identified as internal replacements. Internal replacements that are determined to result in substantially unchanged contracts are accounted for as continuations of the replaced contracts. Any costs associated with the issuance of the new contracts are considered maintenance costs and expensed as incurred. Unamortized DAC and VOBA related to the replaced contracts continue to be deferred and amortized in connection with the new contracts. Internal replacements that are determined to result in contracts that are substantially changed are accounted for as extinguishments of the replaced contracts, and any unamortized DAC and VOBA related to the replaced contracts are written off to Net amortization of deferred policy acquisition costs and value of business acquired in the Consolidated Statements of Operations.
	Assumptions
	Changes in assumptions can have a significant impact on DAC and VOBA balances, amortization rates and results of operations. Assumptions are management's best estimate of future outcome.
	Several assumptions are considered significant in the estimation of gross profits associated with the Company's variable products. One significant assumption is the assumed return associated with the variable account performance. To reflect the volatility in the equity markets, this assumption involves a combination of near-term expectations and long-term assumptions regarding market performance. The overall return on the variable account is dependent on multiple factors, including the relative mix of the underlying sub-accounts among bond funds and equity funds, as well as equity sector weightings. The Company's practice assumes that intermediate-term appreciation in equity markets reverts to the long-term appreciation in equity markets ("reversion to the mean"). The Company monitors market events and only changes the assumption when sustained deviations are expected. This methodology incorporates a 9% long-term equity return assumption, a 14% cap and a five-year look-forward period.
	Other significant assumptions used in the estimation of gross profits for products with credited rates include interest spreads and credit losses. Estimated gross profits of variable annuity contracts are sensitive to estimated policyholder behavior assumptions, such as surrender, lapse and annuitization rates.
Future Policy Benefits Liability	Future Policy Benefits and Contract Owner Accounts
	Future Policy Benefits
	The Company establishes and carries actuarially-determined reserves that are calculated to meet its future obligations, including estimates of unpaid claims and claims that the Company believes have been incurred but have not yet been reported as of the balance sheet date. The principal assumptions used to establish liabilities for future policy benefits are based on Company experience and periodically reviewed against industry standards. These assumptions include mortality, morbidity, policy lapse, contract renewal, payment of subsequent premiums or deposits by the contract owner, retirement, investment returns, inflation, benefit utilization and expenses. Changes in, or deviations from, the assumptions used can significantly affect the Company's reserve levels and related results of operations.
	Reserves for payout contracts with life contingencies are equal to the present value of expected future payments. Assumptions as to interest rates, mortality and expenses are based on the Company's experience at the period the policy is sold or acquired, including a provision for adverse deviation. Such assumptions generally vary by annuity plan type, year of issue and policy duration. Interest rates used to calculate the present value of future benefits ranged from 1.0% to 6.5%.
	Although assumptions are "locked-in" upon the issuance of payout contracts with life contingencies, significant changes in experience or assumptions may require the Company to provide for expected future losses on a product by establishing premium deficiency reserves. Premium deficiency reserves are determined based on best estimate assumptions that exist at the time the premium deficiency reserve is established and do not include a provision for adverse deviation.
	Contract Owner Account Balances
	Contract owner account balances relate to investment-type contracts and certain annuity product guarantees, as follows:
	•	Account balances for fixed annuities and payout contracts without life contingencies are equal to cumulative deposits, less charges and withdrawals, plus credited interest thereon. Credited interest rates vary by product and ranged up to 8.0% for the years 2014, 2013 and 2012. Account balances for group immediate annuities without life contingent payouts are equal to the discounted value of the payment at the implied break-even rate.
	•	For fixed-indexed annuity contracts ("FIA"), the aggregate initial liability is equal to the deposit received, plus a bonus, if applicable, and is split into a host component and an embedded derivative component. Thereafter, the host liability accumulates at a set interest rate, and the embedded derivative liability is recognized at fair value.
Minimum Guarantees	Product Guarantees and Additional Reserves
	The Company calculates additional reserve liabilities for certain variable annuity guaranteed benefits and variable funding products. The Company periodically evaluates its estimates and adjusts the additional liability balance, with a related charge or credit to benefit expense, if actual experience or other evidence suggests that earlier assumptions should be revised. Changes in, or deviations from, the assumptions used can significantly affect the Company's reserve levels and related results of operations.
	GMDB:    Reserves for annuity guaranteed minimum death benefits ("GMDB") are determined by estimating the value of expected benefits in excess of the projected account balance and recognizing the excess ratably over the accumulation period based on total expected assessments. Expected experience is based on a range of scenarios. Assumptions used, such as the long-term equity market return, lapse rate and mortality, are consistent with assumptions used in estimating gross profits for purposes of amortizing DAC. The assumptions of investment performance and volatility are consistent with the historical experience of the appropriate underlying equity index, such as the Standard & Poor's ("S&P") 500 Index. Reserves for GMDB are recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets. Changes in reserves for GMDB are reported in Interest credited and other benefits to contract owner/policyholders in the Consolidated Statements of Operations.
	FIA: FIAs contain embedded derivatives that are measured at estimated fair value separately from the host contracts. Such embedded derivatives are recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets, with changes in estimated fair value, along with attributed fees collected or payments made, reported in Other net realized capital gains (losses) in the Statements of Operations.
	The estimated fair value of the FIA contracts is based on the present value of the excess of interest payments to the contract owners over the growth in the minimum guaranteed contract value. The excess interest payments are determined as the excess of projected index driven benefits over the projected guaranteed benefits. The projection horizon is over the anticipated life of the related contracts, which takes into account best estimate actuarial assumptions, such as partial withdrawals, full surrenders, deaths, annuitizations and maturities.
	Stabilizer and MCG: Products with guaranteed credited rates treat the guarantee as an embedded derivative for Stabilizer products and a stand-alone derivative for managed custody guarantee products ("MCG"). These derivatives are measured at estimated fair value and recorded in Future policy benefits and contract owner account balances on the Consolidated Balance Sheets. Changes in estimated fair value, along with attributed fees collected, are reported in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	The estimated fair value of the Stabilizer and MCG contracts is determined based on the present value of projected future claims, minus the present value of future guaranteed premiums. At inception of the contract the Company projects a guaranteed premium to be equal to the present value of the projected future claims. The income associated with the contracts is projected using actuarial and capital market assumptions, including benefits and related contract charges, over the anticipated life of the related contracts. The cash flow estimates are projected under multiple capital market scenarios using observable risk-free rates and other best estimate assumptions.
	The liabilities for the FIA and Stabilizer embedded derivatives and the MCG stand-alone derivative include a risk margin to capture uncertainties related to policyholder behavior assumptions. The margin represents additional compensation a market participant would require to assume these risks.
	The discount rate used to determine the fair value of the liabilities for FIA and Stabilizer embedded derivatives and the MCG stand-alone derivative includes an adjustment to reflect the risk that these obligations will not be fulfilled ("nonperformance risk").
Separate Accounts	Separate Accounts
	Separate account assets and liabilities generally represent funds maintained to meet specific investment objectives of contract owners or participants who bear the investment risk, subject, in limited cases, to minimum guaranteed rates. Investment income and investment gains and losses generally accrue directly to such contract owners. The assets of each account are legally segregated and are not subject to claims that arise out of any other business of the Company or its affiliates.
	Separate account assets supporting variable options under variable annuity contracts are invested, as designated by the contract owner or participant under a contract, in shares of mutual funds that are managed by the Company, or its affiliates, or in other selected mutual funds not managed by the Company, or its affiliates.
	The Company reports separately, as assets and liabilities, investments held in the separate accounts and liabilities of separate accounts if:
	•	Such separate accounts are legally recognized;
	•	Assets supporting the contract liabilities are legally insulated from the Company's general account liabilities;
	•	Investments are directed by the contract owner or participant; and
	•	All investment performance, net of contract fees and assessments, is passed through to the contract owner.
	The Company reports separate account assets that meet the above criteria at fair value on the Consolidated Balance Sheets based on the fair value of the underlying investments. Separate account liabilities equal separate account assets. Investment income and net realized and unrealized capital gains (losses) of the separate accounts, however, are not reflected in the Consolidated Statements of Operations, and the Consolidated Statements of Cash Flows do not reflect investment activity of the separate accounts.
Debt	Long-term Debt
	Long-term debt is carried at an amount equal to the unpaid principal balance, net of any remaining unamortized discount or premium attributable to issuance. Direct and incremental costs to issue the debt are recorded in Other assets on the Consolidated Balance Sheets and are amortized as a component of Interest expense in the Consolidated Statements of Operations over the life of the debt using the effective interest method of amortization.
Repurchase Agreements	Repurchase Agreements
	The Company engages in dollar repurchase agreements with MBS ("dollar rolls") and repurchase agreements with other collateral types to increase its return on investments and improve liquidity. Such arrangements meet the requirements to be accounted for as financing arrangements.
	The Company enters into dollar roll transactions by selling existing MBS and concurrently entering into an agreement to repurchase similar securities within a short time frame at a lower price. Under repurchase agreements, the Company borrows cash from a counterparty at an agreed upon interest rate for an agreed upon time frame and pledges collateral in the form of securities. At the end of the agreement, the counterparty returns the collateral to the Company, and the Company, in turn, repays the loan amount along with the additional agreed upon interest.
	The Company's policy requires that at all times during the term of the dollar roll and repurchase agreements that cash or other collateral types obtained is sufficient to allow the Company to fund substantially all of the cost of purchasing replacement assets. Cash received is invested in Short-term investments, with the offsetting obligation to repay the loan included within Other liabilities on the Consolidated Balance Sheets. The carrying value of the securities pledged in dollar rolls and repurchase agreement transactions and the related repurchase obligation are included in Securities pledged and Short-term debt, respectively, on the Consolidated Balance Sheets.
	The primary risk associated with short-term collateralized borrowings is that the counterparty will be unable to perform under the terms of the contract.  The Company's exposure is limited to the excess of the net replacement cost of the securities over the value of the short-term investments.  The Company believes the counterparties to the dollar rolls and repurchase agreements are financially responsible and that the counterparty risk is minimal.
Revenue Recognition	Recognition of Insurance Revenue and Related Benefits
	Premiums related to payouts contracts with life contingencies are recognized in Premiums in the Consolidated Statements of Operations when due from the contract owner. When premiums are due over a significantly shorter period than the period over which benefits are provided, any gross premium in excess of the net premium (i.e., the portion of the gross premium required to provide for all expected future benefits and expenses) is deferred and recognized into revenue in a constant relationship to insurance in force. Benefits are recorded in Interest credited and other benefits to contract owners in the Consolidated Statements of Operations when incurred.
	Amounts received as payment for investment-type, fixed annuities, payout contracts without life contingencies and FIA contracts are reported as deposits to contract owner account balances. Revenues from these contracts consist primarily of fees assessed against the contract owner account balance for mortality and policy administration charges and are reported in Fee income. Surrender charges are reported in Other revenue. In addition, the Company earns investment income from the investment of contract deposits in the Company's general account portfolio, which is reported in Net investment income in the Consolidated Statements of Operations. Fees assessed that represent compensation to the Company for services to be provided in future periods and certain other fees are deferred and amortized into revenue over the expected life of the related contracts in proportion to estimated gross profits in a manner consistent with DAC for these contracts. Benefits and expenses for these products include claims in excess of related account balances, expenses of contract administration and interest credited to contract owner account balances.
Income Tax	Income Taxes
	The Company uses certain assumptions and estimates in determining the income taxes payable or refundable to/from Voya Financial, Inc. for the current year, the deferred income tax liabilities and assets for items recognized differently in its consolidated financial statements from amounts shown on its income tax returns and the federal income tax expense. Determining these amounts requires analysis and interpretation of current tax laws and regulations, including the loss limitation rules associated with change in control. Management exercises considerable judgment in evaluating the amount and timing of recognition of the resulting income tax liabilities and assets. These judgments and estimates are reevaluated on a continual basis as regulatory and business factors change.
	The Company's deferred tax assets and liabilities resulting from temporary differences between financial reporting and tax bases of assets and liabilities are measured at the balance sheet date using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse.
	Deferred tax assets represent the tax benefit of future deductible temporary differences and operating loss and tax credit carryforwards. The Company evaluates and tests the recoverability of its deferred tax assets. Deferred tax assets are reduced by a valuation allowance if, based on the weight of evidence, it is more likely than not that some portion, or all, of the deferred tax assets will not be realized. Considerable judgment and the use of estimates are required in determining whether a valuation allowance is necessary and, if so, the amount of such valuation allowance. In evaluating the need for a valuation allowance, the Company considers many factors, including:
	•	The nature, frequency and severity of book income or losses in recent years;
	•	The nature and character of the deferred tax assets and liabilities;
	•	The recent cumulative book income (loss) position after adjustment for permanent differences;
	•	Taxable income in prior carryback years;
	•	Projected future taxable income, exclusive of reversing temporary differences and carryforwards;
	•	Projected future reversals of existing temporary differences;
	•	The length of time carryforwards can be utilized;
	•	Prudent and feasible tax planning strategies the Company would employ to avoid a tax benefit from expiring unused; and
	•	Tax rules that would impact the utilization of the deferred tax assets.
	In establishing unrecognized tax benefits, the Company determines whether a tax position is more likely than not to be sustained under examination by the appropriate taxing authority. The Company also considers positions that have been reviewed and agreed to as part of an examination by the appropriate taxing authority. Tax positions that do not meet the more likely than not standard are not recognized in the Consolidated Financial Statements. Tax positions that meet this standard are recognized in the Consolidated Financial Statements. The Company measures the tax position as the largest amount of benefit that is greater than 50% likely of being realized upon ultimate resolution with the tax authority that has full knowledge of all relevant information.
	Certain changes or future events, such as changes in tax legislation, completion of tax audits, planning opportunities and expectations about future outcome could have an impact on the Company's estimates of valuation allowances, deferred taxes, tax provisions and effective tax rates.
Reinsurance	Reinsurance
	The Company utilizes reinsurance agreements in most aspects of its insurance business to reduce its exposure to large losses. Such reinsurance permits recovery of a portion of losses from reinsurers, although it does not discharge the primary liability of the Company as direct insurer of the risks reinsured.
	For each of its reinsurance agreements, the Company determines whether the agreement provides indemnification against loss or liability relating to insurance risk. The Company reviews all contractual features, particularly those that may limit the amount of insurance risk to which the reinsurer is subject or features that delay the timely reimbursement of claims. The assumptions used to account for long-duration reinsurance agreements are consistent with those used for the underlying contracts. Ceded Future policy benefits and contract owner account balances are reported gross on the Consolidated Balance Sheets.
	Long-duration: For reinsurance of long-duration contracts that transfer significant insurance risk, the difference, if any, between the amounts paid and benefits received related to the underlying contracts is included in the expected net cost of reinsurance, which is recorded as a component of the reinsurance asset or liability. Any difference between actual and expected net cost of reinsurance is recognized in the current period and included as a component of profits used to amortize DAC.
	If the Company determines that a reinsurance agreement does not expose the reinsurer to a reasonable possibility of a significant loss from insurance risk, the Company records the agreement using the deposit method of accounting. Deposits received are included in Other liabilities, and deposits made are included in Other assets on the Consolidated Balance Sheets. Interest is recorded as Other revenues or Other expenses in the Consolidated Statements of Operations, as appropriate. Periodically, the Company evaluates the adequacy of the expected payments or recoveries and adjusts the deposit asset or liability through Other revenues or Other expenses, as appropriate.
	Accounting for reinsurance requires extensive use of assumptions and estimates, particularly related to the future performance of the underlying business and the potential impact of counterparty credit risks. The Company periodically reviews actual and anticipated experience compared to the assumptions used to establish assets and liabilities relating to ceded and assumed reinsurance. The Company also evaluates the financial strength of potential reinsurers and continually monitors the financial condition of reinsurers.
	Only those reinsurance recoverable balances deemed probable of recovery are reflected as assets on the Company's Consolidated Balance Sheets and are stated net of allowances for uncollectible reinsurance. Amounts currently recoverable and payable under reinsurance agreements are included in Reinsurance recoverable and Other liabilities, respectively. Such assets and liabilities relating to reinsurance agreements with the same reinsurer are recorded net on the Consolidated Balance Sheets if a right of offset exists within the reinsurance agreement. Premiums, Fee income and Interest credited and other benefits to contract owners/policyholders are reported net of reinsurance ceded. Amounts received from reinsurers for policy administration are reported in Other revenue.
	The Company utilizes reinsurance agreements, accounted for under the deposit method, to manage reserve and capital requirements in connection with a portion of its deferred annuities business. The agreements contain embedded derivatives whose carrying value is estimated based on the change in the fair value of the assets supporting the funds withheld under the agreements.
	The Company currently has a significant concentration of ceded reinsurance with a subsidiary of Lincoln National Corporation ("Lincoln") arising from the disposition of its individual life insurance business.
Commitments and Contingencies	Contingencies
	A loss contingency is an existing condition, situation or set of circumstances involving uncertainty as to possible loss that will ultimately be resolved when one or more future events occur or fail to occur. Examples of loss contingencies include pending or threatened adverse litigation, threat of expropriation of assets and actual or possible claims and assessments. Amounts related to loss contingencies are accrued and recorded in Other liabilities on the Consolidated Balance Sheets if it is probable that a loss has been incurred and the amount can be reasonably estimated, based on the Company's best estimate of the ultimate outcome. If determined to meet the criteria for a reserve, the Company also evaluates whether there are external legal or other costs directly associated with the resolution of the matter and accrues such costs if estimable.
Adoption of New Pronouncements	Adoption of New Pronouncements
	Presentation of Unrecognized Tax Benefits
	In July 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-11, "Income Taxes (Accounting Standards Codification ("ASC") Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists" ("ASU 2013-11"), which clarifies that:
	•	An unrecognized tax benefit should be presented as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss or a tax credit carryforward, except,
	•	An unrecognized tax benefit should be presented as a liability and not be combined with a deferred tax asset (i) to the extent a net operating loss carryforward, a similar tax loss or a tax credit carryforward is not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or (ii) the tax law does not require the entity to use, or the entity does not intend to use, the deferred tax asset for such a purpose.
	•	The assessment of whether a deferred tax asset is available is based on the unrecognized tax benefit and deferred tax asset that exist at the reporting date and should be made presuming disallowance of the tax position at the reporting date.
	The provisions of ASU 2013-11 were adopted prospectively by the Company on January 1, 2014 to unrecognized tax benefits existing on that date. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the guidance is consistent with that previously applied.
	Joint and Several Liability Arrangements
	In February 2013, the FASB issued ASU 2013-04, "Liabilities (ASC Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date" ("ASU 2013-04"), which requires an entity to measure obligations resulting from joint and several liable arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount it expects to pay on behalf of its co-obligors. ASU 2013-04 also requires an entity to disclose the nature and amount of the obligation, as well as other information about those obligations.
	The provisions of ASU 2013-04 were adopted by the Company on January 1, 2014. The adoption had no effect on the Company's financial condition, results of operations or cash flows, as the Company did not have any fixed obligations under joint and several liable arrangements during 2014.
	Fees Paid to the Federal Government by Health Insurers
	In July 2011, the FASB issued ASU 2011-06, "Other Expenses (ASC Topic 720): Fees Paid to the Federal Government by Health Insurers" ("ASU 2011-06"), which specifies how health insurers should recognize and classify the annual fee imposed by the Patient Protection and Affordable Care Act as amended by the Health Care Education Reconciliation Act (the "Acts"). The liability for the fee should be estimated and recorded in full at the time the entity provides qualifying health insurance in the year in which the fee is payable, with a corresponding deferred cost that is amortized to expense.
	The provisions of ASU 2011-06 were adopted by the Company on January 1, 2014, when the fee initially became effective. The adoption of ASU 2011-06 had no effect on the Company's financial condition, results of operations or cash flows, as the Company does not sell qualifying health insurance and, thus, is not subject to the fee.
Description of New Accounting Pronouncements Not yet Adopted [Text Block]	Future Adoption of Accounting Pronouncements
	Consolidations
	In February 2015, the FASB issued ASU 2015-02, “Consolidation (ASC Topic 810): Amendments to the Consolidation Analysis” (“ASU 2015-02”), which:
	•	Modifies the evaluation of whether limited partnerships and similar entities are Variable Interest Entities("VIEs") or Voting Interest Entities ( "VOEs"), including the requirement to consider the rights of all equity holders at risk to determine if they have the power to direct the entity's most significant activities.
	•	Eliminates the presumption that a general partner should consolidate a limited partnership. Limited partnerships and similar entities will be VIEs unless the limited partners hold substantive kick-out rights in the participating rights.
	•	Affects the consolidation analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships.
	•	Provides a new scope exception for registered money market funds and similar unregistered money market funds, and ends the deferral granted to investment companies from applying the VIE guidance.
	The provisions of ASU 2015-02 are effective for annual periods, and for interim periods within those annual periods, beginning after December 15, 2015, with early adoption permitted, using either a retrospective or modified retrospective approach. The Company does not expect ASU 2015-02 to have an impact.
	Going Concern
	In August 2014, the FASB issued ASU 2014-15, "Presentation of Financial Statements-Going Concern (ASC Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern" ("ASU 2014-15"), which requires management to evaluate whether there are conditions or events, considered in the aggregate, that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. The provisions of ASU 2014-15 will not affect a company's financial condition, results of operation, or cash flows, but require disclosure if management determines there is substantial doubt, including management’s plans to alleviate or mitigate the conditions or events that raise substantial doubt.
	The provisions of ASU 2014-15 are effective for annual periods ending after December 15, 2016, and annual and interim periods thereafter. The Company does not expect ASU 2014-15 to have an impact.
	Repurchase Agreements
	In June 2014, the FASB issued ASU 2014-11, "Transfers and Servicing (ASC Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures" ("ASU 2014-11"), which (1) changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and (2) requires separate accounting for a transfer of a financial asset executed with a repurchase agreement with the same counterparty. This will result in secured borrowing accounting for the repurchase agreement. The amendments also require additional disclosures for certain transactions accounted for as a sale and for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings.
	The provisions of ASU 2014-11 are effective for the first interim or annual period beginning after December 15, 2014, with the exception of disclosure amendments for repurchase agreements, securities lending transactions and repurchase-to-maturity transactions that are accounted for as secured borrowings, which are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. The Company does not expect ASU 2014-11 to have an impact on its financial condition or results of operations, as the Company has not historically met the requirements for sale accounting treatment for such secured borrowing arrangements. The Company is currently in the process of determining the impact of adoption of the disclosure provisions of ASU 2014-11.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued ASU 2014-09, "Revenue from Contracts with Customers (ASC Topic 606)" ("ASU 2014-09"), which requires an entity to recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. Revenue is recognized when, or as, the entity satisfies a performance obligation under the contract. The standard also requires disclosures regarding the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers.
	The provisions of ASU 2014-09 are effective retrospectively for annual reporting periods beginning after December 15, 2016, including interim periods within that reporting period. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-09.
	Discontinued Operations and Disposals
	In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (ASC Topic 205) and Property, Plant, and Equipment (ASC Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity" ("ASU 2014-08"), which requires the disposal of a component of an entity to be reported in discontinued operations if the disposal represents a strategic shift that has, or will have, a major effect on the entity's operations and financial results. The component should be reported in discontinued operations when it meets the criteria to be classified as held for sale, is disposed of by sale or is disposed of other than by sale.
	The amendments also require additional disclosures about discontinued operations, including disclosures about an entity’s significant continuing involvement with a discontinued operation and disclosures for a disposal of an individually significant component of an entity that does not qualify for discontinued operations.
	The provisions of ASU 2014-08 are effective for annual periods beginning after December 15, 2014, and for interim periods beginning after December 15, 2015. The amendments should be applied prospectively to disposals and classifications as held for sale that occur within those periods. The Company is currently in the process of determining the impact of adoption of the provisions of ASU 2014-08.

Business_Basis_of_Presentation2

Business, Basis of Presentation and Significant Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Property, Plant and Equipment Useful Lives
		Estimated Useful Lives
	Buildings	40 years
	Furniture and fixtures	5 years
	Leasehold improvements	10 years, or the life of the lease, whichever is shorter
	Equipment	3 years

Investments_Tables

Investments (Tables)	12 Months Ended
	Dec. 31, 2014
Available-for-sale Securities Including Securities Pledged [Line Items]
Marketable Securities	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2014:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair				OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	649			$	124.1			$	—			$	—			$	773.1			$	—
	U.S. Government agencies and authorities	45.7				0.9				—				—				46.6				—
	State, municipalities and political subdivisions	259				18.3				0.1				—				277.2				—
	U.S. corporate securities	10,366.70				902.4				49.1				—				11,220.00				1.5
	Foreign securities:(1)
	Government	346.5				23.8				5.5				—				364.8				—
	Other	5,138.90				324.7				50.5				—				5,413.10				—
	Total foreign securities	5,485.40				348.5				56				—				5,777.90				—
	Residential mortgage-backed securities:
	Agency	1,613.50				125.4				3.6				15.7				1,751.00				0.2
	Non-Agency	227.9				54.6				2.2				12.1				292.4				8.7
	Total Residential mortgage-backed securities	1,841.40				180				5.8				27.8				2,043.40				8.9
	Commercial mortgage-backed securities	998.9				79.2				0.1				—				1,078.00				6.7
	Other asset-backed securities	389				13.1				1.7				—				400.4				2.6
	Total fixed maturities, including securities pledged	20,035.10				1,666.50				112.8				27.8				21,616.60				19.7
	Less: Securities pledged	224.4				17.8				6.9				—				235.3				—
	Total fixed maturities	19,810.70				1,648.70				105.9				27.8				21,381.30				19.7
	Equity securities	107.4				14.5				—				—				121.9				—
	Total fixed maturities and equity securities investments	$	19,918.10			$	1,663.20			$	105.9			$	27.8			$	21,503.20			$	19.7
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income (loss).
	Available-for-sale and FVO fixed maturities and equity securities were as follows as of December 31, 2013:
		Amortized				Gross				Gross				Embedded Derivatives(2)				Fair				OTTI(3)
		Cost				Unrealized				Unrealized								Value
						Capital				Capital
						Gains				Losses
	Fixed maturities:
	U.S. Treasuries	$	636.5			$	36.5			$	2.9			$	—			$	670.1			$	—
	U.S. Government agencies and authorities	237.1				5				—				—				242.1				—
	State, municipalities and political subdivisions	77.2				5.9				0.1				—				83				—
	U.S. corporate securities	10,326.00				581				238.8				—				10,668.20				1.9
	Foreign securities:(1)
	Government	422.9				25.2				16.5				—				431.6				—
	Other	5,149.60				272.9				83.5				—				5,339.00				—
	Total foreign securities	5,572.50				298.1				100				—				5,770.60				—
	Residential mortgage-backed securities:
	Agency	1,638.20				121.9				17.9				16.9				1,759.10				0.2
	Non-Agency	278.1				55.2				4.8				12.1				340.6				15.1
	Total Residential mortgage-backed securities	1,916.30				177.1				22.7				29				2,099.70				15.3
	Commercial mortgage-backed securities	624.5				68.1				0.9				—				691.7				4.4
	Other asset-backed securities	465.8				18				3.4				—				480.4				3.2
	Total fixed maturities, including securities pledged	19,855.90				1,189.70				368.8				29				20,705.80				24.8
	Less: Securities pledged	137.9				5.9				3.7				—				140.1				—
	Total fixed maturities	19,718.00				1,183.80				365.1				29				20,565.70				24.8
	Equity securities	119.4				15.8				0.3				—				134.9				—
	Total fixed maturities and equity securities investments	$	19,837.40			$	1,199.60			$	365.4			$	29			$	20,700.60			$	24.8
	(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 Consolidated Statements of Operations.
	(3) Represents OTTI reported as a component of Other comprehensive income
Investments Classified by Contractual Maturity Date	The amortized cost and fair value of fixed maturities, including securities pledged, as of December 31, 2014, are shown below by contractual maturity. Actual maturities may differ from contractual maturities as securities may be restructured, called or prepaid. MBS and Other 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	$	679.2			$	688.6
	After one year through five years	4,052.10				4,288.70
	After five years through ten years	5,809.90				6,096.70
	After ten years	6,264.60				7,020.80
	Mortgage-backed securities	2,840.30				3,121.40
	Other asset-backed securities	389				400.4
	Fixed maturities, including securities pledged	$	20,035.10			$	21,616.60
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
	December 31, 2014
	Communications	$	1,226.10			$	136.8			$	2.4			$	1,360.50
	Financial	2,310.50				221.4				1.6				2,530.30
	Industrial and other companies	8,962.60				569.4				90				9,442.00
	Utilities	2,555.70				259.2				4.3				2,810.60
	Transportation	450.7				40.3				1.3				489.7
	Total	$	15,505.60			$	1,227.10			$	99.6			$	16,633.10
	December 31, 2013
	Communications	$	1,315.90			$	81.5			$	36.8			$	1,360.60
	Financial	2,114.70				166.9				20.2				2,261.40
	Industrial and other companies	8,878.50				423.5				213.1				9,088.90
	Utilities	2,726.50				159.5				42.3				2,843.70
	Transportation	440				22.5				9.9				452.6
	Total	$	15,475.60			$	853.9			$	322.3			$	16,007.20
Schedule of Unrealized Loss on Investments	Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of December 31, 2014:
		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
	2014
	U.S. Treasuries	$	12.4			$	—		*	$	—			$	—			$	—			$	—	$	12.4	$	—	*
	U.S. Government, agencies and authorities	2.3				—			*	—				—				—				—		2.3		—		*
	U.S. corporate, state and municipalities	794.6				20.1				34.8				1.5				712.8				27.6		1,542.20		49.2
	Foreign	671				35.7				9.7				0.2				350.2				20.1		1,030.90		56
	Residential mortgage-backed	94.5				0.7				25.2				0.6				163.1				4.5		282.8		5.8
	Commercial mortgage-backed	59.1				0.1				—				—				—				—		59.1		0.1
	Other asset-backed	27				0.1				—				—				18.4				1.6		45.4		1.7
	Total	$	1,660.90			$	56.7			$	69.7			$	2.3			$	1,244.50			$	53.8	$	2,975.10	$	112.8
	*Less than $0.1.
	Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities, including securities pledged, by market sector and duration were as follows as of December 31, 2013:
		Six Months or Less								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
	2013
	U.S. Treasuries	$	124.4			$	2.1			$	34.2			$	0.8			$	—			$	—	$	158.6	$	2.9
	U.S. Government, agencies and authorities	—				—				—				—				—				—		—		—
	U.S. corporate, state and municipalities	1,002.80				22.9				2,413.20				183.8				236.9				32.2		3,652.90		238.9
	Foreign	448.8				5.7				1,063.90				86.4				76.2				7.9		1,588.90		100
	Residential mortgage-backed	262.3				2.9				212.9				12				105.8				7.8		581		22.7
	Commercial mortgage-backed	77.9				0.9				—				—				—				—		77.9		0.9
	Other asset-backed	38.9				0.2				30.3				0.2				26				3		95.2		3.4
	Total	$	1,955.10			$	34.7			$	3,754.50			$	283.2			$	444.9			$	50.9	$	6,154.50	$	368.8
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:
		December 31, 2014				December 31, 2013
	Commercial mortgage loans	$	3,514.10			$	3,397.30
	Collective valuation allowance	(1.1		)		(1.2		)
	Total net commercial mortgage loans	$	3,513.00			$	3,396.10
	There were no impairments taken on the mortgage loan portfolio for the years ended December 31, 2014 and 2013.
	The following table summarizes the activity in the allowance for losses for all commercial mortgage loans for the periods indicated:
		December 31, 2014				December 31, 2013
	Collective valuation allowance for losses, balance at January 1	$	1.2			$	1.3
	Addition to (reduction of) allowance for losses	(0.1		)		(0.1		)
	Collective valuation allowance for losses, end of period	$	1.1			$	1.2
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:
		Year Ended December 31,
		2014				2013				2012
	Impaired loans, average investment during the period (amortized cost)(1)	$	37.6			$	24.2			$	5.7
	Interest income recognized on impaired loans, on an accrual basis(1)	2.2				1.4				0.4
	Interest income recognized on impaired loans, on a cash basis(1)	2.1				1.4				0.4
	Interest income recognized on troubled debt restructured loans, on an accrual basis	1.8				1				—
	The carrying values and unpaid principal balances of impaired mortgage loans were as follows as of the dates indicated:
		December 31, 2014				December 31, 2013
	Impaired loans without allowances for losses	$	32.4			$	42.9
	Less: Allowances for losses on impaired loans	—				—
	Impaired loans, net	$	32.4			$	42.9
	Unpaid principal balance of impaired loans	$	33.9			$	44.4
	As of December 31, 2014 and 2013 the Company did not have any impaired loans with allowances for losses.
	The following table presents information on restructured loans as of the dates indicated:
		December 31, 2014				December 31, 2013
	Troubled debt restructured loans	$	27.3			$	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 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:
		December 31, 2014 (1)				December 31, 2013 (1)
	Loan-to-Value Ratio:
	0% - 50%	$	411			$	495.7
	>50% - 60%	824.1				894.5
	>60% - 70%	2,107.90				1,879.50
	>70% - 80%	159.7				114.9
	>80% and above	11.4				12.7
	Total Commercial mortgage loans	$	3,514.10			$	3,397.30
	(1) Balances do not include collective valuation allowance for losses.
	The following table presents the DSC ratios as of the dates indicated:
		December 31, 2014 (1)				December 31, 2013 (1)
	Debt Service Coverage Ratio:
	Greater than 1.5x	$	2,600.10			$	2,388.50
	>1.25x - 1.5x	520				542.4
	>1.0x - 1.25x	258.7				275.8
	Less than 1.0x	131.3				190.5
	Commercial mortgage loans secured by land or construction loans	4				0.1
	Total Commercial mortgage loans	$	3,514.10			$	3,397.30
	(1) Balances do not include collective valuation allowance for losses.
Mortgage Loans by Geographic Location of Collateral	Properties collateralizing mortgage loans are geographically dispersed throughout the United States, as well as diversified by property type, as reflected in the following tables as of the dates indicated:
		December 31, 2014 (1)							December 31, 2013 (1)
		Gross				% of			Gross				% of
		Carrying Value				Total			Carrying Value				Total
	Commercial Mortgage Loans by U.S. Region:
	Pacific	$	802.6			22.8	%		$	752.8			22.3	%
	South Atlantic	746.5				21.2	%		707.8				20.8	%
	West South Central	448.4				12.8	%		467.1				13.7	%
	Middle Atlantic	505.8				14.4	%		411.4				12.1	%
	East North Central	355.3				10.1	%		383.1				11.3	%
	Mountain	274				7.8	%		263.9				7.8	%
	West North Central	219.6				6.3	%		224.9				6.6	%
	New England	74.8				2.1	%		116.7				3.4	%
	East South Central	87.1				2.5	%		69.6				2	%
	Total Commercial mortgage loans	$	3,514.10			100	%		$	3,397.30			100	%
	(1) Balances do not include collective valuation allowance for losses.
		December 31, 2014 (1)							December 31, 2013 (1)
		Gross				% of			Gross				% of
		Carrying Value				Total			Carrying Value				Total
	Commercial Mortgage Loans by Property Type:
	Retail	$	1,236.40			35.2	%		$	1,082.10			31.9	%
	Industrial	796.8				22.7	%		972.6				28.6	%
	Office	443.1				12.6	%		462.1				13.6	%
	Apartments	550.6				15.7	%		445.2				13.1	%
	Hotel/Motel	149.7				4.2	%		182.8				5.4	%
	Mixed Use	142.8				4.1	%		70.9				2.1	%
	Other	194.7				5.5	%		181.6				5.3	%
	Total Commercial mortgage loans	$	3,514.10			100	%		$	3,397.30			100	%
	(1) Balances do not include collective valuation allowance for losses.
Mortgage Loans by Year of Origination	The following table sets forth the breakdown of mortgages by year of origination as of the dates indicated:
		December 31, 2014 (1)				December 31, 2013 (1)
	Year of Origination:
	2014	$	580			$	—
	2013	758.8				785.2
	2012	854.5				908.1
	2011	674.4				792.8
	2010	66				121.1
	2009	39				68.4
	2008 and prior	541.4				721.7
	Total Commercial mortgage loans	$	3,514.10			$	3,397.30
	(1) Balances do not include collective valuation allowance for losses.
Other than Temporary Impairment, Credit Losses Recognized in Earnings	The following table identifies the Company's credit-related and intent-related impairments included in the Consolidated Statements of Operations, excluding impairments included in Other comprehensive income (loss) by type for the periods indicated:
		Year Ended December 31,
		2014							2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	1.7			3			$	—			—			$	2.9			3
	Foreign(1)	3.7				7			1.8				1			0.8				3
	Residential mortgage-backed	1.6				26			3.4				35			6				33
	Commercial mortgage-backed	0.1				2			0.3				3			—				—
	Other asset-backed	—			*	1			0.3				2			1.2				4
	Equity	—				—			0.1				1			—				—
	Total	$	7.1			39			$	5.9			42			$	10.9			43
	* Less than $0.1.
	(1) Primarily U.S. dollar denominated.
	The above tables include $1.6, $4.8 and $9.1 of write-downs related to credit impairments for the years ended December 31, 2014, 2013 and 2012, respectively, in Other-than-temporary impairments, which are recognized in the Consolidated Statements of Operations.
Net Investment Income	The following table summarizes Net investment income for the periods indicated:
		Year Ended December 31,
		2014				2013				2012
	Fixed maturities	$	1,216.30			$	1,199.40			$	1,222.50
	Equity securities, available-for-sale	7.1				2.8				7.5
	Mortgage loans on real estate	172.7				157.1				143.5
	Policy loans	13.3				13.1				13.2
	Short-term investments and cash equivalents	0.5				0.9				1.4
	Other	30.6				42.6				6.8
	Gross investment income	1,440.50				1,415.90				1,394.90
	Less: investment expenses	51.1				48.9				46.1
	Net investment income	$	1,389.40			$	1,367.00			$	1,348.80
Realized Gain (Loss) on Investments	Net realized capital gains (losses) were as follows for the periods indicated:
		Year Ended December 31,
		2014				2013				2012
	Fixed maturities, available-for-sale, including securities pledged	$	(14.7	)		$	0.3			$	67.5
	Fixed maturities, at fair value option	(74.6		)		(151.5		)		(124.2		)
	Equity securities, available-for-sale	1.3				0.1				(0.2		)
	Derivatives	50.6				(72.1		)		1.3
	Embedded derivatives - fixed maturities	(1.2		)		(24.7		)		(5.5		)
	Embedded derivatives - product guarantees	(101.2		)		105.5				120.4
	Other investments	0.2				0.2				—
	Net realized capital gains (losses)	$	(139.6	)		$	(142.2	)		$	59.3
	After-tax net realized capital gains (losses)	$	(90.7	)		$	(160.0	)		$	38.5
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:
		Year Ended December 31,
		2014				2013				2012
	Proceeds on sales	$	1,616.30			$	1,830.00			$	2,887.10
	Gross gains	24.4				23.8				88.7
	Gross losses	35.2				22.1				12.7
Intent related impairment
Available-for-sale Securities Including Securities Pledged [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings	The remaining $5.5, $1.1 and $1.8 in write-downs for the years ended December 31, 2014, 2013 and 2012, respectively, are related to intent impairments.
	The following table summarizes these intent impairments, which are also recognized in earnings, by type for the periods indicated:
		Year Ended December 31,
		2014							2013							2012
		Impairment				No. of Securities			Impairment				No. of Securities			Impairment				No. of Securities
	U.S. corporate	$	1.6			3			$	—			—			$	0.2			1
	Foreign(1)	3.7				7			—				—			0.8				3
	Residential mortgage-backed	0.1				3			0.8				6			0.7				3
	Commercial mortgage-backed	0.1				2			0.3				3			—				—
	Other asset-backed	—				—			—				—			0.1				1
	Equity	—				—			—				—			—				—
	Total	$	5.5			15			$	1.1			9			$	1.8			8
	(1) Primarily U.S. dollar denominated.
Credit related impairment
Available-for-sale Securities Including Securities Pledged [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings	The following table identifies 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:
		Year Ended December 31,
		2014				2013				2012
	Balance at January 1	$	28			$	28.4			$	27.8
	Additional credit impairments:
	On securities not previously impaired	0.7				1.1				1.5
	On securities previously impaired	0.9				1.8				3.7
	Reductions:
	Securities sold, matured, prepaid or paid down	6.6				3.3				4.6
	Increase in cash flows	0.6				—				—
	Balance at December 31	$	22.4			$	28			$	28.4
Duration
Available-for-sale Securities Including Securities Pledged [Line Items]
Schedule of Unrealized Loss on Investments	Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, for instances in which fair value declined below amortized cost by greater than or less than 20% for consecutive months as indicated in the tables below, were as follows as of the dates indicated:
		Amortized Cost								Unrealized Capital Losses								Number of Securities
		< 20%				> 20%				< 20%				> 20%				< 20%			> 20%
	December 31, 2014
	Six months or less below amortized cost	$	1,690.40			$	59.7			$	50.5			$	13.2			341			13
	More than six months and twelve months or less below amortized cost	115.1				—				6.7				—				34			—
	More than twelve months below amortized cost	1,220.50				2.2				41.8				0.6				223			2
	Total	$	3,026.00			$	61.9			$	99			$	13.8			598			15
	December 31, 2013
	Six months or less below amortized cost	$	2,054.40			$	24.1			$	45.3			$	5.3			322			7
	More than six months and twelve months or less below amortized cost	3,991.40				23.5				272.6				5.8				502			3
	More than twelve months below amortized cost	420.4				9.5				37.3				2.5				137			8
	Total	$	6,466.20			$	57.1			$	355.2			$	13.6			961			18
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%
	December 31, 2014
	U.S. Treasuries	$	12.4			$	—			$	—		*	$	—			1			—
	U.S. Government, agencies and authorities	2.3				—				—			*	—				1			—
	U.S. corporate, state and municipalities	1,566.30				25.1				43.5				5.7				262			5
	Foreign	1,052.30				34.6				48.5				7.5				185			6
	Residential mortgage-backed	288.6				—			*	5.8				—			*	124			2
	Commercial mortgage-backed	59.2				—				0.1				—				11			—
	Other asset-backed	44.9				2.2				1.1				0.6				14			2
	Total	$	3,026.00			$	61.9			$	99			$	13.8			598			15
	*Less than $0.1.
	December 31, 2013
	U.S. Treasuries	$	161.5			$	—			$	2.9			$	—			4			—
	U.S. Government, agencies and authorities	—				—				—				—				—			—
	U.S. corporate, state and municipalities	3,869.00				22.8				233.2				5.7				519			2
	Foreign	1,665.80				23.1				95				5				239			5
	Residential mortgage-backed	596.9				6.8				21				1.7				162			7
	Commercial mortgage-backed	78.8				—				0.9				—				12			—
	Other asset-backed	94.2				4.4				2.2				1.2				25			4
	Total	$	6,466.20			$	57.1			$	355.2			$	13.6			961			18

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Notional Amounts of Outstanding Derivative Positions	The notional amounts and fair values of derivatives were as follows as of the dates indicated:
		December 31, 2014									December 31, 2013
		Notional			Asset			Liability			Notional		Asset			Liability
		Amount			Fair Value			Fair Value			Amount		Fair Value			Fair Value
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	513.3		$	104.4		$	—		$	763.3	$	81		$	0.2
	Foreign exchange contracts	51.2			7.7			—			51.2		2.2			0.6
	Derivatives: Non-qualifying for hedge accounting(1)
	Interest rate contracts	27,632.90			432.8			209.2			21,442.70		367.6			206.2
	Foreign exchange contracts	130.1			10.6			7.7			145.9		5.5			9.6
	Equity contracts	14			—			0.1			9.1		—		*	—
	Credit contracts	384			6.5			—			384		8.1			—
	Embedded derivatives:
	Within fixed maturity investments	N/A			27.8			—			N/A		29			—
	Within annuity products	N/A			—			129.2			N/A		—			23.1
	Within reinsurance agreements	N/A			—			(13.0		)	N/A		—			(54.0		)
	Total				$	589.8		$	333.2				$	493.4		$	185.7
	* Less than $0.1.
	-1	Open derivative contracts are reported as Derivatives assets or liabilities on the Consolidated Balance Sheets at fair value.
	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 Over-The-Counter ("OTC") and cleared derivatives excluding exchange traded contracts and forward contracts (To Be Announced mortgage-backed securities) are presented in the tables below as of the dates indicated:
		December 31, 2014
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	384		$	6.5		$	—
	Foreign exchange contracts	181.3			18.3			7.7
	Interest rate contracts	28,146.20			537.2			209.2
					$	562		$	216.9
	Counterparty netting(1)				$	(216.2	)	$	(216.2	)
	Cash collateral netting(1)				(291.5		)	—
	Securities collateral netting(1)				(6.6		)	—
	Net receivables/payables				$	47.7		$	0.7
	(1)Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting agreements.
		December 31, 2013
		Notional Amount			Asset Fair Value			Liability Fair Value
	Credit contracts	$	384		$	8.1		$	—
	Foreign exchange contracts	197.1			7.7			10.2
	Interest rate contracts	22,206.00			448.6			206.4
					$	464.4		$	216.6
	Counterparty netting(1)				$	(201.3	)	$	(201.3	)
	Cash collateral netting(1)				(134.0		)	(5.4		)
	Securities collateral netting(1)				(15.9		)	(4.8		)
	Net receivables/payables				$	113.2		$	5.1
	(1)Represents the netting of receivable balances with payable balances, net of collateral, for the same counterparty under eligible netting agreements.
	Collateral
	Under the terms of the OTC Derivative International Swaps and Derivatives Association, Inc. ("ISDA") agreements, the Company may receive from, or deliver to, counterparties collateral to assure that terms of the ISDA agreements will be met with regard to the Credit Support Annex ("CSA"). The terms of the CSA call for the Company to pay interest on any cash received equal to the Federal Funds rate. To the extent cash collateral is received and delivered, it is included in Payables under securities loan agreements, including collateral held and Short-term investments under securities loan agreements, including collateral delivered, respectively, on the 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 Consolidated Balance Sheets. As of December 31, 2014, the Company held $161.5 and $130.2 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. As of December 31, 2013, the Company held $127.4 and $1.2 of net cash collateral related to OTC derivative contracts and cleared derivative contracts, respectively. In addition, as of December 31, 2014, the Company delivered $60.4 of securities and held $6.6 of securities as collateral. As of December 31, 2013, the Company delivered $42.5 of securities and held $16.3 of securities as collateral.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	et realized gains (losses) on derivatives were as follows for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Derivatives: Qualifying for hedge accounting(1)
	Cash flow hedges:
	Interest rate contracts	$	0.2		$	0.2		$	—
	Foreign exchange contracts	0.5			0.1			—
	Derivatives: Non-qualifying for hedge accounting(2)
	Interest rate contracts	41			(92.8		)	(18.9		)
	Foreign exchange contracts	4.8			10			6.9
	Equity contracts	1.8			3.4			2
	Credit contracts	2.3			7			11.3
	Managed custody guarantees	0.2			0.2			1.1
	Embedded derivatives:
	Within fixed maturity investments(2)	(1.2		)	(24.7		)	(5.5		)
	Within annuity products(2)	(101.4		)	105.3			119.3
	Within reinsurance agreements(3)	(41.0		)	54			—
	Total	$	(92.8	)	$	62.7		$	116.2
	(1) Changes in value for effective fair value hedges are recorded in Other net realized capital gains (losses). Changes in fair value upon disposal for effective cash flow hedges are amortized through Net investment income and the ineffective portion is recorded in Other net realized capital gains (losses) in the Consolidated Statements of Operations. For the years ended December 31, 2014, 2013 and 2012, ineffective amounts were immaterial.
	(2) Changes in value are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	(3) Changes in value are included in Interest credited and other benefits to contract owners/policyholders in the Consolidated Statements of Operations.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	The following table presents the Company's hierarchy for its assets and liabilities measured at fair value on a recurring basis as of December 31, 2014:
		Level 1				Level 2				Level 3				Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	712.9			$	60.2			$	—			$	773.1
	U.S. Government agencies and authorities	—				46.6				—				46.6
	U.S. corporate, state and municipalities	—				11,122.40				374.8				11,497.20
	Foreign(1)	—				5,612.20				165.7				5,777.90
	Residential mortgage-backed securities	—				2,026.10				17.3				2,043.40
	Commercial mortgage-backed securities	—				1,059.00				19				1,078.00
	Other asset-backed securities	—				398				2.4				400.4
	Total fixed maturities, including securities pledged	712.9				20,324.50				579.2				21,616.60
	Equity securities, available-for-sale	85.3				—				36.6				121.9
	Derivatives:
	Interest rate contracts	—				537.2				—				537.2
	Foreign exchange contracts	—				18.3				—				18.3
	Credit contracts	—				6.5				—				6.5
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	1,046.60				—				1.5				1,048.10
	Assets held in separate accounts	57,492.60				5,313.10				2.4				62,808.10
	Total assets	$	59,337.40			$	26,199.60			$	619.7			$	86,156.70
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	26.3			$	26.3
	Stabilizer and MCGs	—				—				102.9				102.9
	Other derivatives:
	Interest rate contracts	—				209.2				—				209.2
	Foreign exchange contracts	—				7.7				—				7.7
	Equity contracts	0.1				—				—				0.1
	Embedded derivative on reinsurance	—				(13.0		)		—				(13.0		)
	Total liabilities	$	0.1			$	203.9			$	129.2			$	333.2
	(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, 2013:
		Level 1				Level 2				Level 3				Total
	Assets:
	Fixed maturities, including securities pledged:
	U.S. Treasuries	$	618.8			$	51.3			$	—			$	670.1
	U.S. Government agencies and authorities	—				237				5.1				242.1
	U.S. corporate, state and municipalities	—				10,605.90				145.3				10,751.20
	Foreign(1)	—				5,727.80				42.8				5,770.60
	Residential mortgage-backed securities	—				2,076.00				23.7				2,099.70
	Commercial mortgage-backed securities	—				691.7				—				691.7
	Other asset-backed securities	—				462.7				17.7				480.4
	Total fixed maturities, including securities pledged	618.8				19,852.40				234.6				20,705.80
	Equity securities, available-for-sale	99				—				35.9				134.9
	Derivatives:
	Interest rate contracts	—				448.6				—				448.6
	Foreign exchange contracts	—				7.7				—				7.7
	Credit contracts	—				8.1				—				8.1
	Cash and cash equivalents, short-term investments and short-term investments under securities loan agreements	529.7				—				—				529.7
	Assets held in separate accounts	54,715.30				5,376.50				13.1				60,104.90
	Total assets	$	55,962.80			$	25,693.30			$	283.6			$	81,939.70
	Liabilities:
	Derivatives:
	Annuity product guarantees:
	FIA	$	—			$	—			$	23.1			$	23.1
	Stabilizer and MCGs	—				—				—				—
	Other derivatives:
	Interest rate contracts	—				206.4				—				206.4
	Foreign exchange contracts	—				10.2				—				10.2
	Equity contracts	—				—				—				—
	Embedded derivative on reinsurance	—				(54.0		)		—				(54.0		)
	Total liabilities	$	—			$	162.6			$	23.1			$	185.7
	(1) Primarily U.S. dollar denominated.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	The following table summarizes the change in fair value of the Company's Level 3 assets and liabilities and transfers in and out of Level 3 for the year ended December 31, 2014:
		Fair Value				Total								Purchases				Issuances			Sales				Settlements				Transfers in to Level 3(3)			Transfers out of Level 3(3)				Fair Value			Change in Unrealized Gains (Losses) Included in Earnings(4)
		as of				Realized/Unrealized																														as of
		1-Jan				Gains (Losses) Included in:																														31-Dec
						Net Income				OCI
	Fixed maturities, including securities pledged:
	U.S. Government agencies and authorities	$	5.1			$	—			$	—			$	—			$	—		$	—			$	—			$	—		$	(5.1	)		$	—		$	—
	U.S. corporate, state and municipalities	145.3				—			*	(1.7		)		100.2				—			—				(20.4		)		151.4			—				374.8			—			*
	Foreign(1)	42.8				0.1				(2.0		)		56.3				—			—				(1.2		)		83			(13.3		)		165.7			0.1
	Residential mortgage-backed securities	23.7				(1.1		)		0.2				7				—			—				—			*	—		*	(12.5		)		17.3			(1.1		)
	Commercial mortgage-backed securities	—				—			*	—			*	19				—			—				—				—			—				19			—			*
	Other asset-backed securities	17.7				1.2				(0.9		)		—				—			—				(10.1		)		—			(5.5		)		2.4			—			*
	Total fixed maturities, including securities pledged	234.6				0.2				(4.4		)		182.5				—			—				(31.7		)		234.4			(36.4		)		579.2			(1.0		)
	Equity securities, available-for-sale	35.9				—				0.7				—				—			—				—				—			—				36.6			—
	Derivatives:
	Product guarantees:
	Stabilizer and MCGs(2)	—				(98.2		)		—				—				(4.7		)	—				—				—			—				(102.9		)	—
	FIA(2)	(23.1		)		(3.0		)		—				—				(0.2		)	—				—				—			—				(26.3		)	—
	Cash and cash equivalents, short-term investments, and short-term investments under securities loan agreement	—				—				—				1.5				—			—				—				—			—				1.5			—
	Assets held in separate accounts(5)	13.1				0.1				—				1.3				—			(4.4		)		—				0.2			(7.9		)		2.4			(0.1		)
	* Less than $0.1.
	(1) Primarily U.S. dollar denominated.
	(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(4) For financial instruments still held as of December 31, amounts are included in Net investment income and Total net realized capital gains (losses) in the Consolidated Statements of Operations.
	(5) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company.
	The following table summarizes the change in fair value of the Company's Level 3 assets and liabilities and transfers in and out of Level 3 for the year ended December 31, 2013:
		Fair Value				Total								Purchases				Issuances			Sales				Settlements				Transfers in to Level 3(3)			Transfers out of Level 3(3)				Fair Value			Change in Unrealized Gains (Losses) Included in Earnings(4)
		as of				Realized/Unrealized																														as of
		1-Jan				Gains (Losses) Included in:																														31-Dec
						Net Income				OCI
	Fixed maturities, including securities pledged:
	U.S. Government agencies and authorities	$	—			$	—			$	—			$	5.1			$	—		$	—			$	—			$	—		$	—			$	5.1		$	—
	U.S. corporate, state and municipalities	154.6				(0.3		)		0.4				—			*	—			(6.0		)		(4.3		)		0.9			—				145.3			(0.3		)
	Foreign(1)	24.6				—			*	1.3				22.2				—			(1.9		)		(10.7		)		7.3			—			*	42.8			—			*
	Residential mortgage-backed securities	9.1				(2.0		)		(0.3		)		17.5				—			—				—				—			(0.6		)		23.7			(2.0		)
	Commercial mortgage-backed securities	—				—				—				—				—			—				—				—			—				—			—
	Other asset-backed securities	33.2				2.3				(0.7		)		—				—			(2.8		)		(9.9		)		—			(4.4		)		17.7			0.9
	Total fixed maturities, including securities pledged	221.5				—			*	0.7				44.8				—			(10.7		)		(24.9		)		8.2			(5.0		)		234.6			(1.4		)
	Equity securities, available-for-sale	17				(0.3		)		1.4				—				—			—			*	—			*	34.5			(16.7		)		35.9			—
	Derivatives:
	Product guarantees:
	Stabilizer and MCGs(2)	(102.0		)		108.2				—				(6.2		)		—			—				—				—			—				—			—
	FIA(2)	(20.4		)		(2.7		)		—				—				—			—				—				—			—				(23.1		)	—
	Cash and cash equivalents, short-term investments, and short-term investments under securities loan agreement	—				—				—				—				—			—				—				—			—				—			—
	Assets held in separate accounts(5)	16.3				0.1				—				16				—			(11.6		)		—				2.2			(9.9		)		13.1			—
	* Less than $0.1.
	(1) Primarily U.S. dollar denominated.
	(2) All gains and losses on Level 3 liabilities are classified as realized gains (losses) for the purpose of this disclosure because it is impracticable to track realized and unrealized gains (losses) separately on a contract-by-contract basis. These amounts are included in Other net realized capital gains (losses) in the Consolidated Statements of Operations.
	(3) The Company’s policy is to recognize transfers in and transfers out as of the beginning of the reporting period.
	(4) For financial instruments still held as of December 31, amounts are included in Net investment income and Total net realized capital gains (losses) in the Consolidated Statements of Operations.
	(5) The investment income and realized gains (losses) and change in unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company.
Fair Value Inputs, Liabilities, Quantitative Information	The following table presents the unobservable inputs for Level 3 fair value measurements as of December 31, 2014:
			Range(1)
	Unobservable Input		FIA			Stabilizer / MCG
	Interest rate implied volatility		—			0.2% to 7.6%
	Nonperformance risk		0.13% to 1.1%			0.13% to 1.1%
	Actuarial Assumptions:
	Partial Withdrawals		0.4% to 3.2%			—
	Lapses		0% to 45%		(2)	0% to 50%		(3)
	Policyholder Deposits(4)		—			0% to 65%		(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.
	(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%		0-45%		0-15%
	Stabilizer with Recordkeeping Agreements	13	%		0-50%		0-25%		0-65%		0-25%
	Aggregate of all plans	100	%		0-50%		0-25%		0-65%		0-25%
	(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, 2013:
			Range(1)
	Unobservable Input		FIA			Stabilizer / MCG
	Interest rate implied volatility		—			0.2% to 8.0%
	Nonperformance risk		-0.1% to 0.79%			-0.1% to 0.79%
	Actuarial Assumptions:
	Partial Withdrawals		0% to 2%			—
	Lapses		0% to 48%		(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.
	(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	88	%		0-30%		0-15%		0-55%		0-15%
	Stabilizer with Recordkeeping Agreements	12	%		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	The carrying values and estimated fair values of the Company's financial instruments as of the dates indicated:
		December 31, 2014								December 31, 2013
		Carrying				Fair				Carrying				Fair
		Value				Value				Value				Value
	Assets:
	Fixed maturities, including securities pledged	$	21,616.60			$	21,616.60			$	20,705.80			$	20,705.80
	Equity securities, available-for-sale	121.9				121.9				134.9				134.9
	Mortgage loans on real estate	3,513.00				3,680.60				3,396.10				3,403.90
	Policy loans	239.1				239.1				242				242
	Limited partnerships/corporations	248.4				248.4				180.9				180.9
	Cash, cash equivalents, short-term investments and short-term investments under securities loan agreements	1,048.10				1,048.10				529.7				529.7
	Derivatives	562				562				464.4				464.4
	Notes receivable from affiliates	175				216.7				175				186.4
	Assets held in separate accounts	62,808.10				62,808.10				60,104.90				60,104.90
	Liabilities:
	Investment contract liabilities:
	Funding agreements without fixed maturities and deferred annuities(1)	21,503.30				26,023.30				21,010.80				24,379.60
	Supplementary contracts, immediate annuities and other	442.4				546.3				487.2				578.5
	Derivatives:
	Annuity product guarantees:
	FIA	26.3				26.3				23.1				23.1
	Stabilizer and MCGs	102.9				102.9				—				—
	Other derivatives	217				217				216.6				216.6
	Long-term debt	4.9				4.9				4.9				4.9
	Embedded derivatives on reinsurance	(13.0		)		(13.0		)		(54.0		)		(54.0		)
	(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_Co1

Deferred Policy Acquisition Costs and Value of Business Acquired (Tables)	12 Months Ended
	Dec. 31, 2014
Deferred Policy Acquisition Costs and Value of Business Acquired [Abstract]
Deferred Policy Acquisition Costs and Value of Business Acquired	Activity within DAC and VOBA was as follows for the periods indicated:
		DAC			VOBA			Total
	Balance at January 1, 2012	$	334.9		$	593.6		$	928.5
	Deferrals of commissions and expenses	79.1			8.1			87.2
	Amortization:
	Amortization	(72.1		)	(152.6		)	(224.7		)
	Interest accrued(1)	31.1			62.5			93.6
	Net amortization included in the Consolidated Statements of Operations	(41.0		)	(90.1		)	(131.1		)
	Change in unrealized capital gains/losses on available-for-sale securities	(76.5		)	(130.2		)	(206.7		)
	Balance at December 31, 2012	296.5			381.4			677.9
	Deferrals of commissions and expenses	71.3			7.2			78.5
	Amortization:
	Amortization	(69.7		)	(83.6		)	(153.3		)
	Interest accrued(1)	34			61			95
	Net amortization included in the Consolidated Statements of Operations	(35.7		)	(22.6		)	(58.3		)
	Change in unrealized capital gains/losses on available-for-sale securities	144.1			330.6			474.7
	Balance at December 31, 2013	476.2			696.6			1,172.80
	Deferrals of commissions and expenses	69.8			6.9			76.7
	Amortization:
	Amortization	(91.0		)	(113.3		)	(204.3		)
	Interest accrued(1)	35.9			59.2			95.1
	Net amortization included in the Consolidated Statements of Operations	(55.1		)	(54.1		)	(109.2		)
	Change in unrealized capital gains/losses on available-for-sale securities	(94.4		)	(122.6		)	(217.0		)
	Balance at December 31, 2014	$	396.5		$	526.8		$	923.3
	(1)	Interest accrued at the following rates for VOBA: 5.5% to 7.0% during 2014, 1.0% to 7.0% during 2013 and 5.0% to 7.0% during 2012.
Intangible Assets Arising from Insurance Contracts Acquired in Business Combination	The estimated amount of VOBA amortization expense, net of interest, is presented in the following table. Actual amortization incurred during these years may vary as assumptions are modified to incorporate actual results and/or changes in best estimates of future results.
	Year		Amount
	2015		$	59.8
	2016		44.8
	2017		39
	2018		34.2
	2019		31.3

Reinsurance_Tables

Reinsurance (Tables)	12 Months Ended
	Dec. 31, 2014
Insurance [Abstract]
Schedule Of Reinsurance Receivables	Reinsurance recoverable was comprised of the following as of the dates indicated:
		December 31,
		2014			2013
	Claims recoverable from reinsurers	$	1,927.80		$	2,016.70
	Reinsured amounts due to reinsurers	1.6			(0.4		)
	Other	0.1			0.3
	Total	$	1,929.50		$	2,016.60
Effects of Reinsurance Ceded	The following table summarizes the effect of reinsurance on Premiums for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Premiums:
	Direct premiums	$	88.9		$	37.4		$	36.2
	Reinsurance assumed	0.1			0.1			—
	Reinsurance ceded	(0.2		)	(0.2		)	(0.2		)
	Net premiums	$	88.8		$	37.3		$	36

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Schedule of Accumulated Other Comprehensive Income (Loss)	Shareholder's equity included the following components of AOCI as of the dates indicated.
		December 31,
		2014				2013				2012
	Fixed maturities, net of OTTI	$	1,553.70			$	820.9			$	2,190.90
	Equity securities, available-for-sale	14.5				15.5				13.5
	Derivatives	202.6				133				215.2
	DAC/VOBA and sales inducements adjustments on available-for-sale securities	(552.4		)		(335.3		)		(810.6		)
	Premium deficiency reserve adjustment	(129.8		)		(82.4		)		(152.6		)
	Unrealized capital gains (losses), before tax	1,088.60				551.7				1,456.40
	Deferred income tax asset (liability)	(255.5		)		(66.1		)		(444.6		)
	Unrealized capital gains (losses), after tax	833.1				485.6				1,011.80
	Pension and other postretirement benefits liability, net of tax	8.4				9.8				11.2
	AOCI	$	841.5			$	495.4			$	1,023.00
Schedule of Amounts Recognized in Other Comprehensive Income (Loss)	Changes in AOCI, including the reclassification adjustments recognized in the Consolidated Statements of Operations were as follows for the periods indicated:
		Year Ended December 31, 2014
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	713			$	(251.0	)		$	462
	Equity securities	(1.3		)		0.5				(0.8		)
	OTTI	5.1				(1.8		)		3.3
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	15				(5.3		)		9.7
	DAC/VOBA and sales inducements	(217.1		)	(1)	76				(141.1		)
	Premium deficiency reserve adjustment	(47.4		)		16.6				(30.8		)
	Change in unrealized gains/losses on available-for-sale securities	467.3				(165.0		)		302.3
	Derivatives:
	Derivatives	77			(2)	(27.0		)		50
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	(7.4		)		2.6				(4.8		)
	Change in unrealized gains/losses on derivatives	69.6				(24.4		)		45.2
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.8				(1.4		)
	Change in pension and other postretirement benefits liability	(2.2		)		0.8				(1.4		)
	Change in Other comprehensive income (loss)	$	534.7			$	(188.6	)		$	346.1
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
	(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.
		Year Ended December 31, 2013
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	(1,372.1	)		$	542.1		(4)	$	(830.0	)
	Equity securities	2				(0.7		)		1.3
	OTTI	2.7				(0.9		)		1.8
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	(0.6		)		0.2				(0.4		)
	DAC/VOBA and sales inducements	475.3			(1)	(166.4		)		308.9
	Premium deficiency reserve adjustment	70.2				(24.6		)		45.6
	Change in unrealized gains/losses on available-for-sale securities	(822.5		)		349.7				(472.8		)
	Derivatives:
	Derivatives	(79.5		)	(2)	27.9				(51.6		)
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	(2.7		)		0.9				(1.8		)
	Change in unrealized gains/losses on derivatives	(82.2		)		28.8				(53.4		)
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.8				(1.4		)
	Change in pension and other postretirement benefits liability	(2.2		)		0.8				(1.4		)
	Change in Other comprehensive income (loss)	$	(906.9	)		$	379.3			$	(527.6	)
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
	(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.
	(4) Amount includes $67.6 valuation allowance. See the Income Taxes Note to these Consolidated Financial Statements for additional information.
		Year Ended December 31, 2012
		Before-Tax Amount				Income Tax				After-Tax Amount
	Available-for-sale securities:
	Fixed maturities	$	727.7			$	(250.3	)		$	477.4
	Equity securities	0.4				(0.1		)		0.3
	OTTI	10.6				(3.7		)		6.9
	Adjustments for amounts recognized in Net realized capital gains (losses) in the Consolidated Statements of Operations	(66.1		)		23.1				(43.0		)
	DAC/VOBA and sales inducements	(207.0		)	(1)	72.5				(134.5		)
	Premium deficiency reserve adjustment	(87.8		)		30.7				(57.1		)
	Change in unrealized gains/losses on available-for-sale securities	377.8				(127.8		)		250
	Derivatives:
	Derivatives	41.5			(2)	(14.5		)		27
	Adjustments related to effective cash flow hedges for amounts recognized in Net investment income in the Consolidated Statements of Operations	—				—				—
	Change in unrealized gains/losses on derivatives	41.5				(14.5		)		27
	Pension and other postretirement benefits liability:
	Amortization of prior service cost recognized in Operating expenses in the Consolidated Statements of Operations	(2.2		)	(3)	0.7				(1.5		)
	Change in pension and other postretirement benefits liability	(2.2		)		0.7				(1.5		)
	Change in Other comprehensive income (loss)	$	417.1			$	(141.6	)		$	275.5
	(1) See the Deferred Policy Acquisition Costs and Value of Business Acquired Note to these Consolidated Financial Statements for additional information.
	(2) See the Derivative Financial Instruments Note to these Consolidated Financial Statements for additional information.
(3) See the Benefit Plans Note to these Consolidated Financial Statements for amounts reported in Net Periodic (Benefit) Costs.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Schedule of Components of Income Tax Expense (Benefit)	Income tax expense (benefit) consisted of the following for the periods indicated:
		Year Ended December 31,
		2014			2013			2012
	Current tax expense (benefit):
	Federal	$	85.7		$	144.6		$	200.9
	Total current tax expense (benefit)	85.7			144.6			200.9
	Deferred tax expense (benefit):
	Federal	(11.2		)	62.4			(9.7		)
	Total deferred tax expense (benefit)	(11.2		)	62.4			(9.7		)
	Total income tax expense (benefit)	$	74.5		$	207		$	191.2
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:
		Year Ended December 31,
		2014			2013			2012
	Income (loss) before income taxes	$	306.2		$	490.5		$	516.6
	Tax rate	35		%	35		%	35		%
	Income tax expense (benefit) at federal statutory rate	107.2			171.7			180.8
	Tax effect of:
	Dividends received deduction	(30.7		)	(26.6		)	(18.6		)
	Valuation allowance	(0.4		)	67.6			—
	Audit settlements	(0.1		)	(0.3		)	(0.3		)
	Prior year tax	—			—			28.1
	Tax Credit	0.4			—			—
	Other	(1.9		)	(5.4		)	1.2
	Income tax expense (benefit)	$	74.5		$	207		$	191.2
Schedule of Deferred Tax Assets and Liabilities	The tax effects of temporary differences that give rise to deferred tax assets and deferred tax liabilities as of the dates indicated, are presented below.
		December 31,
		2014			2013
	Deferred tax assets
	Insurance reserves	$	219.1		$	166.7
	Investments	190.8			231.8
	Compensation and benefit	83.1			103.1
	Other assets	7.4			—
	Total gross assets before valuation allowance	500.4			501.6
	Less: Valuation allowance	10.7			11.1
	Assets, net of valuation allowance	489.7			490.5
	Deferred tax liabilities
	Net unrealized investment (gains) losses	(573.0		)	(310.5		)
	Deferred policy acquisition costs	(284.2		)	(367.9		)
	Other liabilities	—			(2.2		)
	Total gross liabilities	(857.2		)	(680.6		)
	Net deferred income tax asset (liability)	$	(367.5	)	$	(190.1	)

Benefit_Plans_Tables

Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Changes in Projected Benefit Obligations, Fair Value of Plan Assets, and Funded Status of Plan	The following table summarizes the benefit obligations for the SERPs and Agents Non-Qualified Plan as of December 31, 2014 and 2013:
		Year Ended December 31,
		2014				2013
	Change in benefit obligation:
	Benefit obligation, January 1	$	84.1			$	97.2
	Interest cost	4				3.8
	Benefits paid	(4.8		)		(7.8		)
	Actuarial (gains) losses on obligation	13.3				(9.1		)
	Benefit obligation, December 31	$	96.6			$	84.1
Schedule of Amounts Recognized in Consolidated Balance Sheets	Amounts recognized on the Consolidated Balance Sheets in Other liabilities and in AOCI were as follows as of December 31, 2014 and 2013:
		December 31,
		2014				2013
	Accrued benefit cost	$	(96.6	)		$	(84.1	)
	Accumulated other comprehensive income (loss):
	Prior service cost (credit)	(4.9		)		(6.1		)
	Net amount recognized	$	(101.5	)		$	(90.2	)
Schedule of Weighted Average Assumptions Used	The weighted-average assumptions used in calculating the net pension cost were as follows:
		2014			2013			2012
	Discount rate	4.95	%		4.05	%		4.75	%
	Rate of compensation increase	4	%		4	%		4	%
	The weighted-average assumptions used in the measurement of the December 31, 2014 and 2013 benefit obligation for the SERPs and Agents Non-Qualified Plan, were as follows:
		2014			2013
	Discount rate	4.36	%		4.95	%
	Rate of compensation increase	4	%		4	%
Schedule of Net Periodic Benefit Costs	Net periodic benefit costs for the SERPs and Agents Non-Qualified Plan were as follows for the years ended December 31, 2014, 2013 and 2012:
		Year Ended December 31,
		2014				2013				2012
	Interest cost	$	4			$	3.8			$	4.4
	Net (gain) loss recognition	13.3				(9.1		)		3.4
	Amortization of prior service cost (credit)	(1.2		)		(1.2		)		(1.2		)
	Net periodic (benefit) cost	$	16.1			$	(6.5	)		$	6.6

Commitments_and_Contingencies_

Commitments and Contingencies Commitments (Tables)	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Schedule of Restricted Assets	The components of the fair value of the restricted assets were as follows as of the dates indicated:
		December 31,
		2014		2013
	Other fixed maturities-state deposits	$	13.5	$	13.1
	Securities pledged(1)	235.3		140.1
	Total restricted assets	$	248.8	$	153.2
	(1) Includes the fair value of loaned securities of $174.9 and $97.6 as of December 31, 2014 and 2013, respectively, which is included in Securities pledged on the Consolidated Balance Sheets. In addition, as of December 31, 2014 and 2013, the Company delivered securities as collateral of $60.4 and $42.5, respectively, which was included in Securities pledged on the Consolidated Balance Sheets.

Business_Basis_of_Presentation3

Business, Basis of Presentation and Significant Accounting Policies - Narrative (Details) (USD $)	12 Months Ended			0 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Nov. 18, 2014	Sep. 08, 2014	Mar. 25, 2014	7-May-13	Mar. 09, 2015	Oct. 29, 2013
	segment
Item Effected [Line Items]
Number of operating segments	1
Change to cash from financing activities due to reclassification of reinsurance transactions	($524.40)	($170.70)	$899.70
Rate required of collateral as a percent of market value of loans securities	102.00%
Restatement adjustment
Item Effected [Line Items]
Change to cash from financing activities due to reclassification of reinsurance transactions		$79.20
Voya Financial, Inc.
Item Effected [Line Items]
Offering of shares by parent company and subsidiaries							30,769,230
Offering of shares by parent company and subsidiaries				30,030,013	22,277,993	30,475,000
Shares acquired from parent in buyback				4,469,987	7,722,007	7,255,853
Ownership percentage by parent				19.00%	32.50%	43.00%
Voya Financial, Inc. | Subsequent event
Item Effected [Line Items]
Offering of shares by parent company and subsidiaries								32,018,100
Shares acquired from parent in buyback								13,599,274
Share repurchased under warrant								26,050,846
Exercise price of warrants								$48.75
Divestment of ownership, percentage								100.00%
ING International
Item Effected [Line Items]
Offering of shares by parent company and subsidiaries							44,201,773
Ownership by affiliate of parent company									57.00%
Parent Company
Item Effected [Line Items]
Offering of shares by parent company and subsidiaries									37,950,000

Business_Basis_of_Presentation4

Business, Basis of Presentation and Significant Accounting Policies - Property and Equipment (Details)	12 Months Ended
	Dec. 31, 2014
Buildings
Property, Plant and Equipment [Line Items]
Estimated Useful Lives	40 years
Furniture and fixtures
Property, Plant and Equipment [Line Items]
Estimated Useful Lives	5 years
Leasehold improvements
Property, Plant and Equipment [Line Items]
Estimated Useful Lives	10 years
Equipment
Property, Plant and Equipment [Line Items]
Estimated Useful Lives	3 years

Business_Basis_of_Presentation5

Business, Basis of Presentation and Significant Accounting Policies - Assumptions and Yields (Details)	12 Months Ended
	Dec. 31, 2014
Variable Products
Long-Duration Contracts, Assumptions by Product and Guarantee [Line Items]
Long-term equity return assumptions rate	9.00%
Long-term equity return assumption, rate cap	14.00%
Variable products, assumptions, lookforward period	5 years
Future Policy Benefits and Claims Reserves
Long-Duration Contracts, Assumptions by Product and Guarantee [Line Items]
Future policy benefits, assumptions, discount rate, minimum	1.00%
Future policy benefits, assumptions, discount rate, maximum	6.50%
Investment Contract
Long-Duration Contracts, Assumptions by Product and Guarantee [Line Items]
Credit interest rates, maximum	8.00%

Investments_Fixed_Maturities_a

Investments - Fixed Maturities and Equity Securities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]
Embedded Derivatives	$27.80	$29
OTTI	19.7	24.8
Securities pledged, Amortized Cost	224.4	137.9
Equity securities, cost	107.4	119.4
Equity securities, available-for-sale	121.9	134.9
Total fixed maturities and equity securities, Amortized Cost	19,918.10	19,837.40
Gross Unrealized Capital Gains	1,663.20	1,199.60
Gross Unrealized Capital Losses	105.9	365.4
Fair Value	21,503.20	20,700.60
U.S. Treasuries
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	649	636.5
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	124.1	36.5
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	0	2.9
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	773.1	670.1
OTTI	0	0
U.S. Government, agencies and authorities
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	45.7	237.1
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	0.9	5
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	0	0
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	46.6	242.1
OTTI	0	0
State, municipalities and political subdivisions
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	259	77.2
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	18.3	5.9
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	0.1	0.1
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	277.2	83
OTTI	0	0
U.S. corporate securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	10,366.70	10,326
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	902.4	581
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	49.1	238.8
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	11,220	10,668.20
OTTI	1.5	1.9
Foreign
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	5,485.40	5,572.50
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	348.5	298.1
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	56	100
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	5,777.90	5,770.60
OTTI	0	0
Foreign securities government
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	346.5	422.9
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	23.8	25.2
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	5.5	16.5
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	364.8	431.6
OTTI	0	0
Foreign securities other
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	5,138.90	5,149.60
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	324.7	272.9
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	50.5	83.5
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	5,413.10	5,339
OTTI	0	0
Residential mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	1,841.40	1,916.30
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	180	177.1
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	5.8	22.7
Embedded Derivatives	27.8	29
Fixed maturities, including securities pledged, Fair Value	2,043.40	2,099.70
OTTI	8.9	15.3
Residential mortgage-backed securities agency
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	1,613.50	1,638.20
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	125.4	121.9
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	3.6	17.9
Embedded Derivatives	15.7	16.9
Fixed maturities, including securities pledged, Fair Value	1,751	1,759.10
OTTI	0.2	0.2
Residential mortgage-backed securities non-agency
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	227.9	278.1
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	54.6	55.2
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	2.2	4.8
Embedded Derivatives	12.1	12.1
Fixed maturities, including securities pledged, Fair Value	292.4	340.6
OTTI	8.7	15.1
Commercial mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	998.9	624.5
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	79.2	68.1
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	0.1	0.9
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	1,078	691.7
OTTI	6.7	4.4
Other asset-backed securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	389	465.8
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	13.1	18
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	1.7	3.4
Embedded Derivatives	0	0
Fixed maturities, including securities pledged, Fair Value	400.4	480.4
OTTI	2.6	3.2
Fixed maturities
Available-for-sale Securities Including Securities Pledged [Line Items]
Fixed maturities, including securities pledged, Amortized Cost	20,035.10	19,855.90
Fixed maturities, including securities pledged, Gross Unrealized Capital Gains	1,666.50	1,189.70
Fixed maturities, including securities pledged, Gross Unrealized Capital Losses	112.8	368.8
Embedded Derivatives	27.8	29
Fixed maturities, including securities pledged, Fair Value	21,616.60	20,705.80
OTTI	19.7	24.8
Securities pledged, Amortized Cost	224.4	137.9
Securities pledged, Gross Unrealized Capital Gains	17.8	5.9
Securities pledged, Gross Unrealized Capital Losses	6.9	3.7
Securities pledged, Gross Unrealized Capital Losses	235.3	140.1
Total fixed maturities, less securities pledged, Amortized Cost	19,810.70	19,718
Total fixed maturities, less securities pledged, Gross Unrealized Capital Gains	1,648.70	1,183.80
Total fixed maturities, less securities pledged, Gross Unrealized Capital Losses	105.9	365.1
Total fixed maturities, less securities pledged, Fair Value	21,381.30	20,565.70
Equity securities, available-for-sale
Available-for-sale Securities Including Securities Pledged [Line Items]
Embedded Derivatives	0	0
OTTI	0	0
Equity securities, cost	107.4	119.4
Equity securities, Gross Unrealized Capital Gains	14.5	15.8
Equity securities, Gross Unrealized Capital Losses	0	0.3
Equity securities, available-for-sale	$121.90	$134.90

Investments_Debt_Maturities_De

Investments - Debt Maturities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fixed maturities
Available-for-sale Securities Including Securities Pledged [Line Items]
One year or less, Amortized Cost	$679.20
One year or less, Fair Value	688.6
After one year through five years, Amortized Cost	4,052.10
After one year through five years, Fair Value	4,288.70
After five years through ten years, Amortized Cost	5,809.90
After five years through ten years, Fair Value	6,096.70
After ten years, Amortized Cost	6,264.60
After ten years, Fair Value	7,020.80
Fixed maturities, including securities pledged, Amortized Cost	20,035.10	19,855.90
Fixed maturities, including securities pledged, Fair Value	21,616.60	20,705.80
Mortgage-backed securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Without single maturity date, Amortized Cost	2,840.30
Without single maturity date, Fair Value	3,121.40
Percentage collateralized of mortgage backed securities including interest-only strip or principal-only strip	57.30%	50.40%
Other asset-backed securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Without single maturity date, Amortized Cost	389
Without single maturity date, Fair Value	400.4
Fixed maturities, including securities pledged, Amortized Cost	389	465.8
Fixed maturities, including securities pledged, Fair Value	$400.40	$480.40

Investments_Composition_of_US_

Investments - Composition of US and Foreign Corporate Securities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Communications
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	$1,226.10	$1,315.90
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	136.8	81.5
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	2.4	36.8
Fixed maturities, including securities pledged, Fair Value	1,360.50	1,360.60
Financial
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	2,310.50	2,114.70
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	221.4	166.9
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	1.6	20.2
Fixed maturities, including securities pledged, Fair Value	2,530.30	2,261.40
Industrial and Other Companies
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	8,962.60	8,878.50
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	569.4	423.5
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	90	213.1
Fixed maturities, including securities pledged, Fair Value	9,442	9,088.90
Utilities
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	2,555.70	2,726.50
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	259.2	159.5
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	4.3	42.3
Fixed maturities, including securities pledged, Fair Value	2,810.60	2,843.70
Transportation
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	450.7	440
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	40.3	22.5
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	1.3	9.9
Fixed maturities, including securities pledged, Fair Value	489.7	452.6
U.S. and Foreign Corporate Securities
Available-for-sale Securities Including Securities Pledged [Line Items]
U.S. and foreign securities, Amortized Cost	15,505.60	15,475.60
U.S. and foreign corporate securities, Gross Unrealized Capital Gains	1,227.10	853.9
U.S. and foreign corporate securities, Gross Unrealized Capital Losses	99.6	322.3
Fixed maturities, including securities pledged, Fair Value	$16,633.10	$16,007.20

Investments_Repurchase_Agreeme

Investments - Repurchase Agreement, Securities Lending, VIEs (Details) (USD $)	3 Months Ended	5 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2012	Oct. 29, 2012	Dec. 31, 2014	Dec. 31, 2013	Mar. 31, 2012
		tranche
Available-for-sale Securities Including Securities Pledged [Line Items]
Fair value of loaned securities			$174.90	$97.60
Securities received as collateral			182	102.7
Payables under securities loan agreement, including collateral held			617.1	264.4
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]
Pre-tax loss on sale of investments	38.7
Sale transaction, number of tranches		2
Notes Receivable
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]
Promissory note included in consideration received			23	23
Not a primary beneficiary of the VIE | Variable Interest Entity, Sold
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]
Carrying value of VIE					331.9
Collateralized loan obligations | Not a primary beneficiary of the VIE
Variable Interest Entity, Not Primary Beneficiary, Disclosures [Abstract]
Carrying value of VIE			0.7	1
Securities pledged as collateral
Available-for-sale Securities Including Securities Pledged [Line Items]
Fair value of loaned securities			174.9	97.6
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			$182	$102.70

Investments_Unrealized_Capital

Investments - Unrealized Capital Losses (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	$1,660.90	$1,955.10
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	56.7	34.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	69.7	3,754.50
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	2.3	283.2
More Than Twelve Months Below Amortized Cost, Fair Value	1,244.50	444.9
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	53.8	50.9
Total, Fair Value	2,975.10	6,154.50
Average market value of fixed maturities with unrealized capital losses aged more than twelve months	95.90%	89.70%
U.S. Treasuries
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	12.4	124.4
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0	2.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0	34.2
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.8
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	12.4	158.6
U.S. Government, agencies and authorities
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	2.3	0
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0
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	2.3	0
U.S. corporate, state and municipalities
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	794.6	1,002.80
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	20.1	22.9
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	34.8	2,413.20
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	1.5	183.8
More Than Twelve Months Below Amortized Cost, Fair Value	712.8	236.9
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	27.6	32.2
Total, Fair Value	1,542.20	3,652.90
Foreign
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	671	448.8
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	35.7	5.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	9.7	1,063.90
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0.2	86.4
More Than Twelve Months Below Amortized Cost, Fair Value	350.2	76.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	20.1	7.9
Total, Fair Value	1,030.90	1,588.90
Residential mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	94.5	262.3
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.7	2.9
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	25.2	212.9
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0.6	12
More Than Twelve Months Below Amortized Cost, Fair Value	163.1	105.8
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	4.5	7.8
Total, Fair Value	282.8	581
Commercial mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	59.1	77.9
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.1	0.9
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	59.1	77.9
Other asset-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Fair Value	27	38.9
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.1	0.2
More Than Six Months and Twelve Months or Less Below Amortized Cost, Fair Value	0	30.3
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.2
More Than Twelve Months Below Amortized Cost, Fair Value	18.4	26
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	1.6	3
Total, Fair Value	$45.40	$95.20

Investments_Unrealized_Capital1

Investments - Unrealized Capital Losses 1 (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	$56.70	$34.70
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	2.3	283.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	53.8	50.9
Total Unrealized Capital Losses	112.8	368.8
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	1,690.40	2,054.40
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	50.5	45.3
Six months or less below amortized cost, Number of Securities	341	322
More than six months and twelve months or less below amortized cost, Amortized Cost	115.1	3,991.40
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	6.7	272.6
More than six months and twelve months or less below amortized cost, Number of Securities	34	502
More than twelve months below amortized cost, Amortized Cost	1,220.50	420.4
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	41.8	37.3
More than twelve months below amortized cost, Number of Securities	223	137
Total Amortized Cost	3,026	6,466.20
Total Unrealized Capital Losses	99	355.2
Total Number of Securities	598	961
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	59.7	24.1
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	13.2	5.3
Six months or less below amortized cost, Number of Securities	13	7
More than six months and twelve months or less below amortized cost, Amortized Cost	0	23.5
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	5.8
More than six months and twelve months or less below amortized cost, Number of Securities	0	3
More than twelve months below amortized cost, Amortized Cost	2.2	9.5
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0.6	2.5
More than twelve months below amortized cost, Number of Securities	2	8
Total Amortized Cost	61.9	57.1
Total Unrealized Capital Losses	13.8	13.6
Total Number of Securities	15	18
U.S. Treasuries
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0	2.1
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.8
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	0	0
Total Unrealized Capital Losses	0	2.9
U.S. Treasuries | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	12.4	161.5
Total Unrealized Capital Losses	0	2.9
Total Number of Securities	1	4
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. Government, agencies and authorities
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	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, Unrealized Capital Loss	0	0
Total Unrealized Capital Losses	0	0
U.S. Government, agencies and authorities | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	2.3	0
Total Unrealized Capital Losses	0	0
Total Number of Securities	1	0
U.S. Government, agencies and authorities | 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	20.1	22.9
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	1.5	183.8
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	27.6	32.2
Total Unrealized Capital Losses	49.2	238.9
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	1,566.30	3,869
Total Unrealized Capital Losses	43.5	233.2
Total Number of Securities	262	519
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	25.1	22.8
Total Unrealized Capital Losses	5.7	5.7
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	35.7	5.7
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0.2	86.4
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	20.1	7.9
Total Unrealized Capital Losses	56	100
Foreign | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	1,052.30	1,665.80
Total Unrealized Capital Losses	48.5	95
Total Number of Securities	185	239
Foreign | Fair value decline below amortized cost greater than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	34.6	23.1
Total Unrealized Capital Losses	7.5	5
Total Number of Securities	6	5
Residential mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.7	2.9
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0.6	12
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	4.5	7.8
Total Unrealized Capital Losses	5.8	22.7
Residential mortgage-backed | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	288.6	596.9
Total Unrealized Capital Losses	5.8	21
Total Number of Securities	124	162
Residential mortgage-backed | Fair value decline below amortized cost greater than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	0	6.8
Total Unrealized Capital Losses	0	1.7
Total Number of Securities	2	7
Commercial mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.1	0.9
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	0.1	0.9
Commercial mortgage-backed | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	59.2	78.8
Total Unrealized Capital Losses	0.1	0.9
Total Number of Securities	11	12
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 securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Six Months or Less Below Amortized Cost, Unrealized Capital Loss	0.1	0.2
More Than Six Months and Twelve Months or Less Below Amortized Cost, Unrealized Capital Loss	0	0.2
More Than Twelve Months Below Amortized Cost, Unrealized Capital Loss	1.6	3
Total Unrealized Capital Losses	1.7	3.4
Other asset-backed securities | Fair value decline below amortized cost less than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	44.9	94.2
Total Unrealized Capital Losses	1.1	2.2
Total Number of Securities	14	25
Other asset-backed securities | Fair value decline below amortized cost greater than 20%
Available-for-sale Securities Including Securities Pledged [Line Items]
Total Amortized Cost	2.2	4.4
Total Unrealized Capital Losses	$0.60	$1.20
Total Number of Securities	2	4

Investments_Troubled_Debt_Rest

Investments - Troubled Debt Restructuring (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
	loan	loan
Financing Receivable, Modifications [Line Items]
Troubled debt restructured loans	27.3	37.5
Private Placement Debt [Member]
Financing Receivable, Modifications [Line Items]
Number of troubled debt restructuring contracts	0	0
Commercial mortgage loans
Financing Receivable, Modifications [Line Items]
Number of troubled debt restructuring contracts		20
Troubled debt restructurings pre-modification carrying value		39.4
Troubled debt restructurings post-modification carrying value		39.4
Amount of principal repaid on troubled debt restructurings	12.1
Cross collateralized, cross defaulted
Financing Receivable, Modifications [Line Items]
Number of troubled debt restructuring contracts		20

Investments_Mortgage_Loans_Det

Investments - Mortgage Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]
Maximum loan to value ratio generally allowed	75.00%
Commercial mortgage loans	$3,514.10	$3,397.30
Collective valuation allowance	-1.1	-1.2
Total net commercial mortgage loans	3,513	3,396.10
Impairments on mortgage loans	$0

Investments_Allowance_for_Loan

Investments - Allowance for Loan Losses (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]
Collective valuation allowance for losses, beginning of period	$1.20	$1.30
Addition to/(release of) allowance for losses	-0.1	-0.1
Collective valuation allowance for losses, end of period	$1.10	$1.20

Investments_Impaired_Loans_Det

Investments - Impaired Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]
Impaired loans without valuation allowances	$32.40	$42.90
Less: Allowances for losses on impaired loans	0	0
Impaired loans, net	32.4	42.9
Unpaid principal balance of impaired loans	33.9	44.4
Impaired loans, average investment during the period (amortized cost)	37.6	24.2	5.7
Interest income recognized on impaired loans, on an accrual basis	2.2	1.4	0.4
Interest income recognized on impaired loans, on a cash basis	2.1	1.4	0.4
Interest income recognized on restructured loans, on an accrual basis	$1.80	$1	$0

Investments_Loans_by_Loan_to_V

Investments - Loans by Loan to Value (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
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	$3,514.10	$3,397.30
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%
Commercial mortgage loans	411	495.7
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%
Commercial mortgage loans	824.1	894.5
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%
Commercial mortgage loans	2,107.90	1,879.50
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%
Commercial mortgage loans	159.7	114.9
80% and above
Schedule of Loans by Loan to Value Ratio [Line Items]
Loan to Value Ratio, minimum	80.00%	80.00%
Commercial mortgage loans	$11.40	$12.70

Investments_Loans_by_Debt_Serv

Investments - Loans by Debt Service Coverage Ratio (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
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	$3,514.10	$3,397.30
Greater than 1.5x
Schedule of Loans by Debt Service Coverage Ratio [Line Items]
Debt Service Coverage Ratio, minimum	150.00%	150.00%
Commercial mortgage loans	2,600.10	2,388.50
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%
Commercial mortgage loans	520	542.4
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%
Commercial mortgage loans	258.7	275.8
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%
Commercial mortgage loans	131.3	190.5
Construction Loans or Loans on Land [Member]
Schedule of Loans by Debt Service Coverage Ratio [Line Items]
Commercial mortgage loans secured by land or construction loans	$4	$0.10

Investments_Loans_by_US_Region

Investments - Loans by U.S. Region (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Open Option Contracts Written [Line Items]
Loans by property type percentage of total loans	100.00%	100.00%
Loans by region percentage of total loans	100.00%	100.00%
Total Commercial mortgage loans	$3,514.10	$3,397.30
Pacific
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	22.80%	22.30%
Total Commercial mortgage loans	802.6	752.8
South Atlantic
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	21.20%	20.80%
Total Commercial mortgage loans	746.5	707.8
Middle Atlantic
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	14.40%	12.10%
Total Commercial mortgage loans	505.8	411.4
East North Central
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	10.10%	11.30%
Total Commercial mortgage loans	355.3	383.1
West South Central
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	12.80%	13.70%
Total Commercial mortgage loans	448.4	467.1
Mountain
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	7.80%	7.80%
Total Commercial mortgage loans	274	263.9
New England
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	2.10%	3.40%
Total Commercial mortgage loans	74.8	116.7
West North Central
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	6.30%	6.60%
Total Commercial mortgage loans	219.6	224.9
East South Central
Open Option Contracts Written [Line Items]
Loans by region percentage of total loans	2.50%	2.00%
Total Commercial mortgage loans	$87.10	$69.60

Investments_Loans_by_Property_

Investments - Loans by Property Type (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investment Holdings [Line Items]
Total Commercial mortgage loans	$3,514.10	$3,397.30
Loans by property type percentage of total loans	100.00%	100.00%
Industrial
Investment Holdings [Line Items]
Total Commercial mortgage loans	796.8	972.6
Loans by property type percentage of total loans	22.70%	28.60%
Retail
Investment Holdings [Line Items]
Total Commercial mortgage loans	1,236.40	1,082.10
Loans by property type percentage of total loans	35.20%	31.90%
Office
Investment Holdings [Line Items]
Total Commercial mortgage loans	443.1	462.1
Loans by property type percentage of total loans	12.60%	13.60%
Apartments
Investment Holdings [Line Items]
Total Commercial mortgage loans	550.6	445.2
Loans by property type percentage of total loans	15.70%	13.10%
Hotel/Motel
Investment Holdings [Line Items]
Total Commercial mortgage loans	149.7	182.8
Loans by property type percentage of total loans	4.20%	5.40%
Mixed Use
Investment Holdings [Line Items]
Total Commercial mortgage loans	142.8	70.9
Loans by property type percentage of total loans	4.10%	2.10%
Other
Investment Holdings [Line Items]
Total Commercial mortgage loans	$194.70	$181.60
Loans by property type percentage of total loans	5.50%	5.30%

Investments_Mortgages_by_Year_

Investments - Mortgages by Year of Origination (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investment [Line Items]
Total Commercial mortgage loans	$3,514.10	$3,397.30
Year of Origination 2014
Investment [Line Items]
Total Commercial mortgage loans	580	0
Year of Origination 2013
Investment [Line Items]
Total Commercial mortgage loans	758.8	785.2
Year of Origination 2012
Investment [Line Items]
Total Commercial mortgage loans	854.5	908.1
Year of Origination 2011
Investment [Line Items]
Total Commercial mortgage loans	674.4	792.8
Year of Origination 2010
Investment [Line Items]
Total Commercial mortgage loans	66	121.1
Year of Origination 2009
Investment [Line Items]
Total Commercial mortgage loans	39	68.4
Year of Origination 2008 and prior
Investment [Line Items]
Total Commercial mortgage loans	$541.40	$721.70

Investments_OTTI_Details

Investments - OTTI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
	securities	securities	securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	$7.10	$5.90	$10.90
No. of Securities	39	42	43
U.S. corporate
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	1.7	0	2.9
No. of Securities	3	0	3
Foreign
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	3.7	1.8	0.8
No. of Securities	7	1	3
Residential mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	1.6	3.4	6
No. of Securities	26	35	33
Commercial mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	0.1	0.3	0
No. of Securities	2	3	0
Other asset-backed securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	0	0.3	1.2
No. of Securities	1	2	4
Equity securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	0	0.1	0
No. of Securities	0	1	0
Intent related impairment
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	15	9	8
Write-down related to intent impairments	5.5	1.1	1.8
Intent related impairment | U.S. corporate
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	3	0	1
Write-down related to intent impairments	1.6	0	0.2
Intent related impairment | Foreign
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	7	0	3
Write-down related to intent impairments	3.7	0	0.8
Intent related impairment | Residential mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	3	6	3
Write-down related to intent impairments	0.1	0.8	0.7
Intent related impairment | Commercial mortgage-backed
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	2	3	0
Write-down related to intent impairments	0.1	0.3	0
Intent related impairment | Other asset-backed securities
Available-for-sale Securities Including Securities Pledged [Line Items]
No. of Securities	0	0	1
Write-down related to intent impairments	0	0	0.1
Intent related impairment | Equity securities
Available-for-sale Securities Including Securities Pledged [Line Items]
Impairment	0	0	0
No. of Securities	0	0	0
Credit related impairment
Available-for-sale Securities Including Securities Pledged [Line Items]
Write-downs related to credit impairments	$1.60	$4.80	$9.10

Investments_OTTI_OCI_Details

Investments - OTTI OCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Other than Temporary Impairment, Recognized in Accumulated Other Comprehensive Income [Roll Forward]
Balance, beginning	$28	$28.40	$27.80
Additional Credit Impairments [Abstract]
On securities not previously impaired	0.7	1.1	1.5
On securities previously impaired	0.9	1.8	3.7
Reductions [Abstract]
Securities sold, matured, prepaid, or paid down	6.6	3.3	4.6
Increase in cash flows	0.6	0	0
Balance, ending	$22.40	$28	$28.40

Investments_Net_Investment_Inc

Investments - Net Investment Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	$1,440.50	$1,415.90	$1,394.90
Less: investment expense	51.1	48.9	46.1
Net investment income	1,389.40	1,367	1,348.80
Fixed maturities
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	1,216.30	1,199.40	1,222.50
Equity securities, available-for-sale
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	7.1	2.8	7.5
Mortgage loans on real estate
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	172.7	157.1	143.5
Policy loans
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	13.3	13.1	13.2
Short-term investments and cash equivalents
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	0.5	0.9	1.4
Other
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Gross investment income	$30.60	$42.60	$6.80

Investments_Net_Realized_Capit

Investments - Net Realized Capital Gains (Losses) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	($139.60)	($142.20)	$59.30
After-tax net realized capital gains (losses), after tax	-90.7	-160	38.5
Proceeds from sale of investments
Proceeds on sales	1,616.30	1,830	2,887.10
Gross gains	24.4	23.8	88.7
Gross losses	35.2	22.1	12.7
Derivatives
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	50.6	-72.1	1.3
Fixed maturities
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	-1.2	-24.7	-5.5
Product guarantees
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	-101.2	105.5	120.4
Other investments
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	0.2	0.2	0
Fixed maturities, available-for-sale, including securities pledged
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	-14.7	0.3	67.5
Fixed maturities, at fair value using the fair value option
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	-74.6	-151.5	-124.2
Equity securities, available-for-sale
Available-for-sale Securities Including Securities Pledged [Line Items]
Realized capital gains (losses)	$1.30	$0.10	($0.20)

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Notional and Fair Values (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Asset Fair Value	$589.80	$493.40
Liability Fair Value	333.2	185.7
Fixed maturities
Derivatives, Fair Value [Line Items]
Asset Fair Value	27.8	29
Liability Fair Value	0	0
Fixed indexed annuities (FIA)
Derivatives, Fair Value [Line Items]
Asset Fair Value	0	0
Liability Fair Value	129.2	23.1
Reinsurance Agreements
Derivatives, Fair Value [Line Items]
Asset Fair Value	0	0
Liability Fair Value	-13	-54
Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional Amount	28,146.20	22,206
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional Amount	181.3	197.1
Credit contracts
Derivatives, Fair Value [Line Items]
Notional Amount	384	384
Designated as Hedging Instrument | Cash flow hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional Amount	513.3	763.3
Designated as Hedging Instrument | Cash flow hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional Amount	51.2	51.2
Not Designated as Hedging Instrument | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional Amount	27,632.90	21,442.70
Not Designated as Hedging Instrument | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional Amount	130.1	145.9
Not Designated as Hedging Instrument | Equity contract
Derivatives, Fair Value [Line Items]
Notional Amount	14	9.1
Not Designated as Hedging Instrument | Credit contracts
Derivatives, Fair Value [Line Items]
Notional Amount	384	384
Maximum potential future net exposure on sale of credit default swaps	384	384
Derivatives | Designated as Hedging Instrument | Cash flow hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Asset Fair Value	104.4	81
Liability Fair Value	0	0.2
Derivatives | Designated as Hedging Instrument | Cash flow hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset Fair Value	7.7	2.2
Liability Fair Value	0	0.6
Derivatives | Not Designated as Hedging Instrument | Interest rate contracts
Derivatives, Fair Value [Line Items]
Asset Fair Value	432.8	367.6
Liability Fair Value	209.2	206.2
Derivatives | Not Designated as Hedging Instrument | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset Fair Value	10.6	5.5
Liability Fair Value	7.7	9.6
Derivatives | Not Designated as Hedging Instrument | Equity contract
Derivatives, Fair Value [Line Items]
Asset Fair Value	0	0
Liability Fair Value	0.1	0
Derivatives | Not Designated as Hedging Instrument | Credit contracts
Derivatives, Fair Value [Line Items]
Asset Fair Value	6.5	8.1
Liability Fair Value	$0	$0

Derivative_Financial_Instrumen3

Derivative Financial Instruments - Offsetting Assets and Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets and liabilities [Line Items]
Asset Fair Value	$562	$464.40
Liability Fair Value	216.9	216.6
Counterparty netting, Assets	-216.2	-201.3
Counterparty netting, Liabilities	-216.2	-201.3
Cash collateral netting, Assets	-291.5	-134
Cash collateral netting, Liabilities	0	-5.4
Securities collateral netting, Assets	-6.6	-15.9
Securities collateral netting, Liabilities	0	-4.8
Net receivables	47.7	113.2
Net payables	0.7	5.1
Credit contracts
Offsetting Assets and liabilities [Line Items]
Notional Amount	384	384
Asset Fair Value	6.5	8.1
Liability Fair Value	0	0
Foreign exchange contracts
Offsetting Assets and liabilities [Line Items]
Notional Amount	181.3	197.1
Asset Fair Value	18.3	7.7
Liability Fair Value	7.7	10.2
Interest rate contracts
Offsetting Assets and liabilities [Line Items]
Notional Amount	28,146.20	22,206
Asset Fair Value	537.2	448.6
Liability Fair Value	$209.20	$206.40

Derivative_Financial_Instrumen4

Derivative Financial Instruments - Net Realized Gains (Losses) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivatives, Fair Value [Line Items]
Derivative assets	$589.80	$493.40
Derivatives liabilities	333.2	185.7
Net realized gains (losses) on derivatives	-92.8	62.7	116.2
Fixed indexed annuities (FIA)
Derivatives, Fair Value [Line Items]
Derivative assets	0	0
Derivatives liabilities	129.2	23.1
Reinsurance Agreements
Derivatives, Fair Value [Line Items]
Derivative assets	0	0
Derivatives liabilities	-13	-54
Other Net Realized Capital Gains (Losses) | Within fixed maturity investments
Derivatives, Fair Value [Line Items]
Net realized gains (losses) on derivatives	-1.2	-24.7	-5.5
Other Net Realized Capital Gains (Losses) | Fixed indexed annuities (FIA)
Derivatives, Fair Value [Line Items]
Net realized gains (losses) on derivatives	-101.4	105.3	119.3
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
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	0.5	0.1	0
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	41	-92.8	-18.9
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	4.8	10	6.9
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Equity contract
Derivatives, Fair Value [Line Items]
Net realized gains (losses) on derivatives	1.8	3.4	2
Other Net Realized Capital Gains (Losses) | Not Designated as Hedging Instrument | Credit contracts
Derivatives, Fair Value [Line Items]
Net realized gains (losses) on derivatives	2.3	7	11.3
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	0.2	0.2	1.1
Interest Credited and Other Benefits to Contract Owners | Reinsurance Agreements
Derivatives, Fair Value [Line Items]
Net realized gains (losses) on derivatives	-41	54	0
Fixed maturities
Derivatives, Fair Value [Line Items]
Securities pledged as collateral	$60.40	$42.50

Derivative_Financial_Instrumen5

Derivative Financial Instruments - Credit Default Swaps (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013
Derivatives, Fair Value [Line Items]
Cash collateral held for securities loan agreement		$6.60	$16.30
Securities pledged as collateral		235.3	140.1
Asset Fair Value		589.8	493.4
Liability Fair Value		333.2	185.7
Credit contracts | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Maximum potential future net exposure on sale of credit default swaps		384	384
Term of derivative	5 years	5 years
Credit contracts | Not Designated as Hedging Instrument | Derivatives
Derivatives, Fair Value [Line Items]
Asset Fair Value		6.5	8.1
Liability Fair Value		0	0
Over the Counter (OTC) | Payables under securities loan agreement, including collateral held
Derivatives, Fair Value [Line Items]
Cash collateral held for securities loan agreement		161.5	127.4
Cleared derivative | Payables under securities loan agreement, including collateral held
Derivatives, Fair Value [Line Items]
Securities pledged as collateral		130.2	1.2
Fixed maturities
Derivatives, Fair Value [Line Items]
Securities pledged as collateral		$60.40	$42.50

Fair_Value_Measurements_Assets

Fair Value Measurements - Assets and Liabilities Measured on a Recurring Basis (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Assets:
Equity securities, available-for-sale	$121,900,000	$134,900,000
Derivatives	562,000,000	464,400,000
Liabilities:
Derivatives	217,000,000	216,600,000
Fixed maturities valued using unadjusted broker quotes	537,100,000	190,500,000
Fixed maturities valued using unadjusted prices	16,400,000,000	15,900,000,000
Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	21,616,600,000	20,705,800,000
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	1,048,100,000	529,700,000
Assets held in separate accounts	62,808,100,000	60,104,900,000
Total assets	86,156,700,000	81,939,700,000
Liabilities:
Total liabilities	333,200,000	185,700,000
Assets measured on recurring basis | Level 1
Assets:
Fixed maturities, including securities pledged, Fair Value	712,900,000	618,800,000
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	1,046,600,000	529,700,000
Assets held in separate accounts	57,492,600,000	54,715,300,000
Total assets	59,337,400,000	55,962,800,000
Liabilities:
Total liabilities	100,000	0
Assets measured on recurring basis | Level 2
Assets:
Fixed maturities, including securities pledged, Fair Value	20,324,500,000	19,852,400,000
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	0	0
Assets held in separate accounts	5,313,100,000	5,376,500,000
Total assets	26,199,600,000	25,693,300,000
Liabilities:
Total liabilities	203,900,000	162,600,000
Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	579,200,000	234,600,000
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	1,500,000	0
Assets held in separate accounts	2,400,000	13,100,000
Total assets	619,700,000	283,600,000
Liabilities:
Total liabilities	129,200,000	23,100,000
Interest rate contracts | Assets measured on recurring basis
Assets:
Derivatives	537,200,000	448,600,000
Liabilities:
Derivatives	209,200,000	206,400,000
Interest rate contracts | Assets measured on recurring basis | Level 1
Assets:
Derivatives	0	0
Liabilities:
Derivatives	0	0
Interest rate contracts | Assets measured on recurring basis | Level 2
Assets:
Derivatives	537,200,000	448,600,000
Liabilities:
Derivatives	209,200,000	206,400,000
Interest rate contracts | Assets measured on recurring basis | Level 3
Assets:
Derivatives	0	0
Liabilities:
Derivatives	0	0
Foreign exchange contracts | Assets measured on recurring basis
Assets:
Derivatives	18,300,000	7,700,000
Liabilities:
Derivatives	7,700,000	10,200,000
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	18,300,000	7,700,000
Liabilities:
Derivatives	7,700,000	10,200,000
Foreign exchange contracts | Assets measured on recurring basis | Level 3
Assets:
Derivatives	0	0
Liabilities:
Derivatives	0	0
Equity contract | Assets measured on recurring basis
Liabilities:
Derivatives	100,000	0
Equity contract | Assets measured on recurring basis | Level 1
Liabilities:
Derivatives	100,000	0
Equity contract | Assets measured on recurring basis | Level 2
Liabilities:
Derivatives	0	0
Equity contract | Assets measured on recurring basis | Level 3
Liabilities:
Derivatives	0	0
Credit contracts | Assets measured on recurring basis
Assets:
Derivatives	6,500,000	8,100,000
Credit contracts | Assets measured on recurring basis | Level 1
Assets:
Derivatives	0	0
Credit contracts | Assets measured on recurring basis | Level 2
Assets:
Derivatives	6,500,000	8,100,000
Credit contracts | Assets measured on recurring basis | Level 3
Assets:
Derivatives	0	0
Stabilizer and MCGs | Assets measured on recurring basis
Liabilities:
Product guarantees	102,900,000	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	102,900,000	0
FIA | Assets measured on recurring basis
Liabilities:
Product guarantees	26,300,000	23,100,000
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	26,300,000	23,100,000
Fixed maturities
Assets:
Fixed maturities, including securities pledged, Fair Value	21,616,600,000	20,705,800,000
U.S. Treasuries
Assets:
Fixed maturities, including securities pledged, Fair Value	773,100,000	670,100,000
U.S. Treasuries | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	773,100,000	670,100,000
U.S. Treasuries | Assets measured on recurring basis | Level 1
Assets:
Fixed maturities, including securities pledged, Fair Value	712,900,000	618,800,000
U.S. Treasuries | Assets measured on recurring basis | Level 2
Assets:
Fixed maturities, including securities pledged, Fair Value	60,200,000	51,300,000
U.S. Treasuries | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	0	0
U.S. Government, agencies and authorities
Assets:
Fixed maturities, including securities pledged, Fair Value	46,600,000	242,100,000
U.S. Government, agencies and authorities | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	46,600,000	242,100,000
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	46,600,000	237,000,000
U.S. Government, agencies and authorities | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	0	5,100,000
U.S. corporate, state and municipalities | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	11,497,200,000	10,751,200,000
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	11,122,400,000	10,605,900,000
U.S. corporate, state and municipalities | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	374,800,000	145,300,000
Foreign
Assets:
Fixed maturities, including securities pledged, Fair Value	364,800,000	431,600,000
Foreign | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	5,777,900,000	5,770,600,000
Foreign | Assets measured on recurring basis | Level 1
Assets:
Fixed maturities, including securities pledged, Fair Value	0	0
Foreign | Assets measured on recurring basis | Level 2
Assets:
Fixed maturities, including securities pledged, Fair Value	5,612,200,000	5,727,800,000
Foreign | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	165,700,000	42,800,000
Residential mortgage-backed
Assets:
Fixed maturities, including securities pledged, Fair Value	2,043,400,000	2,099,700,000
Residential mortgage-backed | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	2,043,400,000	2,099,700,000
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	2,026,100,000	2,076,000,000
Residential mortgage-backed | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	17,300,000	23,700,000
Commercial mortgage-backed
Assets:
Fixed maturities, including securities pledged, Fair Value	1,078,000,000	691,700,000
Commercial mortgage-backed | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	1,078,000,000	691,700,000
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	1,059,000,000	691,700,000
Commercial mortgage-backed | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	19,000,000	0
Other asset-backed Securities | Assets measured on recurring basis
Assets:
Fixed maturities, including securities pledged, Fair Value	400,400,000	480,400,000
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	398,000,000	462,700,000
Other asset-backed Securities | Assets measured on recurring basis | Level 3
Assets:
Fixed maturities, including securities pledged, Fair Value	2,400,000	17,700,000
Equity securities
Assets:
Equity securities, available-for-sale	121,900,000	134,900,000
Equity securities | Assets measured on recurring basis
Assets:
Equity securities, available-for-sale	121,900,000	134,900,000
Equity securities | Assets measured on recurring basis | Level 1
Assets:
Equity securities, available-for-sale	85,300,000	99,000,000
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	36,600,000	35,900,000
Embedded derivative on reinsurance | Assets measured on recurring basis
Liabilities:
Derivatives	-13,000,000	-54,000,000
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 1
Liabilities:
Derivatives	0	0
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 2
Liabilities:
Derivatives	-13,000,000	-54,000,000
Embedded derivative on reinsurance | Assets measured on recurring basis | Level 3
Liabilities:
Derivatives	$0	$0

Fair_Value_Measurements_Level_

Fair Value Measurements - Level 3 Financial Instruments (Details) (Assets measured on recurring basis, Level 3, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Separate Accounts
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value, Equity securities, available-for-sale, beginning balance	$13.10	$16.30
Total Realized/Unrealized Gains (Losses) Included in Net Income	0.1	0.1
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	1.3	16
Issuances	0	0
Sales	-4.4	-11.6
Settlements	0	0
Transfers in to Level 3	0.2	2.2
Transfers out of Level 3	-7.9	-9.9
Fair Value, Equity securities, available-for-sale, ending balance	2.4	13.1
Change in Unrealized Gains (Losses) Included in Earnings	-0.1	0
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	0	-102
Total Realized/Unrealized Gains (Losses) Included in Net Income	-98.2	108.2
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	0	-6.2
Issues	-4.7	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	0	0
Fair Value, Derivatives, ending balance	-102.9	0
Change in Unrealized Gains (Losses) Included in Earnings	0	0
FIA
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Derivatives, beginning balance	-23.1	-20.4
Total Realized/Unrealized Gains (Losses) Included in Net Income	-3	-2.7
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	0	0
Issues	-0.2	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	0	0
Fair Value, Derivatives, ending balance	-26.3	-23.1
Change in Unrealized Gains (Losses) Included in Earnings	0	0
Short-term investments and cash equivalents
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value, Fixed maturities, including securities pledged, beginning balance	0	0
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	1.5	0
Issuances	0	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	0	0
Fair Value, Fixed maturities, including securities pledged, ending balance	1.5	0
Change in Unrealized Gains (Losses) Included in Earnings	0	0
U.S. Government, agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value, Fixed maturities, including securities pledged, beginning balance	5.1	0
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	0	5.1
Issuances	0	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	-5.1	0
Fair Value, Fixed maturities, including securities pledged, ending balance	0	5.1
Change in Unrealized Gains (Losses) Included in Earnings	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	145.3	154.6
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	-0.3
Total Realized/Unrealized Gains (Losses) Included in OCI	-1.7	0.4
Purchases	100.2	0
Issuances	0	0
Sales	0	-6
Settlements	-20.4	-4.3
Transfers in to Level 3	151.4	0.9
Transfers out of Level 3	0	0
Fair Value, Fixed maturities, including securities pledged, ending balance	374.8	145.3
Change in Unrealized Gains (Losses) Included in Earnings	0	-0.3
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	42.8	24.6
Total Realized/Unrealized Gains (Losses) Included in Net Income	0.1	0
Total Realized/Unrealized Gains (Losses) Included in OCI	-2	1.3
Purchases	56.3	22.2
Issuances	0	0
Sales	0	-1.9
Settlements	-1.2	-10.7
Transfers in to Level 3	83	7.3
Transfers out of Level 3	-13.3	0
Fair Value, Fixed maturities, including securities pledged, ending balance	165.7	42.8
Change in Unrealized Gains (Losses) Included in Earnings	0.1	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	23.7	9.1
Total Realized/Unrealized Gains (Losses) Included in Net Income	-1.1	-2
Total Realized/Unrealized Gains (Losses) Included in OCI	0.2	-0.3
Purchases	7	17.5
Issuances	0	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	-12.5	-0.6
Fair Value, Fixed maturities, including securities pledged, ending balance	17.3	23.7
Change in Unrealized Gains (Losses) Included in Earnings	-1.1	-2
Commercial mortgage-backed securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value, Fixed maturities, including securities pledged, beginning balance	0	0
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	0
Total Realized/Unrealized Gains (Losses) Included in OCI	0	0
Purchases	19	0
Issuances	0	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	0
Transfers out of Level 3	0	0
Fair Value, Fixed maturities, including securities pledged, ending balance	19	0
Change in Unrealized Gains (Losses) Included in Earnings	0	0
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	17.7	33.2
Total Realized/Unrealized Gains (Losses) Included in Net Income	1.2	2.3
Total Realized/Unrealized Gains (Losses) Included in OCI	-0.9	-0.7
Purchases	0	0
Issuances	0	0
Sales	0	-2.8
Settlements	-10.1	-9.9
Transfers in to Level 3	0	0
Transfers out of Level 3	-5.5	-4.4
Fair Value, Fixed maturities, including securities pledged, ending balance	2.4	17.7
Change in Unrealized Gains (Losses) Included in Earnings	0	0.9
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	234.6	221.5
Total Realized/Unrealized Gains (Losses) Included in Net Income	0.2	0
Total Realized/Unrealized Gains (Losses) Included in OCI	-4.4	0.7
Purchases	182.5	44.8
Issuances	0	0
Sales	0	-10.7
Settlements	-31.7	-24.9
Transfers in to Level 3	234.4	8.2
Transfers out of Level 3	-36.4	-5
Fair Value, Fixed maturities, including securities pledged, ending balance	579.2	234.6
Change in Unrealized Gains (Losses) Included in Earnings	-1	-1.4
Equity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value, Equity securities, available-for-sale, beginning balance	35.9	17
Total Realized/Unrealized Gains (Losses) Included in Net Income	0	-0.3
Total Realized/Unrealized Gains (Losses) Included in OCI	0.7	1.4
Purchases	0	0
Issuances	0	0
Sales	0	0
Settlements	0	0
Transfers in to Level 3	0	34.5
Transfers out of Level 3	0	-16.7
Fair Value, Equity securities, available-for-sale, ending balance	36.6	35.9
Change in Unrealized Gains (Losses) Included in Earnings	$0	$0

Fair_Value_Measurements_Signif

Fair Value Measurements - Significant Unobservable Inputs (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
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) | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Interest rate implied volatility	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	0.00%
Fixed indexed annuities (FIA) | Derivative Financial Instruments, Liabilities | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Interest rate implied volatility	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	0.00%
Fixed indexed annuities (FIA) | Investment Contract | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Nonperformance risk	0.13%	-0.10%
Fair Value Input, Actual Assumption, Partial Withdrawal	0.40%	0.00%
Actuarial Assumptions, Lapses	0.00%	0.00%
Fixed indexed annuities (FIA) | Investment Contract | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Nonperformance risk	1.10%	0.79%
Fair Value Input, Actual Assumption, Partial Withdrawal	3.20%	2.00%
Actuarial Assumptions, Lapses	45.00%	48.00%
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	0.20%	0.20%
Nonperformance risk	0.13%	-0.10%
Fair Value Input, Actual Assumption, Partial Withdrawal	0.00%	0.00%
Actuarial Assumptions, Lapses	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	0.00%
Actuarial Assumptions, Lapses under percent threshold	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	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	7.60%	8.00%
Nonperformance risk	1.10%	0.79%
Fair Value Input, Actual Assumption, Partial Withdrawal	0.00%	0.00%
Actuarial Assumptions, Lapses	50.00%	55.00%
Actuarial Assumptions, Policyholder Deposits	65.00%	60.00%
Actuarial Assumptions, Lapses under percent threshold	25.00%	25.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	25.00%	30.00%
Stabilizer (Investment Only) and MCG Contracts
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Percentage of Plans	87.00%	88.00%
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%	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	0.00%
Actuarial Assumptions, Lapses under percent threshold	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	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%	30.00%
Actuarial Assumptions, Policyholder Deposits	45.00%	55.00%
Actuarial Assumptions, Lapses under percent threshold	15.00%	15.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	15.00%	15.00%
Stabilizer with Recordkeeping Agreements
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Percentage of Plans	13.00%	12.00%
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%	0.00%
Actuarial Assumptions, Policyholder Deposits	0.00%	0.00%
Actuarial Assumptions, Lapses under percent threshold	0.00%	0.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	0.00%	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	50.00%	55.00%
Actuarial Assumptions, Policyholder Deposits	65.00%	60.00%
Actuarial Assumptions, Lapses under percent threshold	25.00%	25.00%
Actuarial Assumptions, Policyholder Deposits under percent threshold	25.00%	30.00%

Fair_Value_Measurements_Other_

Fair Value Measurements - Other Financial Instruments (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investments	$21,503.20	$20,700.60
Derivative assets	562	464.4
Derivatives liabilities	217	216.6
Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Limited partnerships/corporations	248.4	180.9
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	1,048.10	529.7
Derivative assets	562	464.4
Notes receivable from affiliates	175	175
Assets held in separate accounts	62,808.10	60,104.90
Derivatives liabilities	217	216.6
Long-term debt, fair value	4.9	4.9
Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Limited partnerships/corporations	248.4	180.9
Cash and cash equivalents, short-term investments and short-term investments under securities loan agreement	1,048.10	529.7
Derivative assets	562	464.4
Notes receivable from affiliates	216.7	186.4
Assets held in separate accounts	62,808.10	60,104.90
Derivatives liabilities	217	216.6
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	21,503.30	21,010.80
Funding agreements without fixed maturities and deferred annuities(1) | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	26,023.30	24,379.60
Supplementary contracts, immediate annuities and other | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	442.4	487.2
Supplementary contracts, immediate annuities and other | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	546.3	578.5
FIA | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	26.3	23.1
FIA | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	26.3	23.1
Stabilizer and MCGs | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	102.9	0
Stabilizer and MCGs | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	102.9	0
Mortgage loans on real estate | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans	3,513	3,396.10
Mortgage loans on real estate | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans	3,680.60	3,403.90
Policy loans | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans	239.1	242
Policy loans | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans	239.1	242
Fixed maturities, available-for-sale, including securities pledged | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investments	21,616.60	20,705.80
Fixed maturities, available-for-sale, including securities pledged | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investments	21,616.60	20,705.80
Equity securities, available-for-sale | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investments	121.9	134.9
Equity securities, available-for-sale | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investments	121.9	134.9
Embedded derivative on reinsurance | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivatives liabilities	-13	-54
Embedded derivative on reinsurance | Total
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivatives liabilities	($13)	($54)

Deferred_Policy_Acquisition_Co2

Deferred Policy Acquisition Costs and Value of Business Acquired (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Movement Analysis of Deferred Policy Acquisition Costs [Roll Forward]
Beginning balance	$476.20	$296.50	$334.90
Deferrals of commissions and expenses	69.8	71.3	79.1
Amortization:
Amortization	-91	-69.7	-72.1
Interest accrued	35.9	34	31.1
Net amortization included in the Consolidated Statements of Operations	-55.1	-35.7	-41
Change in unrealized capital gains/losses on available-for-sale securities	-94.4	144.1	-76.5
Ending balance	396.5	476.2	296.5
Movement Analysis Of Value of Business Acquired VOBA [Roll Forward]
Beginning balance	696.6	381.4	593.6
Deferrals of commissions and expenses	6.9	7.2	8.1
Amortization	-113.3	-83.6	-152.6
Interest accrued	59.2	61	62.5
Net amortization included in the Condensed Consolidated Statements of Operations	-54.1	-22.6	-90.1
Change in unrealized capital gains/losses on available-for-sale securities	-122.6	330.6	-130.2
Ending balance	526.8	696.6	381.4
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]
Beginning balance	1,172.80	677.9	928.5
Deferrals of commissions and expenses	76.7	78.5	87.2
Amortization	-204.3	-153.3	-224.7
Interest accrued	95.1	95	93.6
Net amortization of deferred policy acquisition costs and value of business acquired	-109.2	-58.3	-131.1
Change in unrealized capital gains/losses on available-for-sale securities	-217	474.7	-206.7
Ending balance	923.3	1,172.80	677.9
Estimated amount of VOBA amortization expense, net of interest:
2015	59.8
2016	44.8
2017	39
2018	34.2
2019	$31.30
Minimum
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]
Value of Business Acquired (VOBA), Interest accrued percentage	5.50%	1.00%	5.00%
Maximum
Movement Analysis of Deferred Policy Acquisition Costs and Value of Business Acquired (VOBA) [Roll Forward]
Value of Business Acquired (VOBA), Interest accrued percentage	7.00%	7.00%	7.00%

Guaranteed_Benefit_Features_De

Guaranteed Benefit Features (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Insurance [Abstract]
Guaranteed minimum benefits	$39,000,000,000	$38,000,000,000
Additional liability recognized	111,500,000	7,100,000
Aggregate fair value of securities supporting separate accounts	$9,300,000,000	$9,200,000,000

Reinsurance_Narrative_Details

Reinsurance - Narrative (Details) (USD $)	0 Months Ended
	Oct. 02, 1998	Dec. 31, 2014	Dec. 31, 2013
		reinsurer
SLDI
Effects of Reinsurance [Line Items]
Reinsurance Treaties Number of Affiliates		2
Other affiliates
Effects of Reinsurance [Line Items]
Deposit assets		93,900,000	$39,700,000
Lincoln National Corporation, Subsidiary
Effects of Reinsurance [Line Items]
Proceeds from disposal of life insurance business	1,000,000,000
Aetna Life Insurance Company
Effects of Reinsurance [Line Items]
Reinsurance assumed at inception of contract		25,000,000
Reserves maintained for Aetna Life		9,700,000	$10,100,000
Unaffiliated Reinsurers
Effects of Reinsurance [Line Items]
Number of outstanding reinsurance agreements		6

Reinsurance_Net_Receivables_De

Reinsurance - Net Receivables (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Insurance [Abstract]
Claims recoverable from reinsurers	$1,927.80	$2,016.70
Reinsured amounts due to reinsurers	1.6	-0.4
Other	0.1	0.3
Total	$1,929.50	$2,016.60

Reinsurance_Premiums_Details

Reinsurance - Premiums (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Premiums Earned, Net [Abstract]
Direct premiums	$88.90	$37.40	$36.20
Reinsurance assumed	0.1	0.1	0
Reinsurance ceded	-0.2	-0.2	-0.2
Total premiums, net	$88.80	$37.30	$36

Capital_Contributions_and_Divi1

Capital Contributions and Dividends (Details) (USD $)	0 Months Ended	12 Months Ended			0 Months Ended
	Dec. 09, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 09, 2014	Dec. 16, 2013	Oct. 03, 2014	Dec. 22, 2014	19-May-14
Dividends Payable [Line Items]
Percentage threshold of dividends paid in previous twelve months to earned statutory surplus of prior year end, requiring approval of payment of dividends if exceeded		10.00%
Cash dividends paid to parent company	$90,000,000
Statutory net income (loss)		321,700,000	175,200,000	261,600,000
Statutory capital and surplus			2,000,000,000
Voya Financial Products (VFP)
Dividends Payable [Line Items]
Cash dividends paid to parent company					95,000,000	60,000,000
Directed Services, LLC
Dividends Payable [Line Items]
Cash dividends paid to parent company							30,000,000
Parent Company
Dividends Payable [Line Items]
Dividends declared		371,000,000
Cash dividends paid to parent company			$174,000,000					$90,000,000	$281,000,000

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) - Components of AOCI (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Components Of Accumulated Other Comprehensive Income Loss [Line Items]
Derivatives	$202.60	$133	$215.20
DAC/VOBA and sales inducements adjustment on available-for-sale securities	-552.4	-335.3	-810.6
Premium deficiency reserve adjustment	-129.8	-82.4	-152.6
Unrealized capital gains (losses), before tax	1,088.60	551.7	1,456.40
Deferred income tax asset (liability)	-255.5	-66.1	-444.6
Unrealized capital gains (losses), after tax	833.1	485.6	1,011.80
Pension and other post-employment benefits liability, net of tax	8.4	9.8	11.2
AOCI	841.5	495.4	1,023
Fixed maturities
Components Of Accumulated Other Comprehensive Income Loss [Line Items]
Fixed maturities, net of OTTI	1,553.70	820.9	2,190.90
Equity securities
Components Of Accumulated Other Comprehensive Income Loss [Line Items]
Equity securities, available-for-sale	$14.50	$15.50	$13.50

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Loss) - Changes in AOCI, including Reclassification Adjustments (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Available-for-sale securities, Before-Tax Amount:
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	$15	($0.60)	($66.10)
DAC/VOBA and sales inducements	-217.1	475.3	-207
Premium deficiency reserve adjustment	-47.4	70.2	-87.8
Net realized gains/losses on available-for-sale securities	467.3	-822.5	377.8
Available-for-sale securities, Income Tax:
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	-5.3	0.2	23.1
DAC/VOBA and sales inducements	76	-166.4	72.5
Premium deficiency reserve adjustment	16.6	-24.6	30.7
Net realized gains/losses on available-for-sale securities	-165	349.7	-127.8
Available-for-sale securities, After-Tax Amount:
Adjustments for amounts recognized in Net realized capital gains (losses) in the Condensed Consolidated Statements of Operations	9.7	-0.4	-43
DAC/VOBA and sales inducements	-141.1	308.9	-134.5
Premium deficiency reserve adjustment	-30.8	45.6	-57.1
Net realized gains/losses on available-for-sale securities	302.3	-472.8	250
Derivatives, Before-Tax Amount:
Net unrealized capital gains/losses arising during the period, Before-Tax Amount	77	-79.5	41.5
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	-7.4	-2.7	0
Net unrealized gains/losses on derivatives	69.6	-82.2	41.5
Derivatives, Income Tax:
Net unrealized capital gains/losses arising during the period, Income Tax	-27	27.9	-14.5
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	2.6	0.9	0
Net unrealized gains/losses on derivatives	-24.4	28.8	-14.5
Derivatives, After-Tax Amount:
Net unrealized capital gains/losses arising during the period, After-Tax Amount	50	-51.6	27
Adjustments for amounts recognized in Net investment income in the Condensed Consolidated Statements of Operations	-4.8	-1.8	0
Net unrealized gains/losses on derivatives	45.2	-53.4	27
OTTI:
Other-than-temporary impairments	5.1	2.7	10.6
Change in OTTI, Income Tax	-1.8	-0.9	-3.7
Change in OTTI, After-Tax Amount	3.3	1.8	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	-2.2	-2.2	-2.2
Net pension and other post-employment benefits liability	-2.2	-2.2	-2.2
Other comprehensive income (loss), before tax	534.7	-906.9	417.1
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	0.8	0.8	0.7
Net pension and other post-employment benefit liability	0.8	0.8	0.7
Other comprehensive income (loss)	-188.6	379.3	-141.6
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	-1.4	-1.4	-1.5
Net pension and other post-employment benefit liability	-1.4	-1.4	-1.5
Other comprehensive income (loss), after tax	346.1	-527.6	275.5
Fixed maturities
Available-for-sale securities, Before-Tax Amount:
Net unrealized gains/losses on securities	713	-1,372.10	727.7
Available-for-sale securities, Income Tax:
Net unrealized gains/losses on securities	-251	542.1	-250.3
Available-for-sale securities, After-Tax Amount:
Net unrealized gains/losses on securities	462	-830	477.4
Fixed maturities | Deferred Tax Asset Valuation Allowance
Available-for-sale securities, Income Tax:
Net unrealized gains/losses on securities		-67.6
Equity securities
Available-for-sale securities, Before-Tax Amount:
Net unrealized gains/losses on securities	-1.3	2	0.4
Available-for-sale securities, Income Tax:
Net unrealized gains/losses on securities	0.5	-0.7	-0.1
Available-for-sale securities, After-Tax Amount:
Net unrealized gains/losses on securities	($0.80)	$1.30	$0.30

Income_Taxes_Components_of_Inc

Income Taxes - Components of Income Tax Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Current tax expense (benefit):
Federal	$85.70	$144.60	$200.90
Total current tax expense (benefit)	85.7	144.6	200.9
Deferred tax expense (benefit):
Federal	-11.2	62.4	-9.7
Total deferred tax expense (benefit)	-11.2	62.4	-9.7
Income tax expense (benefit)	$74.50	$207	$191.20

Income_Taxes_Income_Tax_Reconc

Income Taxes - Income Tax Reconciliation (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Tax Disclosure [Abstract]
Income (loss) before income taxes	$306.20	$490.50	$516.60
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Tax rate	35.00%	35.00%	35.00%
Income tax expense (benefit) at federal statutory rate	107.2	171.7	180.8
Dividends received deduction	-30.7	-26.6	-18.6
Valuation allowance	-0.4	67.6	0
Audit settlements	-0.1	-0.3	-0.3
Prior year tax	0	0	28.1
Tax Credit	0.4	0	0
Other	-1.9	-5.4	1.2
Income tax expense (benefit)	$74.50	$207	$191.20

Income_Taxes_Temporary_Differe

Income Taxes - Temporary Differences (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Income Tax Disclosure [Abstract]
Insurance reserves	$219.10	$166.70
Investments	190.8	231.8
Compensation and benefit	83.1	103.1
Other assets	7.4	0
Total gross assets before valuation allowance	500.4	501.6
Valuation allowance, deferred tax assets	10.7	11.1
Assets, net of valuation allowance	489.7	490.5
Net unrealized investment (gains) losses	-573	-310.5
Deferred policy acquisition costs	-284.2	-367.9
Other liabilities	0	-2.2
Total gross liabilities	857.2	680.6
Net deferred income tax asset (liability)	($367.50)	($190.10)

Income_Taxes_Narrative_Details

Income Taxes - Narrative (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2012	Dec. 31, 2013
Valuation Allowance [Line Items]
Valuation allowance, deferred tax assets		$10,700,000		$11,100,000
Increase (decrease) in valuation allowance	0	-400,000	0
Current income tax payable to Parent		0		74,100,000
Unrecognized tax benefits		0		0
Accrued interest and penalties related to unrecognized tax benefits		0		0
Foreign tax credits
Valuation Allowance [Line Items]
Valuation allowance, deferred tax assets		10,700,000
Valuation Allowance, Operating Loss Carryforwards [Member] | Foreign tax credits
Valuation Allowance [Line Items]
Valuation allowance, deferred tax assets				11,100,000
Tax valuation allowance allocated to Net income (loss)
Valuation Allowance [Line Items]
Valuation allowance, deferred tax assets		130,000,000		130,400,000
Increase (decrease) in valuation allowance		-400,000	0	67,600,000
Tax valuation allowance allocated to Other comprehensive income
Valuation Allowance [Line Items]
Valuation allowance, deferred tax assets		-119,300,000		-119,300,000
Increase (decrease) in valuation allowance	-67,600,000	0	0
ING U.S. Inc
Valuation Allowance [Line Items]
Current income tax payable to Parent		$10,100,000		$74,100,000

Benefit_Plans_Defined_Benefit_

Benefit Plans - Defined Benefit Plans (Details) (Pension Plan, Defined Benefit, Qualified, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Annual credit earned by participants due to transition from old formula to new formula, percentage of annual pay	4.00%
Transition period from old formula to new formula		2 years
Operating Expenses
Defined Benefit Plan Disclosure [Line Items]
Costs allocated to the Company for employees' participation in the Retirement Plan	$6.20	$6.50	$19.10

Benefit_Plans_Defined_Contribu

Benefit Plans - Defined Contribution Plans (Details) (Voya Savings Plan and ESOP (the Savings Plan), USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Award vesting period	4 years
Operating Expenses
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Defined contribution plan, cost allocated	$10.60	$10.80	$9.70
Maximum
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Company match, percentage of participant's eligible compensation	6.00%

Benefit_Plans_NonQualified_Ret

Benefit Plans - Non-Qualified Retirement Plans (Details) (Pension Plan, Defined Benefit, Non-qualified, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Pension Plan, Defined Benefit, Non-qualified
Non-Qualified Retirement Plans [Abstract]
Non-qualified retirement plan, number of years of highest average annual compensation used to determine benefits	5 years
Non-qualified retirement plan, number of years of employment used to determine benefits	10 years
Expected employer contributions in next fiscal year	$5.50
Future expected benefit payments, 2015	5.5
Future expected benefit payments, 2016	5.5
Future expected benefit payments, 2017	5.6
Future expected benefit payments, 2018	5.7
Future expected benefit payments, 2019	5.6
Future expected benefit payments, 2020 through 2024	$28.90

Benefit_Plans_Obligations_and_

Benefit Plans - Obligations and Funded Status (Details) (Pension Plan, Defined Benefit, Non-qualified, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Pension Plan, Defined Benefit, Non-qualified
Change in Benefit Obligation [Roll Forward]
Benefit obligation, January 1	$84.10	$97.20
Interest cost	4	3.8	4.4
Benefits paid	-4.8	-7.8
Actuarial gain on obligation	13.3	-9.1
Benefit obligation, December 31	96.6	84.1	97.2
Amounts Recognized in Consolidated Balance Sheets [Abstract]
Accrued benefit cost	-96.6	-84.1	-97.2
Accumulated other comprehensive income:
Prior service cost	-4.9	-6.1
Net amount recognized	($101.50)	($90.20)

Benefit_Plans_Assumptions_Deta

Benefit Plans - Assumptions (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.36%
Pension Plan, Defined Benefit, Non-qualified
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.36%	4.95%
Rate of compensation increase	4.00%	4.00%
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Net Periodic Benefit Cost [Abstract]
Discount rate	4.95%	4.05%	4.75%
Rate of increase in compensation levels	4.00%	4.00%	4.00%

Benefit_Plans_Net_Periodic_Ben

Benefit Plans - Net Periodic Benefit Costs (Details) (Pension Plan, Defined Benefit, Non-qualified, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Pension Plan, Defined Benefit, Non-qualified
Net Periodic Benefit Costs [Abstract]
Interest cost	$4	$3.80	$4.40
Net (gain) loss recognition	13.3	-9.1	3.4
Amortization of prior service cost (credit)	-1.2	-1.2	-1.2
Net periodic (benefit) cost	$16.10	($6.50)	$6.60

Benefit_Plans_Share_Based_Comp

Benefit Plans - Share Based Compensation Plans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Stock Option and Share Plans [Abstract]
Allocated stock option and share plan expenses	$25.10	$17	$11
Tax benefit from allocated stock option and share plan expenses	8.6	6	3.9
Benefit charges allocated	$12.80	$11.30	$11.90
Voya 401(k) Plan for VRIAC Agents
Stock Option and Share Plans [Abstract]
Maximum annual contribution per employee	60.00%
Company match, percentage of participant's eligible compensation	6.00%

Financing_Agreements_Details

Financing Agreements (Details) (USD $)	0 Months Ended	1 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Dec. 02, 2008	Nov. 30, 2012	Dec. 31, 2014	Dec. 31, 2013	Jun. 16, 2007
Debt Instrument [Line Items]
Long-term debt			$4.90	$4.90
Loans payable | 1.0% Windsor Property Loan
Debt Instrument [Line Items]
Amount of unsecured notes issued					9.9
Term to debt maturity			20 years
Annual interest rate on loan					1.00%
Initial period without debt payments based on no defaults			10 years
Period obligated to make monthly debt payments			10 years
Initial period for loan forgiveness			5 years
Initial provision for debt forgiveness			5
Debt forgiveness	5
Additional provision for debt forgiveness			4.9
Letter of credit, security provided as repayment of notes payable		10.6
Long-term debt			$4.90	$4.90
Loans payable | 1.0% Windsor Property Loan | Minimum
Debt Instrument [Line Items]
Additional period for loan forgiveness			5 years
Loans payable | 1.0% Windsor Property Loan | Maximum
Debt Instrument [Line Items]
Additional period for loan forgiveness			10 years

Commitments_and_Contingencies_1

Commitments and Contingencies - Narrative (Details) (USD $)	12 Months Ended			0 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 25, 2014	Sep. 26, 2012	Feb. 22, 2011
					plantiff	plantiff
Loss Contingencies [Line Items]
Rent expense	$3.80	$4	$4.90
Sponsors of retirement plan alleging violation						2
Healthcare Strategies, Inc., Plan
Loss Contingencies [Line Items]
Number of plaintiffs					15,000
Settlement amount				15
Investment purchase commitment
Loss Contingencies [Line Items]
Off-balance sheet commitment to purchase investments	$334	$466.80

Commitments_and_Contingencies_2

Commitments and Contingencies - Restricted Assets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Loss Contingencies [Line Items]
Other fixed maturities-state deposits	$13.50	$13.10
Securities pledged	235.3	140.1
Total restricted assets	248.8	153.2
Fair value of loaned securities	174.9	97.6
Securities pledged as collateral
Loss Contingencies [Line Items]
Fair value of loaned securities	174.9	97.6
Securities pledged as collateral	$60.40	$42.50

Related_Party_Transactions_Det

Related Party Transactions (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Jan. 02, 2007	Apr. 20, 2012	Jun. 01, 2001	Dec. 29, 2004
Operating Agreeements, Investment Advisory and Other Fees
Earning related to agreements	$784,100,000	$744,300,000	$648,800,000
Commissions collected	244,900,000	242,100,000	225,500,000
Voya Investment Management LLC (VIM)
Operating Agreeements, Investment Advisory and Other Fees
Earning related to agreements	31,900,000	30,500,000	26,200,000
Expenses incurred	30,300,000	27,700,000	27,000,000
Voya Services Company
Operating Agreeements, Investment Advisory and Other Fees
Asset management, administrative and accounting services fees	197,700,000	187,100,000	183,500,000
US Insurance Company and Affiliates
Operating Agreeements, Investment Advisory and Other Fees
Expenses incurred	26,900,000	22,600,000	30,800,000
Voya Institutional Plan Services LLC
Operating Agreeements, Investment Advisory and Other Fees
Earning related to agreements	8,100,000	8,200,000	7,100,000
Voya Investment and Annuity Company and ReliaStar Life Insurance Company of New York, Affiliate Companies | DSL
Operating Agreeements, Investment Advisory and Other Fees
Commissions collected	244,900,000	242,100,000	225,500,000
Contracting Party | DSL
Operating Agreeements, Investment Advisory and Other Fees
Expenses incurred	231,500,000	230,500,000	212,300,000
ReliaStar Life Insurance Company | DSL
Operating Agreeements, Investment Advisory and Other Fees
Expenses incurred	3,300,000	3,400,000	3,200,000
Voya Investments, LLC, Voya Investment Management, LLC, and Affiliated Companies | DSL
Operating Agreeements, Investment Advisory and Other Fees
Asset management, administrative and accounting services fees	45,500,000	34,000,000	27,000,000
Other affiliates
Operating Agreeements, Investment Advisory and Other Fees
Deposit assets	93,900,000	39,700,000
Deposit liabilities	201,100,000	83,500,000
SLDI
Reinsurance
Quota share of liability with reinsurer, percentage	100.00%
SLDI | State of New York
Reinsurance
Quota share of liability with reinsurer, percentage	90.00%
Company Funds | DSL
Operating Agreeements, Investment Advisory and Other Fees
Earning related to agreements	210,400,000	152,400,000	135,000,000
Reinsurance
Percentage of average daily net assets				3.40%
Voya Partners, Inc. | DSL
Operating Agreeements, Investment Advisory and Other Fees
Earning related to agreements	414,300,000	418,200,000	370,600,000
Voya Investors Trust | DSL
Operating Agreeements, Investment Advisory and Other Fees
Due from affiliates	33,000,000	36,500,000
Voya Financial, Inc.
Financing Agreements
Basis spread on reciprocal loans		0.15%	0.15%
Voya Financial, Inc. | Senior Unsecured Credit Facility
Financing Agreements
Current borrowing capacity					5,000,000,000
Voya Financial, Inc. | Reciprocal Loan Agreement
Financing Agreements
Maximum borrowing capacity, percentage						3.00%
Voya Financial, Inc. | Reciprocal Loan Agreement | Net investment income
Financing Agreements
Interest income from related party	400,000	0	500,000
Voya Investment and Annuity Company | Surplus Notes
Financing Agreements
Debt instrument, face amount							175,000,000
Annual interest rate on loan							6.26%
Interest income	$11,100,000	$11,100,000	$11,100,000

Schedule_I_Summary_of_Investme1

Schedule I. Summary of Investments (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	$24,554.30
Value	26,710.10
Amount Shown on Consolidated Balance Sheets	26,542.50
U.S. Treasuries
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	649
Value	773.1
Amount Shown on Consolidated Balance Sheets	773.1
U.S. Government, agencies and authorities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	45.7
Value	46.6
Amount Shown on Consolidated Balance Sheets	46.6
State, municipalities and political subdivisions
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	259
Value	277.2
Amount Shown on Consolidated Balance Sheets	277.2
U.S. corporate securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	10,366.70
Value	11,220
Amount Shown on Consolidated Balance Sheets	11,220
Foreign securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	5,485.40
Value	5,777.90
Amount Shown on Consolidated Balance Sheets	5,777.90
Residential mortgage-backed securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	1,841.40
Value	2,043.40
Amount Shown on Consolidated Balance Sheets	2,043.40
Commercial mortgage-backed securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	998.9
Value	1,078
Amount Shown on Consolidated Balance Sheets	1,078
Other asset-backed securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	389
Value	400.4
Amount Shown on Consolidated Balance Sheets	400.4
Fixed maturities pledged, included in securities pledged
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	20,035.10
Value	21,616.60
Amount Shown on Consolidated Balance Sheets	21,616.60
Equity securities, available-for-sale
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	107.4
Value	121.9
Amount Shown on Consolidated Balance Sheets	121.9
Mortgage loans on real estate
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	3,513
Value	3,680.60
Amount Shown on Consolidated Balance Sheets	3,513
Policy loans
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	239.1
Value	239.1
Amount Shown on Consolidated Balance Sheets	239.1
Short-term Investments
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	241.5
Value	241.5
Amount Shown on Consolidated Balance Sheets	241.5
Limited partnerships/corporations
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	248.4
Value	248.4
Amount Shown on Consolidated Balance Sheets	248.4
Derivatives
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Cost	169.8
Value	562
Amount Shown on Consolidated Balance Sheets	$562

Schedule_IV_Reinsurance_Inform1

Schedule IV - Reinsurance Information (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Life insurance in force, gross	$12,883.10	$13,738.10	$14,684.50
Life insurance in force, ceded	13,235.90	14,120.40	15,109.50
Life insurance in force, assumed	352.8	382.3	425
Life insurance in force, net	0	0	0
Total premiums, gross	88.9	37.4	36.2
Total premiums, ceded	0.2	0.2	0.2
Total premiums, assumed	0.1	0.1	0
Total premiums, net	88.8	37.3	36
Accident and health insurance
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Total premiums, gross	0.1	0.2	0.2
Total premiums, ceded	0.2	0.2	0.2
Total premiums, assumed	0	0	0
Total premiums, net	-0.1	0	0
Annuities
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Total premiums, gross	88.8	37.2	36
Total premiums, ceded	0	0	0
Total premiums, assumed	0.1	0.1	0
Total premiums, net	$88.90	$37.30	$36